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TLCI vs. TLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLCI vs. TLG - Performance Comparison

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

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Returns By Period


TLCI

1D
0.74%
1M
1.45%
6M
0.76%
YTD
3.50%
1Y
2.96%
3Y*
5Y*
10Y*

TLG

1D
-2.41%
1M
-2.37%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLCI vs. TLG - Yearly Performance Comparison


Correlation

The correlation between TLCI and TLG is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.49

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Return for Risk

TLCI vs. TLG — Risk / Return Rank

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

TLCI
TLCI Risk / Return Rank: 1313
Overall Rank
TLCI Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TLCI Sortino Ratio Rank: 1212
Sortino Ratio Rank
TLCI Omega Ratio Rank: 1212
Omega Ratio Rank
TLCI Calmar Ratio Rank: 1313
Calmar Ratio Rank
TLCI Martin Ratio Rank: 1414
Martin Ratio Rank

TLG

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. TLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity ETF (TLCI) and Touchstone Large Company Growth ETF (TLG). 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.


TLCITLGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.25

Martin ratioReturn relative to average drawdown

0.77

TLCI vs. TLG - Sharpe Ratio Comparison


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Drawdowns

TLCI vs. TLG - Drawdown Comparison

The maximum TLCI drawdown since its inception was -12.15%, which is greater than TLG's maximum drawdown of -9.38%. Use the drawdown chart below to compare losses from any high point for TLCI and TLG.


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Drawdown Indicators


TLCITLGDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-9.38%

-2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

Current Drawdown

Current decline from peak

-1.21%

-7.33%

+6.12%

Average Drawdown

Average peak-to-trough decline

-2.78%

-3.16%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

Volatility

TLCI vs. TLG - Volatility Comparison


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Volatility by Period


TLCITLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

23.11%

-9.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

23.11%

-7.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

23.11%

-7.62%

TLCI vs. TLG - Expense Ratio Comparison

TLCI has a 0.37% expense ratio, which is lower than TLG's 0.67% expense ratio.


Dividends

TLCI vs. TLG - Dividend Comparison

TLCI's dividend yield for the trailing twelve months is around 0.58%, while TLG has not paid dividends to shareholders.


Frequently Asked Questions


TLCI and TLG have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

TLCI is cheaper with a 0.37% expense ratio, compared with 0.67% for TLG.

TLCI has the higher dividend yield at 0.58%, compared with 0.00% for TLG.

TLCI is categorized as Foreign Large Cap Equities, while TLG is Large Cap Growth Equities. Their fees differ too: 0.37% for TLCI and 0.67% for TLG.

Portfolio Optimizer

Find the right allocation for TLCI and TLG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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