TPYAX vs. VOO
TPYAX (Touchstone International ESG Equity Fund) and VOO (Vanguard S&P 500 ETF) are both funds - TPYAX is a Foreign Large Cap Equities fund managed by Touchstone, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, TPYAX returned 9.07%/yr vs 15.14%/yr for VOO. Their correlation of 0.85 means they have usually moved in the same direction. TPYAX charges 1.17%/yr vs 0.03%/yr for VOO.
Performance
TPYAX vs. VOO - 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 VOO's 10.16% return. Over the past 10 years, TPYAX has underperformed VOO with an annualized return of 9.07%, while VOO has yielded a comparatively higher 15.14% 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%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.82B | $3.78B | $5.44B |
TPYAX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between TPYAX and VOO is 0.81, 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. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.85 |
The correlation between TPYAX and VOO has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
TPYAX vs. VOO — Risk / Return Rank
TPYAX
VOO
TPYAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.28 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.21 | -2.47 |
| Martin ratioReturn relative to average drawdown | -0.62 | 9.44 | -10.06 |
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Drawdowns
TPYAX vs. VOO - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TPYAX and VOO.
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Drawdown Indicators
| TPYAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -33.99% | -23.31% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -8.90% | -14.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -18.69% | -5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -24.52% | -11.62% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -33.99% | -2.15% |
Current DrawdownCurrent decline from peak | -9.33% | -1.38% | -7.95% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -3.67% | -8.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 2.08% | +7.80% |
Volatility
TPYAX vs. VOO - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 5.63% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that TPYAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 3.54% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 10.10% | +7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 12.82% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 16.93% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 18.01% | +2.55% |
TPYAX vs. VOO - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
TPYAX vs. VOO - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.08%, which matches VOO's 1.07% 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% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
TPYAX and VOO have a correlation of 0.81, 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 VOO (3.54%). In terms of maximum drawdown, TPYAX dropped -57.30% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 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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