TLCI vs. IFLO

Last updated Jun 26, 2026

TLCI (Touchstone International Equity ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, TLCI returned 2.23% vs 32.28% for IFLO. A 0.73 correlation means they provide meaningful diversification when combined. TLCI charges 0.37%/yr vs 0.56%/yr for IFLO.

Performance

TLCI vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone International Equity ETF (TLCI) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TLCI achieves a 1.56% return, which is significantly lower than IFLO's 16.93% return.

TLCI

• 1D: 0.46%
• 1M: 2.48%
• YTD: 1.56%
• 6M: 1.19%
• 1Y: 2.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IFLO

• 1D: 0.43%
• 1M: -1.62%
• YTD: 16.93%
• 6M: 16.46%
• 1Y: 32.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TLCI vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
TLCI Touchstone International Equity ETF	1.56%	0.67%
IFLO VictoryShares International Free Cash Flow ETF	16.93%	13.12%

Correlation

The correlation between TLCI and IFLO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.73

Return for Risk

TLCI vs. IFLO — Risk / Return Rank

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

TLCI

TLCI Risk / Return Rank: 11
TLCI Sharpe Ratio Rank: 11
TLCI Sortino Ratio Rank: 10
TLCI Omega Ratio Rank: 10
TLCI Calmar Ratio Rank: 11
TLCI Martin Ratio Rank: 11

IFLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

TLCI vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity ETF (TLCI) and VictoryShares International Free Cash Flow ETF (IFLO). 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	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	0.17	—	—
Sortino ratio: Return per unit of downside risk	0.33	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	0.19	—	—
Martin ratio: Return relative to average drawdown	0.58	—	—

Drawdowns

TLCI vs. IFLO - Drawdown Comparison

The maximum TLCI drawdown since its inception was -12.15%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for TLCI and IFLO.

Drawdown Indicators

	TLCI	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-12.15%	-6.44%	-5.71%
Max Drawdown (1Y) Largest decline over 1 year	-11.83%	-6.44%	-5.39%
Current Drawdown Current decline from peak	-2.47%	-3.37%	+0.90%
Average Drawdown Average peak-to-trough decline	-2.84%	-1.25%	-1.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.89%	—	—

Volatility

Volatility by Period

	TLCI	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	14.75%	-1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.64%	14.75%	+0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.64%	14.75%	+0.89%

TLCI vs. IFLO - Expense Ratio Comparison

TLCI has a 0.37% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

TLCI vs. IFLO - Dividend Comparison

TLCI's dividend yield for the trailing twelve months is around 0.59%, less than IFLO's 1.51% yield.

Position	TTM	2025
IFLO VictoryShares International Free Cash Flow ETF	1.51%	0.73%
TLCI Touchstone International Equity ETF	0.59%	0.60%

Frequently Asked Questions

Can I hold both TLCI and IFLO in my portfolio?

TLCI and IFLO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TLCI or IFLO?

On 1-year performance, IFLO leads with 32.28% vs 2.23% for TLCI. On fees, TLCI is cheaper at 0.37% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TLCI or IFLO?

Over the 1-year period, IFLO has performed better with a 32.28% return vs 2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TLCI or IFLO?

TLCI is cheaper with a 0.37% expense ratio, compared with 0.56% for IFLO.

Which ETF pays a higher dividend yield, TLCI or IFLO?

IFLO has the higher dividend yield at 1.51%, compared with 0.59% for TLCI.

What is the main difference between TLCI and IFLO?

They also come from different issuers: Touchstone and VictoryShares. Their fees differ too: 0.37% for TLCI and 0.56% for IFLO.