PortfoliosLab logoPortfoliosLab logo
TEMX vs. TLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEMX vs. TLG - 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 Large Company Growth ETF (TLG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


TEMX

1D
-2.50%
1M
-5.60%
6M
14.55%
YTD
20.06%
1Y
29.29%
3Y*
5Y*
10Y*

TLG

1D
-2.41%
1M
-2.37%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMX vs. TLG - Yearly Performance Comparison


Correlation

The correlation between TEMX and TLG is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.72

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TEMX vs. TLG — Risk / Return Rank

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

TEMX
TEMX Risk / Return Rank: 4343
Overall Rank
TEMX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TEMX Sortino Ratio Rank: 3737
Sortino Ratio Rank
TEMX Omega Ratio Rank: 4242
Omega Ratio Rank
TEMX Calmar Ratio Rank: 4747
Calmar Ratio Rank
TEMX Martin Ratio Rank: 5151
Martin Ratio Rank

TLG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TLG - 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 Large Company Growth ETF (TLG). 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.


TEMXTLGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.97

Martin ratioReturn relative to average drawdown

6.92

TEMX vs. TLG - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TEMX vs. TLG - Drawdown Comparison

The maximum TEMX drawdown since its inception was -14.95%, which is greater than TLG's maximum drawdown of -9.38%. Use the drawdown chart below to compare losses from any high point for TEMX and TLG.


Loading charts...

Drawdown Indicators


TEMXTLGDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-9.38%

-5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

Current Drawdown

Current decline from peak

-11.14%

-7.33%

-3.81%

Average Drawdown

Average peak-to-trough decline

-2.62%

-3.16%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

Volatility

TEMX vs. TLG - Volatility Comparison


Loading charts...

Volatility by Period


TEMXTLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.93%

Volatility (6M)

Calculated over the trailing 6-month period

23.75%

Volatility (1Y)

Calculated over the trailing 1-year period

25.70%

23.11%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.92%

23.11%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.92%

23.11%

+1.81%

TEMX vs. TLG - Expense Ratio Comparison

TEMX has a 0.79% expense ratio, which is higher than TLG's 0.67% expense ratio.


Dividends

TEMX vs. TLG - Dividend Comparison

TEMX's dividend yield for the trailing twelve months is around 0.90%, while TLG has not paid dividends to shareholders.


Frequently Asked Questions


TEMX and TLG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLG is cheaper at 0.67% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLG is cheaper with a 0.67% expense ratio, compared with 0.79% for TEMX.

TEMX has the higher dividend yield at 0.90%, compared with 0.00% for TLG.

TEMX is categorized as Emerging Markets Diversified, while TLG is Large Cap Growth Equities. Their fees differ too: 0.79% for TEMX and 0.67% for TLG.

Portfolio Optimizer

Find the right allocation for TEMX and TLG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer