TLG vs. QUS
TLG (Touchstone Large Company Growth ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds. TLG is actively managed, while QUS is passively managed. A 0.61 correlation means they provide meaningful diversification when combined. 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
- -0.04%
- 1M
- -0.74%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUS
- 1D
- -0.18%
- 1M
- 0.63%
- 6M
- 6.99%
- YTD
- 8.47%
- 1Y
- 17.55%
- 3Y*
- 16.58%
- 5Y*
- 10.94%
- 10Y*
- 13.44%
TLG vs. QUS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TLG Touchstone Large Company Growth ETF | 9.37% |
QUS SPDR MSCI USA StrategicFactors ETF | 8.67% |
Correlation
The correlation between TLG and QUS is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026 | 0.61 |
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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 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 | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.57 | — |
| Martin ratioReturn relative to average drawdown | — | 11.37 | — |
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Drawdowns
TLG vs. QUS - Drawdown Comparison
The maximum TLG drawdown since its inception was -9.38%, 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 | -9.38% | -33.78% | +24.40% |
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 | -5.05% | -0.58% | -4.47% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -3.67% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.55% | — |
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 | — | 2.40% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.94% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.83% | 9.14% | +13.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 14.33% | +8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.83% | 16.39% | +6.44% |
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 1.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUS SPDR MSCI USA StrategicFactors ETF | 1.29% | 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 0.61, 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 1.29%, compared with 0.00% for TLG.
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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