TEQAX vs. SWPPX
Compare and contrast key facts about Touchstone Global ESG Equity Fund (TEQAX) and Schwab S&P 500 Index Fund (SWPPX).
TEQAX is managed by Touchstone. It was launched on Dec 18, 1997. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEQAX or SWPPX.
Key characteristics
| TEQAX | SWPPX | |
|---|---|---|
| YTD Return | 11.75% | 27.13% |
| 1Y Return | 25.64% | 39.87% |
| 3Y Return (Ann) | -1.63% | 10.27% |
| 5Y Return (Ann) | 4.93% | 15.99% |
| 10Y Return (Ann) | -1.84% | 13.41% |
| Sharpe Ratio | 1.90 | 3.11 |
| Sortino Ratio | 2.65 | 4.13 |
| Omega Ratio | 1.32 | 1.58 |
| Calmar Ratio | 0.54 | 4.58 |
| Martin Ratio | 11.48 | 20.69 |
| Ulcer Index | 2.30% | 1.87% |
| Daily Std Dev | 13.87% | 12.45% |
| Max Drawdown | -72.10% | -55.06% |
| Current Drawdown | -35.93% | 0.00% |
Correlation
The correlation between TEQAX and SWPPX is 0.89, 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.
Performance
TEQAX vs. SWPPX - Performance Comparison
In the year-to-date period, TEQAX achieves a 11.75% return, which is significantly lower than SWPPX's 27.13% return. Over the past 10 years, TEQAX has underperformed SWPPX with an annualized return of -1.84%, while SWPPX has yielded a comparatively higher 13.41% 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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TEQAX vs. SWPPX - Expense Ratio Comparison
TEQAX has a 1.16% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
TEQAX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Global ESG Equity Fund (TEQAX) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
TEQAX's dividend yield for the trailing twelve months is around 1.31%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQAX Touchstone Global ESG Equity Fund | 1.31% | 1.46% | 1.35% | 0.94% | 0.33% | 0.71% | 0.93% | 0.77% | 0.55% | 0.17% | 0.18% | 0.17% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
TEQAX vs. SWPPX - Drawdown Comparison
The maximum TEQAX drawdown since its inception was -72.10%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for TEQAX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
TEQAX vs. SWPPX - Volatility Comparison
Touchstone Global ESG Equity Fund (TEQAX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 3.80% and 3.91%, 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.