TPYAX vs. FSOSX
TPYAX (Touchstone International ESG Equity Fund) and FSOSX (Fidelity Series Overseas Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, TPYAX returned 2.55%/yr vs 5.77%/yr for FSOSX. Their correlation of 0.88 means they have usually moved in the same direction. TPYAX charges 1.17%/yr vs 0.01%/yr for FSOSX.
Performance
TPYAX vs. FSOSX - Performance Comparison
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Returns By Period
In the year-to-date period, TPYAX achieves a -1.40% return, which is significantly lower than FSOSX's 5.89% return.
TPYAX
- 1D
- 1.80%
- 1M
- -2.19%
- 6M
- 1.44%
- YTD
- -1.40%
- 1Y
- -4.15%
- 3Y*
- 7.22%
- 5Y*
- 2.55%
- 10Y*
- 9.07%
- ALL TIME*
- 6.20%
FSOSX
- 1D
- 3.74%
- 1M
- -1.43%
- 6M
- 2.20%
- YTD
- 5.89%
- 1Y
- 10.65%
- 3Y*
- 12.17%
- 5Y*
- 5.77%
- 10Y*
- —
- ALL TIME*
- 9.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TPYAX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | -1.40% | 9.60% | 8.17% | 23.62% | -20.81% | 10.68% | 12.71% | 44.09% |
FSOSX Fidelity Series Overseas Fund | 5.89% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Correlation
The correlation between TPYAX and FSOSX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2019 | 0.88 |
The correlation between TPYAX and FSOSX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.
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Return for Risk
TPYAX vs. FSOSX — Risk / Return Rank
TPYAX
FSOSX
TPYAX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and Fidelity Series Overseas Fund (FSOSX). 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.
| TPYAX | FSOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.10 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.70 | -0.96 |
| Martin ratioReturn relative to average drawdown | -0.62 | 2.38 | -3.00 |
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Drawdowns
TPYAX vs. FSOSX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for TPYAX and FSOSX.
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Drawdown Indicators
| TPYAX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -35.36% | -21.94% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -12.39% | -11.15% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -14.07% | -9.71% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -35.36% | -0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | — | — |
Current DrawdownCurrent decline from peak | -9.33% | -3.54% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -7.67% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 3.64% | +6.24% |
Volatility
TPYAX vs. FSOSX - Volatility Comparison
The current volatility for Touchstone International ESG Equity Fund (TPYAX) is 5.63%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 6.20%. This indicates that TPYAX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 6.20% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 16.57% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 18.60% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 18.06% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 19.15% | +1.41% |
TPYAX vs. FSOSX - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Dividends
TPYAX vs. FSOSX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.08%, less than FSOSX's 8.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSOSX Fidelity Series Overseas Fund | 8.64% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
TPYAX Touchstone International ESG Equity Fund | 1.08% | 1.06% | 10.22% | 4.12% | 2.32% | 7.13% | 0.34% | 46.57% | 12.62% | 4.31% | 2.46% | 10.29% |
Frequently Asked Questions
TPYAX and FSOSX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSOSX has higher volatility (6.20%) compared to TPYAX (5.63%). In terms of maximum drawdown, TPYAX dropped -57.30% vs FSOSX's -35.36%.
FSOSX currently has the higher Sharpe Ratio (0.47 vs -0.30), 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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