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

Key characteristics


TFFYXFSKAX
YTD Return14.14%17.69%
1Y Return20.92%27.67%
3Y Return (Ann)6.81%8.25%
5Y Return (Ann)15.25%14.49%
10Y Return (Ann)10.95%12.27%
Sharpe Ratio1.802.08
Daily Std Dev11.58%13.13%
Max Drawdown-31.91%-35.01%
Current Drawdown-0.30%-0.69%

Correlation

-0.50.00.51.01.0

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.

Performance

TFFYX vs. FSKAX - Performance Comparison

In the year-to-date period, TFFYX achieves a 14.14% return, which is significantly lower than FSKAX's 17.69% return. Over the past 10 years, TFFYX has underperformed FSKAX with an annualized return of 10.95%, while FSKAX has yielded a comparatively higher 12.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.61%
7.76%
TFFYX
FSKAX

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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 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.


TFFYX
Sharpe ratio
The chart of Sharpe ratio for TFFYX, currently valued at 1.80, compared to the broader market-1.000.001.002.003.004.005.001.80
Sortino ratio
The chart of Sortino ratio for TFFYX, currently valued at 2.41, compared to the broader market0.005.0010.002.41
Omega ratio
The chart of Omega ratio for TFFYX, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for TFFYX, currently valued at 1.83, compared to the broader market0.005.0010.0015.0020.001.83
Martin ratio
The chart of Martin ratio for TFFYX, currently valued at 9.79, compared to the broader market0.0020.0040.0060.0080.00100.009.79
FSKAX
Sharpe ratio
The chart of Sharpe ratio for FSKAX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.005.002.08
Sortino ratio
The chart of Sortino ratio for FSKAX, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for FSKAX, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for FSKAX, currently valued at 1.95, compared to the broader market0.005.0010.0015.0020.001.95
Martin ratio
The chart of Martin ratio for FSKAX, currently valued at 11.24, compared to the broader market0.0020.0040.0060.0080.00100.0011.24

TFFYX vs. FSKAX - Sharpe Ratio Comparison

The current TFFYX Sharpe Ratio is 1.80, which roughly equals the FSKAX Sharpe Ratio of 2.08. The chart below compares the 12-month rolling Sharpe Ratio of TFFYX and FSKAX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.80
2.08
TFFYX
FSKAX

Dividends

TFFYX vs. FSKAX - Dividend Comparison

TFFYX's dividend yield for the trailing twelve months is around 1.08%, less than FSKAX's 1.23% yield.


TTM20232022202120202019201820172016201520142013
TFFYX
Touchstone Focused Fund
1.08%1.23%3.30%5.84%5.71%6.55%5.34%7.15%1.41%0.73%0.42%0.73%
FSKAX
Fidelity Total Market Index Fund
1.23%1.41%1.62%1.15%1.45%1.94%2.54%2.33%2.43%2.49%1.63%1.54%

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.30%
-0.69%
TFFYX
FSKAX

Volatility

TFFYX vs. FSKAX - Volatility Comparison

The current volatility for Touchstone Focused Fund (TFFYX) is 3.31%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 4.11%. 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%AprilMayJuneJulyAugustSeptember
3.31%
4.11%
TFFYX
FSKAX