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

Performance

TMAYX vs. RSIIX - Performance Comparison

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

Loading graphics...

TMAYX vs. RSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
-0.14%6.15%8.27%13.25%-8.54%9.47%4.72%12.39%-2.47%0.31%
RSIIX
RiverPark Strategic Income Fund
0.36%6.04%8.44%9.59%-3.31%11.60%3.42%3.50%1.36%4.84%

Returns By Period

In the year-to-date period, TMAYX achieves a -0.14% return, which is significantly lower than RSIIX's 0.36% return. Over the past 10 years, TMAYX has underperformed RSIIX with an annualized return of 4.43%, while RSIIX has yielded a comparatively higher 5.50% annualized return.


TMAYX

1D
0.45%
1M
-1.20%
YTD
-0.14%
6M
0.38%
1Y
5.94%
3Y*
8.14%
5Y*
4.76%
10Y*
4.43%

RSIIX

1D
0.00%
1M
-0.59%
YTD
0.36%
6M
0.82%
1Y
5.26%
3Y*
7.43%
5Y*
5.19%
10Y*
5.50%
*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. RSIIX - Expense Ratio Comparison

TMAYX has a 0.78% expense ratio, which is lower than RSIIX's 1.18% expense ratio.


Return for Risk

TMAYX vs. RSIIX — Risk / Return Rank

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

TMAYX
TMAYX Risk / Return Rank: 8383
Overall Rank
TMAYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TMAYX Sortino Ratio Rank: 8787
Sortino Ratio Rank
TMAYX Omega Ratio Rank: 8888
Omega Ratio Rank
TMAYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TMAYX Martin Ratio Rank: 7979
Martin Ratio Rank

RSIIX
RSIIX Risk / Return Rank: 9595
Overall Rank
RSIIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RSIIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RSIIX Omega Ratio Rank: 9797
Omega Ratio Rank
RSIIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RSIIX Martin Ratio Rank: 9696
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. RSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) and RiverPark Strategic Income Fund (RSIIX). 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.


TMAYXRSIIXDifference

Sharpe ratio

Return per unit of total volatility

1.82

2.29

-0.48

Sortino ratio

Return per unit of downside risk

2.51

2.92

-0.41

Omega ratio

Gain probability vs. loss probability

1.40

1.62

-0.22

Calmar ratio

Return relative to maximum drawdown

1.87

3.50

-1.63

Martin ratio

Return relative to average drawdown

8.74

14.75

-6.00

TMAYX vs. RSIIX - Sharpe Ratio Comparison

The current TMAYX Sharpe Ratio is 1.82, which is comparable to the RSIIX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TMAYX and RSIIX, 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


TMAYXRSIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

2.29

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

2.27

-1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

1.98

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.70

-0.86

Correlation

The correlation between TMAYX and RSIIX is 0.31, 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. RSIIX - Dividend Comparison

TMAYX's dividend yield for the trailing twelve months is around 7.86%, more than RSIIX's 7.62% yield.


TTM20252024202320222021202020192018201720162015
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
7.86%7.25%7.82%7.91%6.25%6.37%6.43%3.81%2.18%4.47%2.86%1.81%
RSIIX
RiverPark Strategic Income Fund
7.62%7.75%7.67%7.61%6.58%5.12%5.77%4.84%4.59%4.98%5.10%6.57%

Drawdowns

TMAYX vs. RSIIX - Drawdown Comparison

The maximum TMAYX drawdown since its inception was -21.44%, which is greater than RSIIX's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for TMAYX and RSIIX.


Loading graphics...

Drawdown Indicators


TMAYXRSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-15.55%

-5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-1.50%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-13.66%

-5.61%

-8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-15.55%

-5.89%

Current Drawdown

Current decline from peak

-1.47%

-0.87%

-0.60%

Average Drawdown

Average peak-to-trough decline

-2.13%

-1.18%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.36%

+0.32%

Volatility

TMAYX vs. RSIIX - Volatility Comparison

Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) and RiverPark Strategic Income Fund (RSIIX) have volatilities of 1.15% and 1.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TMAYXRSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.14%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

1.61%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

2.30%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

2.30%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.05%

2.78%

+2.27%