TSFIX vs. TPYAX
TSFIX (Touchstone Small Cap Fund) and TPYAX (Touchstone International ESG Equity Fund) are both mutual funds - TSFIX is a Small Cap Blend Equities fund managed by Touchstone, while TPYAX is a Foreign Large Cap Equities fund managed by Touchstone. Over the past 10 years, TSFIX returned 10.12%/yr vs 9.08%/yr for TPYAX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. TSFIX charges 0.94%/yr vs 1.17%/yr for TPYAX.
Performance
TSFIX vs. TPYAX - Performance Comparison
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Returns By Period
In the year-to-date period, TSFIX achieves a 13.07% return, which is significantly higher than TPYAX's -2.10% return. Over the past 10 years, TSFIX has outperformed TPYAX with an annualized return of 10.12%, while TPYAX has yielded a comparatively lower 9.08% annualized return.
TSFIX
- 1D
- 0.41%
- 1M
- 1.17%
- 6M
- 7.99%
- YTD
- 13.07%
- 1Y
- 19.73%
- 3Y*
- 11.58%
- 5Y*
- 9.37%
- 10Y*
- 10.12%
- ALL TIME*
- 11.22%
TPYAX
- 1D
- -0.71%
- 1M
- -2.89%
- 6M
- 0.24%
- YTD
- -2.10%
- 1Y
- -4.83%
- 3Y*
- 7.19%
- 5Y*
- 2.41%
- 10Y*
- 9.08%
- ALL TIME*
- 6.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TSFIX vs. TPYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSFIX Touchstone Small Cap Fund | 13.07% | 5.89% | 11.13% | 20.89% | -9.70% | 20.04% | 10.34% | 39.71% | -9.59% | 6.27% |
TPYAX Touchstone International ESG Equity Fund | -2.10% | 9.60% | 8.17% | 23.62% | -20.81% | 10.68% | 12.71% | 60.58% | -9.40% | 12.15% |
Correlation
The correlation between TSFIX and TPYAX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2009 | 0.75 |
Over the past year, the correlation between TSFIX and TPYAX has dropped to 0.53 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
TSFIX vs. TPYAX — Risk / Return Rank
TSFIX
TPYAX
TSFIX vs. TPYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Small Cap Fund (TSFIX) and Touchstone International ESG Equity Fund (TPYAX). 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.
| TSFIX | TPYAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.97 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | -0.22 | +2.11 |
| Martin ratioReturn relative to average drawdown | 5.50 | -0.53 | +6.03 |
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Drawdowns
TSFIX vs. TPYAX - Drawdown Comparison
The maximum TSFIX drawdown since its inception was -39.00%, smaller than the maximum TPYAX drawdown of -57.30%. Use the drawdown chart below to compare losses from any high point for TSFIX and TPYAX.
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Drawdown Indicators
| TSFIX | TPYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.00% | -57.30% | +18.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -23.54% | +14.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -23.78% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -36.14% | +7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -39.00% | -36.14% | -2.86% |
Current DrawdownCurrent decline from peak | -1.70% | -9.97% | +8.27% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -11.84% | +4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 9.90% | -6.64% |
Volatility
TSFIX vs. TPYAX - Volatility Comparison
The current volatility for Touchstone Small Cap Fund (TSFIX) is 4.13%, while Touchstone International ESG Equity Fund (TPYAX) has a volatility of 5.57%. This indicates that TSFIX experiences smaller price fluctuations and is considered to be less risky than TPYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSFIX | TPYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 5.57% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 17.42% | -6.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 20.34% | -4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 19.42% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 20.56% | +1.16% |
TSFIX vs. TPYAX - Expense Ratio Comparison
TSFIX has a 0.94% expense ratio, which is lower than TPYAX's 1.17% expense ratio.
Dividends
TSFIX vs. TPYAX - Dividend Comparison
TSFIX's dividend yield for the trailing twelve months is around 0.26%, less than TPYAX's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | 1.09% | 1.06% | 10.22% | 4.12% | 2.32% | 7.13% | 0.34% | 46.57% | 12.62% | 4.31% | 2.46% | 10.29% |
TSFIX Touchstone Small Cap Fund | 0.26% | 5.87% | 1.43% | 3.37% | 1.89% | 13.31% | 2.52% | 18.54% | 32.83% | 22.85% | 0.37% | 13.55% |
Frequently Asked Questions
TSFIX and TPYAX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPYAX has higher volatility (5.57%) compared to TSFIX (4.13%). In terms of maximum drawdown, TSFIX dropped -39.00% vs TPYAX's -57.30%.
TSFIX currently has the higher Sharpe Ratio (1.14 vs -0.26), 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.
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