TLG vs. QUS
TLG (Touchstone Large Company Growth ETF) and QUS (State Street SPDR MSCI USA StrategicFactors ETF) are both exchange-traded funds - TLG is a Large Cap Growth Equities fund actively managed by Touchstone, while QUS is a Large Cap Blend Equities fund tracking the MSCI USA Factor Mix A-Series Capped Index. TLG is actively managed, while QUS is passively managed. Their 0.57 correlation means they have sometimes moved together and sometimes differently. TLG charges 0.67%/yr vs 0.15%/yr for QUS.
Performance
TLG vs. QUS - Performance Comparison
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Returns By Period
TLG
- 1D
- 2.60%
- 1M
- 6.83%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QUS
- 1D
- 1.40%
- 1M
- 2.71%
- 6M
- 9.58%
- YTD
- 11.77%
- 1Y
- 19.92%
- 3Y*
- 17.65%
- 5Y*
- 11.10%
- 10Y*
- 13.70%
- ALL TIME*
- 12.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.23M | $4.78M | $3.45M | |
| $169.84K | $227.64K | $177.78K |
TLG vs. QUS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TLG Touchstone Large Company Growth ETF | 14.33% |
QUS State Street SPDR MSCI USA StrategicFactors ETF | 11.98% |
Correlation
The correlation between TLG and QUS is 0.57, 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 | 0.57 |
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Return for Risk
TLG vs. QUS — Risk / Return Rank
TLG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QUS
TLG vs. QUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Company Growth ETF (TLG) and State Street SPDR MSCI USA StrategicFactors ETF (QUS). 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 | QUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.92 | — |
| Martin ratioReturn relative to average drawdown | — | 13.04 | — |
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Drawdowns
TLG vs. QUS - Drawdown Comparison
The maximum TLG drawdown since its inception was -11.79%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for TLG and QUS.
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Drawdown Indicators
| TLG | QUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.79% | -33.78% | +21.99% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.85% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.74% | 0.00% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -3.66% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.53% | — |
Volatility
TLG vs. QUS - Volatility Comparison
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Volatility by Period
| TLG | QUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.76% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.08% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.19% | 9.29% | +14.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.19% | 14.34% | +9.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.19% | 16.40% | +7.79% |
TLG vs. QUS - Expense Ratio Comparison
TLG has a 0.67% expense ratio, which is higher than QUS's 0.15% expense ratio.
Dividends
TLG vs. QUS - Dividend Comparison
TLG has not paid dividends to shareholders, while QUS's dividend yield for the trailing twelve months is around 1.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUS State Street SPDR MSCI USA StrategicFactors ETF | 1.25% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
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 QUS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QUS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QUS is cheaper with a 0.15% expense ratio, compared with 0.67% for TLG.
QUS has the higher dividend yield at 1.25%, compared with 0.00% for TLG.
TLG is categorized as Large Cap Growth Equities, while QUS is Large Cap Blend Equities. They also come from different issuers: Touchstone and State Street. Their fees differ too: 0.67% for TLG and 0.15% for QUS.
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