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TLCI vs. MCSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLCI vs. MCSE - Performance Comparison

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

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

Liquidity Comparison


PositionAvg. 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


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

Compare historical risk-adjusted metric ranks over the past 12 months.

TLCI
TLCI Risk / Return Rank: 2424
Overall Rank
TLCI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TLCI Sortino Ratio Rank: 2525
Sortino Ratio Rank
TLCI Omega Ratio Rank: 2323
Omega Ratio Rank
TLCI Calmar Ratio Rank: 2222
Calmar Ratio Rank
TLCI Martin Ratio Rank: 2626
Martin Ratio Rank

MCSE
MCSE Risk / Return Rank: 2020
Overall Rank
MCSE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MCSE Sortino Ratio Rank: 1919
Sortino Ratio Rank
MCSE Omega Ratio Rank: 2424
Omega Ratio Rank
MCSE Calmar Ratio Rank: 1818
Calmar Ratio Rank
MCSE Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


TLCIMCSEDifference
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

TLCI vs. MCSE - Sharpe Ratio Comparison

The current TLCI Sharpe Ratio is 0.62, which is higher than the MCSE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TLCI and MCSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


TLCIMCSEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.53%

-10.51%

+8.98%

Average Drawdown

Average peak-to-trough decline

-2.74%

-8.80%

+6.06%

Ulcer Index

Depth 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


TLCIMCSEDifference

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.


PositionTTM2025202420232022
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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