TSEL vs. TDI

Last updated Jul 17, 2026

TSEL (Touchstone Sands Capital US Select Growth ETF) and TDI (Touchstone Dynamic International ETF) are both exchange-traded funds - TSEL is a Large Cap Growth Equities fund actively managed by Touchstone, while TDI is a Foreign Large Cap Equities fund actively managed by Touchstone. Both are actively managed. Over the past year, TSEL returned -1.89% vs 33.89% for TDI. A 0.58 correlation means they provide meaningful diversification when combined. TSEL charges 0.67%/yr vs 0.65%/yr for TDI.

Performance

TSEL vs. TDI - Performance Comparison

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

Returns By Period

In the year-to-date period, TSEL achieves a -1.47% return, which is significantly lower than TDI's 14.68% return.

TSEL

• 1D: -3.25%
• 1M: -4.75%
• 6M: -0.17%
• YTD: -1.47%
• 1Y: -1.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TDI

• 1D: -1.38%
• 1M: -2.88%
• 6M: 8.27%
• YTD: 14.68%
• 1Y: 33.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSEL vs. TDI - Yearly Performance Comparison

	2026 (YTD)	2025
TSEL Touchstone Sands Capital US Select Growth ETF	-1.47%	12.41%
TDI Touchstone Dynamic International ETF	14.68%	43.49%

Correlation

The correlation between TSEL and TDI is 0.60, 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	0.60
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.58

The correlation between TSEL and TDI has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.

Return for Risk

TSEL vs. TDI — Risk / Return Rank

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

TSEL

TSEL Risk / Return Rank: 9
TSEL Sharpe Ratio Rank: 9
TSEL Sortino Ratio Rank: 9
TSEL Omega Ratio Rank: 8
TSEL Calmar Ratio Rank: 9
TSEL Martin Ratio Rank: 9

TDI

TDI Risk / Return Rank: 69
TDI Sharpe Ratio Rank: 70
TDI Sortino Ratio Rank: 65
TDI Omega Ratio Rank: 68
TDI Calmar Ratio Rank: 70
TDI Martin Ratio Rank: 72

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. TDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and Touchstone Dynamic International ETF (TDI). 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	TDI	Difference
Sharpe ratio: Return per unit of total volatility	-0.09	1.80	-1.89
Sortino ratio: Return per unit of downside risk	0.03	2.40	-2.37
Omega ratio: Gain probability vs. loss probability	1.00	1.32	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.08	2.82	-2.90
Martin ratio: Return relative to average drawdown	-0.19	10.40	-10.60

TSEL vs. TDI - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is -0.09, which is lower than the TDI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of TSEL and TDI, 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. TDI - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, which is greater than TDI's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for TSEL and TDI.

Drawdown Indicators

	TSEL	TDI	Difference
Max Drawdown Largest peak-to-trough decline	-28.95%	-14.99%	-13.96%
Max Drawdown (1Y) Largest decline over 1 year	-23.47%	-12.09%	-11.38%
Current Drawdown Current decline from peak	-9.74%	-4.54%	-5.20%
Average Drawdown Average peak-to-trough decline	-8.13%	-2.26%	-5.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.75%	3.27%	+6.48%

Volatility

TSEL vs. TDI - Volatility Comparison

Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 8.31% compared to Touchstone Dynamic International ETF (TDI) at 5.81%. This indicates that TSEL's price experiences larger fluctuations and is considered to be riskier than TDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSEL	TDI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.31%	5.81%	+2.50%
Volatility (6M) Calculated over the trailing 6-month period	17.80%	16.74%	+1.06%
Volatility (1Y) Calculated over the trailing 1-year period	22.02%	18.92%	+3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.00%	17.27%	+9.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.00%	17.27%	+9.73%

TSEL vs. TDI - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than TDI's 0.65% expense ratio.

Dividends

TSEL vs. TDI - Dividend Comparison

TSEL has not paid dividends to shareholders, while TDI's dividend yield for the trailing twelve months is around 1.69%.

Position	TTM	2025	2024	2023
TDI Touchstone Dynamic International ETF	1.69%	1.94%	3.39%	0.40%
TSEL Touchstone Sands Capital US Select Growth ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TSEL and TDI in my portfolio?

TSEL and TDI have a correlation of 0.60, 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 TDI?

TSEL has higher volatility (8.31%) compared to TDI (5.81%). In terms of maximum drawdown, TSEL dropped -28.95% vs TDI's -14.99%.

Which ETF is better, TSEL or TDI?

On 1-year performance, TDI leads with 33.89% vs -1.89% for TSEL. On fees, TDI is cheaper at 0.65% per year. On volatility, TDI has been the lower-risk option at 5.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TSEL or TDI?

Over the 1-year period, TDI has performed better with a 33.89% return vs -1.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TSEL or TDI?

TDI is cheaper with a 0.65% expense ratio, compared with 0.67% for TSEL.

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

TDI has the higher dividend yield at 1.69%, compared with 0.00% for TSEL.

What is the main difference between TSEL and TDI?

TSEL is categorized as Large Cap Growth Equities, while TDI is Foreign Large Cap Equities. Their fees differ too: 0.67% for TSEL and 0.65% for TDI.

Which has better risk-adjusted returns?

TDI currently has the higher Sharpe Ratio (1.80 vs -0.09), 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.