TLCI vs. MCSE
TLCI (Touchstone International Equity ETF) and MCSE (Franklin Sustainable International Equity ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, TLCI returned 8.40% vs 4.30% for MCSE. Their 0.54 correlation means they have sometimes moved together and sometimes differently. TLCI charges 0.37%/yr vs 0.59%/yr for MCSE.
Performance
TLCI vs. MCSE - Performance Comparison
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Returns By Period
In the year-to-date period, TLCI achieves a 4.66% return, which is significantly higher than MCSE's 1.12% return.
TLCI
- 1D
- 0.41%
- 1M
- -0.09%
- 6M
- 1.81%
- YTD
- 4.66%
- 1Y
- 8.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.44%
MCSE
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 1.12%
- 1Y
- 4.30%
- 3Y*
- 0.74%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $85.88K | $86.74K | $91.32K |
TLCI vs. MCSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TLCI Touchstone International Equity ETF | 4.66% | 4.35% |
MCSE Franklin Sustainable International Equity ETF | 1.12% | 1.12% |
Correlation
The correlation between TLCI and MCSE is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2025 | 0.54 |
The correlation between TLCI and MCSE shifts across timeframes, from 0.42 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TLCI vs. MCSE — Risk / Return Rank
TLCI
MCSE
TLCI vs. MCSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity ETF (TLCI) and Franklin Sustainable International Equity ETF (MCSE). 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 | MCSE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.45 | +0.26 |
| Martin ratioReturn relative to average drawdown | 2.22 | 1.13 | +1.09 |
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Drawdowns
TLCI vs. MCSE - Drawdown Comparison
The maximum TLCI drawdown since its inception was -12.15%, smaller than the maximum MCSE drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for TLCI and MCSE.
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Drawdown Indicators
| TLCI | MCSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.15% | -26.36% | +14.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -10.42% | -1.41% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.36% | — |
Current DrawdownCurrent decline from peak | -1.53% | -10.51% | +8.98% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -8.80% | +6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 4.37% | -0.58% |
Volatility
TLCI vs. MCSE - Volatility Comparison
Touchstone International Equity ETF (TLCI) has a higher volatility of 4.01% compared to Franklin Sustainable International Equity ETF (MCSE) at 0.00%. This indicates that TLCI's price experiences larger fluctuations and is considered to be riskier than MCSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLCI | MCSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 0.00% | +4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 1.87% | +9.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 10.29% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.50% | 19.07% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 19.07% | -3.57% |
TLCI vs. MCSE - Expense Ratio Comparison
TLCI has a 0.37% expense ratio, which is lower than MCSE's 0.59% expense ratio.
Dividends
TLCI vs. MCSE - Dividend Comparison
TLCI's dividend yield for the trailing twelve months is around 0.57%, less than MCSE's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
MCSE Franklin Sustainable International Equity ETF | 3.74% | 3.78% | 0.63% | 0.57% | 0.48% |
TLCI Touchstone International Equity ETF | 0.57% | 0.60% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLCI and MCSE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLCI has higher volatility (4.01%) compared to MCSE (0.00%). In terms of maximum drawdown, TLCI dropped -12.15% vs MCSE's -26.36%.
On 1-year performance, TLCI leads with 8.40% vs 4.30% for MCSE. On fees, TLCI is cheaper at 0.37% per year. On volatility, MCSE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TLCI has performed better with a 8.40% return vs 4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TLCI is cheaper with a 0.37% expense ratio, compared with 0.59% for MCSE.
MCSE has the higher dividend yield at 3.74%, compared with 0.57% for TLCI.
They also come from different issuers: Touchstone and Franklin. Their fees differ too: 0.37% for TLCI and 0.59% for MCSE.
TLCI currently has the higher Sharpe Ratio (0.62 vs 0.46), 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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