TDI vs. TEMX

Last updated Jun 4, 2026

TDI (Touchstone Dynamic International ETF) and TEMX (Touchstone Sands Capital Emerging Markets ex-China Growth ETF) are both exchange-traded funds - TDI is a Foreign Large Cap Equities fund actively managed by Touchstone, while TEMX is a Emerging Markets Diversified fund actively managed by Touchstone. Both are actively managed. Over the past year, TDI returned 42.61% vs 43.25% for TEMX. A 0.76 correlation means they provide meaningful diversification when combined. TDI charges 0.65%/yr vs 0.79%/yr for TEMX.

Performance

TDI vs. TEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Dynamic International ETF (TDI) and Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TDI achieves a 18.78% return, which is significantly lower than TEMX's 27.65% return.

TDI

• 1D: -1.13%
• 1M: 4.89%
• YTD: 18.78%
• 6M: 22.24%
• 1Y: 42.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TEMX

• 1D: -1.00%
• 1M: 10.02%
• YTD: 27.65%
• 6M: 29.76%
• 1Y: 43.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TDI vs. TEMX - Yearly Performance Comparison

	2026 (YTD)	2025
TDI Touchstone Dynamic International ETF	18.78%	32.31%
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	27.65%	21.46%

Correlation

The correlation between TDI and TEMX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.76

The correlation between TDI and TEMX has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

Return for Risk

TDI vs. TEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TDI

TDI Risk / Return Rank: 74
TDI Sharpe Ratio Rank: 76
TDI Sortino Ratio Rank: 72
TDI Omega Ratio Rank: 74
TDI Calmar Ratio Rank: 72
TDI Martin Ratio Rank: 75

TEMX

TEMX Risk / Return Rank: 60
TEMX Sharpe Ratio Rank: 60
TEMX Sortino Ratio Rank: 57
TEMX Omega Ratio Rank: 61
TEMX Calmar Ratio Rank: 60
TEMX Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TDI vs. TEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	TDI	TEMX	Difference
Sharpe ratio: Return per unit of total volatility	2.47	1.99	+0.49
Sortino ratio: Return per unit of downside risk	3.25	2.69	+0.56
Omega ratio: Gain probability vs. loss probability	1.44	1.37	+0.07
Calmar ratio: Return relative to maximum drawdown	3.54	2.91	+0.63
Martin ratio: Return relative to average drawdown	14.18	11.46	+2.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TDI vs. TEMX - Sharpe Ratio Comparison

The current TDI Sharpe Ratio is 2.47, which is comparable to the TEMX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TDI and TEMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TDI	TEMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	1.99	+0.49
Sharpe Ratio (All Time) Calculated using the full available price history	1.74	1.83	-0.08

Drawdowns

TDI vs. TEMX - Drawdown Comparison

The maximum TDI drawdown since its inception was -14.99%, roughly equal to the maximum TEMX drawdown of -14.95%. Use the drawdown chart below to compare losses from any high point for TDI and TEMX.

Drawdown Indicators

	TDI	TEMX	Difference
Max Drawdown Largest peak-to-trough decline	-14.99%	-14.95%	-0.04%
Max Drawdown (1Y) Largest decline over 1 year	-12.09%	-14.95%	+2.86%
Current Drawdown Current decline from peak	-1.13%	-1.17%	+0.04%
Average Drawdown Average peak-to-trough decline	-2.21%	-2.37%	+0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	3.78%	-0.77%

Volatility

TDI vs. TEMX - Volatility Comparison

The current volatility for Touchstone Dynamic International ETF (TDI) is 6.02%, while Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) has a volatility of 9.77%. This indicates that TDI experiences smaller price fluctuations and is considered to be less risky than TEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TDI	TEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	9.77%	-3.75%
Volatility (6M) Calculated over the trailing 6-month period	14.88%	19.43%	-4.55%
Volatility (1Y) Calculated over the trailing 1-year period	17.31%	21.87%	-4.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.84%	22.76%	-5.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.84%	22.76%	-5.92%

TDI vs. TEMX - Expense Ratio Comparison

TDI has a 0.65% expense ratio, which is lower than TEMX's 0.79% expense ratio.

Dividends

TDI vs. TEMX - Dividend Comparison

TDI's dividend yield for the trailing twelve months is around 1.63%, more than TEMX's 0.85% yield.

Position	TTM	2025	2024	2023
TDI Touchstone Dynamic International ETF	1.63%	1.94%	3.39%	0.40%
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	0.85%	1.08%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TDI and TEMX in my portfolio?

TDI and TEMX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TDI or TEMX?

TEMX has higher volatility (9.77%) compared to TDI (6.02%). In terms of maximum drawdown, TDI dropped -14.99% vs TEMX's -14.95%.

Which ETF is better, TDI or TEMX?

On 1-year performance, TEMX leads with 43.25% vs 42.61% for TDI. On fees, TDI is cheaper at 0.65% per year. On volatility, TDI has been the lower-risk option at 6.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TDI or TEMX?

Over the 1-year period, TEMX has performed better with a 43.25% return vs 42.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TDI or TEMX?

TDI is cheaper with a 0.65% expense ratio, compared with 0.79% for TEMX.

Which ETF pays a higher dividend yield, TDI or TEMX?

TDI has the higher dividend yield at 1.63%, compared with 0.85% for TEMX.

What is the main difference between TDI and TEMX?

TDI is categorized as Foreign Large Cap Equities, while TEMX is Emerging Markets Diversified. Their fees differ too: 0.65% for TDI and 0.79% for TEMX.

Which has better risk-adjusted returns?

TDI currently has the higher Sharpe Ratio (2.47 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.