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TGVFX vs. CHASX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGVFX vs. CHASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Growth Opportunities Fund (TGVFX) and Chase Growth Fund (CHASX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGVFX achieves a 2.36% return, which is significantly lower than CHASX's 24.18% return. Both investments have delivered pretty close results over the past 10 years, with TGVFX having a 19.78% annualized return and CHASX not far ahead at 20.48%.


TGVFX

1D
-2.01%
1M
-2.63%
YTD
2.36%
6M
0.89%
1Y
17.98%
3Y*
22.09%
5Y*
11.95%
10Y*
19.78%

CHASX

1D
-1.90%
1M
2.67%
YTD
24.18%
6M
22.01%
1Y
45.60%
3Y*
40.76%
5Y*
21.98%
10Y*
20.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGVFX vs. CHASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGVFX
Touchstone Growth Opportunities Fund
2.36%17.61%32.50%42.73%-28.62%22.55%33.12%72.37%-4.05%28.05%
CHASX
Chase Growth Fund
24.18%20.61%64.71%25.91%-20.41%22.32%18.27%42.63%-3.96%24.49%

Correlation

The correlation between TGVFX and CHASX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 2, 1997

0.87

The correlation between TGVFX and CHASX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

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Return for Risk

TGVFX vs. CHASX — Risk / Return Rank

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

TGVFX
TGVFX Risk / Return Rank: 2020
Overall Rank
TGVFX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TGVFX Sortino Ratio Rank: 2121
Sortino Ratio Rank
TGVFX Omega Ratio Rank: 2222
Omega Ratio Rank
TGVFX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TGVFX Martin Ratio Rank: 1818
Martin Ratio Rank

CHASX
CHASX Risk / Return Rank: 8686
Overall Rank
CHASX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CHASX Sortino Ratio Rank: 7979
Sortino Ratio Rank
CHASX Omega Ratio Rank: 7676
Omega Ratio Rank
CHASX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CHASX Martin Ratio Rank: 9595
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.

TGVFX vs. CHASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Growth Opportunities Fund (TGVFX) and Chase Growth Fund (CHASX). 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.


TGVFXCHASXDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.21

1.44

-0.23

Calmar ratioReturn relative to maximum drawdown

1.24

4.86

-3.62

Martin ratioReturn relative to average drawdown

4.11

20.09

-15.98

TGVFX vs. CHASX - Sharpe Ratio Comparison

The current TGVFX Sharpe Ratio is 1.18, which is lower than the CHASX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of TGVFX and CHASX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TGVFX vs. CHASX - Drawdown Comparison

The maximum TGVFX drawdown since its inception was -69.41%, which is greater than CHASX's maximum drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for TGVFX and CHASX.


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Drawdown Indicators


TGVFXCHASXDifference

Max Drawdown

Largest peak-to-trough decline

-69.41%

-45.94%

-23.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.01%

-9.90%

-6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.50%

-23.40%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-40.77%

-24.63%

-16.14%

Max Drawdown (10Y)

Largest decline over 10 years

-40.77%

-30.40%

-10.37%

Current Drawdown

Current decline from peak

-6.25%

-2.10%

-4.15%

Average Drawdown

Average peak-to-trough decline

-22.68%

-9.14%

-13.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

2.39%

+2.43%

Volatility

TGVFX vs. CHASX - Volatility Comparison

The current volatility for Touchstone Growth Opportunities Fund (TGVFX) is 6.13%, while Chase Growth Fund (CHASX) has a volatility of 6.89%. This indicates that TGVFX experiences smaller price fluctuations and is considered to be less risky than CHASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGVFXCHASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

6.89%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

14.38%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.81%

18.33%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

20.38%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.56%

19.95%

+3.61%

TGVFX vs. CHASX - Expense Ratio Comparison

TGVFX has a 1.25% expense ratio, which is higher than CHASX's 1.14% expense ratio.


Dividends

TGVFX vs. CHASX - Dividend Comparison

TGVFX's dividend yield for the trailing twelve months is around 18.80%, more than CHASX's 7.35% yield.


PositionTTM20252024202320222021202020192018201720162015
CHASX
Chase Growth Fund
7.35%9.12%36.67%5.80%5.49%20.15%7.83%22.82%12.92%11.92%9.14%10.24%
TGVFX
Touchstone Growth Opportunities Fund
18.80%19.24%6.16%2.66%2.40%17.21%10.29%34.44%11.32%9.98%3.67%10.49%

Frequently Asked Questions


TGVFX and CHASX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHASX has higher volatility (6.89%) compared to TGVFX (6.13%). In terms of maximum drawdown, TGVFX dropped -69.41% vs CHASX's -45.94%.

CHASX currently has the higher Sharpe Ratio (2.63 vs 1.18), 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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