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TEGAX vs. ACMVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TEGAX and ACMVX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

TEGAX vs. ACMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Mid Cap Growth Fund (TEGAX) and American Century Mid Cap Value Fund (ACMVX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.67%
0.63%
TEGAX
ACMVX

Key characteristics

Sharpe Ratio

TEGAX:

0.96

ACMVX:

0.16

Sortino Ratio

TEGAX:

1.41

ACMVX:

0.28

Omega Ratio

TEGAX:

1.17

ACMVX:

1.04

Calmar Ratio

TEGAX:

0.53

ACMVX:

0.09

Martin Ratio

TEGAX:

3.20

ACMVX:

0.75

Ulcer Index

TEGAX:

5.07%

ACMVX:

2.81%

Daily Std Dev

TEGAX:

16.93%

ACMVX:

13.33%

Max Drawdown

TEGAX:

-58.44%

ACMVX:

-55.52%

Current Drawdown

TEGAX:

-14.85%

ACMVX:

-20.11%

Returns By Period

In the year-to-date period, TEGAX achieves a 15.46% return, which is significantly higher than ACMVX's 1.59% return. Over the past 10 years, TEGAX has outperformed ACMVX with an annualized return of 4.17%, while ACMVX has yielded a comparatively lower 0.83% annualized return.


TEGAX

YTD

15.46%

1M

-6.40%

6M

13.63%

1Y

15.84%

5Y*

3.92%

10Y*

4.17%

ACMVX

YTD

1.59%

1M

-11.34%

6M

0.63%

1Y

2.12%

5Y*

-0.32%

10Y*

0.83%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TEGAX vs. ACMVX - Expense Ratio Comparison

TEGAX has a 1.21% expense ratio, which is higher than ACMVX's 0.97% expense ratio.


TEGAX
Touchstone Mid Cap Growth Fund
Expense ratio chart for TEGAX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for ACMVX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

TEGAX vs. ACMVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Growth Fund (TEGAX) and American Century Mid Cap Value Fund (ACMVX). 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.


Sharpe ratio
The chart of Sharpe ratio for TEGAX, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.000.940.16
The chart of Sortino ratio for TEGAX, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.380.28
The chart of Omega ratio for TEGAX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.04
The chart of Calmar ratio for TEGAX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.0014.000.520.09
The chart of Martin ratio for TEGAX, currently valued at 3.11, compared to the broader market0.0020.0040.0060.003.110.75
TEGAX
ACMVX

The current TEGAX Sharpe Ratio is 0.96, which is higher than the ACMVX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of TEGAX and ACMVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.94
0.16
TEGAX
ACMVX

Dividends

TEGAX vs. ACMVX - Dividend Comparison

TEGAX has not paid dividends to shareholders, while ACMVX's dividend yield for the trailing twelve months is around 1.10%.


TTM20232022202120202019201820172016201520142013
TEGAX
Touchstone Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.02%0.00%0.00%0.00%0.00%0.00%0.00%
ACMVX
American Century Mid Cap Value Fund
1.10%1.72%1.80%1.42%1.33%1.46%1.81%1.58%1.29%1.18%1.11%1.30%

Drawdowns

TEGAX vs. ACMVX - Drawdown Comparison

The maximum TEGAX drawdown since its inception was -58.44%, which is greater than ACMVX's maximum drawdown of -55.52%. Use the drawdown chart below to compare losses from any high point for TEGAX and ACMVX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-14.85%
-20.11%
TEGAX
ACMVX

Volatility

TEGAX vs. ACMVX - Volatility Comparison

The current volatility for Touchstone Mid Cap Growth Fund (TEGAX) is 6.51%, while American Century Mid Cap Value Fund (ACMVX) has a volatility of 8.39%. This indicates that TEGAX experiences smaller price fluctuations and is considered to be less risky than ACMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.51%
8.39%
TEGAX
ACMVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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