TMCPX vs. VO
Compare and contrast key facts about Touchstone Mid Cap Fund (TMCPX) and Vanguard Mid-Cap ETF (VO).
TMCPX is managed by Touchstone. It was launched on Jan 2, 2003. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMCPX or VO.
Key characteristics
| TMCPX | VO | |
|---|---|---|
| YTD Return | 14.79% | 20.74% |
| 1Y Return | 31.15% | 38.10% |
| 3Y Return (Ann) | 5.88% | 3.98% |
| 5Y Return (Ann) | 8.64% | 11.89% |
| 10Y Return (Ann) | 9.71% | 10.31% |
| Sharpe Ratio | 2.00 | 2.91 |
| Sortino Ratio | 2.78 | 4.04 |
| Omega Ratio | 1.34 | 1.52 |
| Calmar Ratio | 2.88 | 1.92 |
| Martin Ratio | 8.52 | 18.09 |
| Ulcer Index | 3.52% | 2.04% |
| Daily Std Dev | 15.01% | 12.68% |
| Max Drawdown | -58.03% | -58.89% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TMCPX and VO is 0.94, 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.
Performance
TMCPX vs. VO - Performance Comparison
In the year-to-date period, TMCPX achieves a 14.79% return, which is significantly lower than VO's 20.74% return. Over the past 10 years, TMCPX has underperformed VO with an annualized return of 9.71%, while VO has yielded a comparatively higher 10.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TMCPX vs. VO - Expense Ratio Comparison
TMCPX has a 0.93% expense ratio, which is higher than VO's 0.04% expense ratio.
Risk-Adjusted Performance
TMCPX vs. VO - Risk-Adjusted Performance 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.
Dividends
TMCPX vs. VO - Dividend Comparison
TMCPX's dividend yield for the trailing twelve months is around 0.29%, less than VO's 1.46% 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% |
VO Vanguard Mid-Cap ETF | 1.46% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
Drawdowns
TMCPX vs. VO - Drawdown Comparison
The maximum TMCPX drawdown since its inception was -58.03%, roughly equal to the maximum VO drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for TMCPX and VO. For additional features, visit the drawdowns tool.
Volatility
TMCPX vs. VO - Volatility Comparison
Touchstone Mid Cap Fund (TMCPX) has a higher volatility of 4.09% compared to Vanguard Mid-Cap ETF (VO) at 3.89%. 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.