TSEL vs. SCHG

Last updated Jun 24, 2026

TSEL (Touchstone Sands Capital US Select Growth ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds. TSEL is actively managed, while SCHG is passively managed. Over the past year, TSEL returned 5.74% vs 17.91% for SCHG. Their correlation of 0.90 suggests significant overlap in exposure. TSEL charges 0.67%/yr vs 0.04%/yr for SCHG.

Performance

TSEL vs. SCHG - Performance Comparison

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

Returns By Period

In the year-to-date period, TSEL achieves a 0.87% return, which is significantly lower than SCHG's 1.35% return.

TSEL

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

SCHG

• 1D: -1.37%
• 1M: -3.93%
• YTD: 1.35%
• 6M: 0.09%
• 1Y: 17.91%
• 3Y*: 22.13%
• 5Y*: 13.27%
• 10Y*: 18.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025
TSEL Touchstone Sands Capital US Select Growth ETF	0.87%	12.41%
SCHG Schwab U.S. Large-Cap Growth ETF	1.35%	17.63%

Correlation

The correlation between TSEL and SCHG is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.90

The correlation between TSEL and SCHG has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

Return for Risk

TSEL vs. SCHG — Risk / Return Rank

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

TSEL

TSEL Risk / Return Rank: 12
TSEL Sharpe Ratio Rank: 13
TSEL Sortino Ratio Rank: 12
TSEL Omega Ratio Rank: 12
TSEL Calmar Ratio Rank: 11
TSEL Martin Ratio Rank: 11

SCHG

SCHG Risk / Return Rank: 28
SCHG Sharpe Ratio Rank: 31
SCHG Sortino Ratio Rank: 30
SCHG Omega Ratio Rank: 30
SCHG Calmar Ratio Rank: 23
SCHG Martin Ratio Rank: 27

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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	0.27	1.11	-0.84
Sortino ratio: Return per unit of downside risk	0.50	1.56	-1.06
Omega ratio: Gain probability vs. loss probability	1.06	1.20	-0.14
Calmar ratio: Return relative to maximum drawdown	0.25	1.10	-0.85
Martin ratio: Return relative to average drawdown	0.60	3.58	-2.98

TSEL vs. SCHG - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is 0.27, which is lower than the SCHG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of TSEL and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TSEL vs. SCHG - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TSEL and SCHG.

Drawdown Indicators

	TSEL	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-28.95%	-34.59%	+5.64%
Max Drawdown (1Y) Largest decline over 1 year	-23.47%	-16.41%	-7.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-7.60%	-6.46%	-1.14%
Average Drawdown Average peak-to-trough decline	-8.18%	-5.20%	-2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.58%	5.02%	+4.56%

Volatility

TSEL vs. SCHG - Volatility Comparison

Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 8.25% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.91%. This indicates that TSEL's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSEL	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.25%	5.91%	+2.34%
Volatility (6M) Calculated over the trailing 6-month period	16.76%	12.52%	+4.24%
Volatility (1Y) Calculated over the trailing 1-year period	21.47%	16.24%	+5.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.98%	22.38%	+4.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.98%	21.58%	+5.40%

TSEL vs. SCHG - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

TSEL vs. SCHG - Dividend Comparison

TSEL has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
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

Can I hold both TSEL and SCHG in my portfolio?

TSEL and SCHG have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TSEL or SCHG?

TSEL has higher volatility (8.25%) compared to SCHG (5.91%). In terms of maximum drawdown, TSEL dropped -28.95% vs SCHG's -34.59%.

Which ETF is better, TSEL or SCHG?

On 1-year performance, SCHG leads with 17.91% vs 5.74% for TSEL. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TSEL or SCHG?

Over the 1-year period, SCHG has performed better with a 17.91% return vs 5.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TSEL or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.67% for TSEL.

Which ETF pays a higher dividend yield, TSEL or SCHG?

SCHG has the higher dividend yield at 0.38%, compared with 0.00% for TSEL.

What is the main difference between TSEL and SCHG?

They also come from different issuers: Touchstone and Charles Schwab. Their fees differ too: 0.67% for TSEL and 0.04% for SCHG.

Which has better risk-adjusted returns?

SCHG currently has the higher Sharpe Ratio (1.11 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.