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TFFYX vs. FSKAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TFFYX and FSKAX is 0.96, 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.


-0.50.00.51.01.0

Performance

TFFYX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Focused Fund (TFFYX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
10.81%
11.58%
TFFYX
FSKAX

Key characteristics

Sharpe Ratio

TFFYX:

1.66

FSKAX:

1.74

Sortino Ratio

TFFYX:

2.22

FSKAX:

2.35

Omega Ratio

TFFYX:

1.30

FSKAX:

1.32

Calmar Ratio

TFFYX:

3.05

FSKAX:

2.67

Martin Ratio

TFFYX:

10.90

FSKAX:

10.56

Ulcer Index

TFFYX:

1.78%

FSKAX:

2.18%

Daily Std Dev

TFFYX:

11.62%

FSKAX:

13.13%

Max Drawdown

TFFYX:

-31.91%

FSKAX:

-35.01%

Current Drawdown

TFFYX:

0.00%

FSKAX:

-0.11%

Returns By Period

In the year-to-date period, TFFYX achieves a 5.29% return, which is significantly higher than FSKAX's 4.20% return. Over the past 10 years, TFFYX has underperformed FSKAX with an annualized return of 8.04%, while FSKAX has yielded a comparatively higher 12.44% annualized return.


TFFYX

YTD

5.29%

1M

6.06%

6M

10.81%

1Y

20.32%

5Y*

10.70%

10Y*

8.04%

FSKAX

YTD

4.20%

1M

4.66%

6M

11.58%

1Y

23.52%

5Y*

13.72%

10Y*

12.44%

*Annualized

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


TFFYX vs. FSKAX - Expense Ratio Comparison

TFFYX has a 0.86% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


TFFYX
Touchstone Focused Fund
Expense ratio chart for TFFYX: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for FSKAX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

TFFYX vs. FSKAX — Risk-Adjusted Performance Rank

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

TFFYX
The Risk-Adjusted Performance Rank of TFFYX is 8585
Overall Rank
The Sharpe Ratio Rank of TFFYX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of TFFYX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of TFFYX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of TFFYX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TFFYX is 8989
Martin Ratio Rank

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 8686
Overall Rank
The Sharpe Ratio Rank of FSKAX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TFFYX vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Focused Fund (TFFYX) and Fidelity Total Market Index Fund (FSKAX). 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.


Sharpe ratio
The chart of Sharpe ratio for TFFYX, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.661.74
The chart of Sortino ratio for TFFYX, currently valued at 2.22, compared to the broader market0.002.004.006.008.0010.0012.002.222.35
The chart of Omega ratio for TFFYX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.32
The chart of Calmar ratio for TFFYX, currently valued at 3.05, compared to the broader market0.005.0010.0015.0020.003.052.67
The chart of Martin ratio for TFFYX, currently valued at 10.90, compared to the broader market0.0020.0040.0060.0080.0010.9010.56
TFFYX
FSKAX

The current TFFYX Sharpe Ratio is 1.66, which is comparable to the FSKAX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of TFFYX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.66
1.74
TFFYX
FSKAX

Dividends

TFFYX vs. FSKAX - Dividend Comparison

TFFYX's dividend yield for the trailing twelve months is around 0.56%, less than FSKAX's 1.14% yield.


TTM20242023202220212020201920182017201620152014
TFFYX
Touchstone Focused Fund
0.56%0.59%0.39%0.12%0.18%0.27%0.60%0.70%0.85%0.56%0.73%0.42%
FSKAX
Fidelity Total Market Index Fund
1.14%1.19%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%

Drawdowns

TFFYX vs. FSKAX - Drawdown Comparison

The maximum TFFYX drawdown since its inception was -31.91%, smaller than the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for TFFYX and FSKAX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.11%
TFFYX
FSKAX

Volatility

TFFYX vs. FSKAX - Volatility Comparison

The current volatility for Touchstone Focused Fund (TFFYX) is 3.15%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 3.64%. This indicates that TFFYX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.15%
3.64%
TFFYX
FSKAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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