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TMCPX vs. GQGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TMCPXGQGIX
YTD Return14.79%10.67%
1Y Return31.15%22.56%
3Y Return (Ann)5.88%2.28%
5Y Return (Ann)8.64%8.63%
Sharpe Ratio2.001.60
Sortino Ratio2.782.12
Omega Ratio1.341.31
Calmar Ratio2.881.10
Martin Ratio8.526.20
Ulcer Index3.52%3.64%
Daily Std Dev15.01%14.14%
Max Drawdown-58.03%-34.47%
Current Drawdown0.00%-8.03%

Correlation

-0.50.00.51.00.5

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.

Performance

TMCPX vs. GQGIX - Performance Comparison

In the year-to-date period, TMCPX achieves a 14.79% return, which is significantly higher than GQGIX's 10.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
8.74%
-1.13%
TMCPX
GQGIX

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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.


GQGIX
GQG Partners Emerging Markets Equity Fund Institutional Shares
Expense ratio chart for GQGIX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for TMCPX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%

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.


TMCPX
Sharpe ratio
The chart of Sharpe ratio for TMCPX, currently valued at 2.00, compared to the broader market0.002.004.002.00
Sortino ratio
The chart of Sortino ratio for TMCPX, currently valued at 2.78, compared to the broader market0.005.0010.002.78
Omega ratio
The chart of Omega ratio for TMCPX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for TMCPX, currently valued at 2.88, compared to the broader market0.005.0010.0015.0020.0025.002.88
Martin ratio
The chart of Martin ratio for TMCPX, currently valued at 8.52, compared to the broader market0.0020.0040.0060.0080.00100.008.52
GQGIX
Sharpe ratio
The chart of Sharpe ratio for GQGIX, currently valued at 1.60, compared to the broader market0.002.004.001.60
Sortino ratio
The chart of Sortino ratio for GQGIX, currently valued at 2.12, compared to the broader market0.005.0010.002.12
Omega ratio
The chart of Omega ratio for GQGIX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for GQGIX, currently valued at 1.10, compared to the broader market0.005.0010.0015.0020.0025.001.10
Martin ratio
The chart of Martin ratio for GQGIX, currently valued at 6.20, compared to the broader market0.0020.0040.0060.0080.00100.006.20

TMCPX vs. GQGIX - Sharpe Ratio Comparison

The current TMCPX Sharpe Ratio is 2.00, which is comparable to the GQGIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of TMCPX and GQGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.00
1.60
TMCPX
GQGIX

Dividends

TMCPX vs. GQGIX - Dividend Comparison

TMCPX's dividend yield for the trailing twelve months is around 0.29%, less than GQGIX's 2.45% yield.


TTM20232022202120202019201820172016201520142013
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
2.45%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-8.03%
TMCPX
GQGIX

Volatility

TMCPX vs. GQGIX - Volatility Comparison

Touchstone Mid Cap Fund (TMCPX) has a higher volatility of 4.09% compared to GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) at 2.79%. This indicates that TMCPX's price experiences larger fluctuations and is considered to be riskier than GQGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.09%
2.79%
TMCPX
GQGIX