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TLG vs. ILCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLG vs. ILCB - Performance Comparison

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

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Returns By Period


TLG

1D
-0.04%
1M
-0.74%
6M
YTD
1Y
3Y*
5Y*
10Y*

ILCB

1D
0.27%
1M
0.19%
6M
10.05%
YTD
11.33%
1Y
22.51%
3Y*
20.57%
5Y*
12.92%
10Y*
14.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLG vs. ILCB - Yearly Performance Comparison


Correlation

The correlation between TLG and ILCB is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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Return for Risk

TLG vs. ILCB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.


ILCB
ILCB Risk / Return Rank: 6767
Overall Rank
ILCB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 6666
Sortino Ratio Rank
ILCB Omega Ratio Rank: 6767
Omega Ratio Rank
ILCB Calmar Ratio Rank: 6262
Calmar Ratio Rank
ILCB Martin Ratio Rank: 7373
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.

TLG vs. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Company Growth ETF (TLG) and iShares Morningstar U.S. Equity ETF (ILCB). 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.


TLGILCBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.49

Martin ratioReturn relative to average drawdown

10.76

TLG vs. ILCB - Sharpe Ratio Comparison


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Drawdowns

TLG vs. ILCB - Drawdown Comparison

The maximum TLG drawdown since its inception was -9.38%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for TLG and ILCB.


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Drawdown Indicators


TLGILCBDifference

Max Drawdown

Largest peak-to-trough decline

-9.38%

-51.53%

+42.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-5.05%

-0.48%

-4.57%

Average Drawdown

Average peak-to-trough decline

-3.11%

-6.21%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

Volatility

TLG vs. ILCB - Volatility Comparison


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Volatility by Period


TLGILCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

12.67%

+10.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

17.24%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.83%

18.16%

+4.67%

TLG vs. ILCB - Expense Ratio Comparison

TLG has a 0.67% expense ratio, which is higher than ILCB's 0.03% expense ratio.


Dividends

TLG vs. ILCB - Dividend Comparison

TLG has not paid dividends to shareholders, while ILCB's dividend yield for the trailing twelve months is around 0.97%.


PositionTTM20252024202320222021202020192018201720162015
ILCB
iShares Morningstar U.S. Equity ETF
0.97%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%
TLG
Touchstone Large Company Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TLG and ILCB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ILCB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ILCB is cheaper with a 0.03% expense ratio, compared with 0.67% for TLG.

ILCB has the higher dividend yield at 0.97%, compared with 0.00% for TLG.

They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.67% for TLG and 0.03% for ILCB.

Portfolio Optimizer

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