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TGVFX vs. VIGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGVFX vs. VIGIX - Performance Comparison

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

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TGVFX vs. VIGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGVFX
Touchstone Growth Opportunities Fund
-12.56%17.61%32.50%42.73%-28.62%22.55%33.12%72.37%-4.05%28.05%
VIGIX
Vanguard Growth Index Fund Institutional Shares
-13.83%19.44%32.68%46.77%-33.13%27.27%40.19%37.26%-3.34%27.81%

Returns By Period

In the year-to-date period, TGVFX achieves a -12.56% return, which is significantly higher than VIGIX's -13.83% return. Over the past 10 years, TGVFX has outperformed VIGIX with an annualized return of 17.35%, while VIGIX has yielded a comparatively lower 15.58% annualized return.


TGVFX

1D
-0.82%
1M
-8.59%
YTD
-12.56%
6M
-11.30%
1Y
15.87%
3Y*
19.22%
5Y*
10.62%
10Y*
17.35%

VIGIX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.73%
3Y*
19.57%
5Y*
10.94%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGVFX vs. VIGIX - Expense Ratio Comparison

TGVFX has a 1.25% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


Return for Risk

TGVFX vs. VIGIX — Risk / Return Rank

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

TGVFX
TGVFX Risk / Return Rank: 3030
Overall Rank
TGVFX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TGVFX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TGVFX Omega Ratio Rank: 3232
Omega Ratio Rank
TGVFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
TGVFX Martin Ratio Rank: 2525
Martin Ratio Rank

VIGIX
VIGIX Risk / Return Rank: 2626
Overall Rank
VIGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2222
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. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Growth Opportunities Fund (TGVFX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


TGVFXVIGIXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.61

+0.09

Sortino ratio

Return per unit of downside risk

1.16

1.04

+0.12

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

0.79

0.66

+0.13

Martin ratio

Return relative to average drawdown

2.77

2.38

+0.39

TGVFX vs. VIGIX - Sharpe Ratio Comparison

The current TGVFX Sharpe Ratio is 0.71, which is comparable to the VIGIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of TGVFX and VIGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TGVFXVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.61

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.49

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.73

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.43

+0.04

Correlation

The correlation between TGVFX and VIGIX 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.


Dividends

TGVFX vs. VIGIX - Dividend Comparison

TGVFX's dividend yield for the trailing twelve months is around 22.00%, more than VIGIX's 0.47% yield.


TTM20252024202320222021202020192018201720162015
TGVFX
Touchstone Growth Opportunities Fund
22.00%19.24%6.16%2.66%2.40%17.21%10.29%34.44%11.32%9.98%3.67%10.49%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Drawdowns

TGVFX vs. VIGIX - Drawdown Comparison

The maximum TGVFX drawdown since its inception was -69.41%, which is greater than VIGIX's maximum drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for TGVFX and VIGIX.


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Drawdown Indicators


TGVFXVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.41%

-56.95%

-12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-16.01%

-16.51%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-40.77%

-35.62%

-5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-40.77%

-35.62%

-5.15%

Current Drawdown

Current decline from peak

-16.01%

-16.51%

+0.50%

Average Drawdown

Average peak-to-trough decline

-22.83%

-16.36%

-6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

4.56%

-0.02%

Volatility

TGVFX vs. VIGIX - Volatility Comparison

Touchstone Growth Opportunities Fund (TGVFX) and Vanguard Growth Index Fund Institutional Shares (VIGIX) have volatilities of 5.27% and 5.52%, 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.


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Volatility by Period


TGVFXVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

5.52%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

12.10%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

22.69%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

22.30%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.47%

21.49%

+1.98%