TSEL vs. FDRR
TSEL (Touchstone Sands Capital US Select Growth ETF) and FDRR (Fidelity Dividend ETF for Rising Rates) are both Large Cap Growth Equities funds. TSEL is actively managed, while FDRR is passively managed. Over the past year, TSEL returned 9.55% vs 31.27% for FDRR. A 0.68 correlation means they provide meaningful diversification when combined. TSEL charges 0.67%/yr vs 0.29%/yr for FDRR.
Performance
TSEL vs. FDRR - Performance Comparison
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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*
- —
TSEL vs. FDRR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSEL Touchstone Sands Capital US Select Growth ETF | 3.62% | 11.16% |
FDRR Fidelity Dividend ETF for Rising Rates | 10.01% | 20.56% |
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
TSEL
FDRR
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.
| TSEL | FDRR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 2.85 | -2.38 |
Sortino ratioReturn per unit of downside risk | 0.76 | 3.96 | -3.20 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.52 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 3.69 | -3.28 |
Martin ratioReturn relative to average drawdown | 1.01 | 15.70 | -14.69 |
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
| TSEL | FDRR | Difference | |
|---|---|---|---|
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
| TSEL | FDRR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.07% | -1.15% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -4.00% | -4.25% |
Ulcer IndexDepth 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
| TSEL | FDRR | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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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