TPYAX vs. TEQAX
TPYAX (Touchstone International ESG Equity Fund) and TEQAX (Touchstone Global ESG Equity Fund) are both Foreign Large Cap Equities funds from Touchstone. Over the past 10 years, TPYAX returned 9.07%/yr vs 11.66%/yr for TEQAX. Their correlation of 0.86 means they have usually moved in the same direction. TPYAX charges 1.17%/yr vs 1.16%/yr for TEQAX.
Performance
TPYAX vs. TEQAX - 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 TEQAX's 12.58% return. Over the past 10 years, TPYAX has underperformed TEQAX with an annualized return of 9.07%, while TEQAX has yielded a comparatively higher 11.66% 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%
TEQAX
- 1D
- 2.72%
- 1M
- 0.44%
- 6M
- 6.21%
- YTD
- 12.58%
- 1Y
- 26.33%
- 3Y*
- 18.74%
- 5Y*
- 10.27%
- 10Y*
- 11.66%
- ALL TIME*
- 9.65%
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. TEQAX - 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% |
TEQAX Touchstone Global ESG Equity Fund | 12.58% | 29.86% | 8.94% | 23.45% | -17.07% | 11.86% | 14.44% | 23.18% | -9.72% | 25.74% |
Correlation
The correlation between TPYAX and TEQAX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2007 | 0.86 |
The correlation between TPYAX and TEQAX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
TPYAX vs. TEQAX — Risk / Return Rank
TPYAX
TEQAX
TPYAX vs. TEQAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and Touchstone Global ESG Equity Fund (TEQAX). 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 | TEQAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.24 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.11 | -2.38 |
| Martin ratioReturn relative to average drawdown | -0.62 | 7.57 | -8.19 |
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Drawdowns
TPYAX vs. TEQAX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, smaller than the maximum TEQAX drawdown of -61.14%. Use the drawdown chart below to compare losses from any high point for TPYAX and TEQAX.
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Drawdown Indicators
| TPYAX | TEQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -61.14% | +3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -11.23% | -12.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -14.29% | -9.49% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -35.95% | -0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -35.95% | -0.19% |
Current DrawdownCurrent decline from peak | -9.33% | -2.30% | -7.03% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -17.71% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 3.13% | +6.75% |
Volatility
TPYAX vs. TEQAX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) and Touchstone Global ESG Equity Fund (TEQAX) have volatilities of 5.63% and 5.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | TEQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 5.83% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 15.56% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 18.03% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 18.90% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 18.25% | +2.31% |
TPYAX vs. TEQAX - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is higher than TEQAX's 1.16% expense ratio.
Dividends
TPYAX vs. TEQAX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.08%, less than TEQAX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQAX Touchstone Global ESG Equity Fund | 3.91% | 4.40% | 3.51% | 1.46% | 7.21% | 12.19% | 0.33% | 3.80% | 10.50% | 13.02% | 0.55% | 51.95% |
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 TEQAX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEQAX has higher volatility (5.83%) compared to TPYAX (5.63%). In terms of maximum drawdown, TPYAX dropped -57.30% vs TEQAX's -61.14%.
TEQAX currently has the higher Sharpe Ratio (1.32 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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