TEMX vs. LCF

Last updated Jun 3, 2026

TEMX (Touchstone Sands Capital Emerging Markets ex-China Growth ETF) and LCF (Touchstone US Large Cap Focused ETF) are both exchange-traded funds - TEMX is a Emerging Markets Diversified fund actively managed by Touchstone, while LCF is a Large Cap Blend Equities fund actively managed by Touchstone. Both are actively managed. Over the past year, TEMX returned 44.52% vs 22.60% for LCF. A 0.69 correlation means they provide meaningful diversification when combined. TEMX charges 0.79%/yr vs 0.70%/yr for LCF.

Performance

TEMX vs. LCF - 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 Touchstone US Large Cap Focused ETF (LCF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TEMX achieves a 28.94% return, which is significantly higher than LCF's 5.23% return.

TEMX

• 1D: -0.17%
• 1M: 11.50%
• YTD: 28.94%
• 6M: 30.99%
• 1Y: 44.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LCF

• 1D: -0.42%
• 1M: 2.89%
• YTD: 5.23%
• 6M: 6.34%
• 1Y: 22.60%
• 3Y*: 17.79%
• 5Y*: —
• 10Y*: —

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

TEMX vs. LCF - Yearly Performance Comparison

	2026 (YTD)	2025
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	28.94%	21.46%
LCF Touchstone US Large Cap Focused ETF	5.23%	14.62%

Correlation

The correlation between TEMX and LCF is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.69

The correlation between TEMX and LCF has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

Return for Risk

TEMX vs. LCF — Risk / Return Rank

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

TEMX

TEMX Risk / Return Rank: 60
TEMX Sharpe Ratio Rank: 59
TEMX Sortino Ratio Rank: 57
TEMX Omega Ratio Rank: 60
TEMX Calmar Ratio Rank: 60
TEMX Martin Ratio Rank: 65

LCF

LCF Risk / Return Rank: 50
LCF Sharpe Ratio Rank: 55
LCF Sortino Ratio Rank: 54
LCF Omega Ratio Rank: 55
LCF Calmar Ratio Rank: 39
LCF Martin Ratio Rank: 48

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. LCF - 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 Touchstone US Large Cap Focused ETF (LCF). 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.

	TEMX	LCF	Difference
Sharpe ratio Return per unit of total volatility	2.05	1.91	+0.13
Sortino ratio Return per unit of downside risk	2.76	2.67	+0.09
Omega ratio Gain probability vs. loss probability	1.38	1.34	+0.03
Calmar ratio Return relative to maximum drawdown	3.04	1.96	+1.08
Martin ratio Return relative to average drawdown	12.02	8.14	+3.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEMX vs. LCF - Sharpe Ratio Comparison

The current TEMX Sharpe Ratio is 2.05, which is comparable to the LCF Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of TEMX and LCF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TEMX	LCF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	1.91	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	1.88	1.05	+0.83

Drawdowns

TEMX vs. LCF - Drawdown Comparison

The maximum TEMX drawdown since its inception was -14.95%, smaller than the maximum LCF drawdown of -18.28%. Use the drawdown chart below to compare losses from any high point for TEMX and LCF.

Drawdown Indicators

	TEMX	LCF	Difference
Max Drawdown Largest peak-to-trough decline	-14.95%	-18.28%	+3.33%
Max Drawdown (1Y) Largest decline over 1 year	-14.95%	-11.67%	-3.28%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.28%	—
Current Drawdown Current decline from peak	-0.17%	-0.42%	+0.25%
Average Drawdown Average peak-to-trough decline	-2.38%	-2.82%	+0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	2.82%	+0.96%

Volatility

TEMX vs. LCF - Volatility Comparison

Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) has a higher volatility of 9.65% compared to Touchstone US Large Cap Focused ETF (LCF) at 2.42%. This indicates that TEMX's price experiences larger fluctuations and is considered to be riskier than LCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TEMX	LCF	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.65%	2.42%	+7.23%
Volatility (6M) Calculated over the trailing 6-month period	19.42%	9.01%	+10.41%
Volatility (1Y) Calculated over the trailing 1-year period	21.84%	11.86%	+9.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.78%	15.47%	+7.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.78%	15.47%	+7.31%

TEMX vs. LCF - Expense Ratio Comparison

TEMX has a 0.79% expense ratio, which is higher than LCF's 0.70% expense ratio.

Dividends

TEMX vs. LCF - Dividend Comparison

TEMX's dividend yield for the trailing twelve months is around 0.84%, more than LCF's 0.52% yield.

Position	TTM	2025	2024	2023	2022
LCF Touchstone US Large Cap Focused ETF	0.52%	0.55%	0.63%	0.71%	0.24%
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	0.84%	1.08%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TEMX and LCF in my portfolio?

TEMX and LCF have a correlation of 0.67, 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 LCF?

TEMX has higher volatility (9.65%) compared to LCF (2.42%). In terms of maximum drawdown, TEMX dropped -14.95% vs LCF's -18.28%.

Which ETF is better, TEMX or LCF?

On 1-year performance, TEMX leads with 44.52% vs 22.60% for LCF. On fees, LCF is cheaper at 0.70% per year. On volatility, LCF has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TEMX or LCF?

Over the 1-year period, TEMX has performed better with a 44.52% return vs 22.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TEMX or LCF?

LCF is cheaper with a 0.70% expense ratio, compared with 0.79% for TEMX.

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

TEMX has the higher dividend yield at 0.84%, compared with 0.52% for LCF.

What is the main difference between TEMX and LCF?

TEMX is categorized as Emerging Markets Diversified, while LCF is Large Cap Blend Equities. Their fees differ too: 0.79% for TEMX and 0.70% for LCF.

Which has better risk-adjusted returns?

TEMX currently has the higher Sharpe Ratio (2.05 vs 1.91), 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.