TEQAX vs. VIHAX

Last updated Aug 1, 2026

TEQAX (Touchstone Global ESG Equity Fund) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - TEQAX is a Foreign Large Cap Equities fund managed by Touchstone, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, TEQAX returned 11.66%/yr vs 11.25%/yr for VIHAX. Their correlation of 0.87 means they have usually moved in the same direction. TEQAX charges 1.16%/yr vs 0.16%/yr for VIHAX.

Performance

TEQAX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Global ESG Equity Fund (TEQAX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TEQAX achieves a 12.58% return, which is significantly lower than VIHAX's 18.05% return. Both investments have delivered pretty close results over the past 10 years, with TEQAX having a 11.66% annualized return and VIHAX not far behind at 11.25%.

TEQAX

• 1D: 2.72%
• 1M: 0.44%
• 6M: 6.21%
• YTD: 12.58%
• 1Y: 26.33%
• 3Y*: 18.74%
• 5Y*: 10.27%
• 10Y*: 11.66%
• ALL TIME*: 9.65%

VIHAX

• 1D: 2.01%
• 1M: 4.98%
• 6M: 11.54%
• YTD: 18.05%
• 1Y: 35.31%
• 3Y*: 21.69%
• 5Y*: 14.15%
• 10Y*: 11.25%
• ALL TIME*: 11.29%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TEQAX Touchstone Global ESG Equity Fund	$0.00	$0.00	$0.00
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares	$0.00	$0.00	$0.00

TEQAX vs. VIHAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TEQAX Touchstone Global ESG Equity Fund	12.58%	29.86%	8.94%	23.45%	-17.07%	11.86%	14.44%	23.18%	-9.72%	25.74%
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares	18.05%	38.01%	6.96%	16.81%	-6.88%	15.01%	-0.73%	20.03%	-12.38%	22.40%

Correlation

The correlation between TEQAX and VIHAX is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (3Y) Balances recent behavior with more history.	0.86
Correlation (5Y) Shows whether the relationship held over a longer period.	0.87
Correlation (10Y) Provides a long-term view across more market conditions.	0.87
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016	0.87

The correlation between TEQAX and VIHAX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

Return for Risk

TEQAX vs. VIHAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TEQAX

TEQAX Risk / Return Rank: 52
TEQAX Sharpe Ratio Rank: 48
TEQAX Sortino Ratio Rank: 46
TEQAX Omega Ratio Rank: 46
TEQAX Calmar Ratio Rank: 62
TEQAX Martin Ratio Rank: 57

VIHAX

VIHAX Risk / Return Rank: 94
VIHAX Sharpe Ratio Rank: 97
VIHAX Sortino Ratio Rank: 95
VIHAX Omega Ratio Rank: 92
VIHAX Calmar Ratio Rank: 92
VIHAX Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TEQAX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Global ESG Equity Fund (TEQAX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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	VIHAX	Difference
Sharpe ratio: Return per unit of total volatility	1.32	2.85	-1.53
Sortino ratio: Return per unit of downside risk	1.86	3.92	-2.06
Omega ratio: Gain probability vs. loss probability	1.24	1.52	-0.29
Calmar ratio: Return relative to maximum drawdown	2.11	3.62	-1.50
Martin ratio: Return relative to average drawdown	7.57	13.83	-6.26

TEQAX vs. VIHAX - Sharpe Ratio Comparison

The current TEQAX Sharpe Ratio is 1.32, which is lower than the VIHAX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of TEQAX and VIHAX, 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. VIHAX - Drawdown Comparison

The maximum TEQAX drawdown since its inception was -61.14%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for TEQAX and VIHAX.

Drawdown Indicators

	TEQAX	VIHAX	Difference
Max Drawdown Largest peak-to-trough decline	-61.14%	-38.80%	-22.34%
Max Drawdown (1Y) Largest decline over 1 year	-11.23%	-9.53%	-1.70%
Max Drawdown (3Y) Largest decline over 3 years	-14.29%	-12.29%	-2.00%
Max Drawdown (5Y) Largest decline over 5 years	-35.95%	-23.92%	-12.03%
Max Drawdown (10Y) Largest decline over 10 years	-35.95%	-38.80%	+2.85%
Current Drawdown Current decline from peak	-2.30%	0.00%	-2.30%
Average Drawdown Average peak-to-trough decline	-17.71%	-5.94%	-11.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	2.49%	+0.64%

Volatility

TEQAX vs. VIHAX - Volatility Comparison

Touchstone Global ESG Equity Fund (TEQAX) has a higher volatility of 5.83% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that TEQAX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TEQAX	VIHAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.83%	3.47%	+2.36%
Volatility (6M) Calculated over the trailing 6-month period	15.56%	10.27%	+5.29%
Volatility (1Y) Calculated over the trailing 1-year period	18.03%	12.15%	+5.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.90%	13.77%	+5.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.25%	15.55%	+2.70%

TEQAX vs. VIHAX - Expense Ratio Comparison

TEQAX has a 1.16% expense ratio, which is higher than VIHAX's 0.16% expense ratio.

Dividends

TEQAX vs. VIHAX - Dividend Comparison

TEQAX's dividend yield for the trailing twelve months is around 3.91%, more than VIHAX's 3.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares	3.43%	3.69%	4.85%	4.58%	4.70%	4.30%	3.22%	5.63%	4.28%	3.16%	2.37%	0.00%

Frequently Asked Questions

Can I hold both TEQAX and VIHAX in my portfolio?

TEQAX and VIHAX have a correlation of 0.81, 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 VIHAX?

TEQAX has higher volatility (5.83%) compared to VIHAX (3.47%). In terms of maximum drawdown, TEQAX dropped -61.14% vs VIHAX's -38.80%.

Which has better risk-adjusted returns?

VIHAX currently has the higher Sharpe Ratio (2.85 vs 1.32), 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.