TMCPX vs. GQGIX
Compare and contrast key facts about Touchstone Mid Cap Fund (TMCPX) and GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX).
TMCPX is managed by Touchstone. It was launched on Jan 2, 2003. GQGIX is managed by GQG Partners.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMCPX or GQGIX.
Performance
TMCPX vs. GQGIX - Performance Comparison
Returns By Period
In the year-to-date period, TMCPX achieves a 15.67% return, which is significantly higher than GQGIX's 6.76% return.
TMCPX
15.67%
5.98%
10.44%
25.34%
8.82%
9.48%
GQGIX
6.76%
-4.19%
-6.73%
15.17%
8.10%
N/A
Key characteristics
| TMCPX | GQGIX | |
|---|---|---|
| Sharpe Ratio | 1.71 | 0.93 |
| Sortino Ratio | 2.39 | 1.29 |
| Omega Ratio | 1.29 | 1.20 |
| Calmar Ratio | 3.10 | 0.82 |
| Martin Ratio | 7.16 | 3.60 |
| Ulcer Index | 3.54% | 4.22% |
| Daily Std Dev | 14.84% | 16.31% |
| Max Drawdown | -58.03% | -34.47% |
| Current Drawdown | 0.00% | -11.28% |
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TMCPX vs. GQGIX - Expense Ratio Comparison
TMCPX has a 0.93% expense ratio, which is lower than GQGIX's 0.98% expense ratio.
Correlation
The correlation between TMCPX and GQGIX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TMCPX vs. GQGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Fund (TMCPX) and GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX). 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.
Dividends
TMCPX vs. GQGIX - Dividend Comparison
TMCPX's dividend yield for the trailing twelve months is around 0.29%, less than GQGIX's 2.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMCPX Touchstone Mid Cap Fund | 0.29% | 0.33% | 0.35% | 0.36% | 0.35% | 0.74% | 0.14% | 0.15% | 0.58% | 0.06% | 0.21% | 0.22% |
GQGIX GQG Partners Emerging Markets Equity Fund Institutional Shares | 2.54% | 2.71% | 5.67% | 2.41% | 0.24% | 1.16% | 0.80% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TMCPX vs. GQGIX - Drawdown Comparison
The maximum TMCPX drawdown since its inception was -58.03%, which is greater than GQGIX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for TMCPX and GQGIX. For additional features, visit the drawdowns tool.
Volatility
TMCPX vs. GQGIX - Volatility Comparison
The current volatility for Touchstone Mid Cap Fund (TMCPX) is 4.54%, while GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) has a volatility of 8.71%. This indicates that TMCPX experiences smaller price fluctuations and is considered to be less risky than GQGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.