TGVFX vs. SPLG
Compare and contrast key facts about Touchstone Growth Opportunities Fund (TGVFX) and SPDR Portfolio S&P 500 ETF (SPLG).
TGVFX is managed by Touchstone. It was launched on Sep 29, 1995. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGVFX or SPLG.
Performance
TGVFX vs. SPLG - Performance Comparison
Returns By Period
In the year-to-date period, TGVFX achieves a 31.89% return, which is significantly higher than SPLG's 27.70% return. Over the past 10 years, TGVFX has underperformed SPLG with an annualized return of 4.03%, while SPLG has yielded a comparatively higher 13.35% annualized return.
TGVFX
31.89%
5.01%
13.75%
36.51%
6.97%
4.03%
SPLG
27.70%
3.76%
14.14%
34.07%
15.64%
13.35%
Key characteristics
| TGVFX | SPLG | |
|---|---|---|
| Sharpe Ratio | 2.21 | 2.81 |
| Sortino Ratio | 2.93 | 3.73 |
| Omega Ratio | 1.40 | 1.52 |
| Calmar Ratio | 1.82 | 4.04 |
| Martin Ratio | 13.18 | 18.21 |
| Ulcer Index | 2.77% | 1.87% |
| Daily Std Dev | 16.49% | 12.10% |
| Max Drawdown | -69.41% | -54.50% |
| Current Drawdown | -0.04% | 0.00% |
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TGVFX vs. SPLG - Expense Ratio Comparison
TGVFX has a 1.25% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Correlation
The correlation between TGVFX and SPLG is 0.81, 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. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Growth Opportunities Fund (TGVFX) and SPDR Portfolio S&P 500 ETF (SPLG). 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. SPLG - Dividend Comparison
TGVFX has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGVFX Touchstone Growth Opportunities Fund | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.22% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
TGVFX vs. SPLG - Drawdown Comparison
The maximum TGVFX drawdown since its inception was -69.41%, which is greater than SPLG's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for TGVFX and SPLG. For additional features, visit the drawdowns tool.
Volatility
TGVFX vs. SPLG - Volatility Comparison
Touchstone Growth Opportunities Fund (TGVFX) has a higher volatility of 5.10% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 4.00%. This indicates that TGVFX's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.