TFFYX vs. PTSGX
TFFYX (Touchstone Focused Fund) and PTSGX (Touchstone Sands Capital Select Growth Fund) are both mutual funds - TFFYX is a Large Cap Blend Equities fund managed by Touchstone, while PTSGX is a Large Cap Growth Equities fund managed by Touchstone. Over the past 10 years, TFFYX returned 13.42%/yr vs 15.31%/yr for PTSGX. Their correlation of 0.81 means they have usually moved in the same direction. TFFYX charges 0.86%/yr vs 1.16%/yr for PTSGX.
Performance
TFFYX vs. PTSGX - Performance Comparison
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Returns By Period
In the year-to-date period, TFFYX achieves a 5.68% return, which is significantly higher than PTSGX's -1.71% return. Over the past 10 years, TFFYX has underperformed PTSGX with an annualized return of 13.42%, while PTSGX has yielded a comparatively higher 15.31% annualized return.
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%
PTSGX
- 1D
- 2.36%
- 1M
- -4.04%
- 6M
- 2.65%
- YTD
- -1.71%
- 1Y
- -1.57%
- 3Y*
- 14.66%
- 5Y*
- -0.15%
- 10Y*
- 15.31%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TFFYX vs. PTSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFFYX Touchstone Focused Fund | 5.68% | 16.00% | 18.91% | 25.12% | -18.18% | 26.77% | 24.70% | 35.68% | -7.44% | 14.19% |
PTSGX Touchstone Sands Capital Select Growth Fund | -1.71% | 15.27% | 23.79% | 51.60% | -50.56% | 3.76% | 68.92% | 67.10% | 5.80% | 34.42% |
Correlation
The correlation between TFFYX and PTSGX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.81 |
The correlation between TFFYX and PTSGX has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
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Return for Risk
TFFYX vs. PTSGX — Risk / Return Rank
TFFYX
PTSGX
TFFYX vs. PTSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Focused Fund (TFFYX) and Touchstone Sands Capital Select Growth Fund (PTSGX). 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 | PTSGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.99 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | -0.16 | +1.28 |
| Martin ratioReturn relative to average drawdown | 4.46 | -0.38 | +4.84 |
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Drawdowns
TFFYX vs. PTSGX - Drawdown Comparison
The maximum TFFYX drawdown since its inception was -54.62%, smaller than the maximum PTSGX drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for TFFYX and PTSGX.
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Drawdown Indicators
| TFFYX | PTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.62% | -60.33% | +5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -24.16% | +12.70% |
Max Drawdown (3Y)Largest decline over 3 years | -18.27% | -28.56% | +10.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.18% | -60.07% | +32.89% |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | -60.07% | +28.16% |
Current DrawdownCurrent decline from peak | -1.19% | -10.43% | +9.24% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -15.77% | +5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 9.78% | -6.90% |
Volatility
TFFYX vs. PTSGX - Volatility Comparison
The current volatility for Touchstone Focused Fund (TFFYX) is 3.74%, while Touchstone Sands Capital Select Growth Fund (PTSGX) has a volatility of 7.29%. This indicates that TFFYX experiences smaller price fluctuations and is considered to be less risky than PTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFFYX | PTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 7.29% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 18.68% | -8.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 23.03% | -9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 31.24% | -14.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 29.12% | -10.87% |
TFFYX vs. PTSGX - Expense Ratio Comparison
TFFYX has a 0.86% expense ratio, which is lower than PTSGX's 1.16% expense ratio.
Dividends
TFFYX vs. PTSGX - Dividend Comparison
TFFYX's dividend yield for the trailing twelve months is around 2.29%, more than PTSGX's 0.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSGX Touchstone Sands Capital Select Growth Fund | 0.67% | 0.66% | 0.00% | 0.00% | 0.00% | 12.67% | 10.05% | 39.46% | 34.95% | 24.32% | 16.89% | 9.33% |
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
TFFYX and PTSGX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTSGX has higher volatility (7.29%) compared to TFFYX (3.74%). In terms of maximum drawdown, TFFYX dropped -54.62% vs PTSGX's -60.33%.
TFFYX currently has the higher Sharpe Ratio (0.98 vs -0.16), 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.
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