TLG vs. SIO
TLG (Touchstone Large Company Growth ETF) and SIO (Touchstone Strategic Income Opportunities ETF) are both exchange-traded funds - TLG is a Large Cap Growth Equities fund actively managed by Touchstone, while SIO is a Multisector Bonds fund actively managed by Touchstone. Both are actively managed. Their 0.38 correlation means their historical movements had little consistent relationship. TLG charges 0.67%/yr vs 0.65%/yr for SIO.
Performance
TLG vs. SIO - Performance Comparison
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Returns By Period
TLG
- 1D
- 2.60%
- 1M
- 6.83%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SIO
- 1D
- 0.28%
- 1M
- -0.81%
- 6M
- -0.04%
- YTD
- 0.54%
- 1Y
- 3.58%
- 3Y*
- 6.94%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $327.56K | $1.19M | $864.12K | |
| $169.84K | $227.64K | $177.78K |
TLG vs. SIO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TLG Touchstone Large Company Growth ETF | 14.33% |
SIO Touchstone Strategic Income Opportunities ETF | 0.45% |
Correlation
The correlation between TLG and SIO is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026 | 0.38 |
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Return for Risk
TLG vs. SIO — Risk / Return Rank
TLG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SIO
TLG vs. SIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Company Growth ETF (TLG) and Touchstone Strategic Income Opportunities ETF (SIO). 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 | SIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.16 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.37 | — |
| Martin ratioReturn relative to average drawdown | — | 3.73 | — |
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Drawdowns
TLG vs. SIO - Drawdown Comparison
The maximum TLG drawdown since its inception was -11.79%, which is greater than SIO's maximum drawdown of -6.94%. Use the drawdown chart below to compare losses from any high point for TLG and SIO.
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Drawdown Indicators
| TLG | SIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.79% | -6.94% | -4.85% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.62% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.34% | — |
Current DrawdownCurrent decline from peak | -0.74% | -1.38% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -1.24% | -2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.96% | — |
Volatility
TLG vs. SIO - Volatility Comparison
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Volatility by Period
| TLG | SIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.72% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.19% | 4.13% | +20.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.19% | 4.94% | +19.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.19% | 4.94% | +19.25% |
TLG vs. SIO - Expense Ratio Comparison
TLG has a 0.67% expense ratio, which is higher than SIO's 0.65% expense ratio.
Dividends
TLG vs. SIO - Dividend Comparison
TLG has not paid dividends to shareholders, while SIO's dividend yield for the trailing twelve months is around 7.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SIO Touchstone Strategic Income Opportunities ETF | 7.04% | 6.80% | 5.30% | 5.37% | 3.12% |
TLG Touchstone Large Company Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLG and SIO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SIO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SIO is cheaper with a 0.65% expense ratio, compared with 0.67% for TLG.
SIO has the higher dividend yield at 7.04%, compared with 0.00% for TLG.
TLG is categorized as Large Cap Growth Equities, while SIO is Multisector Bonds. Their fees differ too: 0.67% for TLG and 0.65% for SIO.
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