TSEL vs. QLC
TSEL (Touchstone Sands Capital US Select Growth ETF) and QLC (FlexShares US Quality Large Cap Index Fund) are both exchange-traded funds - TSEL is a Large Cap Growth Equities fund actively managed by Touchstone, while QLC is a Quality Factor fund tracking the Northern Trust Quality Large Cap Index. TSEL is actively managed, while QLC is passively managed. Over the past year, TSEL returned -2.29% vs 27.93% for QLC. Their 0.79 correlation means they have sometimes moved together and sometimes differently. TSEL charges 0.67%/yr vs 0.25%/yr for QLC.
Performance
TSEL vs. QLC - Performance Comparison
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Returns By Period
In the year-to-date period, TSEL achieves a -2.19% return, which is significantly lower than QLC's 12.15% return.
TSEL
- 1D
- 0.86%
- 1M
- -2.77%
- 6M
- 2.42%
- YTD
- -2.19%
- 1Y
- -2.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.22%
QLC
- 1D
- 0.57%
- 1M
- 0.79%
- 6M
- 10.38%
- YTD
- 12.15%
- 1Y
- 27.93%
- 3Y*
- 22.63%
- 5Y*
- 14.50%
- 10Y*
- 14.56%
- ALL TIME*
- 14.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.08M | $4.38M | $3.69M | |
| $148.20K | $176.52K | $1.25M |
TSEL vs. QLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSEL Touchstone Sands Capital US Select Growth ETF | -2.19% | 12.41% |
QLC FlexShares US Quality Large Cap Index Fund | 12.15% | 23.48% |
Correlation
The correlation between TSEL and QLC is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | 0.79 |
The correlation between TSEL and QLC has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.
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Return for Risk
TSEL vs. QLC — Risk / Return Rank
TSEL
QLC
TSEL vs. QLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and FlexShares US Quality Large Cap Index Fund (QLC). 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.
| TSEL | QLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.35 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.96 | -3.18 |
| Martin ratioReturn relative to average drawdown | -0.51 | 13.19 | -13.71 |
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Drawdowns
TSEL vs. QLC - Drawdown Comparison
The maximum TSEL drawdown since its inception was -28.95%, smaller than the maximum QLC drawdown of -35.86%. Use the drawdown chart below to compare losses from any high point for TSEL and QLC.
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Drawdown Indicators
| TSEL | QLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.95% | -35.86% | +6.91% |
Max Drawdown (1Y)Largest decline over 1 year | -23.47% | -8.84% | -14.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.86% | — |
Current DrawdownCurrent decline from peak | -10.40% | -0.91% | -9.49% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -4.49% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 1.98% | +8.04% |
Volatility
TSEL vs. QLC - Volatility Comparison
Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 8.21% compared to FlexShares US Quality Large Cap Index Fund (QLC) at 3.35%. This indicates that TSEL's price experiences larger fluctuations and is considered to be riskier than QLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSEL | QLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 3.35% | +4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 18.23% | 10.33% | +7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.63% | 13.24% | +9.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.02% | 16.91% | +10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.02% | 18.40% | +8.62% |
TSEL vs. QLC - Expense Ratio Comparison
TSEL has a 0.67% expense ratio, which is higher than QLC's 0.25% expense ratio.
Dividends
TSEL vs. QLC - Dividend Comparison
TSEL has not paid dividends to shareholders, while QLC's dividend yield for the trailing twelve months is around 0.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QLC FlexShares US Quality Large Cap Index Fund | 0.93% | 0.94% | 1.03% | 1.26% | 1.46% | 0.96% | 1.40% | 1.91% | 1.82% | 1.29% | 1.80% | 0.64% |
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 QLC have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSEL has higher volatility (8.21%) compared to QLC (3.35%). In terms of maximum drawdown, TSEL dropped -28.95% vs QLC's -35.86%.
On 1-year performance, QLC leads with 27.93% vs -2.29% for TSEL. On fees, QLC is cheaper at 0.25% per year. On volatility, QLC has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, QLC has performed better with a 27.93% return vs -2.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QLC is cheaper with a 0.25% expense ratio, compared with 0.67% for TSEL.
QLC has the higher dividend yield at 0.93%, compared with 0.00% for TSEL.
TSEL is categorized as Large Cap Growth Equities, while QLC is Quality Factor. They also come from different issuers: Touchstone and Northern Trust. Their fees differ too: 0.67% for TSEL and 0.25% for QLC.
QLC currently has the higher Sharpe Ratio (1.98 vs -0.23), 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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