TPYAX vs. TSFIX
TPYAX (Touchstone International ESG Equity Fund) and TSFIX (Touchstone Small Cap Fund) are both mutual funds - TPYAX is a Foreign Large Cap Equities fund managed by Touchstone, while TSFIX is a Small Cap Blend Equities fund managed by Touchstone. Over the past 10 years, TPYAX returned 9.07%/yr vs 9.94%/yr for TSFIX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. TPYAX charges 1.17%/yr vs 0.94%/yr for TSFIX.
Performance
TPYAX vs. TSFIX - 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 TSFIX's 12.61% return. Over the past 10 years, TPYAX has underperformed TSFIX with an annualized return of 9.07%, while TSFIX has yielded a comparatively higher 9.94% 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%
TSFIX
- 1D
- -1.54%
- 1M
- 0.76%
- 6M
- 8.78%
- YTD
- 12.61%
- 1Y
- 19.25%
- 3Y*
- 11.40%
- 5Y*
- 9.28%
- 10Y*
- 9.94%
- ALL TIME*
- 11.19%
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. TSFIX - 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% |
TSFIX Touchstone Small Cap Fund | 12.61% | 5.89% | 11.13% | 20.89% | -9.70% | 20.04% | 10.34% | 39.71% | -9.59% | 6.27% |
Correlation
The correlation between TPYAX and TSFIX is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2009 | 0.75 |
Over the past year, the correlation between TPYAX and TSFIX has dropped to 0.53 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
TPYAX vs. TSFIX — Risk / Return Rank
TPYAX
TSFIX
TPYAX vs. TSFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and Touchstone Small Cap Fund (TSFIX). 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 | TSFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.18 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.72 | -1.99 |
| Martin ratioReturn relative to average drawdown | -0.62 | 5.03 | -5.66 |
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Drawdowns
TPYAX vs. TSFIX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, which is greater than TSFIX's maximum drawdown of -39.00%. Use the drawdown chart below to compare losses from any high point for TPYAX and TSFIX.
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Drawdown Indicators
| TPYAX | TSFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -39.00% | -18.30% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -9.54% | -14.00% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -24.76% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -28.30% | -7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -39.00% | +2.86% |
Current DrawdownCurrent decline from peak | -9.33% | -2.10% | -7.23% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -6.85% | -4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 3.27% | +6.61% |
Volatility
TPYAX vs. TSFIX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 5.63% compared to Touchstone Small Cap Fund (TSFIX) at 4.13%. This indicates that TPYAX's price experiences larger fluctuations and is considered to be riskier than TSFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | TSFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 4.13% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 10.64% | +6.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 15.80% | +4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 20.69% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 21.72% | -1.16% |
TPYAX vs. TSFIX - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is higher than TSFIX's 0.94% expense ratio.
Dividends
TPYAX vs. TSFIX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.08%, more than TSFIX's 0.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSFIX Touchstone Small Cap Fund | 0.26% | 5.87% | 1.43% | 3.37% | 1.89% | 13.31% | 2.52% | 18.54% | 32.83% | 22.85% | 0.37% | 13.55% |
Frequently Asked Questions
TPYAX and TSFIX have a correlation of 0.53, 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 TSFIX (4.13%). In terms of maximum drawdown, TPYAX dropped -57.30% vs TSFIX's -39.00%.
TSFIX currently has the higher Sharpe Ratio (1.04 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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