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TPYAX vs. PTSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPYAX vs. PTSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone International ESG Equity Fund (TPYAX) and Touchstone Sands Capital Select Growth Fund (PTSGX). The values are adjusted to include any dividend payments, if applicable.

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TPYAX vs. PTSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPYAX
Touchstone International ESG Equity Fund
-13.50%9.60%8.17%23.62%-20.81%10.68%12.71%60.58%-9.40%12.15%
PTSGX
Touchstone Sands Capital Select Growth Fund
-13.47%15.27%23.79%51.60%-50.56%3.76%68.92%67.10%5.80%34.42%

Returns By Period

The year-to-date returns for both investments are quite close, with TPYAX having a -13.50% return and PTSGX slightly higher at -13.47%. Over the past 10 years, TPYAX has underperformed PTSGX with an annualized return of 8.67%, while PTSGX has yielded a comparatively higher 14.46% annualized return.


TPYAX

1D
4.35%
1M
-9.72%
YTD
-13.50%
6M
-17.76%
1Y
-6.61%
3Y*
5.40%
5Y*
0.76%
10Y*
8.67%

PTSGX

1D
4.60%
1M
-5.54%
YTD
-13.47%
6M
-18.62%
1Y
8.98%
3Y*
16.73%
5Y*
-0.78%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPYAX vs. PTSGX - Expense Ratio Comparison

TPYAX has a 1.17% expense ratio, which is higher than PTSGX's 1.16% expense ratio.


Return for Risk

TPYAX vs. PTSGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TPYAX
TPYAX Risk / Return Rank: 22
Overall Rank
TPYAX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TPYAX Sortino Ratio Rank: 22
Sortino Ratio Rank
TPYAX Omega Ratio Rank: 22
Omega Ratio Rank
TPYAX Calmar Ratio Rank: 22
Calmar Ratio Rank
TPYAX Martin Ratio Rank: 11
Martin Ratio Rank

PTSGX
PTSGX Risk / Return Rank: 1212
Overall Rank
PTSGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PTSGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PTSGX Omega Ratio Rank: 1313
Omega Ratio Rank
PTSGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PTSGX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TPYAX vs. PTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and Touchstone Sands Capital Select Growth Fund (PTSGX). 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.


TPYAXPTSGXDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.39

-0.71

Sortino ratio

Return per unit of downside risk

-0.32

0.73

-1.05

Omega ratio

Gain probability vs. loss probability

0.96

1.10

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.32

0.38

-0.71

Martin ratio

Return relative to average drawdown

-1.03

1.10

-2.12

TPYAX vs. PTSGX - Sharpe Ratio Comparison

The current TPYAX Sharpe Ratio is -0.32, which is lower than the PTSGX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of TPYAX and PTSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TPYAXPTSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.39

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.03

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.50

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.35

-0.07

Correlation

The correlation between TPYAX and PTSGX is 0.74, 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

TPYAX vs. PTSGX - Dividend Comparison

TPYAX's dividend yield for the trailing twelve months is around 1.23%, more than PTSGX's 0.76% yield.


TTM20252024202320222021202020192018201720162015
TPYAX
Touchstone International ESG Equity Fund
1.23%1.06%10.22%4.12%2.32%7.13%0.34%46.57%12.62%4.31%2.46%10.29%
PTSGX
Touchstone Sands Capital Select Growth Fund
0.76%0.66%0.00%0.00%0.00%12.67%10.05%39.46%34.95%24.32%16.89%9.33%

Drawdowns

TPYAX vs. PTSGX - Drawdown Comparison

The maximum TPYAX drawdown since its inception was -57.30%, smaller than the maximum PTSGX drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for TPYAX and PTSGX.


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Drawdown Indicators


TPYAXPTSGXDifference

Max Drawdown

Largest peak-to-trough decline

-57.30%

-60.33%

+3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-23.78%

-24.16%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-36.14%

-60.07%

+23.93%

Max Drawdown (10Y)

Largest decline over 10 years

-36.14%

-60.07%

+23.93%

Current Drawdown

Current decline from peak

-20.46%

-21.14%

+0.68%

Average Drawdown

Average peak-to-trough decline

-11.84%

-15.86%

+4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

8.46%

-1.00%

Volatility

TPYAX vs. PTSGX - Volatility Comparison

Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 9.09% compared to Touchstone Sands Capital Select Growth Fund (PTSGX) at 8.33%. This indicates that TPYAX's price experiences larger fluctuations and is considered to be riskier than PTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPYAXPTSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

8.33%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

16.53%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

26.41%

-5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

31.03%

-12.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

28.94%

-8.70%