TPYAX vs. TCVIX
TPYAX (Touchstone International ESG Equity Fund) and TCVIX (Touchstone Mid Cap Value Fund) are both mutual funds - TPYAX is a Foreign Large Cap Equities fund managed by Touchstone, while TCVIX is a Mid Cap Value Equities fund managed by Touchstone. Over the past 10 years, TPYAX returned 9.07%/yr vs 9.09%/yr for TCVIX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. TPYAX charges 1.17%/yr vs 0.85%/yr for TCVIX.
Performance
TPYAX vs. TCVIX - 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 TCVIX's 15.96% return. Both investments have delivered pretty close results over the past 10 years, with TPYAX having a 9.07% annualized return and TCVIX not far ahead at 9.09%.
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%
TCVIX
- 1D
- -0.85%
- 1M
- 1.16%
- 6M
- 10.63%
- YTD
- 15.96%
- 1Y
- 25.03%
- 3Y*
- 11.98%
- 5Y*
- 8.09%
- 10Y*
- 9.09%
- ALL TIME*
- 11.05%
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. TCVIX - 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% |
TCVIX Touchstone Mid Cap Value Fund | 15.96% | 10.00% | 8.61% | 7.78% | -8.38% | 27.12% | 5.70% | 29.76% | -16.77% | 14.09% |
Correlation
The correlation between TPYAX and TCVIX is 0.51, 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. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2009 | 0.79 |
Over the past year, the correlation between TPYAX and TCVIX has dropped to 0.51 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
TPYAX vs. TCVIX — Risk / Return Rank
TPYAX
TCVIX
TPYAX vs. TCVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and Touchstone Mid Cap Value Fund (TCVIX). 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 | TCVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.30 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.69 | -2.96 |
| Martin ratioReturn relative to average drawdown | -0.62 | 10.47 | -11.10 |
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Drawdowns
TPYAX vs. TCVIX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, which is greater than TCVIX's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for TPYAX and TCVIX.
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Drawdown Indicators
| TPYAX | TCVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -41.89% | -15.41% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -8.52% | -15.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -18.98% | -4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -19.37% | -16.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -41.89% | +5.75% |
Current DrawdownCurrent decline from peak | -9.33% | -0.85% | -8.48% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -5.34% | -6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 2.19% | +7.69% |
Volatility
TPYAX vs. TCVIX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 5.63% compared to Touchstone Mid Cap Value Fund (TCVIX) at 2.58%. This indicates that TPYAX's price experiences larger fluctuations and is considered to be riskier than TCVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | TCVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 2.58% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 10.03% | +7.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 13.51% | +6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 17.05% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 19.08% | +1.48% |
TPYAX vs. TCVIX - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is higher than TCVIX's 0.85% expense ratio.
Dividends
TPYAX vs. TCVIX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.08%, less than TCVIX's 3.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCVIX Touchstone Mid Cap Value Fund | 3.66% | 4.25% | 5.48% | 1.80% | 6.59% | 6.77% | 0.76% | 0.91% | 5.86% | 6.47% | 4.44% | 7.26% |
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 TCVIX have a correlation of 0.51, 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 TCVIX (2.58%). In terms of maximum drawdown, TPYAX dropped -57.30% vs TCVIX's -41.89%.
TCVIX currently has the higher Sharpe Ratio (1.70 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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