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

Correlation

The correlation between TMCPX and SDSCX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

TMCPX vs. SDSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Mid Cap Fund (TMCPX) and BNY Mellon Small/Mid Cap Growth Fund (SDSCX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.74%
13.45%
TMCPX
SDSCX

Key characteristics

Sharpe Ratio

TMCPX:

0.50

SDSCX:

0.69

Sortino Ratio

TMCPX:

0.79

SDSCX:

1.01

Omega Ratio

TMCPX:

1.10

SDSCX:

1.13

Calmar Ratio

TMCPX:

0.74

SDSCX:

0.17

Martin Ratio

TMCPX:

1.98

SDSCX:

3.38

Ulcer Index

TMCPX:

3.80%

SDSCX:

3.76%

Daily Std Dev

TMCPX:

15.03%

SDSCX:

18.58%

Max Drawdown

TMCPX:

-58.03%

SDSCX:

-94.10%

Current Drawdown

TMCPX:

-8.95%

SDSCX:

-69.08%

Returns By Period

In the year-to-date period, TMCPX achieves a 6.89% return, which is significantly lower than SDSCX's 11.25% return. Over the past 10 years, TMCPX has outperformed SDSCX with an annualized return of 8.51%, while SDSCX has yielded a comparatively lower 6.56% annualized return.


TMCPX

YTD

6.89%

1M

-7.60%

6M

3.74%

1Y

7.08%

5Y*

7.11%

10Y*

8.51%

SDSCX

YTD

11.25%

1M

-2.43%

6M

13.45%

1Y

11.89%

5Y*

3.06%

10Y*

6.56%

Compare stocks, funds, or ETFs

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


TMCPX vs. SDSCX - Expense Ratio Comparison

TMCPX has a 0.93% expense ratio, which is higher than SDSCX's 0.70% expense ratio.


TMCPX
Touchstone Mid Cap Fund
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%
Expense ratio chart for SDSCX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

TMCPX vs. SDSCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Fund (TMCPX) and BNY Mellon Small/Mid Cap Growth Fund (SDSCX). 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.


Sharpe ratio
The chart of Sharpe ratio for TMCPX, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.000.500.69
The chart of Sortino ratio for TMCPX, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.0010.000.791.01
The chart of Omega ratio for TMCPX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.13
The chart of Calmar ratio for TMCPX, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.000.740.28
The chart of Martin ratio for TMCPX, currently valued at 1.98, compared to the broader market0.0020.0040.0060.001.983.38
TMCPX
SDSCX

The current TMCPX Sharpe Ratio is 0.50, which is comparable to the SDSCX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TMCPX and SDSCX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.50
0.69
TMCPX
SDSCX

Dividends

TMCPX vs. SDSCX - Dividend Comparison

TMCPX's dividend yield for the trailing twelve months is around 0.31%, while SDSCX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TMCPX
Touchstone Mid Cap Fund
0.31%0.33%0.35%0.36%0.35%0.74%0.14%0.15%0.58%0.06%0.21%0.22%
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%2.43%5.44%0.73%1.84%1.89%0.00%

Drawdowns

TMCPX vs. SDSCX - Drawdown Comparison

The maximum TMCPX drawdown since its inception was -58.03%, smaller than the maximum SDSCX drawdown of -94.10%. Use the drawdown chart below to compare losses from any high point for TMCPX and SDSCX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.95%
-33.48%
TMCPX
SDSCX

Volatility

TMCPX vs. SDSCX - Volatility Comparison

The current volatility for Touchstone Mid Cap Fund (TMCPX) is 4.98%, while BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a volatility of 6.40%. This indicates that TMCPX experiences smaller price fluctuations and is considered to be less risky than SDSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.98%
6.40%
TMCPX
SDSCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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