TEGAX vs. VSNGX
TEGAX (Touchstone Mid Cap Growth Fund) and VSNGX (JPMorgan Mid Cap Equity Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, TEGAX returned 13.44%/yr vs 11.75%/yr for VSNGX. Their correlation of 0.91 means they have usually moved in the same direction. TEGAX charges 1.21%/yr vs 0.89%/yr for VSNGX.
Performance
TEGAX vs. VSNGX - Performance Comparison
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Returns By Period
In the year-to-date period, TEGAX achieves a 10.78% return, which is significantly higher than VSNGX's 10.11% return. Over the past 10 years, TEGAX has outperformed VSNGX with an annualized return of 13.44%, while VSNGX has yielded a comparatively lower 11.75% annualized return.
TEGAX
- 1D
- 0.00%
- 1M
- -3.47%
- 6M
- 10.15%
- YTD
- 10.78%
- 1Y
- 11.08%
- 3Y*
- 13.77%
- 5Y*
- 6.06%
- 10Y*
- 13.44%
- ALL TIME*
- 12.90%
VSNGX
- 1D
- -0.26%
- 1M
- -0.60%
- 6M
- 6.96%
- YTD
- 10.11%
- 1Y
- 13.26%
- 3Y*
- 13.05%
- 5Y*
- 7.04%
- 10Y*
- 11.75%
- ALL TIME*
- 10.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TEGAX vs. VSNGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEGAX Touchstone Mid Cap Growth Fund | 10.78% | 9.28% | 15.99% | 24.20% | -26.18% | 15.51% | 27.10% | 53.26% | -3.71% | 24.17% |
VSNGX JPMorgan Mid Cap Equity Fund | 10.11% | 6.09% | 18.60% | 16.15% | -16.03% | 19.97% | 22.62% | 32.73% | -8.20% | 21.35% |
Correlation
The correlation between TEGAX and VSNGX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1996 | 0.91 |
The correlation between TEGAX and VSNGX shifts across timeframes, from 0.79 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TEGAX vs. VSNGX — Risk / Return Rank
TEGAX
VSNGX
TEGAX vs. VSNGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Growth Fund (TEGAX) and JPMorgan Mid Cap Equity Fund (VSNGX). 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.
| TEGAX | VSNGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.47 | -0.65 |
| Martin ratioReturn relative to average drawdown | 2.45 | 5.50 | -3.06 |
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Drawdowns
TEGAX vs. VSNGX - Drawdown Comparison
The maximum TEGAX drawdown since its inception was -53.30%, roughly equal to the maximum VSNGX drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for TEGAX and VSNGX.
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Drawdown Indicators
| TEGAX | VSNGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.30% | -54.50% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -8.24% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -27.79% | -18.96% | -8.83% |
Max Drawdown (5Y)Largest decline over 5 years | -41.38% | -25.08% | -16.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.38% | -38.33% | -3.05% |
Current DrawdownCurrent decline from peak | -5.22% | -0.99% | -4.23% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -7.40% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 2.20% | +1.46% |
Volatility
TEGAX vs. VSNGX - Volatility Comparison
Touchstone Mid Cap Growth Fund (TEGAX) has a higher volatility of 3.83% compared to JPMorgan Mid Cap Equity Fund (VSNGX) at 2.59%. This indicates that TEGAX's price experiences larger fluctuations and is considered to be riskier than VSNGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEGAX | VSNGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 2.59% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 9.36% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 12.59% | +5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.13% | 17.37% | +7.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.21% | 19.52% | +3.69% |
TEGAX vs. VSNGX - Expense Ratio Comparison
TEGAX has a 1.21% expense ratio, which is higher than VSNGX's 0.89% expense ratio.
Dividends
TEGAX vs. VSNGX - Dividend Comparison
TEGAX's dividend yield for the trailing twelve months is around 10.29%, more than VSNGX's 5.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEGAX Touchstone Mid Cap Growth Fund | 10.29% | 11.40% | 2.97% | 0.00% | 2.69% | 16.97% | 6.67% | 13.97% | 8.53% | 10.06% | 2.59% | 8.72% |
VSNGX JPMorgan Mid Cap Equity Fund | 5.59% | 6.15% | 8.60% | 0.50% | 2.81% | 7.63% | 11.65% | 8.60% | 12.95% | 5.79% | 3.37% | 5.15% |
Frequently Asked Questions
TEGAX and VSNGX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEGAX has higher volatility (3.83%) compared to VSNGX (2.59%). In terms of maximum drawdown, TEGAX dropped -53.30% vs VSNGX's -54.50%.
VSNGX currently has the higher Sharpe Ratio (0.97 vs 0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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