TEQAX vs. PTSGX

Last updated Jun 24, 2026

TEQAX (Touchstone Global ESG Equity Fund) and PTSGX (Touchstone Sands Capital Select Growth Fund) are both mutual funds - TEQAX is a Foreign Large Cap Equities fund managed by Touchstone, while PTSGX is a Large Cap Growth Equities fund managed by Touchstone. Over the past 10 years, TEQAX returned 12.64%/yr vs 17.34%/yr for PTSGX. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 1.16% expense ratio.

Performance

TEQAX vs. PTSGX - Performance Comparison

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

Returns By Period

In the year-to-date period, TEQAX achieves a 14.97% return, which is significantly higher than PTSGX's 6.68% return. Over the past 10 years, TEQAX has underperformed PTSGX with an annualized return of 12.64%, while PTSGX has yielded a comparatively higher 17.34% annualized return.

TEQAX

• 1D: -0.23%
• 1M: 6.23%
• YTD: 14.97%
• 6M: 14.99%
• 1Y: 28.96%
• 3Y*: 21.36%
• 5Y*: 11.11%
• 10Y*: 12.64%

PTSGX

• 1D: -0.21%
• 1M: 5.28%
• YTD: 6.68%
• 6M: 4.66%
• 1Y: 11.99%
• 3Y*: 20.78%
• 5Y*: 1.95%
• 10Y*: 17.34%

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

TEQAX vs. PTSGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TEQAX Touchstone Global ESG Equity Fund	14.97%	29.86%	8.94%	23.45%	-17.07%	11.86%	14.44%	23.18%	-9.72%	25.74%
PTSGX Touchstone Sands Capital Select Growth Fund	6.68%	15.27%	23.79%	51.60%	-50.56%	3.76%	68.92%	67.10%	5.80%	34.42%

Correlation

The correlation between TEQAX and PTSGX is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001	0.81

The correlation between TEQAX and PTSGX shifts across timeframes, from 0.64 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TEQAX vs. PTSGX — Risk / Return Rank

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

TEQAX

TEQAX Risk / Return Rank: 44
TEQAX Sharpe Ratio Rank: 41
TEQAX Sortino Ratio Rank: 39
TEQAX Omega Ratio Rank: 39
TEQAX Calmar Ratio Rank: 51
TEQAX Martin Ratio Rank: 50

PTSGX

PTSGX Risk / Return Rank: 7
PTSGX Sharpe Ratio Rank: 8
PTSGX Sortino Ratio Rank: 8
PTSGX Omega Ratio Rank: 8
PTSGX Calmar Ratio Rank: 6
PTSGX Martin Ratio Rank: 6

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.

TEQAX vs. PTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Global ESG Equity Fund (TEQAX) and Touchstone Sands Capital Select Growth Fund (PTSGX). 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.

	TEQAX	PTSGX	Difference
Sharpe ratio: Return per unit of total volatility	1.73	0.60	+1.13
Sortino ratio: Return per unit of downside risk	2.42	0.93	+1.48
Omega ratio: Gain probability vs. loss probability	1.31	1.12	+0.19
Calmar ratio: Return relative to maximum drawdown	2.62	0.54	+2.08
Martin ratio: Return relative to average drawdown	9.71	1.38	+8.33

TEQAX vs. PTSGX - Sharpe Ratio Comparison

The current TEQAX Sharpe Ratio is 1.73, which is higher than the PTSGX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of TEQAX and PTSGX, 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

TEQAX vs. PTSGX - Drawdown Comparison

The maximum TEQAX drawdown since its inception was -61.14%, roughly equal to the maximum PTSGX drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for TEQAX and PTSGX.

Drawdown Indicators

	TEQAX	PTSGX	Difference
Max Drawdown Largest peak-to-trough decline	-61.14%	-60.33%	-0.81%
Max Drawdown (1Y) Largest decline over 1 year	-11.23%	-24.16%	+12.93%
Max Drawdown (3Y) Largest decline over 3 years	-14.29%	-28.56%	+14.27%
Max Drawdown (5Y) Largest decline over 5 years	-35.95%	-60.07%	+24.12%
Max Drawdown (10Y) Largest decline over 10 years	-35.95%	-60.07%	+24.12%
Current Drawdown Current decline from peak	-0.23%	-2.78%	+2.55%
Average Drawdown Average peak-to-trough decline	-17.77%	-15.80%	-1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	9.47%	-6.45%

Volatility

TEQAX vs. PTSGX - Volatility Comparison

The current volatility for Touchstone Global ESG Equity Fund (TEQAX) is 6.99%, while Touchstone Sands Capital Select Growth Fund (PTSGX) has a volatility of 9.26%. This indicates that TEQAX experiences smaller price fluctuations and is considered to be less risky than PTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TEQAX	PTSGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.99%	9.26%	-2.27%
Volatility (6M) Calculated over the trailing 6-month period	14.46%	17.32%	-2.86%
Volatility (1Y) Calculated over the trailing 1-year period	17.08%	21.95%	-4.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.74%	31.06%	-12.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.26%	29.08%	-10.82%

TEQAX vs. PTSGX - Expense Ratio Comparison

Both TEQAX and PTSGX have an expense ratio of 1.16%.

Dividends

TEQAX vs. PTSGX - Dividend Comparison

TEQAX's dividend yield for the trailing twelve months is around 3.82%, more than PTSGX's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTSGX Touchstone Sands Capital Select Growth Fund	0.62%	0.66%	0.00%	0.00%	0.00%	12.67%	10.05%	39.46%	34.95%	24.32%	16.89%	9.33%
TEQAX Touchstone Global ESG Equity Fund	3.82%	4.40%	3.51%	1.46%	7.21%	12.19%	0.33%	3.80%	10.50%	13.02%	0.55%	51.95%

Frequently Asked Questions

Can I hold both TEQAX and PTSGX in my portfolio?

TEQAX and PTSGX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TEQAX or PTSGX?

PTSGX has higher volatility (9.26%) compared to TEQAX (6.99%). In terms of maximum drawdown, TEQAX dropped -61.14% vs PTSGX's -60.33%.

Which has better risk-adjusted returns?

TEQAX currently has the higher Sharpe Ratio (1.73 vs 0.60), 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.