TFFYX vs. GQEIX

Last updated Aug 1, 2026

TFFYX (Touchstone Focused Fund) and GQEIX (GQG Partners US Select Quality Equity Fund) are both mutual funds - TFFYX is a Large Cap Blend Equities fund managed by Touchstone, while GQEIX is a Quality Factor fund actively managed by GQG Partners. Over the past 5 years, TFFYX returned 9.58%/yr vs 9.28%/yr for GQEIX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. TFFYX charges 0.86%/yr vs 0.49%/yr for GQEIX.

Performance

TFFYX vs. GQEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Focused Fund (TFFYX) and GQG Partners US Select Quality Equity Fund (GQEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with TFFYX having a 5.68% return and GQEIX slightly higher at 5.88%.

TFFYX

• 1D: 0.14%
• 1M: 0.72%
• 6M: 3.90%
• YTD: 5.68%
• 1Y: 14.86%
• 3Y*: 14.14%
• 5Y*: 9.58%
• 10Y*: 13.42%
• ALL TIME*: 9.25%

GQEIX

• 1D: 0.28%
• 1M: 0.33%
• 6M: 2.02%
• YTD: 5.88%
• 1Y: 6.47%
• 3Y*: 11.58%
• 5Y*: 9.28%
• 10Y*: —
• ALL TIME*: 13.11%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GQEIX GQG Partners US Select Quality Equity Fund	$0.00	$0.00	$0.00
TFFYX Touchstone Focused Fund	$0.00	$0.00	$0.00

TFFYX vs. GQEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TFFYX Touchstone Focused Fund	5.68%	16.00%	18.91%	25.12%	-18.18%	26.77%	24.70%	35.68%	-14.68%
GQEIX GQG Partners US Select Quality Equity Fund	5.88%	-4.31%	29.20%	17.77%	-2.69%	19.88%	23.88%	27.34%	-7.65%

Correlation

The correlation between TFFYX and GQEIX is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.13
Correlation (3Y) Balances recent behavior with more history.	0.45
Correlation (5Y) Shows whether the relationship held over a longer period.	0.59
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018	0.68

The correlation between TFFYX and GQEIX shifts across timeframes, from -0.13 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TFFYX vs. GQEIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TFFYX

TFFYX Risk / Return Rank: 27
TFFYX Sharpe Ratio Rank: 28
TFFYX Sortino Ratio Rank: 27
TFFYX Omega Ratio Rank: 28
TFFYX Calmar Ratio Rank: 23
TFFYX Martin Ratio Rank: 30

GQEIX

GQEIX Risk / Return Rank: 15
GQEIX Sharpe Ratio Rank: 15
GQEIX Sortino Ratio Rank: 16
GQEIX Omega Ratio Rank: 14
GQEIX Calmar Ratio Rank: 15
GQEIX Martin Ratio Rank: 13

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TFFYX vs. GQEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Focused Fund (TFFYX) and GQG Partners US Select Quality Equity Fund (GQEIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TFFYX	GQEIX	Difference
Sharpe ratio: Return per unit of total volatility	0.98	0.59	+0.39
Sortino ratio: Return per unit of downside risk	1.43	0.92	+0.51
Omega ratio: Gain probability vs. loss probability	1.18	1.11	+0.07
Calmar ratio: Return relative to maximum drawdown	1.12	0.74	+0.38
Martin ratio: Return relative to average drawdown	4.46	1.68	+2.77

TFFYX vs. GQEIX - Sharpe Ratio Comparison

The current TFFYX Sharpe Ratio is 0.98, which is higher than the GQEIX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TFFYX and GQEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TFFYX vs. GQEIX - Drawdown Comparison

The maximum TFFYX drawdown since its inception was -54.62%, which is greater than GQEIX's maximum drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for TFFYX and GQEIX.

Drawdown Indicators

	TFFYX	GQEIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.62%	-28.48%	-26.14%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-8.45%	-3.01%
Max Drawdown (3Y) Largest decline over 3 years	-18.27%	-18.92%	+0.65%
Max Drawdown (5Y) Largest decline over 5 years	-27.18%	-20.44%	-6.74%
Max Drawdown (10Y) Largest decline over 10 years	-31.91%	—	—
Current Drawdown Current decline from peak	-1.19%	-9.45%	+8.26%
Average Drawdown Average peak-to-trough decline	-9.94%	-5.83%	-4.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	3.70%	-0.82%

Volatility

TFFYX vs. GQEIX - Volatility Comparison

Touchstone Focused Fund (TFFYX) has a higher volatility of 3.74% compared to GQG Partners US Select Quality Equity Fund (GQEIX) at 2.70%. This indicates that TFFYX's price experiences larger fluctuations and is considered to be riskier than GQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TFFYX	GQEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	2.70%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	10.41%	8.37%	+2.04%
Volatility (1Y) Calculated over the trailing 1-year period	13.09%	10.61%	+2.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.91%	15.90%	+1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.25%	18.64%	-0.39%

TFFYX vs. GQEIX - Expense Ratio Comparison

TFFYX has a 0.86% expense ratio, which is higher than GQEIX's 0.49% expense ratio.

Dividends

TFFYX vs. GQEIX - Dividend Comparison

TFFYX's dividend yield for the trailing twelve months is around 2.29%, less than GQEIX's 6.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GQEIX GQG Partners US Select Quality Equity Fund	6.97%	7.38%	5.41%	0.63%	4.50%	1.50%	0.67%	0.65%	0.12%	0.00%	0.00%	0.00%
TFFYX Touchstone Focused Fund	2.29%	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 GQEIX in my portfolio?

TFFYX and GQEIX have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TFFYX or GQEIX?

TFFYX has higher volatility (3.74%) compared to GQEIX (2.70%). In terms of maximum drawdown, TFFYX dropped -54.62% vs GQEIX's -28.48%.

Which has better risk-adjusted returns?

TFFYX currently has the higher Sharpe Ratio (0.98 vs 0.59), 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.