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

Key characteristics


TMCPXVUG
YTD Return14.79%31.76%
1Y Return31.15%45.05%
3Y Return (Ann)5.88%9.08%
5Y Return (Ann)8.64%19.65%
10Y Return (Ann)9.71%15.84%
Sharpe Ratio2.002.60
Sortino Ratio2.783.34
Omega Ratio1.341.47
Calmar Ratio2.883.38
Martin Ratio8.5213.39
Ulcer Index3.52%3.28%
Daily Std Dev15.01%16.91%
Max Drawdown-58.03%-50.68%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.8

The correlation between TMCPX and VUG 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.

Performance

TMCPX vs. VUG - Performance Comparison

In the year-to-date period, TMCPX achieves a 14.79% return, which is significantly lower than VUG's 31.76% return. Over the past 10 years, TMCPX has underperformed VUG with an annualized return of 9.71%, while VUG has yielded a comparatively higher 15.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.74%
18.98%
TMCPX
VUG

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TMCPX vs. VUG - Expense Ratio Comparison

TMCPX has a 0.93% expense ratio, which is higher than VUG's 0.04% 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 VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

TMCPX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Fund (TMCPX) and Vanguard Growth ETF (VUG). 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
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.60, compared to the broader market0.002.004.002.60
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.34, compared to the broader market0.005.0010.003.34
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 3.38, compared to the broader market0.005.0010.0015.0020.0025.003.38
Martin ratio
The chart of Martin ratio for VUG, currently valued at 13.39, compared to the broader market0.0020.0040.0060.0080.00100.0013.39

TMCPX vs. VUG - Sharpe Ratio Comparison

The current TMCPX Sharpe Ratio is 2.00, which is comparable to the VUG Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of TMCPX and VUG, 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
2.60
TMCPX
VUG

Dividends

TMCPX vs. VUG - Dividend Comparison

TMCPX's dividend yield for the trailing twelve months is around 0.29%, less than VUG's 0.48% 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%
VUG
Vanguard Growth ETF
0.48%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

TMCPX vs. VUG - Drawdown Comparison

The maximum TMCPX drawdown since its inception was -58.03%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TMCPX and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
TMCPX
VUG

Volatility

TMCPX vs. VUG - Volatility Comparison

The current volatility for Touchstone Mid Cap Fund (TMCPX) is 4.09%, while Vanguard Growth ETF (VUG) has a volatility of 5.09%. This indicates that TMCPX experiences smaller price fluctuations and is considered to be less risky than VUG 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%9.00%JuneJulyAugustSeptemberOctoberNovember
4.09%
5.09%
TMCPX
VUG