Correlation
The correlation between TEQAX and VOO is 0.87, 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.
TEQAX vs. VOO
Compare and contrast key facts about Touchstone Global ESG Equity Fund (TEQAX) and Vanguard S&P 500 ETF (VOO).
TEQAX is managed by Touchstone. It was launched on Dec 18, 1997. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEQAX or VOO.
Performance
TEQAX vs. VOO - Performance Comparison
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Key characteristics
TEQAX:
1.07
VOO:
0.70
TEQAX:
1.40
VOO:
1.05
TEQAX:
1.19
VOO:
1.15
TEQAX:
1.19
VOO:
0.69
TEQAX:
4.38
VOO:
2.62
TEQAX:
3.89%
VOO:
4.93%
TEQAX:
17.78%
VOO:
19.55%
TEQAX:
-69.48%
VOO:
-33.99%
TEQAX:
-0.69%
VOO:
-3.45%
Returns By Period
In the year-to-date period, TEQAX achieves a 16.54% return, which is significantly higher than VOO's 1.00% return. Over the past 10 years, TEQAX has underperformed VOO with an annualized return of 8.42%, while VOO has yielded a comparatively higher 12.81% annualized return.
TEQAX
16.54%
5.38%
15.15%
18.80%
13.75%
13.29%
8.42%
VOO
1.00%
6.44%
-0.84%
13.62%
14.14%
15.91%
12.81%
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TEQAX vs. VOO - Expense Ratio Comparison
TEQAX has a 1.16% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
TEQAX vs. VOO — Risk-Adjusted Performance Rank
TEQAX
VOO
TEQAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Global ESG Equity Fund (TEQAX) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
TEQAX vs. VOO - Dividend Comparison
TEQAX's dividend yield for the trailing twelve months is around 3.01%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQAX Touchstone Global ESG Equity Fund | 3.01% | 3.51% | 1.46% | 7.21% | 12.19% | 0.33% | 2.25% | 10.50% | 13.02% | 0.55% | 51.95% | 20.21% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
TEQAX vs. VOO - Drawdown Comparison
The maximum TEQAX drawdown since its inception was -69.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TEQAX and VOO.
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Volatility
TEQAX vs. VOO - Volatility Comparison
The current volatility for Touchstone Global ESG Equity Fund (TEQAX) is 3.61%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that TEQAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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