TPYAX vs. SAGWX
TPYAX (Touchstone International ESG Equity Fund) and SAGWX (Touchstone Small Company Fund) are both mutual funds - TPYAX is a Foreign Large Cap Equities fund managed by Touchstone, while SAGWX is a Small Cap Blend Equities fund managed by Touchstone. Over the past 10 years, TPYAX returned 9.07%/yr vs 12.02%/yr for SAGWX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. Both charge a 1.17% expense ratio.
Performance
TPYAX vs. SAGWX - 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 SAGWX's 15.00% return. Over the past 10 years, TPYAX has underperformed SAGWX with an annualized return of 9.07%, while SAGWX has yielded a comparatively higher 12.02% annualized 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%
SAGWX
- 1D
- -0.83%
- 1M
- 1.57%
- 6M
- 12.11%
- YTD
- 15.00%
- 1Y
- 26.65%
- 3Y*
- 14.26%
- 5Y*
- 7.94%
- 10Y*
- 12.02%
- ALL TIME*
- 10.60%
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. SAGWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | -1.40% | 9.60% | 8.17% | 23.62% | -20.81% | 10.68% | 12.71% | 60.58% | -9.40% | 12.15% |
SAGWX Touchstone Small Company Fund | 15.00% | 9.58% | 13.32% | 15.71% | -14.64% | 22.83% | 17.58% | 29.44% | -8.42% | 17.32% |
Correlation
The correlation between TPYAX and SAGWX is 0.64, 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. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2007 | 0.79 |
The correlation between TPYAX and SAGWX shifts across timeframes, from 0.64 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TPYAX vs. SAGWX — Risk / Return Rank
TPYAX
SAGWX
TPYAX vs. SAGWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and Touchstone Small Company Fund (SAGWX). 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 | SAGWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.42 | -2.68 |
| Martin ratioReturn relative to average drawdown | -0.62 | 8.12 | -8.74 |
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Drawdowns
TPYAX vs. SAGWX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, which is greater than SAGWX's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for TPYAX and SAGWX.
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Drawdown Indicators
| TPYAX | SAGWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -51.87% | -5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -9.60% | -13.94% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -22.69% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -37.07% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -41.75% | +5.61% |
Current DrawdownCurrent decline from peak | -9.33% | -0.83% | -8.50% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -8.84% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 2.86% | +7.02% |
Volatility
TPYAX vs. SAGWX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 5.63% compared to Touchstone Small Company Fund (SAGWX) at 3.96%. This indicates that TPYAX's price experiences larger fluctuations and is considered to be riskier than SAGWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | SAGWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 3.96% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 10.67% | +6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 15.46% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 22.82% | -3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 22.58% | -2.02% |
TPYAX vs. SAGWX - Expense Ratio Comparison
Both TPYAX and SAGWX have an expense ratio of 1.17%.
Dividends
TPYAX vs. SAGWX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.08%, less than SAGWX's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAGWX Touchstone Small Company Fund | 5.06% | 5.82% | 6.03% | 0.15% | 2.57% | 19.71% | 0.10% | 11.83% | 14.83% | 9.03% | 8.71% | 21.16% |
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 SAGWX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPYAX has higher volatility (5.63%) compared to SAGWX (3.96%). In terms of maximum drawdown, TPYAX dropped -57.30% vs SAGWX's -51.87%.
SAGWX currently has the higher Sharpe Ratio (1.50 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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