TDI vs. TLCI

Last updated Jun 4, 2026

TDI (Touchstone Dynamic International ETF) and TLCI (Touchstone International Equity ETF) are both Foreign Large Cap Equities funds from Touchstone. Both are actively managed. Over the past year, TDI returned 42.61% vs -0.25% for TLCI. A 0.77 correlation means they provide meaningful diversification when combined. TDI charges 0.65%/yr vs 0.37%/yr for TLCI.

Performance

TDI vs. TLCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Dynamic International ETF (TDI) and Touchstone International Equity ETF (TLCI). 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 higher than TLCI's -0.42% return.

TDI

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

TLCI

• 1D: -0.51%
• 1M: 3.50%
• YTD: -0.42%
• 6M: -0.07%
• 1Y: -0.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TDI vs. TLCI - Yearly Performance Comparison

	2026 (YTD)	2025
TDI Touchstone Dynamic International ETF	18.78%	28.63%
TLCI Touchstone International Equity ETF	-0.42%	3.99%

Correlation

The correlation between TDI and TLCI is 0.75, 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	0.75
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025	0.77

The correlation between TDI and TLCI has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.

Return for Risk

TDI vs. TLCI — 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

TLCI

TLCI Risk / Return Rank: 9
TLCI Sharpe Ratio Rank: 9
TLCI Sortino Ratio Rank: 9
TLCI Omega Ratio Rank: 9
TLCI Calmar Ratio Rank: 9
TLCI Martin Ratio Rank: 9

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. TLCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and Touchstone International Equity ETF (TLCI). 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	TLCI	Difference
Sharpe ratio: Return per unit of total volatility	2.47	-0.02	+2.49
Sortino ratio: Return per unit of downside risk	3.25	0.07	+3.18
Omega ratio: Gain probability vs. loss probability	1.44	1.01	+0.43
Calmar ratio: Return relative to maximum drawdown	3.54	-0.02	+3.56
Martin ratio: Return relative to average drawdown	14.18	-0.06	+14.25
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. TLCI - Sharpe Ratio Comparison

The current TDI Sharpe Ratio is 2.47, which is higher than the TLCI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of TDI and TLCI, 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	TLCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	-0.02	+2.49
Sharpe Ratio (All Time) Calculated using the full available price history	1.74	0.18	+1.56

Drawdowns

TDI vs. TLCI - Drawdown Comparison

The maximum TDI drawdown since its inception was -14.99%, which is greater than TLCI's maximum drawdown of -12.15%. Use the drawdown chart below to compare losses from any high point for TDI and TLCI.

Drawdown Indicators

	TDI	TLCI	Difference
Max Drawdown Largest peak-to-trough decline	-14.99%	-12.15%	-2.84%
Max Drawdown (1Y) Largest decline over 1 year	-12.09%	-11.83%	-0.26%
Current Drawdown Current decline from peak	-1.13%	-4.37%	+3.24%
Average Drawdown Average peak-to-trough decline	-2.21%	-2.84%	+0.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	3.82%	-0.81%

Volatility

TDI vs. TLCI - Volatility Comparison

Touchstone Dynamic International ETF (TDI) has a higher volatility of 6.02% compared to Touchstone International Equity ETF (TLCI) at 4.07%. This indicates that TDI's price experiences larger fluctuations and is considered to be riskier than TLCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TDI	TLCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	4.07%	+1.95%
Volatility (6M) Calculated over the trailing 6-month period	14.88%	10.97%	+3.91%
Volatility (1Y) Calculated over the trailing 1-year period	17.31%	13.22%	+4.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.84%	15.75%	+1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.84%	15.75%	+1.09%

TDI vs. TLCI - Expense Ratio Comparison

TDI has a 0.65% expense ratio, which is higher than TLCI's 0.37% expense ratio.

Dividends

TDI vs. TLCI - Dividend Comparison

TDI's dividend yield for the trailing twelve months is around 1.63%, more than TLCI's 0.60% yield.

Position	TTM	2025	2024	2023
TDI Touchstone Dynamic International ETF	1.63%	1.94%	3.39%	0.40%
TLCI Touchstone International Equity ETF	0.60%	0.60%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TDI and TLCI in my portfolio?

TDI and TLCI have a correlation of 0.75, 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 TLCI?

TDI has higher volatility (6.02%) compared to TLCI (4.07%). In terms of maximum drawdown, TDI dropped -14.99% vs TLCI's -12.15%.

Which ETF is better, TDI or TLCI?

On 1-year performance, TDI leads with 42.61% vs -0.25% for TLCI. On fees, TLCI is cheaper at 0.37% per year. On volatility, TLCI has been the lower-risk option at 4.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TDI or TLCI?

Over the 1-year period, TDI has performed better with a 42.61% return vs -0.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TDI or TLCI?

TLCI is cheaper with a 0.37% expense ratio, compared with 0.65% for TDI.

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

TDI has the higher dividend yield at 1.63%, compared with 0.60% for TLCI.

What is the main difference between TDI and TLCI?

Their fees differ too: 0.65% for TDI and 0.37% for TLCI.

Which has better risk-adjusted returns?

TDI currently has the higher Sharpe Ratio (2.47 vs -0.02), 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.