TFFYX vs. FTRIX

Last updated Jun 4, 2026

TFFYX (Touchstone Focused Fund) and FTRIX (Fidelity Advisor Mega Cap Stock Fund Class I) are both Large Cap Blend Equities funds. Over the past 10 years, TFFYX returned 13.80%/yr vs 16.55%/yr for FTRIX. Their correlation of 0.93 suggests significant overlap in exposure. TFFYX charges 0.86%/yr vs 0.65%/yr for FTRIX.

Performance

TFFYX vs. FTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Focused Fund (TFFYX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TFFYX achieves a 5.24% return, which is significantly lower than FTRIX's 10.49% return. Over the past 10 years, TFFYX has underperformed FTRIX with an annualized return of 13.80%, while FTRIX has yielded a comparatively higher 16.55% annualized return.

TFFYX

• 1D: -0.47%
• 1M: 2.68%
• YTD: 5.24%
• 6M: 6.38%
• 1Y: 20.43%
• 3Y*: 16.25%
• 5Y*: 10.12%
• 10Y*: 13.80%

FTRIX

• 1D: -0.32%
• 1M: 3.41%
• YTD: 10.49%
• 6M: 12.41%
• 1Y: 31.38%
• 3Y*: 25.58%
• 5Y*: 16.31%
• 10Y*: 16.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TFFYX vs. FTRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TFFYX Touchstone Focused Fund	5.24%	16.00%	18.91%	25.12%	-18.18%	26.77%	24.70%	35.68%	-7.44%	14.19%
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I	10.49%	26.92%	26.00%	26.46%	-9.00%	26.26%	12.96%	31.06%	-7.43%	17.82%

Correlation

The correlation between TFFYX and FTRIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Feb 8, 2008	0.93

The correlation between TFFYX and FTRIX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Return for Risk

TFFYX vs. FTRIX — Risk / Return Rank

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

TFFYX

TFFYX Risk / Return Rank: 33
TFFYX Sharpe Ratio Rank: 36
TFFYX Sortino Ratio Rank: 35
TFFYX Omega Ratio Rank: 36
TFFYX Calmar Ratio Rank: 25
TFFYX Martin Ratio Rank: 34

FTRIX

FTRIX Risk / Return Rank: 80
FTRIX Sharpe Ratio Rank: 83
FTRIX Sortino Ratio Rank: 77
FTRIX Omega Ratio Rank: 75
FTRIX Calmar Ratio Rank: 79
FTRIX Martin Ratio Rank: 85

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. FTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Focused Fund (TFFYX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX). 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	FTRIX	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.70	-0.95
Sortino ratio: Return per unit of downside risk	2.47	3.70	-1.23
Omega ratio: Gain probability vs. loss probability	1.32	1.49	-0.17
Calmar ratio: Return relative to maximum drawdown	1.84	3.58	-1.74
Martin ratio: Return relative to average drawdown	7.66	16.30	-8.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TFFYX vs. FTRIX - Sharpe Ratio Comparison

The current TFFYX Sharpe Ratio is 1.75, which is lower than the FTRIX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of TFFYX and FTRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TFFYX	FTRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	2.70	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.98	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.92	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.61	-0.13

Drawdowns

TFFYX vs. FTRIX - Drawdown Comparison

The maximum TFFYX drawdown since its inception was -54.62%, roughly equal to the maximum FTRIX drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for TFFYX and FTRIX.

Drawdown Indicators

	TFFYX	FTRIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.62%	-52.46%	-2.16%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-9.01%	-2.45%
Max Drawdown (3Y) Largest decline over 3 years	-18.27%	-18.49%	+0.22%
Max Drawdown (5Y) Largest decline over 5 years	-27.18%	-23.31%	-3.87%
Max Drawdown (10Y) Largest decline over 10 years	-31.91%	-35.22%	+3.31%
Current Drawdown Current decline from peak	-0.47%	-0.32%	-0.15%
Average Drawdown Average peak-to-trough decline	-9.99%	-6.54%	-3.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	1.98%	+0.77%

Volatility

TFFYX vs. FTRIX - Volatility Comparison

Touchstone Focused Fund (TFFYX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) have volatilities of 2.75% and 2.70%, 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.

Volatility by Period

	TFFYX	FTRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	2.70%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	9.21%	9.05%	+0.16%
Volatility (1Y) Calculated over the trailing 1-year period	12.08%	11.99%	+0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.82%	16.69%	+0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.23%	18.13%	+0.10%

TFFYX vs. FTRIX - Expense Ratio Comparison

TFFYX has a 0.86% expense ratio, which is higher than FTRIX's 0.65% expense ratio.

Dividends

TFFYX vs. FTRIX - Dividend Comparison

TFFYX's dividend yield for the trailing twelve months is around 2.30%, less than FTRIX's 3.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I	3.54%	3.91%	2.68%	2.09%	4.38%	4.75%	8.02%	12.76%	21.72%	16.33%	1.96%	4.15%
TFFYX Touchstone Focused Fund	2.30%	2.42%	1.09%	1.23%	3.30%	5.84%	5.71%	12.50%	5.34%	7.15%	1.41%	3.03%

Frequently Asked Questions

Can I hold both TFFYX and FTRIX in my portfolio?

With a correlation of 0.90, TFFYX and FTRIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TFFYX or FTRIX?

TFFYX has higher volatility (2.75%) compared to FTRIX (2.70%). In terms of maximum drawdown, TFFYX dropped -54.62% vs FTRIX's -52.46%.

Which has better risk-adjusted returns?

FTRIX currently has the higher Sharpe Ratio (2.70 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.