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TLG vs. SPYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLG vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Large Company Growth ETF (TLG) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TLG

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

SPYG

1D
2.38%
1M
4.53%
6M
16.02%
YTD
15.11%
1Y
24.92%
3Y*
26.97%
5Y*
14.02%
10Y*
17.80%
ALL TIME*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$388.75M$302.17M$318.70M
$169.84K$227.64K$177.78K

TLG vs. SPYG - Yearly Performance Comparison


Correlation

The correlation between TLG and SPYG is 0.95, meaning they have usually moved in the same direction, including during past declines.


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

0.95

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Return for Risk

TLG vs. SPYG — 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.


SPYG
SPYG Risk / Return Rank: 4848
Overall Rank
SPYG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPYG Omega Ratio Rank: 4646
Omega Ratio Rank
SPYG Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5151
Martin Ratio Rank
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. SPYG - 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 Portfolio S&P 500 Growth ETF (SPYG). 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.


TLGSPYGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.82

Martin ratioReturn relative to average drawdown

6.60

TLG vs. SPYG - Sharpe Ratio Comparison


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Drawdowns

TLG vs. SPYG - Drawdown Comparison

The maximum TLG drawdown since its inception was -11.79%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for TLG and SPYG.


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Drawdown Indicators


TLGSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-11.79%

-67.63%

+55.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

Current Drawdown

Current decline from peak

-0.74%

0.00%

-0.74%

Average Drawdown

Average peak-to-trough decline

-3.74%

-24.19%

+20.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

Volatility

TLG vs. SPYG - Volatility Comparison


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Volatility by Period


TLGSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

Volatility (1Y)

Calculated over the trailing 1-year period

24.19%

18.33%

+5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.19%

21.56%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

20.82%

+3.37%

TLG vs. SPYG - Expense Ratio Comparison

TLG has a 0.67% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Dividends

TLG vs. SPYG - Dividend Comparison

TLG has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.47%.


PositionTTM20252024202320222021202020192018201720162015
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.47%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%
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


With a correlation of 0.95, TLG and SPYG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYG is cheaper with a 0.04% expense ratio, compared with 0.67% for TLG.

SPYG has the higher dividend yield at 0.47%, compared with 0.00% for TLG.

TLG is categorized as Large Cap Growth Equities, while SPYG is S&P 500. They also come from different issuers: Touchstone and State Street. Their fees differ too: 0.67% for TLG and 0.04% for SPYG.

Portfolio Optimizer

Find the right allocation for TLG and SPYG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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