TEQAX vs. STAG

Last updated Jun 3, 2026

TEQAX (Touchstone Global ESG Equity Fund) is Foreign Large Cap Equities fund managed by Touchstone, while STAG (STAG Industrial, Inc.) is a stock. Over the past 10 years, TEQAX returned 11.78%/yr vs 10.15%/yr for STAG. At a 0.45 correlation, their price movements are largely independent.

Performance

TEQAX vs. STAG - Performance Comparison

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

Returns By Period

In the year-to-date period, TEQAX achieves a 12.38% return, which is significantly higher than STAG's 0.48% return. Over the past 10 years, TEQAX has outperformed STAG with an annualized return of 11.78%, while STAG has yielded a comparatively lower 10.15% annualized return.

TEQAX

• 1D: 1.27%
• 1M: 6.16%
• YTD: 12.38%
• 6M: 14.10%
• 1Y: 24.36%
• 3Y*: 20.28%
• 5Y*: 10.31%
• 10Y*: 11.78%

STAG

• 1D: -0.52%
• 1M: -5.29%
• YTD: 0.48%
• 6M: -4.41%
• 1Y: 5.03%
• 3Y*: 4.55%
• 5Y*: 3.82%
• 10Y*: 10.15%

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

TEQAX vs. STAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TEQAX Touchstone Global ESG Equity Fund	12.38%	29.86%	8.94%	23.45%	-17.07%	11.86%	14.44%	23.18%	-9.72%	25.74%
STAG STAG Industrial, Inc.	0.48%	13.30%	-10.34%	26.73%	-29.66%	59.10%	4.18%	33.20%	-3.81%	20.68%

Correlation

The correlation between TEQAX and STAG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Apr 18, 2011	0.45

The correlation between TEQAX and STAG shifts across timeframes, from 0.31 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

TEQAX vs. STAG — Risk / Return Rank

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

TEQAX

TEQAX Risk / Return Rank: 33
TEQAX Sharpe Ratio Rank: 31
TEQAX Sortino Ratio Rank: 30
TEQAX Omega Ratio Rank: 29
TEQAX Calmar Ratio Rank: 35
TEQAX Martin Ratio Rank: 38

STAG

STAG Risk / Return Rank: 49
STAG Sharpe Ratio Rank: 49
STAG Sortino Ratio Rank: 41
STAG Omega Ratio Rank: 40
STAG Calmar Ratio Rank: 55
STAG Martin Ratio Rank: 57

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. STAG - Risk-Adjusted Trends 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.

	TEQAX	STAG	Difference
Sharpe ratio Return per unit of total volatility	1.62	0.26	+1.36
Sortino ratio Return per unit of downside risk	2.31	0.50	+1.81
Omega ratio Gain probability vs. loss probability	1.29	1.06	+0.23
Calmar ratio Return relative to maximum drawdown	2.25	0.67	+1.58
Martin ratio Return relative to average drawdown	8.43	1.67	+6.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEQAX vs. STAG - Sharpe Ratio Comparison

The current TEQAX Sharpe Ratio is 1.62, which is higher than the STAG Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of TEQAX and STAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TEQAX	STAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	0.26	+1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.16	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.39	+0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.51	-0.08

Drawdowns

TEQAX vs. STAG - Drawdown Comparison

The maximum TEQAX drawdown since its inception was -61.14%, 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.

Drawdown Indicators

	TEQAX	STAG	Difference
Max Drawdown Largest peak-to-trough decline	-61.14%	-45.08%	-16.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.23%	-9.44%	-1.79%
Max Drawdown (3Y) Largest decline over 3 years	-14.29%	-24.59%	+10.30%
Max Drawdown (5Y) Largest decline over 5 years	-35.95%	-42.22%	+6.27%
Max Drawdown (10Y) Largest decline over 10 years	-35.95%	-45.08%	+9.13%
Current Drawdown Current decline from peak	0.00%	-9.01%	+9.01%
Average Drawdown Average peak-to-trough decline	-17.80%	-10.51%	-7.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	3.77%	-0.78%

Volatility

TEQAX vs. STAG - Volatility Comparison

Touchstone Global ESG Equity Fund (TEQAX) and STAG Industrial, Inc. (STAG) have volatilities of 5.26% and 5.24%, 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.

Volatility by Period

	TEQAX	STAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	5.24%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	13.11%	13.70%	-0.59%
Volatility (1Y) Calculated over the trailing 1-year period	16.01%	19.39%	-3.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.55%	23.41%	-4.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	26.17%	-8.00%

Dividends

TEQAX vs. STAG - Dividend Comparison

TEQAX's dividend yield for the trailing twelve months is around 3.91%, more than STAG's 3.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STAG STAG Industrial, Inc.	3.44%	4.05%	4.38%	3.74%	4.52%	3.02%	4.60%	4.53%	5.71%	5.14%	5.82%	7.40%
TEQAX Touchstone Global ESG Equity Fund	3.91%	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 STAG in my portfolio?

TEQAX and STAG have a correlation of 0.31, 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 STAG?

TEQAX has higher volatility (5.26%) compared to STAG (5.24%). In terms of maximum drawdown, TEQAX dropped -61.14% vs STAG's -45.08%.

Which has better risk-adjusted returns?

TEQAX currently has the higher Sharpe Ratio (1.62 vs 0.26), 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.