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TSEL vs. TLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. TLG - 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 Large Company Growth ETF (TLG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TSEL

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

TLG

1D
-2.41%
1M
-2.37%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. TLG - Yearly Performance Comparison


Correlation

The correlation between TSEL and TLG is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.90

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Return for Risk

TSEL vs. TLG — Risk / Return Rank

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

TSEL
TSEL Risk / Return Rank: 99
Overall Rank
TSEL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 99
Sortino Ratio Rank
TSEL Omega Ratio Rank: 88
Omega Ratio Rank
TSEL Calmar Ratio Rank: 99
Calmar Ratio Rank
TSEL Martin Ratio Rank: 99
Martin Ratio Rank

TLG

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

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. TLG - 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 Large Company Growth ETF (TLG). 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.


TSELTLGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.00

Calmar ratioReturn relative to maximum drawdown

-0.08

Martin ratioReturn relative to average drawdown

-0.19

TSEL vs. TLG - Sharpe Ratio Comparison


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Drawdowns

TSEL vs. TLG - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, which is greater than TLG's maximum drawdown of -9.38%. Use the drawdown chart below to compare losses from any high point for TSEL and TLG.


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Drawdown Indicators


TSELTLGDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-9.38%

-19.57%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

Current Drawdown

Current decline from peak

-9.74%

-7.33%

-2.41%

Average Drawdown

Average peak-to-trough decline

-8.13%

-3.16%

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.75%

Volatility

TSEL vs. TLG - Volatility Comparison


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Volatility by Period


TSELTLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

Volatility (1Y)

Calculated over the trailing 1-year period

22.02%

23.11%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.00%

23.11%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.00%

23.11%

+3.89%

TSEL vs. TLG - Expense Ratio Comparison

Both TSEL and TLG have an expense ratio of 0.67%.


Dividends

TSEL vs. TLG - Dividend Comparison

Neither TSEL nor TLG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, TSEL and TLG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.67% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TSEL and TLG have the same expense ratio: 0.67% per year.

TSEL and TLG have nearly identical dividend yields, around 0.00%.

Portfolio Optimizer

Find the right allocation for TSEL and TLG

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

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