TFFYX vs. DFIEX
Compare and contrast key facts about Touchstone Focused Fund (TFFYX) and DFA International Core Equity Portfolio I (DFIEX).
TFFYX is managed by Touchstone. It was launched on Feb 12, 1999. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
TFFYX vs. DFIEX - Performance Comparison
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TFFYX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFFYX Touchstone Focused Fund | -6.34% | 16.00% | 18.91% | 25.12% | -18.18% | 26.77% | 24.70% | 35.68% | -7.44% | 14.19% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, TFFYX achieves a -6.34% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, TFFYX has outperformed DFIEX with an annualized return of 12.68%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
TFFYX
- 1D
- 3.09%
- 1M
- -6.17%
- YTD
- -6.34%
- 6M
- -4.00%
- 1Y
- 12.06%
- 3Y*
- 14.03%
- 5Y*
- 8.55%
- 10Y*
- 12.68%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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TFFYX vs. DFIEX - Expense Ratio Comparison
TFFYX has a 0.86% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
TFFYX vs. DFIEX — Risk / Return Rank
TFFYX
DFIEX
TFFYX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Focused Fund (TFFYX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| TFFYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 1.95 | -1.27 |
Sortino ratioReturn per unit of downside risk | 1.11 | 2.55 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.39 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.57 | -1.47 |
Martin ratioReturn relative to average drawdown | 4.11 | 10.07 | -5.97 |
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
| TFFYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.95 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.60 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.59 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.35 | +0.11 |
Correlation
The correlation between TFFYX and DFIEX is 0.78, 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
TFFYX vs. DFIEX - Dividend Comparison
TFFYX's dividend yield for the trailing twelve months is around 2.59%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFFYX Touchstone Focused Fund | 2.59% | 2.42% | 1.09% | 1.23% | 3.30% | 5.84% | 5.71% | 12.50% | 5.34% | 7.15% | 1.41% | 3.03% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
TFFYX vs. DFIEX - Drawdown Comparison
The maximum TFFYX drawdown since its inception was -54.62%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for TFFYX and DFIEX.
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Drawdown Indicators
| TFFYX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.62% | -62.22% | +7.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -11.01% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -27.18% | -28.66% | +1.48% |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | -41.04% | +9.13% |
Current DrawdownCurrent decline from peak | -8.72% | -7.75% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -12.26% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.81% | +0.30% |
Volatility
TFFYX vs. DFIEX - Volatility Comparison
The current volatility for Touchstone Focused Fund (TFFYX) is 5.59%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that TFFYX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFFYX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 7.09% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 10.45% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 15.90% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 15.65% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 16.35% | +1.86% |