TSDOX vs. PTSGX
TSDOX (Touchstone Ultra Short Duration Fixed Income Fund) and PTSGX (Touchstone Sands Capital Select Growth Fund) are both mutual funds - TSDOX is a Ultrashort Bond fund managed by Touchstone, while PTSGX is a Large Cap Growth Equities fund managed by Touchstone. Over the past 10 years, TSDOX returned 2.65%/yr vs 15.46%/yr for PTSGX. Their -0.05 correlation means they have often moved in opposite directions in the past. TSDOX charges 0.69%/yr vs 1.16%/yr for PTSGX.
Performance
TSDOX vs. PTSGX - Performance Comparison
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Returns By Period
In the year-to-date period, TSDOX achieves a 1.91% return, which is significantly higher than PTSGX's -1.05% return. Over the past 10 years, TSDOX has underperformed PTSGX with an annualized return of 2.65%, while PTSGX has yielded a comparatively higher 15.46% annualized return.
TSDOX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.47%
- YTD
- 1.91%
- 1Y
- 3.84%
- 3Y*
- 5.48%
- 5Y*
- 3.73%
- 10Y*
- 2.65%
- ALL TIME*
- 2.61%
PTSGX
- 1D
- 0.67%
- 1M
- -3.39%
- 6M
- 3.46%
- YTD
- -1.05%
- 1Y
- -0.91%
- 3Y*
- 15.21%
- 5Y*
- -0.01%
- 10Y*
- 15.46%
- ALL TIME*
- 9.60%
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 |
TSDOX vs. PTSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSDOX Touchstone Ultra Short Duration Fixed Income Fund | 1.91% | 4.73% | 6.87% | 5.75% | -0.37% | 0.20% | 1.25% | 3.07% | 1.63% | 1.32% |
PTSGX Touchstone Sands Capital Select Growth Fund | -1.05% | 15.27% | 23.79% | 51.60% | -50.56% | 3.76% | 68.92% | 67.10% | 5.80% | 34.42% |
Correlation
The correlation between TSDOX and PTSGX is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | -0.05 |
The correlation between TSDOX and PTSGX shifts across timeframes, from -0.05 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TSDOX vs. PTSGX — Risk / Return Rank
TSDOX
PTSGX
TSDOX vs. PTSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Ultra Short Duration Fixed Income Fund (TSDOX) and Touchstone Sands Capital Select Growth Fund (PTSGX). 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.
| TSDOX | PTSGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.94 | ||
| Sortino ratioReturn per unit of downside risk | +7.90 | ||
| Omega ratioGain probability vs. loss probability | 2.94 | 0.99 | +1.95 |
| Calmar ratioReturn relative to maximum drawdown | 17.83 | -0.16 | +17.99 |
| Martin ratioReturn relative to average drawdown | 54.11 | -0.39 | +54.50 |
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Drawdowns
TSDOX vs. PTSGX - Drawdown Comparison
The maximum TSDOX drawdown since its inception was -5.27%, smaller than the maximum PTSGX drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for TSDOX and PTSGX.
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Drawdown Indicators
| TSDOX | PTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.27% | -60.33% | +55.06% |
Max Drawdown (1Y)Largest decline over 1 year | -0.22% | -24.16% | +23.94% |
Max Drawdown (3Y)Largest decline over 3 years | -0.32% | -28.56% | +28.24% |
Max Drawdown (5Y)Largest decline over 5 years | -1.50% | -60.07% | +58.57% |
Max Drawdown (10Y)Largest decline over 10 years | -5.27% | -60.07% | +54.80% |
Current DrawdownCurrent decline from peak | 0.00% | -9.82% | +9.82% |
Average DrawdownAverage peak-to-trough decline | -0.18% | -15.76% | +15.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 9.79% | -9.72% |
Volatility
TSDOX vs. PTSGX - Volatility Comparison
The current volatility for Touchstone Ultra Short Duration Fixed Income Fund (TSDOX) is 0.25%, while Touchstone Sands Capital Select Growth Fund (PTSGX) has a volatility of 7.29%. This indicates that TSDOX experiences smaller price fluctuations and is considered to be less risky than PTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSDOX | PTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.25% | 7.29% | -7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 0.96% | 18.70% | -17.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.44% | 23.03% | -21.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.38% | 31.23% | -29.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.33% | 29.12% | -27.79% |
TSDOX vs. PTSGX - Expense Ratio Comparison
TSDOX has a 0.69% expense ratio, which is lower than PTSGX's 1.16% expense ratio.
Dividends
TSDOX vs. PTSGX - Dividend Comparison
TSDOX's dividend yield for the trailing twelve months is around 3.87%, more than PTSGX's 0.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSGX Touchstone Sands Capital Select Growth Fund | 0.66% | 0.66% | 0.00% | 0.00% | 0.00% | 12.67% | 10.05% | 39.46% | 34.95% | 24.32% | 16.89% | 9.33% |
TSDOX Touchstone Ultra Short Duration Fixed Income Fund | 3.87% | 4.51% | 5.64% | 4.11% | 1.61% | 0.86% | 1.66% | 2.48% | 2.16% | 1.64% | 1.29% | 1.27% |
Frequently Asked Questions
TSDOX and PTSGX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTSGX has higher volatility (7.29%) compared to TSDOX (0.25%). In terms of maximum drawdown, TSDOX dropped -5.27% vs PTSGX's -60.33%.
TSDOX currently has the higher Sharpe Ratio (2.77 vs -0.16), 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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