PortfoliosLab logoPortfoliosLab logo
TSEL vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) and SMART Earnings Growth ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TSEL achieves a -2.19% return, which is significantly lower than SGRT's 25.07% return.


TSEL

1D
0.86%
1M
-2.77%
6M
2.42%
YTD
-2.19%
1Y
-2.29%
3Y*
5Y*
10Y*
ALL TIME*
6.22%

SGRT

1D
-0.19%
1M
-7.04%
6M
20.49%
YTD
25.07%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$998.46K$1.36M$2.23M
$148.20K$176.52K$1.25M

TSEL vs. SGRT - Yearly Performance Comparison


Correlation

The correlation between TSEL and SGRT is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.66

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TSEL vs. SGRT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSEL
TSEL Risk / Return Rank: 88
Overall Rank
TSEL Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 88
Sortino Ratio Rank
TSEL Omega Ratio Rank: 88
Omega Ratio Rank
TSEL Calmar Ratio Rank: 88
Calmar Ratio Rank
TSEL Martin Ratio Rank: 88
Martin Ratio Rank

SGRT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TSEL vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and SMART Earnings Growth ETF (SGRT). 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.


TSELSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.98

Calmar ratioReturn relative to maximum drawdown

-0.22

Martin ratioReturn relative to average drawdown

-0.51

TSEL vs. SGRT - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TSEL vs. SGRT - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, which is greater than SGRT's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for TSEL and SGRT.


Loading charts...

Drawdown Indicators


TSELSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-24.98%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

Current Drawdown

Current decline from peak

-10.40%

-18.61%

+8.21%

Average Drawdown

Average peak-to-trough decline

-8.22%

-4.25%

-3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.02%

Volatility

TSEL vs. SGRT - Volatility Comparison


Loading charts...

Volatility by Period


TSELSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

Volatility (6M)

Calculated over the trailing 6-month period

18.23%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

38.93%

-16.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.02%

38.93%

-11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.02%

38.93%

-11.91%

TSEL vs. SGRT - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than SGRT's 0.59% expense ratio.


Dividends

TSEL vs. SGRT - Dividend Comparison

TSEL has not paid dividends to shareholders, while SGRT's dividend yield for the trailing twelve months is around 0.13%.


Frequently Asked Questions


TSEL and SGRT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGRT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGRT is cheaper with a 0.59% expense ratio, compared with 0.67% for TSEL.

SGRT has the higher dividend yield at 0.13%, compared with 0.00% for TSEL.

Their fees differ too: 0.67% for TSEL and 0.59% for SGRT.

Portfolio Optimizer

Find the right allocation for TSEL and SGRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer