TPYAX vs. TEGAX
TPYAX (Touchstone International ESG Equity Fund) and TEGAX (Touchstone Mid Cap Growth Fund) are both mutual funds - TPYAX is a Foreign Large Cap Equities fund managed by Touchstone, while TEGAX is a Mid Cap Growth Equities fund managed by Touchstone. Over the past 10 years, TPYAX returned 9.07%/yr vs 13.31%/yr for TEGAX. Their correlation of 0.82 means they have usually moved in the same direction. TPYAX charges 1.17%/yr vs 1.21%/yr for TEGAX.
Performance
TPYAX vs. TEGAX - 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 TEGAX's 10.78% return. Over the past 10 years, TPYAX has underperformed TEGAX with an annualized return of 9.07%, while TEGAX has yielded a comparatively higher 13.31% 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%
TEGAX
- 1D
- 0.61%
- 1M
- -3.47%
- 6M
- 10.45%
- YTD
- 10.78%
- 1Y
- 11.08%
- 3Y*
- 13.83%
- 5Y*
- 6.06%
- 10Y*
- 13.31%
- ALL TIME*
- 12.90%
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. TEGAX - 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% |
TEGAX Touchstone Mid Cap Growth Fund | 10.78% | 9.28% | 15.99% | 24.20% | -26.18% | 15.51% | 27.10% | 53.26% | -3.71% | 24.17% |
Correlation
The correlation between TPYAX and TEGAX is 0.77, 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. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2007 | 0.82 |
The correlation between TPYAX and TEGAX has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
TPYAX vs. TEGAX — Risk / Return Rank
TPYAX
TEGAX
TPYAX vs. TEGAX - 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 Growth Fund (TEGAX). 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 | TEGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.09 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.74 | -1.01 |
| Martin ratioReturn relative to average drawdown | -0.62 | 2.22 | -2.84 |
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Drawdowns
TPYAX vs. TEGAX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, which is greater than TEGAX's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for TPYAX and TEGAX.
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Drawdown Indicators
| TPYAX | TEGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -53.30% | -4.00% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -10.89% | -12.65% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -27.79% | +4.01% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -41.38% | +5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -41.38% | +5.24% |
Current DrawdownCurrent decline from peak | -9.33% | -5.22% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -9.20% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 3.67% | +6.21% |
Volatility
TPYAX vs. TEGAX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 5.63% compared to Touchstone Mid Cap Growth Fund (TEGAX) at 3.86%. This indicates that TPYAX's price experiences larger fluctuations and is considered to be riskier than TEGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | TEGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 3.86% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 14.89% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 18.30% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 25.14% | -5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 23.21% | -2.65% |
TPYAX vs. TEGAX - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is lower than TEGAX's 1.21% expense ratio.
Dividends
TPYAX vs. TEGAX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.08%, less than TEGAX's 10.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEGAX Touchstone Mid Cap Growth Fund | 10.29% | 11.40% | 2.97% | 0.00% | 2.69% | 16.97% | 6.67% | 13.97% | 8.53% | 10.06% | 2.59% | 8.72% |
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 TEGAX have a correlation of 0.77, 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 TEGAX (3.86%). In terms of maximum drawdown, TPYAX dropped -57.30% vs TEGAX's -53.30%.
TEGAX currently has the higher Sharpe Ratio (0.44 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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