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TEQAX vs. FMIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TEQAX and FMIJX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

TEQAX vs. FMIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Global ESG Equity Fund (TEQAX) and FMI International Fund (FMIJX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
24.06%
146.57%
TEQAX
FMIJX

Key characteristics

Sharpe Ratio

TEQAX:

0.81

FMIJX:

-0.01

Sortino Ratio

TEQAX:

1.22

FMIJX:

0.10

Omega Ratio

TEQAX:

1.16

FMIJX:

1.01

Calmar Ratio

TEQAX:

0.35

FMIJX:

-0.01

Martin Ratio

TEQAX:

3.38

FMIJX:

-0.04

Ulcer Index

TEQAX:

4.27%

FMIJX:

3.80%

Daily Std Dev

TEQAX:

17.77%

FMIJX:

15.66%

Max Drawdown

TEQAX:

-72.10%

FMIJX:

-37.45%

Current Drawdown

TEQAX:

-32.63%

FMIJX:

-7.02%

Returns By Period

In the year-to-date period, TEQAX achieves a 9.90% return, which is significantly higher than FMIJX's -2.84% return. Over the past 10 years, TEQAX has underperformed FMIJX with an annualized return of -0.56%, while FMIJX has yielded a comparatively higher 3.94% annualized return.


TEQAX

YTD

9.90%

1M

-0.33%

6M

4.46%

1Y

15.86%

5Y*

9.57%

10Y*

-0.56%

FMIJX

YTD

-2.84%

1M

-3.35%

6M

-3.82%

1Y

0.34%

5Y*

9.49%

10Y*

3.94%

*Annualized

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TEQAX vs. FMIJX - Expense Ratio Comparison

TEQAX has a 1.16% expense ratio, which is higher than FMIJX's 0.94% expense ratio.


Expense ratio chart for TEQAX: current value is 1.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TEQAX: 1.16%
Expense ratio chart for FMIJX: current value is 0.94%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FMIJX: 0.94%

Risk-Adjusted Performance

TEQAX vs. FMIJX — Risk-Adjusted Performance Rank

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

TEQAX
The Risk-Adjusted Performance Rank of TEQAX is 6868
Overall Rank
The Sharpe Ratio Rank of TEQAX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of TEQAX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TEQAX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TEQAX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of TEQAX is 7575
Martin Ratio Rank

FMIJX
The Risk-Adjusted Performance Rank of FMIJX is 2020
Overall Rank
The Sharpe Ratio Rank of FMIJX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FMIJX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FMIJX is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TEQAX vs. FMIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Global ESG Equity Fund (TEQAX) and FMI International Fund (FMIJX). 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.


The chart of Sharpe ratio for TEQAX, currently valued at 0.81, compared to the broader market-1.000.001.002.003.00
TEQAX: 0.81
FMIJX: -0.01
The chart of Sortino ratio for TEQAX, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.00
TEQAX: 1.22
FMIJX: 0.10
The chart of Omega ratio for TEQAX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
TEQAX: 1.16
FMIJX: 1.01
The chart of Calmar ratio for TEQAX, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.00
TEQAX: 0.53
FMIJX: -0.01
The chart of Martin ratio for TEQAX, currently valued at 3.38, compared to the broader market0.0010.0020.0030.0040.0050.00
TEQAX: 3.38
FMIJX: -0.04

The current TEQAX Sharpe Ratio is 0.81, which is higher than the FMIJX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of TEQAX and FMIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.81
-0.01
TEQAX
FMIJX

Dividends

TEQAX vs. FMIJX - Dividend Comparison

TEQAX's dividend yield for the trailing twelve months is around 1.39%, while FMIJX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TEQAX
Touchstone Global ESG Equity Fund
1.39%1.53%1.46%1.35%0.94%0.33%0.71%0.93%0.77%0.55%0.17%0.18%
FMIJX
FMI International Fund
0.00%0.00%0.00%15.23%3.46%0.00%3.55%7.43%1.62%3.76%1.84%3.47%

Drawdowns

TEQAX vs. FMIJX - Drawdown Comparison

The maximum TEQAX drawdown since its inception was -72.10%, which is greater than FMIJX's maximum drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for TEQAX and FMIJX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.83%
-7.02%
TEQAX
FMIJX

Volatility

TEQAX vs. FMIJX - Volatility Comparison

Touchstone Global ESG Equity Fund (TEQAX) and FMI International Fund (FMIJX) have volatilities of 10.98% and 11.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.98%
11.55%
TEQAX
FMIJX