TEQAX vs. TOBAX
Compare and contrast key facts about Touchstone Global ESG Equity Fund (TEQAX) and Touchstone Active Bond Fund (TOBAX).
TEQAX is managed by Touchstone. It was launched on Dec 18, 1997. TOBAX is managed by Touchstone. It was launched on Oct 3, 1994.
Performance
TEQAX vs. TOBAX - Performance Comparison
Loading graphics...
TEQAX vs. TOBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEQAX Touchstone Global ESG Equity Fund | -3.54% | 29.86% | 8.94% | 23.45% | -17.07% | 11.86% | 14.44% | 23.18% | -9.72% | 25.74% |
TOBAX Touchstone Active Bond Fund | -0.66% | 7.66% | 2.22% | 6.38% | -14.20% | -1.34% | 9.93% | 10.11% | -1.94% | 3.51% |
Returns By Period
In the year-to-date period, TEQAX achieves a -3.54% return, which is significantly lower than TOBAX's -0.66% return. Over the past 10 years, TEQAX has outperformed TOBAX with an annualized return of 10.31%, while TOBAX has yielded a comparatively lower 2.11% annualized return.
TEQAX
- 1D
- 0.17%
- 1M
- -10.65%
- YTD
- -3.54%
- 6M
- 0.07%
- 1Y
- 16.00%
- 3Y*
- 15.81%
- 5Y*
- 8.20%
- 10Y*
- 10.31%
TOBAX
- 1D
- 0.55%
- 1M
- -2.34%
- YTD
- -0.66%
- 6M
- 0.66%
- 1Y
- 4.71%
- 3Y*
- 4.05%
- 5Y*
- 0.31%
- 10Y*
- 2.11%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TEQAX vs. TOBAX - Expense Ratio Comparison
TEQAX has a 1.16% expense ratio, which is higher than TOBAX's 0.83% expense ratio.
Return for Risk
TEQAX vs. TOBAX — Risk / Return Rank
TEQAX
TOBAX
TEQAX vs. TOBAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Global ESG Equity Fund (TEQAX) and Touchstone Active Bond Fund (TOBAX). 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 | TOBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.09 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.56 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.83 | -0.70 |
Martin ratioReturn relative to average drawdown | 4.41 | 5.97 | -1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TEQAX | TOBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.09 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.05 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.44 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.89 | -0.49 |
Correlation
The correlation between TEQAX and TOBAX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TEQAX vs. TOBAX - Dividend Comparison
TEQAX's dividend yield for the trailing twelve months is around 4.56%, more than TOBAX's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQAX Touchstone Global ESG Equity Fund | 4.56% | 4.40% | 3.51% | 1.46% | 7.21% | 12.19% | 0.33% | 3.80% | 10.50% | 13.02% | 0.55% | 51.95% |
TOBAX Touchstone Active Bond Fund | 4.00% | 3.52% | 3.72% | 3.63% | 3.10% | 2.24% | 2.58% | 2.59% | 2.79% | 2.29% | 2.65% | 2.99% |
Drawdowns
TEQAX vs. TOBAX - Drawdown Comparison
The maximum TEQAX drawdown since its inception was -61.14%, which is greater than TOBAX's maximum drawdown of -19.73%. Use the drawdown chart below to compare losses from any high point for TEQAX and TOBAX.
Loading graphics...
Drawdown Indicators
| TEQAX | TOBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.14% | -19.73% | -41.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -2.88% | -8.71% |
Max Drawdown (5Y)Largest decline over 5 years | -35.95% | -19.73% | -16.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -19.73% | -16.22% |
Current DrawdownCurrent decline from peak | -11.08% | -2.34% | -8.74% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -2.44% | -15.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 0.88% | +2.19% |
Volatility
TEQAX vs. TOBAX - Volatility Comparison
Touchstone Global ESG Equity Fund (TEQAX) has a higher volatility of 7.29% compared to Touchstone Active Bond Fund (TOBAX) at 1.57%. This indicates that TEQAX's price experiences larger fluctuations and is considered to be riskier than TOBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TEQAX | TOBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 1.57% | +5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 2.52% | +9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 4.36% | +13.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 5.77% | +12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 4.79% | +13.24% |