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TEGAX vs. TOBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEGAX vs. TOBAX - Performance Comparison

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

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TEGAX vs. TOBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEGAX
Touchstone Mid Cap Growth Fund
-5.75%9.28%15.99%24.20%-26.18%15.51%27.10%53.26%-3.71%24.17%
TOBAX
Touchstone Active Bond Fund
-0.66%7.66%2.22%6.38%-14.20%-1.34%9.93%10.11%-1.94%3.51%

Returns By Period

In the year-to-date period, TEGAX achieves a -5.75% return, which is significantly lower than TOBAX's -0.66% return. Over the past 10 years, TEGAX has outperformed TOBAX with an annualized return of 12.00%, while TOBAX has yielded a comparatively lower 2.11% annualized return.


TEGAX

1D
-1.38%
1M
-9.64%
YTD
-5.75%
6M
-8.51%
1Y
13.82%
3Y*
11.23%
5Y*
5.00%
10Y*
12.00%

TOBAX

1D
0.55%
1M
-2.34%
YTD
-0.66%
6M
0.66%
1Y
4.71%
3Y*
4.05%
5Y*
0.31%
10Y*
2.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEGAX vs. TOBAX - Expense Ratio Comparison

TEGAX has a 1.21% expense ratio, which is higher than TOBAX's 0.83% expense ratio.


Return for Risk

TEGAX vs. TOBAX — Risk / Return Rank

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

TEGAX
TEGAX Risk / Return Rank: 2424
Overall Rank
TEGAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TEGAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TEGAX Omega Ratio Rank: 2222
Omega Ratio Rank
TEGAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TEGAX Martin Ratio Rank: 2626
Martin Ratio Rank

TOBAX
TOBAX Risk / Return Rank: 6161
Overall Rank
TOBAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TOBAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TOBAX Omega Ratio Rank: 4646
Omega Ratio Rank
TOBAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
TOBAX Martin Ratio Rank: 6363
Martin Ratio Rank
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.

TEGAX vs. TOBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Growth Fund (TEGAX) and Touchstone Active Bond Fund (TOBAX). 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.


TEGAXTOBAXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.09

-0.52

Sortino ratio

Return per unit of downside risk

0.97

1.56

-0.59

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

0.77

1.83

-1.06

Martin ratio

Return relative to average drawdown

2.79

5.97

-3.18

TEGAX vs. TOBAX - Sharpe Ratio Comparison

The current TEGAX Sharpe Ratio is 0.57, which is lower than the TOBAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TEGAX and TOBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TEGAXTOBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.09

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.05

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.44

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.89

-0.32

Correlation

The correlation between TEGAX and TOBAX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TEGAX vs. TOBAX - Dividend Comparison

TEGAX's dividend yield for the trailing twelve months is around 12.10%, more than TOBAX's 4.00% yield.


TTM20252024202320222021202020192018201720162015
TEGAX
Touchstone Mid Cap Growth Fund
12.10%11.40%2.97%0.00%2.69%16.97%6.67%13.97%8.53%10.06%2.59%8.72%
TOBAX
Touchstone Active Bond Fund
4.00%3.52%3.72%3.63%3.10%2.24%2.58%2.59%2.79%2.29%2.65%2.99%

Drawdowns

TEGAX vs. TOBAX - Drawdown Comparison

The maximum TEGAX drawdown since its inception was -53.30%, which is greater than TOBAX's maximum drawdown of -19.73%. Use the drawdown chart below to compare losses from any high point for TEGAX and TOBAX.


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Drawdown Indicators


TEGAXTOBAXDifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-19.73%

-33.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-2.88%

-10.86%

Max Drawdown (5Y)

Largest decline over 5 years

-41.38%

-19.73%

-21.65%

Max Drawdown (10Y)

Largest decline over 10 years

-41.38%

-19.73%

-21.65%

Current Drawdown

Current decline from peak

-10.89%

-2.34%

-8.55%

Average Drawdown

Average peak-to-trough decline

-9.27%

-2.44%

-6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

0.88%

+2.93%

Volatility

TEGAX vs. TOBAX - Volatility Comparison

Touchstone Mid Cap Growth Fund (TEGAX) has a higher volatility of 6.18% compared to Touchstone Active Bond Fund (TOBAX) at 1.57%. This indicates that TEGAX's price experiences larger fluctuations and is considered to be riskier than TOBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEGAXTOBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

1.57%

+4.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

2.52%

+10.37%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

4.36%

+19.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

5.77%

+19.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.09%

4.79%

+18.30%