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TEMX vs. TUSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEMX vs. TUSI - 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 Ultra Short Income ETF (TUSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TEMX achieves a 27.65% return, which is significantly higher than TUSI's 1.58% return.


TEMX

1D
-1.00%
1M
10.02%
YTD
27.65%
6M
29.76%
1Y
43.25%
3Y*
5Y*
10Y*

TUSI

1D
-0.06%
1M
0.40%
YTD
1.58%
6M
1.89%
1Y
4.67%
3Y*
5.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMX vs. TUSI - Yearly Performance Comparison


Correlation

The correlation between TEMX and TUSI is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2025

-0.02

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Return for Risk

TEMX vs. TUSI — Risk / Return Rank

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

TEMX
TEMX Risk / Return Rank: 6060
Overall Rank
TEMX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TEMX Sortino Ratio Rank: 5757
Sortino Ratio Rank
TEMX Omega Ratio Rank: 6161
Omega Ratio Rank
TEMX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TEMX Martin Ratio Rank: 6464
Martin Ratio Rank

TUSI
TUSI Risk / Return Rank: 9898
Overall Rank
TUSI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TUSI Sortino Ratio Rank: 9898
Sortino Ratio Rank
TUSI Omega Ratio Rank: 9898
Omega Ratio Rank
TUSI Calmar Ratio Rank: 9999
Calmar Ratio Rank
TUSI Martin Ratio Rank: 9898
Martin Ratio Rank
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. TUSI - 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 Ultra Short Income ETF (TUSI). 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.


TEMXTUSIDifference
Sharpe ratioReturn per unit of total volatility

-2.53

Sortino ratioReturn per unit of downside risk

-5.04

Omega ratioGain probability vs. loss probability

1.37

2.14

-0.78

Calmar ratioReturn relative to maximum drawdown

2.91

19.89

-16.98

Martin ratioReturn relative to average drawdown

11.46

84.37

-72.91

TEMX vs. TUSI - Sharpe Ratio Comparison

The current TEMX Sharpe Ratio is 1.99, which is lower than the TUSI Sharpe Ratio of 4.52. The chart below compares the historical Sharpe Ratios of TEMX and TUSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TEMXTUSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

4.52

-2.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.83

5.60

-3.77

Drawdowns

TEMX vs. TUSI - Drawdown Comparison

The maximum TEMX drawdown since its inception was -14.95%, which is greater than TUSI's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for TEMX and TUSI.


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Drawdown Indicators


TEMXTUSIDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-0.40%

-14.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-0.24%

-14.71%

Max Drawdown (3Y)

Largest decline over 3 years

-0.39%

Current Drawdown

Current decline from peak

-1.17%

-0.08%

-1.09%

Average Drawdown

Average peak-to-trough decline

-2.37%

-0.04%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

0.06%

+3.72%

Volatility

TEMX vs. TUSI - Volatility Comparison

Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) has a higher volatility of 9.77% compared to Touchstone Ultra Short Income ETF (TUSI) at 0.38%. This indicates that TEMX's price experiences larger fluctuations and is considered to be riskier than TUSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEMXTUSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

0.38%

+9.39%

Volatility (6M)

Calculated over the trailing 6-month period

19.43%

0.66%

+18.77%

Volatility (1Y)

Calculated over the trailing 1-year period

21.87%

1.04%

+20.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.76%

0.97%

+21.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.76%

0.97%

+21.79%

TEMX vs. TUSI - Expense Ratio Comparison

TEMX has a 0.79% expense ratio, which is higher than TUSI's 0.25% expense ratio.


Dividends

TEMX vs. TUSI - Dividend Comparison

TEMX's dividend yield for the trailing twelve months is around 0.85%, less than TUSI's 4.57% yield.


PositionTTM2025202420232022
TEMX
Touchstone Sands Capital Emerging Markets ex-China Growth ETF
0.85%1.08%0.00%0.00%0.00%
TUSI
Touchstone Ultra Short Income ETF
4.57%4.85%5.50%5.41%1.38%

Frequently Asked Questions


TEMX and TUSI have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEMX has higher volatility (9.77%) compared to TUSI (0.38%). In terms of maximum drawdown, TEMX dropped -14.95% vs TUSI's -0.40%.

On 1-year performance, TEMX leads with 43.25% vs 4.67% for TUSI. On fees, TUSI is cheaper at 0.25% per year. On volatility, TUSI has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TEMX has performed better with a 43.25% return vs 4.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TUSI is cheaper with a 0.25% expense ratio, compared with 0.79% for TEMX.

TUSI has the higher dividend yield at 4.57%, compared with 0.85% for TEMX.

TEMX is categorized as Emerging Markets Diversified, while TUSI is Ultrashort Bond. Their fees differ too: 0.79% for TEMX and 0.25% for TUSI.

TUSI currently has the higher Sharpe Ratio (4.52 vs 1.99), 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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