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TFFYX vs. PTSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFFYX vs. PTSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Focused Fund (TFFYX) and Touchstone Sands Capital Select Growth Fund (PTSGX). The values are adjusted to include any dividend payments, if applicable.

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TFFYX vs. PTSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFFYX
Touchstone Focused Fund
-6.34%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
-13.47%15.27%23.79%51.60%-50.56%3.76%68.92%67.10%5.80%34.42%

Returns By Period

In the year-to-date period, TFFYX achieves a -6.34% return, which is significantly higher than PTSGX's -13.47% return. Over the past 10 years, TFFYX has underperformed PTSGX with an annualized return of 12.68%, while PTSGX has yielded a comparatively higher 14.46% annualized return.


TFFYX

1D
3.09%
1M
-6.17%
YTD
-6.34%
6M
-4.00%
1Y
12.06%
3Y*
14.03%
5Y*
8.55%
10Y*
12.68%

PTSGX

1D
4.60%
1M
-5.54%
YTD
-13.47%
6M
-18.62%
1Y
8.98%
3Y*
16.73%
5Y*
-0.78%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFFYX vs. PTSGX - Expense Ratio Comparison

TFFYX has a 0.86% expense ratio, which is lower than PTSGX's 1.16% expense ratio.


Return for Risk

TFFYX vs. PTSGX — Risk / Return Rank

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

TFFYX
TFFYX Risk / Return Rank: 2828
Overall Rank
TFFYX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TFFYX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TFFYX Omega Ratio Rank: 2626
Omega Ratio Rank
TFFYX Calmar Ratio Rank: 3333
Calmar Ratio Rank
TFFYX Martin Ratio Rank: 3232
Martin Ratio Rank

PTSGX
PTSGX Risk / Return Rank: 1212
Overall Rank
PTSGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PTSGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PTSGX Omega Ratio Rank: 1313
Omega Ratio Rank
PTSGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PTSGX Martin Ratio Rank: 1010
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. 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.


TFFYXPTSGXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.39

+0.29

Sortino ratio

Return per unit of downside risk

1.11

0.73

+0.38

Omega ratio

Gain probability vs. loss probability

1.16

1.10

+0.06

Calmar ratio

Return relative to maximum drawdown

1.10

0.38

+0.72

Martin ratio

Return relative to average drawdown

4.11

1.10

+3.01

TFFYX vs. PTSGX - Sharpe Ratio Comparison

The current TFFYX Sharpe Ratio is 0.68, which is higher than the PTSGX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of TFFYX and PTSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TFFYXPTSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.39

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.03

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.50

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.35

+0.11

Correlation

The correlation between TFFYX and PTSGX is 0.82, 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. PTSGX - Dividend Comparison

TFFYX's dividend yield for the trailing twelve months is around 2.59%, more than PTSGX's 0.76% yield.


TTM20252024202320222021202020192018201720162015
TFFYX
Touchstone Focused Fund
2.59%2.42%1.09%1.23%3.30%5.84%5.71%12.50%5.34%7.15%1.41%3.03%
PTSGX
Touchstone Sands Capital Select Growth Fund
0.76%0.66%0.00%0.00%0.00%12.67%10.05%39.46%34.95%24.32%16.89%9.33%

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


TFFYXPTSGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.62%

-60.33%

+5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-24.16%

+12.55%

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 Drawdown

Current decline from peak

-8.72%

-21.14%

+12.42%

Average Drawdown

Average peak-to-trough decline

-10.05%

-15.86%

+5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

8.46%

-5.35%

Volatility

TFFYX vs. PTSGX - Volatility Comparison

The current volatility for Touchstone Focused Fund (TFFYX) is 5.59%, while Touchstone Sands Capital Select Growth Fund (PTSGX) has a volatility of 8.33%. 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


TFFYXPTSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

8.33%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

16.53%

-7.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

26.41%

-8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

31.03%

-14.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

28.94%

-10.73%