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TSEL vs. EINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. EINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) and VanEck Energy Income ETF (EINC). 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 0.87% return, which is significantly lower than EINC's 25.97% return.


TSEL

1D
-3.15%
1M
-0.21%
YTD
0.87%
6M
-1.22%
1Y
5.74%
3Y*
5Y*
10Y*

EINC

1D
1.37%
1M
-4.50%
YTD
25.97%
6M
25.98%
1Y
29.82%
3Y*
30.36%
5Y*
21.18%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. EINC - Yearly Performance Comparison


Correlation

The correlation between TSEL and EINC is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

0.09

The correlation between TSEL and EINC shifts across timeframes, from -0.16 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSEL vs. EINC — Risk / Return Rank

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

TSEL
TSEL Risk / Return Rank: 1212
Overall Rank
TSEL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 1212
Sortino Ratio Rank
TSEL Omega Ratio Rank: 1212
Omega Ratio Rank
TSEL Calmar Ratio Rank: 1111
Calmar Ratio Rank
TSEL Martin Ratio Rank: 1111
Martin Ratio Rank

EINC
EINC Risk / Return Rank: 6464
Overall Rank
EINC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EINC Sortino Ratio Rank: 6060
Sortino Ratio Rank
EINC Omega Ratio Rank: 6060
Omega Ratio Rank
EINC Calmar Ratio Rank: 7777
Calmar Ratio Rank
EINC Martin Ratio Rank: 5757
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. EINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and VanEck Energy Income ETF (EINC). 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.


TSELEINCDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.06

1.35

-0.29

Calmar ratioReturn relative to maximum drawdown

0.25

3.80

-3.55

Martin ratioReturn relative to average drawdown

0.60

9.63

-9.03

TSEL vs. EINC - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is 0.27, which is lower than the EINC Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TSEL and EINC, 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. EINC - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, smaller than the maximum EINC drawdown of -87.55%. Use the drawdown chart below to compare losses from any high point for TSEL and EINC.


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Drawdown Indicators


TSELEINCDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-87.55%

+58.60%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-7.89%

-15.58%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

Current Drawdown

Current decline from peak

-7.60%

-4.50%

-3.10%

Average Drawdown

Average peak-to-trough decline

-8.18%

-44.15%

+35.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.58%

3.10%

+6.48%

Volatility

TSEL vs. EINC - Volatility Comparison

Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 8.25% compared to VanEck Energy Income ETF (EINC) at 6.51%. This indicates that TSEL's price experiences larger fluctuations and is considered to be riskier than EINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSELEINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

6.51%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

16.76%

11.88%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

15.10%

+6.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.98%

19.54%

+7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.98%

25.43%

+1.55%

TSEL vs. EINC - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than EINC's 0.45% expense ratio.


Dividends

TSEL vs. EINC - Dividend Comparison

TSEL has not paid dividends to shareholders, while EINC's dividend yield for the trailing twelve months is around 3.51%.


PositionTTM20252024202320222021202020192018201720162015
EINC
VanEck Energy Income ETF
3.51%4.51%3.33%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%
TSEL
Touchstone Sands Capital US Select Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSEL and EINC have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEL has higher volatility (8.25%) compared to EINC (6.51%). In terms of maximum drawdown, TSEL dropped -28.95% vs EINC's -87.55%.

On 1-year performance, EINC leads with 29.82% vs 5.74% for TSEL. On fees, EINC is cheaper at 0.45% per year. On volatility, EINC has been the lower-risk option at 6.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EINC has performed better with a 29.82% return vs 5.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EINC is cheaper with a 0.45% expense ratio, compared with 0.67% for TSEL.

EINC has the higher dividend yield at 3.51%, compared with 0.00% for TSEL.

TSEL is categorized as Large Cap Growth Equities, while EINC is Energy Equities. They also come from different issuers: Touchstone and VanEck. Their fees differ too: 0.67% for TSEL and 0.45% for EINC.

EINC currently has the higher Sharpe Ratio (1.99 vs 0.27), 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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