TPYAX vs. SAGWX
Compare and contrast key facts about Touchstone International ESG Equity Fund (TPYAX) and Touchstone Small Company Fund (SAGWX).
TPYAX is managed by Touchstone. It was launched on Dec 3, 2007. SAGWX is managed by Touchstone. It was launched on Mar 1, 1993.
Performance
TPYAX vs. SAGWX - Performance Comparison
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TPYAX vs. SAGWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | -17.11% | 9.60% | 8.17% | 23.62% | -20.81% | 10.68% | 12.71% | 60.58% | -9.40% | 12.15% |
SAGWX Touchstone Small Company Fund | -4.35% | 9.58% | 13.32% | 15.71% | -14.64% | 22.83% | 17.58% | 29.44% | -8.42% | 17.32% |
Returns By Period
In the year-to-date period, TPYAX achieves a -17.11% return, which is significantly lower than SAGWX's -4.35% return. Over the past 10 years, TPYAX has underperformed SAGWX with an annualized return of 8.21%, while SAGWX has yielded a comparatively higher 10.69% annualized return.
TPYAX
- 1D
- -0.42%
- 1M
- -15.04%
- YTD
- -17.11%
- 6M
- -21.02%
- 1Y
- -10.40%
- 3Y*
- 3.92%
- 5Y*
- 0.15%
- 10Y*
- 8.21%
SAGWX
- 1D
- -0.67%
- 1M
- -7.20%
- YTD
- -4.35%
- 6M
- -1.92%
- 1Y
- 12.93%
- 3Y*
- 10.20%
- 5Y*
- 4.96%
- 10Y*
- 10.69%
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TPYAX vs. SAGWX - Expense Ratio Comparison
Both TPYAX and SAGWX have an expense ratio of 1.17%.
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.
| TPYAX | SAGWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.58 | 0.65 | -1.23 |
Sortino ratioReturn per unit of downside risk | -0.71 | 1.08 | -1.79 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.14 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.56 | 0.82 | -1.37 |
Martin ratioReturn relative to average drawdown | -1.80 | 3.23 | -5.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TPYAX | SAGWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 0.65 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.22 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.47 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.51 | -0.24 |
Correlation
The correlation between TPYAX and SAGWX is 0.80, 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. SAGWX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.28%, less than SAGWX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | 1.28% | 1.06% | 10.22% | 4.12% | 2.32% | 7.13% | 0.34% | 46.57% | 12.62% | 4.31% | 2.46% | 10.29% |
SAGWX Touchstone Small Company Fund | 6.08% | 5.82% | 6.03% | 0.15% | 2.57% | 19.71% | 0.10% | 11.83% | 14.83% | 9.03% | 8.71% | 21.16% |
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 | -23.78% | -13.16% | -10.62% |
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 | -23.78% | -9.60% | -14.18% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -8.91% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 3.32% | +4.03% |
Volatility
TPYAX vs. SAGWX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 7.67% compared to Touchstone Small Company Fund (SAGWX) at 4.46%. 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 | 7.67% | 4.46% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 10.93% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.03% | 20.40% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 22.87% | -4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 22.63% | -2.44% |