TEMX vs. TLCI

Last updated Aug 1, 2026

TEMX (Touchstone Sands Capital Emerging Markets ex-China Growth ETF) and TLCI (Touchstone International Equity ETF) are both exchange-traded funds - TEMX is a Emerging Markets Equities fund actively managed by Touchstone, while TLCI is a Foreign Large Cap Equities fund actively managed by Touchstone. Both are actively managed. Over the past year, TEMX returned 33.31% vs 7.96% for TLCI. Their 0.56 correlation means they have sometimes moved together and sometimes differently. TEMX charges 0.79%/yr vs 0.37%/yr for TLCI.

Performance

TEMX vs. TLCI - 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 International Equity ETF (TLCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TEMX achieves a 19.08% return, which is significantly higher than TLCI's 4.23% return.

TEMX

• 1D: 1.29%
• 1M: -6.16%
• 6M: 12.31%
• YTD: 19.08%
• 1Y: 33.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 29.52%

TLCI

• 1D: -1.59%
• 1M: -0.51%
• 6M: 1.99%
• YTD: 4.23%
• 1Y: 7.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.17%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	$2.51K	$12.61K	$15.78K
TLCI Touchstone International Equity ETF	$84.39K	$96.34K	$91.20K

TEMX vs. TLCI - Yearly Performance Comparison

	2026 (YTD)	2025
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	19.08%	24.99%
TLCI Touchstone International Equity ETF	4.23%	4.35%

Correlation

The correlation between TEMX and TLCI is 0.50, 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.	0.50
Correlation (All Time) Calculated using the full available price history since Mar 5, 2025	0.56

The correlation between TEMX and TLCI has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.

Return for Risk

TEMX vs. TLCI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TEMX

TEMX Risk / Return Rank: 51
TEMX Sharpe Ratio Rank: 49
TEMX Sortino Ratio Rank: 47
TEMX Omega Ratio Rank: 52
TEMX Calmar Ratio Rank: 54
TEMX Martin Ratio Rank: 55

TLCI

TLCI Risk / Return Rank: 24
TLCI Sharpe Ratio Rank: 25
TLCI Sortino Ratio Rank: 24
TLCI Omega Ratio Rank: 23
TLCI Calmar Ratio Rank: 23
TLCI Martin Ratio Rank: 26

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TEMX vs. TLCI - 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 International Equity ETF (TLCI). 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	TLCI	Difference
Sharpe ratio: Return per unit of total volatility	1.22	0.56	+0.66
Sortino ratio: Return per unit of downside risk	1.71	0.89	+0.82
Omega ratio: Gain probability vs. loss probability	1.24	1.11	+0.13
Calmar ratio: Return relative to maximum drawdown	1.94	0.65	+1.29
Martin ratio: Return relative to average drawdown	6.57	2.01	+4.56

TEMX vs. TLCI - Sharpe Ratio Comparison

The current TEMX Sharpe Ratio is 1.22, which is higher than the TLCI Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of TEMX and TLCI, 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. TLCI - Drawdown Comparison

The maximum TEMX drawdown since its inception was -16.77%, which is greater than TLCI's maximum drawdown of -12.15%. Use the drawdown chart below to compare losses from any high point for TEMX and TLCI.

Drawdown Indicators

	TEMX	TLCI	Difference
Max Drawdown Largest peak-to-trough decline	-16.77%	-12.15%	-4.62%
Max Drawdown (1Y) Largest decline over 1 year	-16.77%	-11.83%	-4.94%
Current Drawdown Current decline from peak	-11.86%	-1.94%	-9.92%
Average Drawdown Average peak-to-trough decline	-2.92%	-2.74%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	3.79%	+1.14%

Volatility

TEMX vs. TLCI - Volatility Comparison

Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) has a higher volatility of 9.43% compared to Touchstone International Equity ETF (TLCI) at 4.30%. This indicates that TEMX's price experiences larger fluctuations and is considered to be riskier than TLCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TEMX	TLCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.43%	4.30%	+5.13%
Volatility (6M) Calculated over the trailing 6-month period	24.53%	11.58%	+12.95%
Volatility (1Y) Calculated over the trailing 1-year period	26.62%	13.72%	+12.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.27%	15.52%	+9.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.27%	15.52%	+9.75%

TEMX vs. TLCI - Expense Ratio Comparison

TEMX has a 0.79% expense ratio, which is higher than TLCI's 0.37% expense ratio.

Dividends

TEMX vs. TLCI - Dividend Comparison

TEMX's dividend yield for the trailing twelve months is around 0.91%, more than TLCI's 0.57% yield.

Position	TTM	2025
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	0.91%	1.08%
TLCI Touchstone International Equity ETF	0.57%	0.60%

Frequently Asked Questions

Can I hold both TEMX and TLCI in my portfolio?

TEMX and TLCI have a correlation of 0.50, 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 TLCI?

TEMX has higher volatility (9.43%) compared to TLCI (4.30%). In terms of maximum drawdown, TEMX dropped -16.77% vs TLCI's -12.15%.

Which ETF is better, TEMX or TLCI?

On 1-year performance, TEMX leads with 33.31% vs 7.96% for TLCI. On fees, TLCI is cheaper at 0.37% per year. On volatility, TLCI has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TEMX or TLCI?

Over the 1-year period, TEMX has performed better with a 33.31% return vs 7.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TEMX or TLCI?

TLCI is cheaper with a 0.37% expense ratio, compared with 0.79% for TEMX.

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

TEMX has the higher dividend yield at 0.91%, compared with 0.57% for TLCI.

What is the main difference between TEMX and TLCI?

TEMX is categorized as Emerging Markets Equities, while TLCI is Foreign Large Cap Equities. Their fees differ too: 0.79% for TEMX and 0.37% for TLCI.

Which has better risk-adjusted returns?

TEMX currently has the higher Sharpe Ratio (1.22 vs 0.56), 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.