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.
Performance
TEQAX vs. VOO - Performance Comparison
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TEQAX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEQAX Touchstone Global ESG Equity Fund | -0.33% | 29.86% | 8.94% | 23.45% | -17.07% | 11.86% | 14.44% | 23.18% | -9.72% | 25.74% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, TEQAX achieves a -0.33% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, TEQAX has underperformed VOO with an annualized return of 10.67%, while VOO has yielded a comparatively higher 14.14% annualized return.
TEQAX
- 1D
- 3.33%
- 1M
- -6.14%
- YTD
- -0.33%
- 6M
- 2.47%
- 1Y
- 19.73%
- 3Y*
- 17.08%
- 5Y*
- 8.68%
- 10Y*
- 10.67%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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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.
Return for Risk
TEQAX vs. VOO — Risk / Return Rank
TEQAX
VOO
TEQAX vs. VOO - Risk-Adjusted Trends 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.
| TEQAX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.01 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.53 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.55 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.07 | 7.31 | -1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEQAX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.01 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.71 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.79 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.83 | -0.42 |
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.
Dividends
TEQAX vs. VOO - Dividend Comparison
TEQAX's dividend yield for the trailing twelve months is around 4.41%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQAX Touchstone Global ESG Equity Fund | 4.41% | 4.40% | 3.51% | 1.46% | 7.21% | 12.19% | 0.33% | 3.80% | 10.50% | 13.02% | 0.55% | 51.95% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
TEQAX vs. VOO - Drawdown Comparison
The maximum TEQAX drawdown since its inception was -61.14%, 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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Drawdown Indicators
| TEQAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.14% | -33.99% | -27.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -11.98% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -35.95% | -24.52% | -11.43% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -33.99% | -1.96% |
Current DrawdownCurrent decline from peak | -8.12% | -5.55% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -17.89% | -3.72% | -14.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.55% | +0.52% |
Volatility
TEQAX vs. VOO - Volatility Comparison
Touchstone Global ESG Equity Fund (TEQAX) has a higher volatility of 8.11% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that TEQAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEQAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | 5.34% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 9.47% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.85% | 18.11% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.34% | 16.82% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 17.99% | +0.07% |