TMCPX vs. VO
TMCPX (Touchstone Mid Cap Fund) and VO (Vanguard Mid-Cap ETF) are both Mid Cap Blend Equities funds. Over the past 10 years, TMCPX returned 10.71%/yr vs 11.50%/yr for VO. Their correlation of 0.93 means they have usually moved in the same direction. TMCPX charges 0.93%/yr vs 0.03%/yr for VO.
Performance
TMCPX vs. VO - Performance Comparison
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Returns By Period
In the year-to-date period, TMCPX achieves a 3.65% return, which is significantly lower than VO's 12.35% return. Over the past 10 years, TMCPX has underperformed VO with an annualized return of 10.71%, while VO has yielded a comparatively higher 11.50% annualized return.
TMCPX
- 1D
- -1.64%
- 1M
- -0.59%
- 6M
- 1.77%
- YTD
- 3.65%
- 1Y
- 8.50%
- 3Y*
- 7.74%
- 5Y*
- 5.99%
- 10Y*
- 10.71%
- ALL TIME*
- 9.47%
VO
- 1D
- -0.05%
- 1M
- 0.55%
- 6M
- 10.12%
- YTD
- 12.35%
- 1Y
- 16.51%
- 3Y*
- 14.32%
- 5Y*
- 7.77%
- 10Y*
- 11.50%
- ALL TIME*
- 10.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $194.51M | $293.72M | $235.90M |
TMCPX vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMCPX Touchstone Mid Cap Fund | 3.65% | 4.87% | 8.48% | 27.48% | -15.62% | 15.21% | 12.56% | 39.44% | -3.14% | 20.23% |
VO Vanguard Mid-Cap ETF | 12.35% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Correlation
The correlation between TMCPX and VO is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.93 |
The correlation between TMCPX and VO has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
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Return for Risk
TMCPX vs. VO — Risk / Return Rank
TMCPX
VO
TMCPX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Fund (TMCPX) and Vanguard Mid-Cap ETF (VO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TMCPX | VO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.83 | -1.37 |
| Martin ratioReturn relative to average drawdown | 1.20 | 6.99 | -5.80 |
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Drawdowns
TMCPX vs. VO - Drawdown Comparison
The maximum TMCPX drawdown since its inception was -58.03%, roughly equal to the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for TMCPX and VO.
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Drawdown Indicators
| TMCPX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -58.87% | +0.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -8.17% | -5.31% |
Max Drawdown (3Y)Largest decline over 3 years | -21.47% | -19.02% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | -27.57% | +6.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | -39.37% | +3.83% |
Current DrawdownCurrent decline from peak | -2.57% | -0.49% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -7.81% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 2.13% | +3.06% |
Volatility
TMCPX vs. VO - Volatility Comparison
Touchstone Mid Cap Fund (TMCPX) has a higher volatility of 4.73% compared to Vanguard Mid-Cap ETF (VO) at 2.09%. This indicates that TMCPX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMCPX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 2.09% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 9.44% | +3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.05% | 12.61% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 17.59% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 18.86% | -0.36% |
TMCPX vs. VO - Expense Ratio Comparison
TMCPX has a 0.93% expense ratio, which is higher than VO's 0.03% expense ratio.
Dividends
TMCPX vs. VO - Dividend Comparison
TMCPX's dividend yield for the trailing twelve months is around 2.12%, more than VO's 1.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMCPX Touchstone Mid Cap Fund | 2.12% | 2.20% | 2.52% | 0.92% | 1.43% | 2.80% | 1.93% | 5.18% | 3.95% | 1.10% | 0.58% | 0.06% |
VO Vanguard Mid-Cap ETF | 1.32% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Frequently Asked Questions
TMCPX and VO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMCPX has higher volatility (4.73%) compared to VO (2.09%). In terms of maximum drawdown, TMCPX dropped -58.03% vs VO's -58.87%.
VO currently has the higher Sharpe Ratio (1.18 vs 0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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