TGVFX vs. TPYAX
TGVFX (Touchstone Growth Opportunities Fund) and TPYAX (Touchstone International ESG Equity Fund) are both mutual funds - TGVFX is a Large Cap Growth Equities fund managed by Touchstone, while TPYAX is a Foreign Large Cap Equities fund managed by Touchstone. Over the past 10 years, TGVFX returned 18.95%/yr vs 9.08%/yr for TPYAX. Their correlation of 0.81 means they have usually moved in the same direction. TGVFX charges 1.25%/yr vs 1.17%/yr for TPYAX.
Performance
TGVFX vs. TPYAX - Performance Comparison
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Returns By Period
In the year-to-date period, TGVFX achieves a 2.48% return, which is significantly higher than TPYAX's -2.10% return. Over the past 10 years, TGVFX has outperformed TPYAX with an annualized return of 18.95%, while TPYAX has yielded a comparatively lower 9.08% annualized return.
TGVFX
- 1D
- 0.83%
- 1M
- -1.29%
- 6M
- 2.97%
- YTD
- 2.48%
- 1Y
- 13.23%
- 3Y*
- 19.91%
- 5Y*
- 11.57%
- 10Y*
- 18.95%
- ALL TIME*
- 11.53%
TPYAX
- 1D
- -0.71%
- 1M
- -2.89%
- 6M
- 0.24%
- YTD
- -2.10%
- 1Y
- -4.83%
- 3Y*
- 7.19%
- 5Y*
- 2.41%
- 10Y*
- 9.08%
- ALL TIME*
- 6.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TGVFX vs. TPYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGVFX Touchstone Growth Opportunities Fund | 2.48% | 17.61% | 32.50% | 42.73% | -28.62% | 22.55% | 33.12% | 72.37% | -4.05% | 28.05% |
TPYAX Touchstone International ESG Equity Fund | -2.10% | 9.60% | 8.17% | 23.62% | -20.81% | 10.68% | 12.71% | 60.58% | -9.40% | 12.15% |
Correlation
The correlation between TGVFX and TPYAX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2007 | 0.81 |
The correlation between TGVFX and TPYAX has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
TGVFX vs. TPYAX — Risk / Return Rank
TGVFX
TPYAX
TGVFX vs. TPYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Growth Opportunities Fund (TGVFX) and Touchstone International ESG Equity Fund (TPYAX). 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.
| TGVFX | TPYAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.97 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | -0.22 | +0.92 |
| Martin ratioReturn relative to average drawdown | 2.17 | -0.53 | +2.71 |
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Drawdowns
TGVFX vs. TPYAX - Drawdown Comparison
The maximum TGVFX drawdown since its inception was -69.41%, which is greater than TPYAX's maximum drawdown of -57.30%. Use the drawdown chart below to compare losses from any high point for TGVFX and TPYAX.
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Drawdown Indicators
| TGVFX | TPYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.41% | -57.30% | -12.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.01% | -23.54% | +7.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.50% | -23.78% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -40.77% | -36.14% | -4.63% |
Max Drawdown (10Y)Largest decline over 10 years | -40.77% | -36.14% | -4.63% |
Current DrawdownCurrent decline from peak | -6.14% | -9.97% | +3.83% |
Average DrawdownAverage peak-to-trough decline | -22.62% | -11.84% | -10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 9.90% | -4.78% |
Volatility
TGVFX vs. TPYAX - Volatility Comparison
The current volatility for Touchstone Growth Opportunities Fund (TGVFX) is 4.92%, while Touchstone International ESG Equity Fund (TPYAX) has a volatility of 5.57%. This indicates that TGVFX experiences smaller price fluctuations and is considered to be less risky than TPYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGVFX | TPYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 5.57% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 17.42% | -4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 20.34% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 19.42% | +4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.58% | 20.56% | +3.02% |
TGVFX vs. TPYAX - Expense Ratio Comparison
TGVFX has a 1.25% expense ratio, which is higher than TPYAX's 1.17% expense ratio.
Dividends
TGVFX vs. TPYAX - Dividend Comparison
TGVFX's dividend yield for the trailing twelve months is around 18.77%, more than TPYAX's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGVFX Touchstone Growth Opportunities Fund | 18.77% | 19.24% | 6.16% | 2.66% | 2.40% | 17.21% | 10.29% | 34.44% | 11.32% | 9.98% | 3.67% | 10.49% |
TPYAX Touchstone International ESG Equity Fund | 1.09% | 1.06% | 10.22% | 4.12% | 2.32% | 7.13% | 0.34% | 46.57% | 12.62% | 4.31% | 2.46% | 10.29% |
Frequently Asked Questions
TGVFX and TPYAX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPYAX has higher volatility (5.57%) compared to TGVFX (4.92%). In terms of maximum drawdown, TGVFX dropped -69.41% vs TPYAX's -57.30%.
TGVFX currently has the higher Sharpe Ratio (0.64 vs -0.26), 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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