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TQPAX vs. TEGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQPAX vs. TEGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Strategic Income Opportunities Fund (TQPAX) and Touchstone Mid Cap Growth Fund (TEGAX). The values are adjusted to include any dividend payments, if applicable.

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TQPAX vs. TEGAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TQPAX
Touchstone Strategic Income Opportunities Fund
-0.09%8.97%7.26%8.37%-9.86%-0.64%
TEGAX
Touchstone Mid Cap Growth Fund
-2.28%9.28%15.99%24.20%-26.18%10.04%

Returns By Period

In the year-to-date period, TQPAX achieves a -0.09% return, which is significantly higher than TEGAX's -2.28% return.


TQPAX

1D
0.31%
1M
-1.40%
YTD
-0.09%
6M
1.38%
1Y
6.04%
3Y*
7.38%
5Y*
10Y*

TEGAX

1D
3.68%
1M
-6.91%
YTD
-2.28%
6M
-4.83%
1Y
16.91%
3Y*
12.58%
5Y*
5.34%
10Y*
12.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TQPAX vs. TEGAX - Expense Ratio Comparison

TQPAX has a 1.00% expense ratio, which is lower than TEGAX's 1.21% expense ratio.


Return for Risk

TQPAX vs. TEGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TQPAX
TQPAX Risk / Return Rank: 8484
Overall Rank
TQPAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TQPAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TQPAX Omega Ratio Rank: 8080
Omega Ratio Rank
TQPAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
TQPAX Martin Ratio Rank: 8787
Martin Ratio Rank

TEGAX
TEGAX Risk / Return Rank: 3434
Overall Rank
TEGAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TEGAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TEGAX Omega Ratio Rank: 2828
Omega Ratio Rank
TEGAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
TEGAX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TQPAX vs. TEGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Strategic Income Opportunities Fund (TQPAX) and Touchstone Mid Cap Growth Fund (TEGAX). 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.


TQPAXTEGAXDifference

Sharpe ratio

Return per unit of total volatility

1.63

0.76

+0.87

Sortino ratio

Return per unit of downside risk

2.37

1.23

+1.15

Omega ratio

Gain probability vs. loss probability

1.34

1.16

+0.17

Calmar ratio

Return relative to maximum drawdown

2.70

1.27

+1.43

Martin ratio

Return relative to average drawdown

10.12

4.56

+5.56

TQPAX vs. TEGAX - Sharpe Ratio Comparison

The current TQPAX Sharpe Ratio is 1.63, which is higher than the TEGAX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of TQPAX and TEGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TQPAXTEGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.76

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.58

-0.05

Correlation

The correlation between TQPAX and TEGAX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TQPAX vs. TEGAX - Dividend Comparison

TQPAX's dividend yield for the trailing twelve months is around 4.64%, less than TEGAX's 11.67% yield.


TTM20252024202320222021202020192018201720162015
TQPAX
Touchstone Strategic Income Opportunities Fund
4.64%4.20%4.43%4.95%4.02%1.09%0.00%0.00%0.00%0.00%0.00%0.00%
TEGAX
Touchstone Mid Cap Growth Fund
11.67%11.40%2.97%0.00%2.69%16.97%6.67%13.97%8.53%10.06%2.59%8.72%

Drawdowns

TQPAX vs. TEGAX - Drawdown Comparison

The maximum TQPAX drawdown since its inception was -16.94%, smaller than the maximum TEGAX drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for TQPAX and TEGAX.


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Drawdown Indicators


TQPAXTEGAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.94%

-53.30%

+36.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-13.74%

+11.26%

Max Drawdown (5Y)

Largest decline over 5 years

-41.38%

Max Drawdown (10Y)

Largest decline over 10 years

-41.38%

Current Drawdown

Current decline from peak

-1.70%

-7.61%

+5.91%

Average Drawdown

Average peak-to-trough decline

-4.50%

-9.27%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

3.84%

-3.18%

Volatility

TQPAX vs. TEGAX - Volatility Comparison

The current volatility for Touchstone Strategic Income Opportunities Fund (TQPAX) is 1.36%, while Touchstone Mid Cap Growth Fund (TEGAX) has a volatility of 7.35%. This indicates that TQPAX experiences smaller price fluctuations and is considered to be less risky than TEGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQPAXTEGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

7.35%

-5.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

13.39%

-10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

23.95%

-19.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

24.93%

-19.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

23.12%

-17.95%