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TSEC vs. SPSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSEC vs. SPSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Securitized Income ETF (TSEC) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). The values are adjusted to include any dividend payments, if applicable.

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TSEC vs. SPSB - Yearly Performance Comparison


2026 (YTD)202520242023
TSEC
Touchstone Securitized Income ETF
0.25%7.47%7.62%5.00%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
0.28%5.86%5.25%3.45%

Returns By Period

In the year-to-date period, TSEC achieves a 0.25% return, which is significantly lower than SPSB's 0.28% return.


TSEC

1D
0.19%
1M
-1.09%
YTD
0.25%
6M
2.07%
1Y
5.75%
3Y*
5Y*
10Y*

SPSB

1D
0.17%
1M
-0.48%
YTD
0.28%
6M
1.46%
1Y
4.49%
3Y*
5.17%
5Y*
2.64%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSEC vs. SPSB - Expense Ratio Comparison

TSEC has a 0.40% expense ratio, which is higher than SPSB's 0.07% expense ratio.


Return for Risk

TSEC vs. SPSB — Risk / Return Rank

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

TSEC
TSEC Risk / Return Rank: 9292
Overall Rank
TSEC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TSEC Sortino Ratio Rank: 9292
Sortino Ratio Rank
TSEC Omega Ratio Rank: 9393
Omega Ratio Rank
TSEC Calmar Ratio Rank: 9292
Calmar Ratio Rank
TSEC Martin Ratio Rank: 9292
Martin Ratio Rank

SPSB
SPSB Risk / Return Rank: 9898
Overall Rank
SPSB Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SPSB Sortino Ratio Rank: 9898
Sortino Ratio Rank
SPSB Omega Ratio Rank: 9898
Omega Ratio Rank
SPSB Calmar Ratio Rank: 9797
Calmar Ratio Rank
SPSB Martin Ratio Rank: 9797
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.

TSEC vs. SPSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Securitized Income ETF (TSEC) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). 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.


TSECSPSBDifference

Sharpe ratio

Return per unit of total volatility

1.95

3.01

-1.06

Sortino ratio

Return per unit of downside risk

2.74

4.62

-1.87

Omega ratio

Gain probability vs. loss probability

1.43

1.68

-0.25

Calmar ratio

Return relative to maximum drawdown

3.36

5.22

-1.86

Martin ratio

Return relative to average drawdown

12.85

21.58

-8.73

TSEC vs. SPSB - Sharpe Ratio Comparison

The current TSEC Sharpe Ratio is 1.95, which is lower than the SPSB Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of TSEC and SPSB, 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


TSECSPSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

3.01

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

2.57

0.86

+1.71

Correlation

The correlation between TSEC and SPSB is 0.37, 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

TSEC vs. SPSB - Dividend Comparison

TSEC's dividend yield for the trailing twelve months is around 7.12%, more than SPSB's 4.50% yield.


TTM20252024202320222021202020192018201720162015
TSEC
Touchstone Securitized Income ETF
7.12%6.47%5.83%2.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
4.50%4.55%4.85%4.05%1.92%1.19%1.94%2.77%2.36%1.94%1.65%1.43%

Drawdowns

TSEC vs. SPSB - Drawdown Comparison

The maximum TSEC drawdown since its inception was -1.78%, smaller than the maximum SPSB drawdown of -11.75%. Use the drawdown chart below to compare losses from any high point for TSEC and SPSB.


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Drawdown Indicators


TSECSPSBDifference

Max Drawdown

Largest peak-to-trough decline

-1.78%

-11.75%

+9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

-0.87%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-5.96%

Max Drawdown (10Y)

Largest decline over 10 years

-11.75%

Current Drawdown

Current decline from peak

-1.32%

-0.48%

-0.84%

Average Drawdown

Average peak-to-trough decline

-0.30%

-0.55%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.21%

+0.25%

Volatility

TSEC vs. SPSB - Volatility Comparison

Touchstone Securitized Income ETF (TSEC) has a higher volatility of 1.21% compared to SPDR Portfolio Short Term Corporate Bond ETF (SPSB) at 0.64%. This indicates that TSEC's price experiences larger fluctuations and is considered to be riskier than SPSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSECSPSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

0.64%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

0.87%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

2.97%

1.50%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

1.97%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

3.06%

-0.10%