TPYAX vs. VOO
Compare and contrast key facts about Touchstone International ESG Equity Fund (TPYAX) and Vanguard S&P 500 ETF (VOO).
TPYAX is managed by Touchstone. It was launched on Dec 3, 2007. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
TPYAX vs. VOO - Performance Comparison
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TPYAX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | -17.11% | 9.60% | 8.17% | 23.62% | -20.81% | 10.68% | 12.71% | 60.58% | -9.40% | 12.15% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, TPYAX achieves a -17.11% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, TPYAX has underperformed VOO with an annualized return of 8.21%, while VOO has yielded a comparatively higher 14.05% annualized return.
TPYAX
- 1D
- -0.42%
- 1M
- -15.04%
- YTD
- -17.11%
- 6M
- -21.02%
- 1Y
- -10.40%
- 3Y*
- 3.92%
- 5Y*
- 0.15%
- 10Y*
- 8.21%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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TPYAX vs. VOO - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is higher than VOO's 0.03% expense ratio.
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.
| TPYAX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.58 | 0.98 | -1.56 |
Sortino ratioReturn per unit of downside risk | -0.71 | 1.50 | -2.20 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.23 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.53 | -2.09 |
Martin ratioReturn relative to average drawdown | -1.80 | 7.29 | -9.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TPYAX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 0.98 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.70 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.78 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.83 | -0.56 |
Correlation
The correlation between TPYAX and VOO is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TPYAX vs. VOO - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.28%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | 1.28% | 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 | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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 | -23.78% | -11.98% | -11.80% |
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 | -23.78% | -6.29% | -17.49% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -3.72% | -8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 2.52% | +4.83% |
Volatility
TPYAX vs. VOO - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 7.67% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. 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 | 7.67% | 5.29% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 9.44% | +4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.03% | 18.10% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 16.82% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 17.99% | +2.20% |