TLG vs. TSEL

Last updated Jul 16, 2026

TLG (Touchstone Large Company Growth ETF) and TSEL (Touchstone Sands Capital US Select Growth ETF) are both Large Cap Growth Equities funds from Touchstone. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.67% expense ratio.

Performance

TLG vs. TSEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Large Company Growth ETF (TLG) and Touchstone Sands Capital US Select Growth ETF (TSEL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TLG

• 1D: -0.04%
• 1M: -0.74%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSEL

• 1D: -0.60%
• 1M: -1.37%
• 6M: 3.52%
• YTD: 1.84%
• 1Y: 1.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TLG vs. TSEL - Yearly Performance Comparison

	2026 (YTD)
TLG Touchstone Large Company Growth ETF	9.37%
TSEL Touchstone Sands Capital US Select Growth ETF	13.86%

Correlation

The correlation between TLG and TSEL is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026	0.90

Return for Risk

TLG vs. TSEL — 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.

TSEL

TSEL Risk / Return Rank: 10
TSEL Sharpe Ratio Rank: 11
TSEL Sortino Ratio Rank: 10
TSEL Omega Ratio Rank: 10
TSEL Calmar Ratio Rank: 10
TSEL Martin Ratio Rank: 10

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. TSEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Company Growth ETF (TLG) and Touchstone Sands Capital US Select Growth ETF (TSEL). 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	TSEL	Difference
Sharpe ratio: Return per unit of total volatility	—	0.08	—
Sortino ratio: Return per unit of downside risk	—	0.26	—
Omega ratio: Gain probability vs. loss probability	—	1.03	—
Calmar ratio: Return relative to maximum drawdown	—	0.08	—
Martin ratio: Return relative to average drawdown	—	0.19	—

Drawdowns

TLG vs. TSEL - Drawdown Comparison

The maximum TLG drawdown since its inception was -9.38%, smaller than the maximum TSEL drawdown of -28.95%. Use the drawdown chart below to compare losses from any high point for TLG and TSEL.

Drawdown Indicators

	TLG	TSEL	Difference
Max Drawdown Largest peak-to-trough decline	-9.38%	-28.95%	+19.57%
Max Drawdown (1Y) Largest decline over 1 year	—	-23.47%	—
Current Drawdown Current decline from peak	-5.05%	-6.71%	+1.66%
Average Drawdown Average peak-to-trough decline	-3.11%	-8.13%	+5.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.73%	—

Volatility

Volatility by Period

	TLG	TSEL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	22.83%	21.78%	+1.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.83%	26.91%	-4.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.83%	26.91%	-4.08%

TLG vs. TSEL - Expense Ratio Comparison

Both TLG and TSEL have an expense ratio of 0.67%.

Dividends

TLG vs. TSEL - Dividend Comparison

Neither TLG nor TSEL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TLG and TSEL in my portfolio?

With a correlation of 0.90, TLG and TSEL 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.

Which ETF is better, TLG or TSEL?

Both ETFs have the same 0.67% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TLG or TSEL?

TLG and TSEL have the same expense ratio: 0.67% per year.

Which ETF pays a higher dividend yield, TLG or TSEL?

TLG and TSEL have nearly identical dividend yields, around 0.00%.