TEQAX vs. STAG
Compare and contrast key facts about Touchstone Global ESG Equity Fund (TEQAX) and STAG Industrial, Inc. (STAG).
TEQAX is managed by Touchstone. It was launched on Dec 18, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEQAX or STAG.
Key characteristics
| TEQAX | STAG | |
|---|---|---|
| YTD Return | 11.28% | -3.09% |
| 1Y Return | 25.64% | 8.30% |
| 3Y Return (Ann) | 3.86% | -0.56% |
| 5Y Return (Ann) | 8.72% | 8.60% |
| 10Y Return (Ann) | 8.10% | 9.48% |
| Sharpe Ratio | 1.99 | 0.44 |
| Sortino Ratio | 2.77 | 0.79 |
| Omega Ratio | 1.34 | 1.09 |
| Calmar Ratio | 2.25 | 0.38 |
| Martin Ratio | 12.22 | 1.49 |
| Ulcer Index | 2.24% | 5.92% |
| Daily Std Dev | 13.71% | 19.95% |
| Max Drawdown | -72.10% | -45.08% |
| Current Drawdown | -5.12% | -13.61% |
Correlation
The correlation between TEQAX and STAG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TEQAX vs. STAG - Performance Comparison
In the year-to-date period, TEQAX achieves a 11.28% return, which is significantly higher than STAG's -3.09% return. Over the past 10 years, TEQAX has underperformed STAG with an annualized return of 8.10%, while STAG has yielded a comparatively higher 9.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TEQAX vs. STAG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Global ESG Equity Fund (TEQAX) and STAG Industrial, Inc. (STAG). 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.
Dividends
TEQAX vs. STAG - Dividend Comparison
TEQAX's dividend yield for the trailing twelve months is around 1.31%, less than STAG's 4.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQAX Touchstone Global ESG Equity Fund | 1.31% | 1.46% | 7.21% | 12.19% | 0.33% | 2.25% | 10.50% | 13.02% | 0.55% | 51.95% | 20.19% | 9.28% |
STAG STAG Industrial, Inc. | 4.02% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
Drawdowns
TEQAX vs. STAG - Drawdown Comparison
The maximum TEQAX drawdown since its inception was -72.10%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for TEQAX and STAG. For additional features, visit the drawdowns tool.
Volatility
TEQAX vs. STAG - Volatility Comparison
The current volatility for Touchstone Global ESG Equity Fund (TEQAX) is 2.90%, while STAG Industrial, Inc. (STAG) has a volatility of 6.14%. This indicates that TEQAX experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.