TEMX vs. BCHI

Last updated Jun 24, 2026

TEMX (Touchstone Sands Capital Emerging Markets ex-China Growth ETF) and BCHI (GMO Beyond China ETF) are both Emerging Markets Diversified funds. Both are actively managed. Over the past year, TEMX returned 42.77% vs 54.51% for BCHI. Their correlation of 0.84 suggests significant overlap in exposure. TEMX charges 0.79%/yr vs 0.65%/yr for BCHI.

Performance

TEMX vs. BCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) and GMO Beyond China ETF (BCHI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with TEMX having a 27.50% return and BCHI slightly higher at 28.43%.

TEMX

• 1D: -5.63%
• 1M: 6.37%
• YTD: 27.50%
• 6M: 29.57%
• 1Y: 42.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BCHI

• 1D: -5.52%
• 1M: 0.31%
• YTD: 28.43%
• 6M: 29.30%
• 1Y: 54.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMX vs. BCHI - Yearly Performance Comparison

	2026 (YTD)	2025
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	27.50%	21.36%
BCHI GMO Beyond China ETF	28.43%	27.39%

Correlation

The correlation between TEMX and BCHI is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Feb 26, 2025	0.84

The correlation between TEMX and BCHI has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

Return for Risk

TEMX vs. BCHI — Risk / Return Rank

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

TEMX

TEMX Risk / Return Rank: 59
TEMX Sharpe Ratio Rank: 56
TEMX Sortino Ratio Rank: 51
TEMX Omega Ratio Rank: 59
TEMX Calmar Ratio Rank: 64
TEMX Martin Ratio Rank: 65

BCHI

BCHI Risk / Return Rank: 81
BCHI Sharpe Ratio Rank: 83
BCHI Sortino Ratio Rank: 76
BCHI Omega Ratio Rank: 84
BCHI Calmar Ratio Rank: 81
BCHI Martin Ratio Rank: 82

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.

TEMX vs. BCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) and GMO Beyond China ETF (BCHI). 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.

	TEMX	BCHI	Difference
Sharpe ratio: Return per unit of total volatility	1.71	2.43	-0.71
Sortino ratio: Return per unit of downside risk	2.27	3.09	-0.82
Omega ratio: Gain probability vs. loss probability	1.33	1.46	-0.13
Calmar ratio: Return relative to maximum drawdown	2.88	3.87	-1.00
Martin ratio: Return relative to average drawdown	10.84	14.83	-4.00

TEMX vs. BCHI - Sharpe Ratio Comparison

The current TEMX Sharpe Ratio is 1.71, which is comparable to the BCHI Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of TEMX and BCHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TEMX vs. BCHI - Drawdown Comparison

The maximum TEMX drawdown since its inception was -14.95%, roughly equal to the maximum BCHI drawdown of -14.33%. Use the drawdown chart below to compare losses from any high point for TEMX and BCHI.

Drawdown Indicators

	TEMX	BCHI	Difference
Max Drawdown Largest peak-to-trough decline	-14.95%	-14.33%	-0.62%
Max Drawdown (1Y) Largest decline over 1 year	-14.95%	-14.14%	-0.81%
Current Drawdown Current decline from peak	-5.63%	-6.55%	+0.92%
Average Drawdown Average peak-to-trough decline	-2.44%	-2.27%	-0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.96%	3.69%	+0.27%

Volatility

TEMX vs. BCHI - Volatility Comparison

Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) has a higher volatility of 13.97% compared to GMO Beyond China ETF (BCHI) at 12.54%. This indicates that TEMX's price experiences larger fluctuations and is considered to be riskier than BCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TEMX	BCHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.97%	12.54%	+1.43%
Volatility (6M) Calculated over the trailing 6-month period	23.02%	20.79%	+2.23%
Volatility (1Y) Calculated over the trailing 1-year period	25.09%	22.57%	+2.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.83%	22.28%	+2.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.83%	22.28%	+2.55%

TEMX vs. BCHI - Expense Ratio Comparison

TEMX has a 0.79% expense ratio, which is higher than BCHI's 0.65% expense ratio.

Dividends

TEMX vs. BCHI - Dividend Comparison

TEMX's dividend yield for the trailing twelve months is around 0.85%, less than BCHI's 2.86% yield.

Position	TTM	2025
BCHI GMO Beyond China ETF	2.86%	3.67%
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	0.85%	1.08%

Frequently Asked Questions

Can I hold both TEMX and BCHI in my portfolio?

TEMX and BCHI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TEMX or BCHI?

TEMX has higher volatility (13.97%) compared to BCHI (12.54%). In terms of maximum drawdown, TEMX dropped -14.95% vs BCHI's -14.33%.

Which ETF is better, TEMX or BCHI?

On 1-year performance, BCHI leads with 54.51% vs 42.77% for TEMX. On fees, BCHI is cheaper at 0.65% per year. On volatility, BCHI has been the lower-risk option at 12.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TEMX or BCHI?

Over the 1-year period, BCHI has performed better with a 54.51% return vs 42.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TEMX or BCHI?

BCHI is cheaper with a 0.65% expense ratio, compared with 0.79% for TEMX.

Which ETF pays a higher dividend yield, TEMX or BCHI?

BCHI has the higher dividend yield at 2.86%, compared with 0.85% for TEMX.

What is the main difference between TEMX and BCHI?

They also come from different issuers: Touchstone and GMO. Their fees differ too: 0.79% for TEMX and 0.65% for BCHI.

Which has better risk-adjusted returns?

BCHI currently has the higher Sharpe Ratio (2.43 vs 1.71), 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.