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TLG vs. TDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLG vs. TDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Large Company Growth ETF (TLG) and Touchstone Dynamic International ETF (TDI). 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*

TDI

1D
0.20%
1M
-1.97%
6M
10.00%
YTD
16.29%
1Y
36.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLG vs. TDI - Yearly Performance Comparison


Correlation

The correlation between TLG and TDI is 0.71, 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

0.71

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Return for Risk

TLG vs. TDI — 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.


TDI
TDI Risk / Return Rank: 7474
Overall Rank
TDI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TDI Sortino Ratio Rank: 7070
Sortino Ratio Rank
TDI Omega Ratio Rank: 7575
Omega Ratio Rank
TDI Calmar Ratio Rank: 7575
Calmar Ratio Rank
TDI Martin Ratio Rank: 7676
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. TDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Company Growth ETF (TLG) and Touchstone Dynamic International ETF (TDI). 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.


TLGTDIDifference
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

3.05

Martin ratioReturn relative to average drawdown

11.32

TLG vs. TDI - Sharpe Ratio Comparison


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Drawdowns

TLG vs. TDI - Drawdown Comparison

The maximum TLG drawdown since its inception was -9.38%, smaller than the maximum TDI drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for TLG and TDI.


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Drawdown Indicators


TLGTDIDifference

Max Drawdown

Largest peak-to-trough decline

-9.38%

-14.99%

+5.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

Current Drawdown

Current decline from peak

-5.05%

-3.20%

-1.85%

Average Drawdown

Average peak-to-trough decline

-3.11%

-2.26%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

Volatility

TLG vs. TDI - Volatility Comparison


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Volatility by Period


TLGTDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

Volatility (6M)

Calculated over the trailing 6-month period

16.69%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

18.87%

+3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

17.26%

+5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.83%

17.26%

+5.57%

TLG vs. TDI - Expense Ratio Comparison

TLG has a 0.67% expense ratio, which is higher than TDI's 0.65% expense ratio.


Dividends

TLG vs. TDI - Dividend Comparison

TLG has not paid dividends to shareholders, while TDI's dividend yield for the trailing twelve months is around 1.67%.


PositionTTM202520242023
TDI
Touchstone Dynamic International ETF
1.67%1.94%3.39%0.40%
TLG
Touchstone Large Company Growth ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


TLG and TDI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDI is cheaper with a 0.65% expense ratio, compared with 0.67% for TLG.

TDI has the higher dividend yield at 1.67%, compared with 0.00% for TLG.

TLG is categorized as Large Cap Growth Equities, while TDI is Foreign Large Cap Equities. Their fees differ too: 0.67% for TLG and 0.65% for TDI.

Portfolio Optimizer

Find the right allocation for TLG and TDI

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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