TEGAX vs. FISGX

In the year-to-date period, TEGAX achieves a 23.35% return, which is significantly higher than FISGX's 20.86% return. Over the past 10 years, TEGAX has outperformed FISGX with an annualized return of 3.72%, while FISGX has yielded a comparatively lower -2.34% annualized return.

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TEGAX has a 1.21% expense ratio, which is higher than FISGX's 0.92% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Growth Fund (TEGAX) and Nuveen Mid Cap Growth Opportunities Fund (FISGX). 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.

The current TEGAX Sharpe Ratio is 2.13, which is comparable to the FISGX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TEGAX and FISGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TEGAX nor FISGX has paid dividends to shareholders.

The maximum TEGAX drawdown since its inception was -58.44%, smaller than the maximum FISGX drawdown of -66.80%. Use the drawdown chart below to compare losses from any high point for TEGAX and FISGX. For additional features, visit the drawdowns tool.

Touchstone Mid Cap Growth Fund (TEGAX) and Nuveen Mid Cap Growth Opportunities Fund (FISGX) have volatilities of 5.90% and 5.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.