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TFFYX vs. FGJEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFFYX vs. FGJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Focused Fund (TFFYX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). The values are adjusted to include any dividend payments, if applicable.

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TFFYX vs. FGJEX - Yearly Performance Comparison


2026 (YTD)2025
TFFYX
Touchstone Focused Fund
-9.15%23.10%
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
-2.99%24.15%

Returns By Period

In the year-to-date period, TFFYX achieves a -9.15% return, which is significantly lower than FGJEX's -2.99% return.


TFFYX

1D
0.00%
1M
-9.08%
YTD
-9.15%
6M
-6.97%
1Y
8.99%
3Y*
12.88%
5Y*
8.13%
10Y*
12.33%

FGJEX

1D
-0.41%
1M
-7.13%
YTD
-2.99%
6M
0.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFFYX vs. FGJEX - Expense Ratio Comparison

TFFYX has a 0.86% expense ratio, which is higher than FGJEX's 0.46% expense ratio.


Return for Risk

TFFYX vs. FGJEX — Risk / Return Rank

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

TFFYX
TFFYX Risk / Return Rank: 2121
Overall Rank
TFFYX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TFFYX Sortino Ratio Rank: 2121
Sortino Ratio Rank
TFFYX Omega Ratio Rank: 2222
Omega Ratio Rank
TFFYX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TFFYX Martin Ratio Rank: 2121
Martin Ratio Rank

FGJEX
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. FGJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Focused Fund (TFFYX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). 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.


TFFYXFGJEXDifference

Sharpe ratio

Return per unit of total volatility

0.53

Sortino ratio

Return per unit of downside risk

0.88

Omega ratio

Gain probability vs. loss probability

1.13

Calmar ratio

Return relative to maximum drawdown

0.60

Martin ratio

Return relative to average drawdown

2.28

TFFYX vs. FGJEX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TFFYXFGJEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

2.09

-1.64

Correlation

The correlation between TFFYX and FGJEX is 0.86, 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. FGJEX - Dividend Comparison

TFFYX's dividend yield for the trailing twelve months is around 2.67%, less than FGJEX's 9.88% yield.


TTM20252024202320222021202020192018201720162015
TFFYX
Touchstone Focused Fund
2.67%2.42%1.09%1.23%3.30%5.84%5.71%12.50%5.34%7.15%1.41%3.03%
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.88%9.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TFFYX vs. FGJEX - Drawdown Comparison

The maximum TFFYX drawdown since its inception was -54.62%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for TFFYX and FGJEX.


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Drawdown Indicators


TFFYXFGJEXDifference

Max Drawdown

Largest peak-to-trough decline

-54.62%

-8.32%

-46.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

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

-11.46%

-8.32%

-3.14%

Average Drawdown

Average peak-to-trough decline

-10.05%

-1.05%

-9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

Volatility

TFFYX vs. FGJEX - Volatility Comparison


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Volatility by Period


TFFYXFGJEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

10.78%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

10.78%

+5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

10.78%

+7.40%