TLCI vs. IDEV
TLCI (Touchstone International Equity ETF) and IDEV (iShares Core MSCI International Developed Markets ETF) are both Foreign Large Cap Equities funds. TLCI is actively managed, while IDEV is passively managed. Over the past year, TLCI returned 2.23% vs 26.25% for IDEV. Their correlation of 0.86 suggests significant overlap in exposure. TLCI charges 0.37%/yr vs 0.05%/yr for IDEV.
Performance
TLCI vs. IDEV - Performance Comparison
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Returns By Period
In the year-to-date period, TLCI achieves a 0.28% return, which is significantly lower than IDEV's 10.38% return.
TLCI
- 1D
- -1.03%
- 1M
- 1.32%
- YTD
- 0.28%
- 6M
- 0.45%
- 1Y
- 2.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDEV
- 1D
- 0.15%
- 1M
- 1.58%
- YTD
- 10.38%
- 6M
- 10.58%
- 1Y
- 26.25%
- 3Y*
- 18.20%
- 5Y*
- 9.19%
- 10Y*
- —
TLCI vs. IDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TLCI Touchstone International Equity ETF | 0.28% | 4.35% |
IDEV iShares Core MSCI International Developed Markets ETF | 10.38% | 23.55% |
Correlation
The correlation between TLCI and IDEV is 0.85, 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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2025 | 0.86 |
The correlation between TLCI and IDEV has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.
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Return for Risk
TLCI vs. IDEV — Risk / Return Rank
TLCI
IDEV
TLCI vs. IDEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity ETF (TLCI) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.
| TLCI | IDEV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.32 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 2.35 | -2.17 |
| Martin ratioReturn relative to average drawdown | 0.58 | 9.21 | -8.63 |
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Drawdowns
TLCI vs. IDEV - Drawdown Comparison
The maximum TLCI drawdown since its inception was -12.15%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for TLCI and IDEV.
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Drawdown Indicators
| TLCI | IDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.15% | -34.77% | +22.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -11.20% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.15% | — |
Current DrawdownCurrent decline from peak | -3.69% | -0.13% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -6.53% | +3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.86% | +1.01% |
Volatility
TLCI vs. IDEV - Volatility Comparison
The current volatility for Touchstone International Equity ETF (TLCI) is 3.41%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 4.70%. This indicates that TLCI experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLCI | IDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 4.70% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 12.69% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 14.97% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 16.33% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 17.28% | -1.60% |
TLCI vs. IDEV - Expense Ratio Comparison
TLCI has a 0.37% expense ratio, which is higher than IDEV's 0.05% expense ratio.
Dividends
TLCI vs. IDEV - Dividend Comparison
TLCI's dividend yield for the trailing twelve months is around 0.60%, less than IDEV's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IDEV iShares Core MSCI International Developed Markets ETF | 3.20% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% |
TLCI Touchstone International Equity ETF | 0.60% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLCI and IDEV have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDEV has higher volatility (4.70%) compared to TLCI (3.41%). In terms of maximum drawdown, TLCI dropped -12.15% vs IDEV's -34.77%.
On 1-year performance, IDEV leads with 26.25% vs 2.23% for TLCI. On fees, IDEV is cheaper at 0.05% per year. On volatility, TLCI has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IDEV has performed better with a 26.25% return vs 2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDEV is cheaper with a 0.05% expense ratio, compared with 0.37% for TLCI.
IDEV has the higher dividend yield at 3.20%, compared with 0.60% for TLCI.
They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.37% for TLCI and 0.05% for IDEV.
IDEV currently has the higher Sharpe Ratio (1.76 vs 0.17), 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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