TPYAX vs. TGVFX
TPYAX (Touchstone International ESG Equity Fund) and TGVFX (Touchstone Growth Opportunities Fund) are both mutual funds - TPYAX is a Foreign Large Cap Equities fund managed by Touchstone, while TGVFX is a Large Cap Growth Equities fund managed by Touchstone. Over the past 10 years, TPYAX returned 9.07%/yr vs 18.75%/yr for TGVFX. Their correlation of 0.81 means they have usually moved in the same direction. TPYAX charges 1.17%/yr vs 1.25%/yr for TGVFX.
Performance
TPYAX vs. TGVFX - 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 TGVFX's 1.64% return. Over the past 10 years, TPYAX has underperformed TGVFX with an annualized return of 9.07%, while TGVFX has yielded a comparatively higher 18.75% 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%
TGVFX
- 1D
- 1.09%
- 1M
- -2.10%
- 6M
- 2.65%
- YTD
- 1.64%
- 1Y
- 12.30%
- 3Y*
- 19.57%
- 5Y*
- 11.39%
- 10Y*
- 18.75%
- ALL TIME*
- 11.50%
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. TGVFX - 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% |
TGVFX Touchstone Growth Opportunities Fund | 1.64% | 17.61% | 32.50% | 42.73% | -28.62% | 22.55% | 33.12% | 72.37% | -4.05% | 28.05% |
Correlation
The correlation between TPYAX and TGVFX 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. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2007 | 0.81 |
The correlation between TPYAX and TGVFX has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
TPYAX vs. TGVFX — Risk / Return Rank
TPYAX
TGVFX
TPYAX vs. TGVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and Touchstone Growth Opportunities Fund (TGVFX). 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 | TGVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.12 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.66 | -0.93 |
| Martin ratioReturn relative to average drawdown | -0.62 | 2.08 | -2.70 |
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Drawdowns
TPYAX vs. TGVFX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, smaller than the maximum TGVFX drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for TPYAX and TGVFX.
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Drawdown Indicators
| TPYAX | TGVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -69.41% | +12.11% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -16.01% | -7.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -23.50% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -40.77% | +4.63% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -40.77% | +4.63% |
Current DrawdownCurrent decline from peak | -9.33% | -6.90% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -22.62% | +10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 5.11% | +4.77% |
Volatility
TPYAX vs. TGVFX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 5.63% compared to Touchstone Growth Opportunities Fund (TGVFX) at 4.82%. This indicates that TPYAX's price experiences larger fluctuations and is considered to be riskier than TGVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | TGVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 4.82% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 13.30% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 17.32% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 24.19% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 23.58% | -3.02% |
TPYAX vs. TGVFX - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is lower than TGVFX's 1.25% expense ratio.
Dividends
TPYAX vs. TGVFX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.08%, less than TGVFX's 18.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGVFX Touchstone Growth Opportunities Fund | 18.93% | 19.24% | 6.16% | 2.66% | 2.40% | 17.21% | 10.29% | 34.44% | 11.32% | 9.98% | 3.67% | 10.49% |
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 TGVFX 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 TGVFX (4.82%). In terms of maximum drawdown, TPYAX dropped -57.30% vs TGVFX's -69.41%.
TGVFX currently has the higher Sharpe Ratio (0.61 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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