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TSFIX vs. PTSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSFIX vs. PTSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Small Cap Fund (TSFIX) and Touchstone Sands Capital Select Growth Fund (PTSGX). The values are adjusted to include any dividend payments, if applicable.

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TSFIX vs. PTSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSFIX
Touchstone Small Cap Fund
-3.86%5.89%11.13%20.89%-9.70%20.04%10.34%39.71%-9.59%6.27%
PTSGX
Touchstone Sands Capital Select Growth Fund
-17.27%15.27%23.79%51.60%-50.56%3.76%68.92%67.10%5.80%34.42%

Returns By Period

In the year-to-date period, TSFIX achieves a -3.86% return, which is significantly higher than PTSGX's -17.27% return. Over the past 10 years, TSFIX has underperformed PTSGX with an annualized return of 8.94%, while PTSGX has yielded a comparatively higher 13.95% annualized return.


TSFIX

1D
-0.07%
1M
-6.42%
YTD
-3.86%
6M
-1.46%
1Y
9.59%
3Y*
8.38%
5Y*
6.09%
10Y*
8.94%

PTSGX

1D
-0.60%
1M
-9.32%
YTD
-17.27%
6M
-22.20%
1Y
5.42%
3Y*
15.00%
5Y*
-1.15%
10Y*
13.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSFIX vs. PTSGX - Expense Ratio Comparison

TSFIX has a 0.94% expense ratio, which is lower than PTSGX's 1.16% expense ratio.


Return for Risk

TSFIX vs. PTSGX — Risk / Return Rank

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

TSFIX
TSFIX Risk / Return Rank: 2121
Overall Rank
TSFIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TSFIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TSFIX Omega Ratio Rank: 1919
Omega Ratio Rank
TSFIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TSFIX Martin Ratio Rank: 2121
Martin Ratio Rank

PTSGX
PTSGX Risk / Return Rank: 88
Overall Rank
PTSGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PTSGX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PTSGX Omega Ratio Rank: 99
Omega Ratio Rank
PTSGX Calmar Ratio Rank: 77
Calmar Ratio Rank
PTSGX Martin Ratio Rank: 77
Martin Ratio Rank
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.

TSFIX vs. PTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Small Cap Fund (TSFIX) and Touchstone Sands Capital Select Growth Fund (PTSGX). 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.


TSFIXPTSGXDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.17

+0.30

Sortino ratio

Return per unit of downside risk

0.91

0.43

+0.48

Omega ratio

Gain probability vs. loss probability

1.11

1.06

+0.06

Calmar ratio

Return relative to maximum drawdown

0.62

0.06

+0.56

Martin ratio

Return relative to average drawdown

2.24

0.17

+2.07

TSFIX vs. PTSGX - Sharpe Ratio Comparison

The current TSFIX Sharpe Ratio is 0.47, which is higher than the PTSGX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of TSFIX and PTSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSFIXPTSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.17

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.04

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.48

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.34

+0.16

Correlation

The correlation between TSFIX and PTSGX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TSFIX vs. PTSGX - Dividend Comparison

TSFIX's dividend yield for the trailing twelve months is around 6.10%, more than PTSGX's 0.79% yield.


TTM20252024202320222021202020192018201720162015
TSFIX
Touchstone Small Cap Fund
6.10%5.87%1.43%3.37%1.89%13.31%2.52%18.54%32.83%22.85%0.37%13.55%
PTSGX
Touchstone Sands Capital Select Growth Fund
0.79%0.66%0.00%0.00%0.00%12.67%10.05%39.46%34.95%24.32%16.89%9.33%

Drawdowns

TSFIX vs. PTSGX - Drawdown Comparison

The maximum TSFIX drawdown since its inception was -39.00%, smaller than the maximum PTSGX drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for TSFIX and PTSGX.


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Drawdown Indicators


TSFIXPTSGXDifference

Max Drawdown

Largest peak-to-trough decline

-39.00%

-60.33%

+21.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-24.16%

+11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

-60.07%

+31.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.00%

-60.07%

+21.07%

Current Drawdown

Current decline from peak

-8.92%

-24.61%

+15.69%

Average Drawdown

Average peak-to-trough decline

-6.95%

-15.86%

+8.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

8.36%

-4.72%

Volatility

TSFIX vs. PTSGX - Volatility Comparison

The current volatility for Touchstone Small Cap Fund (TSFIX) is 4.28%, while Touchstone Sands Capital Select Growth Fund (PTSGX) has a volatility of 6.72%. This indicates that TSFIX experiences smaller price fluctuations and is considered to be less risky than PTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSFIXPTSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

6.72%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

15.92%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

21.82%

26.06%

-4.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.78%

30.99%

-10.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

28.90%

-7.16%