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TSEL vs. FDRR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. FDRR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) and Fidelity Dividend ETF for Rising Rates (FDRR). 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 3.62% return, which is significantly lower than FDRR's 10.01% return.


TSEL

1D
-1.53%
1M
4.36%
YTD
3.62%
6M
2.58%
1Y
9.55%
3Y*
5Y*
10Y*

FDRR

1D
-0.99%
1M
6.39%
YTD
10.01%
6M
10.38%
1Y
31.27%
3Y*
21.03%
5Y*
12.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. FDRR - Yearly Performance Comparison


Correlation

The correlation between TSEL and FDRR is 0.64, 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

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2025

0.68

The correlation between TSEL and FDRR has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.

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Return for Risk

TSEL vs. FDRR — Risk / Return Rank

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

TSEL
TSEL Risk / Return Rank: 1616
Overall Rank
TSEL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSEL Omega Ratio Rank: 1717
Omega Ratio Rank
TSEL Calmar Ratio Rank: 1414
Calmar Ratio Rank
TSEL Martin Ratio Rank: 1414
Martin Ratio Rank

FDRR
FDRR Risk / Return Rank: 8282
Overall Rank
FDRR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FDRR Sortino Ratio Rank: 8686
Sortino Ratio Rank
FDRR Omega Ratio Rank: 8484
Omega Ratio Rank
FDRR Calmar Ratio Rank: 7373
Calmar Ratio Rank
FDRR Martin Ratio Rank: 7979
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. FDRR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and Fidelity Dividend ETF for Rising Rates (FDRR). 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.


TSELFDRRDifference

Sharpe ratio

Return per unit of total volatility

0.47

2.85

-2.38

Sortino ratio

Return per unit of downside risk

0.76

3.96

-3.20

Omega ratio

Gain probability vs. loss probability

1.09

1.52

-0.43

Calmar ratio

Return relative to maximum drawdown

0.41

3.69

-3.28

Martin ratio

Return relative to average drawdown

1.01

15.70

-14.69

TSEL vs. FDRR - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is 0.47, which is lower than the FDRR Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of TSEL and FDRR, 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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Sharpe Ratios by Period


TSELFDRRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

2.85

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.81

-0.42

Drawdowns

TSEL vs. FDRR - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, smaller than the maximum FDRR drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for TSEL and FDRR.


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Drawdown Indicators


TSELFDRRDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-36.52%

+7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-8.52%

-14.95%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Current Drawdown

Current decline from peak

-5.07%

-1.15%

-3.92%

Average Drawdown

Average peak-to-trough decline

-8.25%

-4.00%

-4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

2.00%

+7.44%

Volatility

TSEL vs. FDRR - Volatility Comparison

Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 4.90% compared to Fidelity Dividend ETF for Rising Rates (FDRR) at 3.08%. This indicates that TSEL's price experiences larger fluctuations and is considered to be riskier than FDRR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSELFDRRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

3.08%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

8.31%

+7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

11.04%

+9.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.78%

15.00%

+11.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.78%

16.88%

+9.90%

TSEL vs. FDRR - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than FDRR's 0.29% expense ratio.


Dividends

TSEL vs. FDRR - Dividend Comparison

TSEL has not paid dividends to shareholders, while FDRR's dividend yield for the trailing twelve months is around 2.10%.


PositionTTM2025202420232022202120202019201820172016
FDRR
Fidelity Dividend ETF for Rising Rates
2.10%2.21%2.61%2.93%2.75%2.09%2.85%2.89%3.20%2.89%0.61%
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%

Frequently Asked Questions


TSEL and FDRR have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEL has higher volatility (4.90%) compared to FDRR (3.08%). In terms of maximum drawdown, TSEL dropped -28.95% vs FDRR's -36.52%.

On 1-year performance, FDRR leads with 31.27% vs 9.55% for TSEL. On fees, FDRR is cheaper at 0.29% per year. On volatility, FDRR has been the lower-risk option at 3.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FDRR has performed better with a 31.27% return vs 9.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDRR is cheaper with a 0.29% expense ratio, compared with 0.67% for TSEL.

FDRR has the higher dividend yield at 2.10%, compared with 0.00% for TSEL.

They also come from different issuers: Touchstone and Fidelity. Their fees differ too: 0.67% for TSEL and 0.29% for FDRR.

FDRR currently has the higher Sharpe Ratio (2.85 vs 0.47), 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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