TFFYX vs. TEGAX

Last updated Jun 3, 2026

TFFYX (Touchstone Focused Fund) and TEGAX (Touchstone Mid Cap Growth Fund) are both mutual funds - TFFYX is a Large Cap Blend Equities fund managed by Touchstone, while TEGAX is a Mid Cap Growth Equities fund managed by Touchstone. Over the past 10 years, TFFYX returned 13.86%/yr vs 13.85%/yr for TEGAX. Their correlation of 0.85 suggests significant overlap in exposure. TFFYX charges 0.86%/yr vs 1.21%/yr for TEGAX.

Performance

TFFYX vs. TEGAX - Performance Comparison

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

Returns By Period

In the year-to-date period, TFFYX achieves a 5.74% return, which is significantly lower than TEGAX's 12.55% return. Both investments have delivered pretty close results over the past 10 years, with TFFYX having a 13.86% annualized return and TEGAX not far behind at 13.85%.

TFFYX

• 1D: 0.21%
• 1M: 2.74%
• YTD: 5.74%
• 6M: 7.13%
• 1Y: 21.59%
• 3Y*: 16.44%
• 5Y*: 10.14%
• 10Y*: 13.86%

TEGAX

• 1D: 0.34%
• 1M: 5.57%
• YTD: 12.55%
• 6M: 12.12%
• 1Y: 18.85%
• 3Y*: 17.33%
• 5Y*: 7.57%
• 10Y*: 13.85%

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

TFFYX vs. TEGAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TFFYX Touchstone Focused Fund	5.74%	16.00%	18.91%	25.12%	-18.18%	26.77%	24.70%	35.68%	-7.44%	14.19%
TEGAX Touchstone Mid Cap Growth Fund	12.55%	9.28%	15.99%	24.20%	-26.18%	15.51%	27.10%	53.26%	-3.71%	24.17%

Correlation

The correlation between TFFYX and TEGAX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 4, 2000	0.85

The correlation between TFFYX and TEGAX shifts across timeframes, from 0.74 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

TFFYX vs. TEGAX — Risk / Return Rank

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

TFFYX

TFFYX Risk / Return Rank: 36
TFFYX Sharpe Ratio Rank: 40
TFFYX Sortino Ratio Rank: 38
TFFYX Omega Ratio Rank: 39
TFFYX Calmar Ratio Rank: 26
TFFYX Martin Ratio Rank: 36

TEGAX

TEGAX Risk / Return Rank: 19
TEGAX Sharpe Ratio Rank: 15
TEGAX Sortino Ratio Rank: 16
TEGAX Omega Ratio Rank: 14
TEGAX Calmar Ratio Rank: 25
TEGAX Martin Ratio Rank: 23

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. TEGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Focused Fund (TFFYX) and Touchstone Mid Cap Growth Fund (TEGAX). 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	TEGAX	Difference
Sharpe ratio Return per unit of total volatility	1.84	1.14	+0.70
Sortino ratio Return per unit of downside risk	2.59	1.72	+0.87
Omega ratio Gain probability vs. loss probability	1.33	1.19	+0.14
Calmar ratio Return relative to maximum drawdown	1.93	1.91	+0.03
Martin ratio Return relative to average drawdown	8.05	5.99	+2.06
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. TEGAX - Sharpe Ratio Comparison

The current TFFYX Sharpe Ratio is 1.84, which is higher than the TEGAX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TFFYX and TEGAX, 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	TEGAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	1.14	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.30	+0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.60	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.60	-0.12

Drawdowns

TFFYX vs. TEGAX - Drawdown Comparison

The maximum TFFYX drawdown since its inception was -54.62%, roughly equal to the maximum TEGAX drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for TFFYX and TEGAX.

Drawdown Indicators

	TFFYX	TEGAX	Difference
Max Drawdown Largest peak-to-trough decline	-54.62%	-53.30%	-1.32%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-10.89%	-0.57%
Max Drawdown (3Y) Largest decline over 3 years	-18.27%	-27.79%	+9.52%
Max Drawdown (5Y) Largest decline over 5 years	-27.18%	-41.38%	+14.20%
Max Drawdown (10Y) Largest decline over 10 years	-31.91%	-41.38%	+9.47%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.99%	-9.23%	-0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	3.47%	-0.72%

Volatility

TFFYX vs. TEGAX - Volatility Comparison

The current volatility for Touchstone Focused Fund (TFFYX) is 2.70%, while Touchstone Mid Cap Growth Fund (TEGAX) has a volatility of 4.84%. This indicates that TFFYX experiences smaller price fluctuations and is considered to be less risky than TEGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TFFYX	TEGAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.70%	4.84%	-2.14%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	13.83%	-4.63%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	17.31%	-5.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.82%	24.99%	-8.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.23%	23.20%	-4.97%

TFFYX vs. TEGAX - Expense Ratio Comparison

TFFYX has a 0.86% expense ratio, which is lower than TEGAX's 1.21% expense ratio.

Dividends

TFFYX vs. TEGAX - Dividend Comparison

TFFYX's dividend yield for the trailing twelve months is around 2.29%, less than TEGAX's 10.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TEGAX Touchstone Mid Cap Growth Fund	10.13%	11.40%	2.97%	0.00%	2.69%	16.97%	6.67%	13.97%	8.53%	10.06%	2.59%	8.72%
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 TEGAX in my portfolio?

TFFYX and TEGAX 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.

Which is riskier, TFFYX or TEGAX?

TEGAX has higher volatility (4.84%) compared to TFFYX (2.70%). In terms of maximum drawdown, TFFYX dropped -54.62% vs TEGAX's -53.30%.

Which has better risk-adjusted returns?

TFFYX currently has the higher Sharpe Ratio (1.84 vs 1.14), 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.