TDI vs. TLG

Last updated Jul 16, 2026

TDI (Touchstone Dynamic International ETF) and TLG (Touchstone Large Company Growth ETF) are both exchange-traded funds - TDI is a Foreign Large Cap Equities fund actively managed by Touchstone, while TLG is a Large Cap Growth Equities fund actively managed by Touchstone. Both are actively managed. A 0.71 correlation means they provide meaningful diversification when combined. TDI charges 0.65%/yr vs 0.67%/yr for TLG.

Performance

TDI vs. TLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Dynamic International ETF (TDI) and Touchstone Large Company Growth ETF (TLG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TDI

• 1D: 0.20%
• 1M: -1.97%
• 6M: 10.00%
• YTD: 16.29%
• 1Y: 36.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TLG

• 1D: -0.04%
• 1M: -0.74%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TDI vs. TLG - Yearly Performance Comparison

	2026 (YTD)
TDI Touchstone Dynamic International ETF	10.69%
TLG Touchstone Large Company Growth ETF	9.37%

Correlation

The correlation between TDI and TLG is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026	0.71

Return for Risk

TDI vs. TLG — 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: 77
TDI Sortino Ratio Rank: 70
TDI Omega Ratio Rank: 75
TDI Calmar Ratio Rank: 75
TDI Martin Ratio Rank: 76

TLG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and Touchstone Large Company Growth ETF (TLG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TDI	TLG	Difference
Sharpe ratio: Return per unit of total volatility	1.96	—	—
Sortino ratio: Return per unit of downside risk	2.58	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	3.05	—	—
Martin ratio: Return relative to average drawdown	11.32	—	—

Drawdowns

TDI vs. TLG - Drawdown Comparison

The maximum TDI drawdown since its inception was -14.99%, which is greater than TLG's maximum drawdown of -9.38%. Use the drawdown chart below to compare losses from any high point for TDI and TLG.

Drawdown Indicators

	TDI	TLG	Difference
Max Drawdown Largest peak-to-trough decline	-14.99%	-9.38%	-5.61%
Max Drawdown (1Y) Largest decline over 1 year	-12.09%	—	—
Current Drawdown Current decline from peak	-3.20%	-5.05%	+1.85%
Average Drawdown Average peak-to-trough decline	-2.26%	-3.11%	+0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.25%	—	—

Volatility

Volatility by Period

	TDI	TLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.87%	22.83%	-3.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.26%	22.83%	-5.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	22.83%	-5.57%

TDI vs. TLG - Expense Ratio Comparison

TDI has a 0.65% expense ratio, which is lower than TLG's 0.67% expense ratio.

Dividends

TDI vs. TLG - Dividend Comparison

TDI's dividend yield for the trailing twelve months is around 1.67%, while TLG has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
TDI Touchstone Dynamic International ETF	1.67%	1.94%	3.39%	0.40%
TLG Touchstone Large Company Growth ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TDI and TLG in my portfolio?

TDI and TLG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TDI or TLG?

On fees, TDI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TDI or TLG?

TDI is cheaper with a 0.65% expense ratio, compared with 0.67% for TLG.

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

TDI has the higher dividend yield at 1.67%, compared with 0.00% for TLG.

What is the main difference between TDI and TLG?

TDI is categorized as Foreign Large Cap Equities, while TLG is Large Cap Growth Equities. Their fees differ too: 0.65% for TDI and 0.67% for TLG.