TSEL vs. TEMX

Last updated Jun 3, 2026

TSEL (Touchstone Sands Capital US Select Growth ETF) and TEMX (Touchstone Sands Capital Emerging Markets ex-China Growth ETF) are both exchange-traded funds - TSEL is a Large Cap Growth Equities fund actively managed by Touchstone, while TEMX is a Emerging Markets Diversified fund actively managed by Touchstone. Both are actively managed. Over the past year, TSEL returned 12.17% vs 44.52% for TEMX. A 0.67 correlation means they provide meaningful diversification when combined. TSEL charges 0.67%/yr vs 0.79%/yr for TEMX.

Performance

TSEL vs. TEMX - 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 Sands Capital Emerging Markets ex-China Growth ETF (TEMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSEL achieves a 5.24% return, which is significantly lower than TEMX's 28.94% return.

TSEL

• 1D: -1.12%
• 1M: 6.14%
• YTD: 5.24%
• 6M: 4.08%
• 1Y: 12.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TEMX

• 1D: -0.17%
• 1M: 11.50%
• YTD: 28.94%
• 6M: 30.99%
• 1Y: 44.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSEL vs. TEMX - Yearly Performance Comparison

	2026 (YTD)	2025
TSEL Touchstone Sands Capital US Select Growth ETF	5.24%	10.66%
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	28.94%	21.46%

Correlation

The correlation between TSEL and TEMX is 0.63, 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	0.63
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.67

The correlation between TSEL and TEMX has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.

Return for Risk

TSEL vs. TEMX — Risk / Return Rank

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

TSEL

TSEL Risk / Return Rank: 17
TSEL Sharpe Ratio Rank: 18
TSEL Sortino Ratio Rank: 17
TSEL Omega Ratio Rank: 18
TSEL Calmar Ratio Rank: 15
TSEL Martin Ratio Rank: 15

TEMX

TEMX Risk / Return Rank: 60
TEMX Sharpe Ratio Rank: 59
TEMX Sortino Ratio Rank: 57
TEMX Omega Ratio Rank: 60
TEMX Calmar Ratio Rank: 60
TEMX Martin Ratio Rank: 65

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. TEMX - 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 Sands Capital Emerging Markets ex-China Growth ETF (TEMX). 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	TEMX	Difference
Sharpe ratio Return per unit of total volatility	0.60	2.05	-1.45
Sortino ratio Return per unit of downside risk	0.92	2.76	-1.84
Omega ratio Gain probability vs. loss probability	1.12	1.38	-0.26
Calmar ratio Return relative to maximum drawdown	0.56	3.04	-2.48
Martin ratio Return relative to average drawdown	1.40	12.02	-10.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSEL vs. TEMX - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is 0.60, which is lower than the TEMX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of TSEL and TEMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TSEL	TEMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	2.05	-1.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	1.88	-1.44

Drawdowns

TSEL vs. TEMX - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, which is greater than TEMX's maximum drawdown of -14.95%. Use the drawdown chart below to compare losses from any high point for TSEL and TEMX.

Drawdown Indicators

	TSEL	TEMX	Difference
Max Drawdown Largest peak-to-trough decline	-28.95%	-14.95%	-14.00%
Max Drawdown (1Y) Largest decline over 1 year	-23.47%	-14.95%	-8.52%
Current Drawdown Current decline from peak	-3.60%	-0.17%	-3.43%
Average Drawdown Average peak-to-trough decline	-8.26%	-2.38%	-5.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.44%	3.78%	+5.66%

Volatility

TSEL vs. TEMX - Volatility Comparison

The current volatility for Touchstone Sands Capital US Select Growth ETF (TSEL) is 4.55%, while Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) has a volatility of 9.65%. This indicates that TSEL experiences smaller price fluctuations and is considered to be less risky than TEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSEL	TEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	9.65%	-5.10%
Volatility (6M) Calculated over the trailing 6-month period	15.57%	19.42%	-3.85%
Volatility (1Y) Calculated over the trailing 1-year period	20.30%	21.84%	-1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.78%	22.78%	+4.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.78%	22.78%	+4.00%

TSEL vs. TEMX - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is lower than TEMX's 0.79% expense ratio.

Dividends

TSEL vs. TEMX - Dividend Comparison

TSEL has not paid dividends to shareholders, while TEMX's dividend yield for the trailing twelve months is around 0.84%.

Position	TTM	2025
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	0.84%	1.08%
TSEL Touchstone Sands Capital US Select Growth ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both TSEL and TEMX in my portfolio?

TSEL and TEMX have a correlation of 0.63, 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 TEMX?

TEMX has higher volatility (9.65%) compared to TSEL (4.55%). In terms of maximum drawdown, TSEL dropped -28.95% vs TEMX's -14.95%.

Which ETF is better, TSEL or TEMX?

On 1-year performance, TEMX leads with 44.52% vs 12.17% for TSEL. On fees, TSEL is cheaper at 0.67% per year. On volatility, TSEL has been the lower-risk option at 4.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TSEL or TEMX?

Over the 1-year period, TEMX has performed better with a 44.52% return vs 12.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TSEL or TEMX?

TSEL is cheaper with a 0.67% expense ratio, compared with 0.79% for TEMX.

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

TEMX has the higher dividend yield at 0.84%, compared with 0.00% for TSEL.

What is the main difference between TSEL and TEMX?

TSEL is categorized as Large Cap Growth Equities, while TEMX is Emerging Markets Diversified. Their fees differ too: 0.67% for TSEL and 0.79% for TEMX.

Which has better risk-adjusted returns?

TEMX currently has the higher Sharpe Ratio (2.05 vs 0.60), 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.