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

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.

Loading graphics...

TFFYX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFFYX
Touchstone Focused Fund
-9.15%16.00%18.91%25.12%-18.18%26.77%24.70%35.68%-7.44%14.19%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, TFFYX achieves a -9.15% return, which is significantly lower than FSKAX's -6.77% return. Over the past 10 years, TFFYX has underperformed FSKAX with an annualized return of 12.33%, while FSKAX has yielded a comparatively higher 13.23% annualized 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%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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.


Return for Risk

TFFYX vs. FSKAX — 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

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
Martin Ratio Rank
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. FSKAX - Risk-Adjusted Trends 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.


TFFYXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.83

-0.30

Sortino ratio

Return per unit of downside risk

0.88

1.29

-0.41

Omega ratio

Gain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratio

Return relative to maximum drawdown

0.60

1.04

-0.44

Martin ratio

Return relative to average drawdown

2.28

5.05

-2.77

TFFYX vs. FSKAX - Sharpe Ratio Comparison

The current TFFYX Sharpe Ratio is 0.53, which is lower than the FSKAX Sharpe Ratio of 0.83. 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.


Loading graphics...

Sharpe Ratios by Period


TFFYXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.83

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.59

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.72

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.78

-0.33

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.


Dividends

TFFYX vs. FSKAX - Dividend Comparison

TFFYX's dividend yield for the trailing twelve months is around 2.67%, more than FSKAX's 1.09% 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%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

TFFYX vs. FSKAX - Drawdown Comparison

The maximum TFFYX drawdown since its inception was -54.62%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for TFFYX and FSKAX.


Loading graphics...

Drawdown Indicators


TFFYXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.62%

-35.01%

-19.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-12.42%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-25.39%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

-35.01%

+3.10%

Current Drawdown

Current decline from peak

-11.46%

-8.92%

-2.54%

Average Drawdown

Average peak-to-trough decline

-10.05%

-4.05%

-6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.57%

+0.49%

Volatility

TFFYX vs. FSKAX - Volatility Comparison

Touchstone Focused Fund (TFFYX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.35% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TFFYXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.42%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

9.40%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

18.50%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

17.38%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

18.42%

-0.24%