TPYAX vs. SIMYX
Compare and contrast key facts about Touchstone International ESG Equity Fund (TPYAX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
TPYAX is managed by Touchstone. It was launched on Dec 3, 2007. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
TPYAX vs. SIMYX - Performance Comparison
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TPYAX vs. SIMYX - 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% | 11.15% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, TPYAX achieves a -17.11% return, which is significantly lower than SIMYX's 3.35% 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%
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
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TPYAX vs. SIMYX - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is higher than SIMYX's 0.86% expense ratio.
Return for Risk
TPYAX vs. SIMYX — Risk / Return Rank
TPYAX
SIMYX
TPYAX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.58 | 1.75 | -2.33 |
Sortino ratioReturn per unit of downside risk | -0.71 | 2.30 | -3.01 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.35 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.56 | 2.52 | -3.07 |
Martin ratioReturn relative to average drawdown | -1.80 | 9.65 | -11.45 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 1.75 | -2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.76 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.58 | -0.31 |
Correlation
The correlation between TPYAX and SIMYX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TPYAX vs. SIMYX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.28%, less than SIMYX's 3.03% 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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% | 0.00% |
Drawdowns
TPYAX vs. SIMYX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for TPYAX and SIMYX.
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Drawdown Indicators
| TPYAX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -32.14% | -25.16% |
Max Drawdown (1Y)Largest decline over 1 year | -23.78% | -8.55% | -15.23% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -25.06% | -11.08% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | — | — |
Current DrawdownCurrent decline from peak | -23.78% | -7.35% | -16.43% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -6.14% | -5.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 2.23% | +5.12% |
Volatility
TPYAX vs. SIMYX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 7.67% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that TPYAX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.67% | 4.79% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 7.26% | +6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.03% | 12.54% | +7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 11.31% | +7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 12.24% | +7.95% |