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TLCIX vs. TSFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLCIX vs. TSFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Large Cap Fund (TLCIX) and Touchstone Small Cap Fund (TSFIX). The values are adjusted to include any dividend payments, if applicable.

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TLCIX vs. TSFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TSFIX
Touchstone Small Cap Fund
-2.03%5.89%11.13%20.89%-9.70%20.04%10.34%39.71%-9.59%6.27%

Returns By Period

In the year-to-date period, TLCIX achieves a 1.32% return, which is significantly higher than TSFIX's -2.03% return. Over the past 10 years, TLCIX has outperformed TSFIX with an annualized return of 10.70%, while TSFIX has yielded a comparatively lower 9.15% 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%

TSFIX

1D
1.90%
1M
-4.83%
YTD
-2.03%
6M
0.62%
1Y
11.29%
3Y*
9.06%
5Y*
6.21%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLCIX vs. TSFIX - Expense Ratio Comparison

TLCIX has a 0.82% expense ratio, which is lower than TSFIX's 0.94% expense ratio.


Return for Risk

TLCIX vs. TSFIX — Risk / Return Rank

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

TLCIX
TLCIX Risk / Return Rank: 1717
Overall Rank
TLCIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLCIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TLCIX Omega Ratio Rank: 1414
Omega Ratio Rank
TLCIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TLCIX Martin Ratio Rank: 2323
Martin Ratio Rank

TSFIX
TSFIX Risk / Return Rank: 2424
Overall Rank
TSFIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TSFIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TSFIX Omega Ratio Rank: 1919
Omega Ratio Rank
TSFIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TSFIX Martin Ratio Rank: 2929
Martin Ratio Rank
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.

TLCIX vs. TSFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Fund (TLCIX) and Touchstone Small Cap Fund (TSFIX). 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.


TLCIXTSFIXDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.54

-0.08

Sortino ratio

Return per unit of downside risk

0.75

1.00

-0.25

Omega ratio

Gain probability vs. loss probability

1.11

1.12

-0.02

Calmar ratio

Return relative to maximum drawdown

0.71

0.94

-0.23

Martin ratio

Return relative to average drawdown

2.86

3.38

-0.52

TLCIX vs. TSFIX - Sharpe Ratio Comparison

The current TLCIX Sharpe Ratio is 0.46, which is comparable to the TSFIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TLCIX and TSFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TLCIXTSFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.54

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.30

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.42

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.51

+0.07

Correlation

The correlation between TLCIX and TSFIX is 0.82, 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. TSFIX - Dividend Comparison

TLCIX's dividend yield for the trailing twelve months is around 2.84%, less than TSFIX's 5.99% yield.


TTM20252024202320222021202020192018201720162015
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%
TSFIX
Touchstone Small Cap Fund
5.99%5.87%1.43%3.37%1.89%13.31%2.52%18.54%32.83%22.85%0.37%13.55%

Drawdowns

TLCIX vs. TSFIX - Drawdown Comparison

The maximum TLCIX drawdown since its inception was -34.19%, smaller than the maximum TSFIX drawdown of -39.00%. Use the drawdown chart below to compare losses from any high point for TLCIX and TSFIX.


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Drawdown Indicators


TLCIXTSFIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.19%

-39.00%

+4.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-13.10%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-28.30%

+5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.19%

-39.00%

+4.81%

Current Drawdown

Current decline from peak

-5.96%

-7.18%

+1.22%

Average Drawdown

Average peak-to-trough decline

-4.93%

-6.95%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.66%

-0.74%

Volatility

TLCIX vs. TSFIX - Volatility Comparison

The current volatility for Touchstone Large Cap Fund (TLCIX) is 3.88%, while Touchstone Small Cap Fund (TSFIX) has a volatility of 4.80%. This indicates that TLCIX experiences smaller price fluctuations and is considered to be less risky than TSFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLCIXTSFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

4.80%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

11.34%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

21.85%

-6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

20.79%

-5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

21.75%

-4.94%