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TGVFX vs. GTSGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TGVFX vs. GTSGX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.32%
9.65%
TGVFX
GTSGX

Returns By Period

In the year-to-date period, TGVFX achieves a 30.59% return, which is significantly higher than GTSGX's 16.71% return. Over the past 10 years, TGVFX has underperformed GTSGX with an annualized return of 3.99%, while GTSGX has yielded a comparatively higher 6.04% annualized return.


TGVFX

YTD

30.59%

1M

4.81%

6M

13.32%

1Y

34.98%

5Y (annualized)

7.28%

10Y (annualized)

3.99%

GTSGX

YTD

16.71%

1M

4.69%

6M

9.65%

1Y

23.06%

5Y (annualized)

9.22%

10Y (annualized)

6.04%

Key characteristics


TGVFXGTSGX
Sharpe Ratio2.121.71
Sortino Ratio2.832.42
Omega Ratio1.391.30
Calmar Ratio1.742.96
Martin Ratio12.637.95
Ulcer Index2.77%2.90%
Daily Std Dev16.51%13.46%
Max Drawdown-69.41%-38.25%
Current Drawdown-1.03%0.00%

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TGVFX vs. GTSGX - Expense Ratio Comparison

TGVFX has a 1.25% expense ratio, which is higher than GTSGX's 0.95% expense ratio.


TGVFX
Touchstone Growth Opportunities Fund
Expense ratio chart for TGVFX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for GTSGX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Correlation

-0.50.00.51.00.8

The correlation between TGVFX and GTSGX is 0.80, 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. GTSGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Growth Opportunities Fund (TGVFX) and Madison Mid Cap Fund (GTSGX). 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.


Sharpe ratio
The chart of Sharpe ratio for TGVFX, currently valued at 2.12, compared to the broader market-1.000.001.002.003.004.005.002.121.71
The chart of Sortino ratio for TGVFX, currently valued at 2.83, compared to the broader market0.005.0010.002.832.42
The chart of Omega ratio for TGVFX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.30
The chart of Calmar ratio for TGVFX, currently valued at 1.74, compared to the broader market0.005.0010.0015.0020.0025.001.742.96
The chart of Martin ratio for TGVFX, currently valued at 12.63, compared to the broader market0.0020.0040.0060.0080.00100.0012.637.95
TGVFX
GTSGX

The current TGVFX Sharpe Ratio is 2.12, which is comparable to the GTSGX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of TGVFX and GTSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.12
1.71
TGVFX
GTSGX

Dividends

TGVFX vs. GTSGX - Dividend Comparison

TGVFX has not paid dividends to shareholders, while GTSGX's dividend yield for the trailing twelve months is around 0.11%.


TTM202320222021202020192018
TGVFX
Touchstone Growth Opportunities Fund
0.00%0.00%0.02%0.00%0.00%0.00%0.00%
GTSGX
Madison Mid Cap Fund
0.11%0.13%0.00%0.03%0.00%0.00%0.03%

Drawdowns

TGVFX vs. GTSGX - Drawdown Comparison

The maximum TGVFX drawdown since its inception was -69.41%, which is greater than GTSGX's maximum drawdown of -38.25%. Use the drawdown chart below to compare losses from any high point for TGVFX and GTSGX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.03%
0
TGVFX
GTSGX

Volatility

TGVFX vs. GTSGX - Volatility Comparison

Touchstone Growth Opportunities Fund (TGVFX) and Madison Mid Cap Fund (GTSGX) have volatilities of 5.07% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.07%
5.26%
TGVFX
GTSGX