TLG vs. DARP

Last updated Aug 5, 2026

TLG (Touchstone Large Company Growth ETF) and DARP (Grizzle Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their 0.75 correlation means they have sometimes moved together and sometimes differently. TLG charges 0.67%/yr vs 0.75%/yr for DARP.

Performance

TLG vs. DARP - Performance Comparison

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

Returns By Period

TLG

• 1D: 2.60%
• 1M: 6.83%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DARP

• 1D: 2.64%
• 1M: 1.10%
• 6M: 15.74%
• YTD: 27.36%
• 1Y: 54.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 34.07%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DARP Grizzle Growth ETF	$444.32K	$313.93K	$438.54K
TLG Touchstone Large Company Growth ETF	$169.84K	$227.64K	$177.78K

TLG vs. DARP - Yearly Performance Comparison

	2026 (YTD)
TLG Touchstone Large Company Growth ETF	14.33%
DARP Grizzle Growth ETF	17.76%

Correlation

The correlation between TLG and DARP is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026	0.75

Return for Risk

TLG vs. DARP — Risk / Return Rank

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

TLG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DARP

DARP Risk / Return Rank: 77
DARP Sharpe Ratio Rank: 80
DARP Sortino Ratio Rank: 69
DARP Omega Ratio Rank: 67
DARP Calmar Ratio Rank: 84
DARP Martin Ratio Rank: 84

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.

TLG vs. DARP - Risk-Adjusted Trends Comparison

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

	TLG	DARP	Difference
Sharpe ratio: Return per unit of total volatility	—	2.04	—
Sortino ratio: Return per unit of downside risk	—	2.53	—
Omega ratio: Gain probability vs. loss probability	—	1.32	—
Calmar ratio: Return relative to maximum drawdown	—	3.48	—
Martin ratio: Return relative to average drawdown	—	13.14	—

Drawdowns

TLG vs. DARP - Drawdown Comparison

The maximum TLG drawdown since its inception was -11.79%, smaller than the maximum DARP drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for TLG and DARP.

Drawdown Indicators

	TLG	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-11.79%	-30.27%	+18.48%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.76%	—
Current Drawdown Current decline from peak	-0.74%	-4.73%	+3.99%
Average Drawdown Average peak-to-trough decline	-3.74%	-4.72%	+0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.17%	—

Volatility

Volatility by Period

	TLG	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.19%	26.96%	-2.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.19%	26.86%	-2.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.19%	26.86%	-2.67%

TLG vs. DARP - Expense Ratio Comparison

TLG has a 0.67% expense ratio, which is lower than DARP's 0.75% expense ratio.

Dividends

TLG vs. DARP - Dividend Comparison

TLG has not paid dividends to shareholders, while DARP's dividend yield for the trailing twelve months is around 0.34%.

Position	TTM	2025	2024	2023
DARP Grizzle Growth ETF	0.34%	0.43%	1.93%	0.32%
TLG Touchstone Large Company Growth ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TLG and DARP in my portfolio?

TLG and DARP have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TLG or DARP?

On fees, TLG is cheaper at 0.67% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TLG or DARP?

TLG is cheaper with a 0.67% expense ratio, compared with 0.75% for DARP.

Which ETF pays a higher dividend yield, TLG or DARP?

DARP has the higher dividend yield at 0.34%, compared with 0.00% for TLG.

What is the main difference between TLG and DARP?

They also come from different issuers: Touchstone and Grizzle. Their fees differ too: 0.67% for TLG and 0.75% for DARP.