TMCPX vs. SPMD
Compare and contrast key facts about Touchstone Mid Cap Fund (TMCPX) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD).
TMCPX is managed by Touchstone. It was launched on Jan 2, 2003. SPMD is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Index. It was launched on Nov 8, 2005.
Performance
TMCPX vs. SPMD - Performance Comparison
Loading graphics...
TMCPX vs. SPMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMCPX Touchstone Mid Cap Fund | -7.96% | 4.87% | 8.48% | 27.48% | -15.62% | 15.21% | 12.56% | 39.44% | -3.14% | 20.23% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 2.59% | 7.44% | 13.91% | 16.48% | -13.13% | 24.76% | 13.46% | 25.19% | -10.34% | 15.12% |
Returns By Period
In the year-to-date period, TMCPX achieves a -7.96% return, which is significantly lower than SPMD's 2.59% return. Over the past 10 years, TMCPX has underperformed SPMD with an annualized return of 10.15%, while SPMD has yielded a comparatively higher 10.73% annualized return.
TMCPX
- 1D
- -0.23%
- 1M
- -11.61%
- YTD
- -7.96%
- 6M
- -5.28%
- 1Y
- 1.10%
- 3Y*
- 7.90%
- 5Y*
- 4.15%
- 10Y*
- 10.15%
SPMD
- 1D
- 2.99%
- 1M
- -5.29%
- YTD
- 2.59%
- 6M
- 4.27%
- 1Y
- 17.37%
- 3Y*
- 12.11%
- 5Y*
- 6.60%
- 10Y*
- 10.73%
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. SPMD - Expense Ratio Comparison
TMCPX has a 0.93% expense ratio, which is higher than SPMD's 0.05% expense ratio.
Return for Risk
TMCPX vs. SPMD — Risk / Return Rank
TMCPX
SPMD
TMCPX vs. SPMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Fund (TMCPX) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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 | SPMD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 0.83 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.28 | 1.30 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | -0.01 | 1.25 | -1.26 |
Martin ratioReturn relative to average drawdown | -0.03 | 5.41 | -5.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TMCPX | SPMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 0.83 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.34 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.51 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.43 | +0.04 |
Correlation
The correlation between TMCPX and SPMD is 0.87, 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.
Dividends
TMCPX vs. SPMD - Dividend Comparison
TMCPX's dividend yield for the trailing twelve months is around 2.39%, more than SPMD's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMCPX Touchstone Mid Cap Fund | 2.39% | 2.20% | 2.52% | 0.92% | 1.43% | 2.80% | 1.93% | 5.18% | 3.95% | 1.10% | 0.58% | 0.06% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.37% | 1.39% | 1.42% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% |
Drawdowns
TMCPX vs. SPMD - Drawdown Comparison
The maximum TMCPX drawdown since its inception was -58.03%, roughly equal to the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for TMCPX and SPMD.
Loading graphics...
Drawdown Indicators
| TMCPX | SPMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -57.62% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -14.12% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | -24.08% | +2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | -41.86% | +6.32% |
Current DrawdownCurrent decline from peak | -13.48% | -6.13% | -7.35% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -8.18% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 3.27% | +0.88% |
Volatility
TMCPX vs. SPMD - Volatility Comparison
The current volatility for Touchstone Mid Cap Fund (TMCPX) is 5.60%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 6.56%. This indicates that TMCPX experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TMCPX | SPMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 6.56% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 11.95% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.65% | 21.11% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.63% | 19.71% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 21.18% | -2.79% |