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TSEL vs. AVUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSEL achieves a 4.15% return, which is significantly lower than AVUS's 14.87% return.


TSEL

1D
-0.29%
1M
3.04%
YTD
4.15%
6M
2.65%
1Y
10.32%
3Y*
5Y*
10Y*

AVUS

1D
0.11%
1M
1.87%
YTD
14.87%
6M
14.04%
1Y
32.84%
3Y*
22.02%
5Y*
13.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. AVUS - Yearly Performance Comparison


Correlation

The correlation between TSEL and AVUS is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2025

0.73

The correlation between TSEL and AVUS has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.

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Return for Risk

TSEL vs. AVUS — Risk / Return Rank

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

TSEL
TSEL Risk / Return Rank: 1515
Overall Rank
TSEL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 1515
Sortino Ratio Rank
TSEL Omega Ratio Rank: 1515
Omega Ratio Rank
TSEL Calmar Ratio Rank: 1313
Calmar Ratio Rank
TSEL Martin Ratio Rank: 1313
Martin Ratio Rank

AVUS
AVUS Risk / Return Rank: 8484
Overall Rank
AVUS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AVUS Sortino Ratio Rank: 8383
Sortino Ratio Rank
AVUS Omega Ratio Rank: 8282
Omega Ratio Rank
AVUS Calmar Ratio Rank: 8383
Calmar Ratio Rank
AVUS Martin Ratio Rank: 8989
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.

TSEL vs. AVUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and Avantis U.S. Equity ETF (AVUS). 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.


TSELAVUSDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

1.10

1.47

-0.37

Calmar ratioReturn relative to maximum drawdown

0.44

4.20

-3.76

Martin ratioReturn relative to average drawdown

1.08

18.77

-17.69

TSEL vs. AVUS - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is 0.49, which is lower than the AVUS Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of TSEL and AVUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSEL vs. AVUS - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, smaller than the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for TSEL and AVUS.


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Drawdown Indicators


TSELAVUSDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-37.04%

+8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-7.85%

-15.62%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

Current Drawdown

Current decline from peak

-4.59%

-0.51%

-4.08%

Average Drawdown

Average peak-to-trough decline

-8.18%

-5.06%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.57%

1.75%

+7.82%

Volatility

TSEL vs. AVUS - Volatility Comparison

Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 7.60% compared to Avantis U.S. Equity ETF (AVUS) at 4.50%. This indicates that TSEL's price experiences larger fluctuations and is considered to be riskier than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSELAVUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

4.50%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.55%

9.72%

+6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

21.28%

12.66%

+8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.89%

17.35%

+9.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.89%

20.83%

+6.06%

TSEL vs. AVUS - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than AVUS's 0.15% expense ratio.


Dividends

TSEL vs. AVUS - Dividend Comparison

TSEL has not paid dividends to shareholders, while AVUS's dividend yield for the trailing twelve months is around 1.17%.


PositionTTM2025202420232022202120202019
AVUS
Avantis U.S. Equity ETF
1.17%1.08%1.27%1.41%1.59%1.08%1.19%0.35%
TSEL
Touchstone Sands Capital US Select Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSEL and AVUS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEL has higher volatility (7.60%) compared to AVUS (4.50%). In terms of maximum drawdown, TSEL dropped -28.95% vs AVUS's -37.04%.

On 1-year performance, AVUS leads with 32.84% vs 10.32% for TSEL. On fees, AVUS is cheaper at 0.15% per year. On volatility, AVUS has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AVUS has performed better with a 32.84% return vs 10.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVUS is cheaper with a 0.15% expense ratio, compared with 0.67% for TSEL.

AVUS has the higher dividend yield at 1.17%, compared with 0.00% for TSEL.

TSEL is categorized as Large Cap Growth Equities, while AVUS is Large Cap Blend Equities. They also come from different issuers: Touchstone and Avantis. Their fees differ too: 0.67% for TSEL and 0.15% for AVUS.

AVUS currently has the higher Sharpe Ratio (2.61 vs 0.49), 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.

Portfolio Optimizer

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