PortfoliosLab logoPortfoliosLab logo
TMAYX vs. PTSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMAYX vs. PTSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) and Touchstone Sands Capital Select Growth Fund (PTSGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TMAYX vs. PTSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
-0.58%6.15%8.27%13.25%-8.54%9.47%4.72%12.39%-2.47%0.31%
PTSGX
Touchstone Sands Capital Select Growth Fund
-17.27%15.27%23.79%51.60%-50.56%3.76%68.92%67.10%5.80%34.42%

Returns By Period

In the year-to-date period, TMAYX achieves a -0.58% return, which is significantly higher than PTSGX's -17.27% return. Over the past 10 years, TMAYX has underperformed PTSGX with an annualized return of 4.39%, while PTSGX has yielded a comparatively higher 13.95% annualized return.


TMAYX

1D
0.11%
1M
-1.64%
YTD
-0.58%
6M
-0.07%
1Y
5.70%
3Y*
7.97%
5Y*
4.71%
10Y*
4.39%

PTSGX

1D
-0.60%
1M
-9.70%
YTD
-17.27%
6M
-22.20%
1Y
4.18%
3Y*
15.00%
5Y*
-1.15%
10Y*
13.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TMAYX vs. PTSGX - Expense Ratio Comparison

TMAYX has a 0.78% expense ratio, which is lower than PTSGX's 1.16% expense ratio.


Return for Risk

TMAYX vs. PTSGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMAYX
TMAYX Risk / Return Rank: 8181
Overall Rank
TMAYX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TMAYX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TMAYX Omega Ratio Rank: 8484
Omega Ratio Rank
TMAYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TMAYX Martin Ratio Rank: 8080
Martin Ratio Rank

PTSGX
PTSGX Risk / Return Rank: 88
Overall Rank
PTSGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PTSGX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PTSGX Omega Ratio Rank: 99
Omega Ratio Rank
PTSGX Calmar Ratio Rank: 77
Calmar Ratio Rank
PTSGX Martin Ratio Rank: 77
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.

TMAYX vs. PTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) and Touchstone Sands Capital Select Growth Fund (PTSGX). 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.


TMAYXPTSGXDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.17

+1.45

Sortino ratio

Return per unit of downside risk

2.23

0.43

+1.80

Omega ratio

Gain probability vs. loss probability

1.35

1.06

+0.29

Calmar ratio

Return relative to maximum drawdown

1.66

0.06

+1.60

Martin ratio

Return relative to average drawdown

7.82

0.17

+7.65

TMAYX vs. PTSGX - Sharpe Ratio Comparison

The current TMAYX Sharpe Ratio is 1.62, which is higher than the PTSGX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of TMAYX and PTSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TMAYXPTSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.17

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

-0.04

+1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.48

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.34

+0.49

Correlation

The correlation between TMAYX and PTSGX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TMAYX vs. PTSGX - Dividend Comparison

TMAYX's dividend yield for the trailing twelve months is around 7.89%, more than PTSGX's 0.79% yield.


TTM20252024202320222021202020192018201720162015
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
7.89%7.25%7.82%7.91%6.25%6.37%6.43%3.81%2.18%4.47%2.86%1.81%
PTSGX
Touchstone Sands Capital Select Growth Fund
0.79%0.66%0.00%0.00%0.00%12.67%10.05%39.46%34.95%24.32%16.89%9.33%

Drawdowns

TMAYX vs. PTSGX - Drawdown Comparison

The maximum TMAYX drawdown since its inception was -21.44%, smaller than the maximum PTSGX drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for TMAYX and PTSGX.


Loading graphics...

Drawdown Indicators


TMAYXPTSGXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-60.33%

+38.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-24.16%

+20.99%

Max Drawdown (5Y)

Largest decline over 5 years

-13.66%

-60.07%

+46.41%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-60.07%

+38.63%

Current Drawdown

Current decline from peak

-1.91%

-24.61%

+22.70%

Average Drawdown

Average peak-to-trough decline

-2.13%

-15.86%

+13.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

8.36%

-7.69%

Volatility

TMAYX vs. PTSGX - Volatility Comparison

The current volatility for Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) is 1.03%, while Touchstone Sands Capital Select Growth Fund (PTSGX) has a volatility of 6.72%. This indicates that TMAYX experiences smaller price fluctuations and is considered to be less risky than PTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TMAYXPTSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

6.72%

-5.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

15.92%

-14.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

26.06%

-22.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

30.99%

-26.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

28.90%

-23.86%