TGVFX vs. BKLC
Compare and contrast key facts about Touchstone Growth Opportunities Fund (TGVFX) and BNY Mellon US Large Cap Core Equity ETF (BKLC).
TGVFX is managed by Touchstone. It was launched on Sep 29, 1995. BKLC is a passively managed fund by The Bank of New York Mellon Corp. that tracks the performance of the Morningstar US Large Cap Index. It was launched on Apr 9, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGVFX or BKLC.
Performance
TGVFX vs. BKLC - Performance Comparison
Returns By Period
In the year-to-date period, TGVFX achieves a 30.59% return, which is significantly higher than BKLC's 27.33% return.
TGVFX
30.59%
4.81%
13.32%
34.98%
7.28%
3.99%
BKLC
27.33%
3.64%
13.84%
33.73%
N/A
N/A
Key characteristics
| TGVFX | BKLC | |
|---|---|---|
| Sharpe Ratio | 2.12 | 2.75 |
| Sortino Ratio | 2.83 | 3.69 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 1.74 | 4.01 |
| Martin Ratio | 12.63 | 18.07 |
| Ulcer Index | 2.77% | 1.87% |
| Daily Std Dev | 16.51% | 12.27% |
| Max Drawdown | -69.41% | -26.14% |
| Current Drawdown | -1.03% | -0.36% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TGVFX vs. BKLC - Expense Ratio Comparison
TGVFX has a 1.25% expense ratio, which is higher than BKLC's 0.00% expense ratio.
Correlation
The correlation between TGVFX and BKLC is 0.94, 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.
Risk-Adjusted Performance
TGVFX vs. BKLC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Growth Opportunities Fund (TGVFX) and BNY Mellon US Large Cap Core Equity ETF (BKLC). 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.
Dividends
TGVFX vs. BKLC - Dividend Comparison
TGVFX has not paid dividends to shareholders, while BKLC's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
TGVFX Touchstone Growth Opportunities Fund | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% |
BKLC BNY Mellon US Large Cap Core Equity ETF | 1.19% | 1.35% | 1.64% | 1.10% | 0.84% |
Drawdowns
TGVFX vs. BKLC - Drawdown Comparison
The maximum TGVFX drawdown since its inception was -69.41%, which is greater than BKLC's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for TGVFX and BKLC. For additional features, visit the drawdowns tool.
Volatility
TGVFX vs. BKLC - Volatility Comparison
Touchstone Growth Opportunities Fund (TGVFX) has a higher volatility of 5.07% compared to BNY Mellon US Large Cap Core Equity ETF (BKLC) at 4.10%. This indicates that TGVFX's price experiences larger fluctuations and is considered to be riskier than BKLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.