PortfoliosLab logoPortfoliosLab logo
TFFYX vs. AFNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFFYX vs. AFNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Focused Fund (TFFYX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


TFFYX

1D
-0.47%
1M
2.68%
YTD
5.24%
6M
6.38%
1Y
20.43%
3Y*
16.25%
5Y*
10.12%
10Y*
13.80%

AFNIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFFYX vs. AFNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFFYX
Touchstone Focused Fund
5.24%16.00%18.91%25.12%-18.18%26.77%24.70%35.68%-7.44%14.19%
AFNIX
AAM/Bahl & Gaynor Income Growth Fund Class I
1.74%11.36%16.23%6.59%-8.77%25.23%6.60%25.71%-1.98%19.51%

Correlation

The correlation between TFFYX and AFNIX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2013

0.82

Over the past year, the correlation between TFFYX and AFNIX has dropped to 0.51 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TFFYX vs. AFNIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TFFYX
TFFYX Risk / Return Rank: 3333
Overall Rank
TFFYX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TFFYX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TFFYX Omega Ratio Rank: 3636
Omega Ratio Rank
TFFYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
TFFYX Martin Ratio Rank: 3434
Martin Ratio Rank

AFNIX
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TFFYX vs. AFNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Focused Fund (TFFYX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). 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.


TFFYXAFNIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

1.84

Martin ratioReturn relative to average drawdown

7.66

TFFYX vs. AFNIX - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


TFFYXAFNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Drawdowns

TFFYX vs. AFNIX - Drawdown Comparison


Loading charts...

Drawdown Indicators


TFFYXAFNIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

Max Drawdown (3Y)

Largest decline over 3 years

-18.27%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

Current Drawdown

Current decline from peak

-0.47%

Average Drawdown

Average peak-to-trough decline

-9.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

Volatility

TFFYX vs. AFNIX - Volatility Comparison


Loading charts...

Volatility by Period


TFFYXAFNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

TFFYX vs. AFNIX - Expense Ratio Comparison

TFFYX has a 0.86% expense ratio, which is higher than AFNIX's 0.83% expense ratio.


Dividends

TFFYX vs. AFNIX - Dividend Comparison

TFFYX's dividend yield for the trailing twelve months is around 2.30%, less than AFNIX's 31.18% yield.


PositionTTM20252024202320222021202020192018201720162015
AFNIX
AAM/Bahl & Gaynor Income Growth Fund Class I
31.18%14.13%6.88%3.43%4.61%1.78%1.75%2.13%2.04%1.72%1.79%2.66%
TFFYX
Touchstone Focused Fund
2.30%2.42%1.09%1.23%3.30%5.84%5.71%12.50%5.34%7.15%1.41%3.03%

Frequently Asked Questions


TFFYX and AFNIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for TFFYX and AFNIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer