TLCIX vs. SSSYX
Compare and contrast key facts about Touchstone Large Cap Fund (TLCIX) and State Street Equity 500 Index Fund Class K (SSSYX).
TLCIX is managed by Touchstone. It was launched on Jul 9, 2014. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
TLCIX vs. SSSYX - Performance Comparison
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TLCIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLCIX Touchstone Large Cap Fund | 1.32% | 8.16% | 15.04% | 14.37% | -15.02% | 26.00% | 10.32% | 31.56% | -6.31% | 21.72% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, TLCIX achieves a 1.32% return, which is significantly higher than SSSYX's -4.34% return. Over the past 10 years, TLCIX has underperformed SSSYX with an annualized return of 10.70%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
TLCIX
- 1D
- 1.72%
- 1M
- -4.75%
- YTD
- 1.32%
- 6M
- 1.83%
- 1Y
- 7.38%
- 3Y*
- 12.03%
- 5Y*
- 7.10%
- 10Y*
- 10.70%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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TLCIX vs. SSSYX - Expense Ratio Comparison
TLCIX has a 0.82% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
TLCIX vs. SSSYX — Risk / Return Rank
TLCIX
SSSYX
TLCIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Fund (TLCIX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| TLCIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.97 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.49 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.52 | -0.81 |
Martin ratioReturn relative to average drawdown | 2.86 | 7.30 | -4.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLCIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.97 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.70 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.11 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.11 | +0.47 |
Correlation
The correlation between TLCIX and SSSYX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TLCIX vs. SSSYX - Dividend Comparison
TLCIX's dividend yield for the trailing twelve months is around 2.84%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLCIX Touchstone Large Cap Fund | 2.84% | 2.88% | 3.76% | 1.93% | 4.29% | 3.01% | 1.28% | 13.22% | 1.12% | 0.73% | 1.02% | 0.77% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
TLCIX vs. SSSYX - Drawdown Comparison
The maximum TLCIX drawdown since its inception was -34.19%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for TLCIX and SSSYX.
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Drawdown Indicators
| TLCIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -91.48% | +57.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.72% | -12.10% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -24.49% | +1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.19% | -91.48% | +57.29% |
Current DrawdownCurrent decline from peak | -5.96% | -6.22% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -4.20% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.52% | +0.40% |
Volatility
TLCIX vs. SSSYX - Volatility Comparison
The current volatility for Touchstone Large Cap Fund (TLCIX) is 3.88%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that TLCIX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLCIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 5.34% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 9.53% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 18.29% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 16.89% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 124.43% | -107.62% |