PortfoliosLab logoPortfoliosLab logo
TEGAX vs. VLEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEGAX vs. VLEQX - Performance Comparison

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

Loading graphics...

TEGAX vs. VLEQX - 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%
VLEQX
Villere Equity Fund
-2.26%0.26%1.50%11.37%-24.50%5.80%14.77%24.50%-6.98%7.34%

Returns By Period

In the year-to-date period, TEGAX achieves a -5.75% return, which is significantly lower than VLEQX's -2.26% return. Over the past 10 years, TEGAX has outperformed VLEQX with an annualized return of 12.00%, while VLEQX has yielded a comparatively lower 3.10% 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%

VLEQX

1D
-0.09%
1M
-6.66%
YTD
-2.26%
6M
-2.53%
1Y
-0.48%
3Y*
0.50%
5Y*
-3.26%
10Y*
3.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VLEQX - Expense Ratio Comparison

TEGAX has a 1.21% expense ratio, which is lower than VLEQX's 1.22% expense ratio.


Return for Risk

TEGAX vs. VLEQX — 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

VLEQX
VLEQX Risk / Return Rank: 44
Overall Rank
VLEQX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VLEQX Sortino Ratio Rank: 55
Sortino Ratio Rank
VLEQX Omega Ratio Rank: 55
Omega Ratio Rank
VLEQX Calmar Ratio Rank: 44
Calmar Ratio Rank
VLEQX Martin Ratio Rank: 33
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. VLEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Growth Fund (TEGAX) and Villere Equity Fund (VLEQX). 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.


TEGAXVLEQXDifference

Sharpe ratio

Return per unit of total volatility

0.57

-0.01

+0.58

Sortino ratio

Return per unit of downside risk

0.97

0.10

+0.87

Omega ratio

Gain probability vs. loss probability

1.13

1.01

+0.12

Calmar ratio

Return relative to maximum drawdown

0.77

-0.18

+0.96

Martin ratio

Return relative to average drawdown

2.79

-0.62

+3.41

TEGAX vs. VLEQX - Sharpe Ratio Comparison

The current TEGAX Sharpe Ratio is 0.57, which is higher than the VLEQX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of TEGAX and VLEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TEGAXVLEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

-0.01

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.17

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.16

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.07

+0.50

Correlation

The correlation between TEGAX and VLEQX is 0.83, 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.


Dividends

TEGAX vs. VLEQX - Dividend Comparison

TEGAX's dividend yield for the trailing twelve months is around 12.10%, more than VLEQX's 0.55% 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%
VLEQX
Villere Equity Fund
0.55%0.54%0.40%4.64%2.88%8.24%0.73%0.17%0.34%0.00%0.11%1.76%

Drawdowns

TEGAX vs. VLEQX - Drawdown Comparison

The maximum TEGAX drawdown since its inception was -53.30%, which is greater than VLEQX's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for TEGAX and VLEQX.


Loading graphics...

Drawdown Indicators


TEGAXVLEQXDifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-35.60%

-17.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-11.43%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-41.38%

-33.46%

-7.92%

Max Drawdown (10Y)

Largest decline over 10 years

-41.38%

-35.60%

-5.78%

Current Drawdown

Current decline from peak

-10.89%

-21.05%

+10.16%

Average Drawdown

Average peak-to-trough decline

-9.27%

-12.40%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

3.36%

+0.45%

Volatility

TEGAX vs. VLEQX - Volatility Comparison

Touchstone Mid Cap Growth Fund (TEGAX) has a higher volatility of 6.18% compared to Villere Equity Fund (VLEQX) at 3.41%. This indicates that TEGAX's price experiences larger fluctuations and is considered to be riskier than VLEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TEGAXVLEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

3.41%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

8.30%

+4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

16.28%

+7.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

19.28%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.09%

19.24%

+3.85%