TSDOX vs. TVLYX
Compare and contrast key facts about Touchstone Ultra Short Duration Fixed Income Fund (TSDOX) and Touchstone Value Fund (TVLYX).
TSDOX is managed by Touchstone. It was launched on Mar 1, 1994. TVLYX is managed by Touchstone. It was launched on Sep 10, 1998.
Performance
TSDOX vs. TVLYX - Performance Comparison
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TSDOX vs. TVLYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSDOX Touchstone Ultra Short Duration Fixed Income Fund | 0.51% | 4.73% | 6.87% | 5.75% | -0.37% | 0.20% | 1.25% | 3.07% | 1.63% | 1.32% |
TVLYX Touchstone Value Fund | -0.73% | 11.57% | 17.97% | 11.03% | -2.66% | 24.71% | 3.44% | 32.68% | -5.49% | 14.27% |
Returns By Period
In the year-to-date period, TSDOX achieves a 0.51% return, which is significantly higher than TVLYX's -0.73% return. Over the past 10 years, TSDOX has underperformed TVLYX with an annualized return of 2.58%, while TVLYX has yielded a comparatively higher 11.52% annualized return.
TSDOX
- 1D
- 0.00%
- 1M
- -0.22%
- YTD
- 0.51%
- 6M
- 1.54%
- 1Y
- 3.96%
- 3Y*
- 5.60%
- 5Y*
- 3.45%
- 10Y*
- 2.58%
TVLYX
- 1D
- 2.40%
- 1M
- -4.89%
- YTD
- -0.73%
- 6M
- 1.36%
- 1Y
- 12.20%
- 3Y*
- 14.26%
- 5Y*
- 9.06%
- 10Y*
- 11.52%
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TSDOX vs. TVLYX - Expense Ratio Comparison
TSDOX has a 0.69% expense ratio, which is lower than TVLYX's 0.83% expense ratio.
Return for Risk
TSDOX vs. TVLYX — Risk / Return Rank
TSDOX
TVLYX
TSDOX vs. TVLYX - 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 Value Fund (TVLYX). 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.
| TSDOX | TVLYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.89 | 0.69 | +2.21 |
Sortino ratioReturn per unit of downside risk | 9.31 | 1.07 | +8.25 |
Omega ratioGain probability vs. loss probability | 3.77 | 1.15 | +2.62 |
Calmar ratioReturn relative to maximum drawdown | 13.29 | 1.04 | +12.25 |
Martin ratioReturn relative to average drawdown | 52.21 | 3.92 | +48.29 |
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
| TSDOX | TVLYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.89 | 0.69 | +2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.60 | 0.54 | +2.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.97 | 0.61 | +1.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.75 | 0.20 | +1.56 |
Correlation
The correlation between TSDOX and TVLYX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TSDOX vs. TVLYX - Dividend Comparison
TSDOX's dividend yield for the trailing twelve months is around 4.10%, less than TVLYX's 13.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSDOX Touchstone Ultra Short Duration Fixed Income Fund | 4.10% | 4.51% | 5.64% | 4.11% | 1.61% | 0.86% | 1.66% | 2.48% | 2.16% | 1.64% | 1.29% | 1.27% |
TVLYX Touchstone Value Fund | 13.94% | 13.90% | 8.65% | 2.35% | 7.51% | 8.66% | 3.18% | 11.69% | 15.18% | 9.32% | 2.37% | 9.27% |
Drawdowns
TSDOX vs. TVLYX - Drawdown Comparison
The maximum TSDOX drawdown since its inception was -5.27%, smaller than the maximum TVLYX drawdown of -80.40%. Use the drawdown chart below to compare losses from any high point for TSDOX and TVLYX.
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Drawdown Indicators
| TSDOX | TVLYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.27% | -80.40% | +75.13% |
Max Drawdown (1Y)Largest decline over 1 year | -0.32% | -12.55% | +12.23% |
Max Drawdown (5Y)Largest decline over 5 years | -1.50% | -19.26% | +17.76% |
Max Drawdown (10Y)Largest decline over 10 years | -5.27% | -40.75% | +35.48% |
Current DrawdownCurrent decline from peak | -0.22% | -6.73% | +6.51% |
Average DrawdownAverage peak-to-trough decline | -0.18% | -25.87% | +25.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 3.34% | -3.26% |
Volatility
TSDOX vs. TVLYX - Volatility Comparison
The current volatility for Touchstone Ultra Short Duration Fixed Income Fund (TSDOX) is 0.15%, while Touchstone Value Fund (TVLYX) has a volatility of 5.22%. This indicates that TSDOX experiences smaller price fluctuations and is considered to be less risky than TVLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSDOX | TVLYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | 5.22% | -5.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.04% | 9.93% | -8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.41% | 18.04% | -16.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.33% | 16.78% | -15.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.31% | 19.08% | -17.77% |