TSFIX vs. TSDOX
Compare and contrast key facts about Touchstone Small Cap Fund (TSFIX) and Touchstone Ultra Short Duration Fixed Income Fund (TSDOX).
TSFIX is managed by Touchstone. It was launched on Sep 30, 2009. TSDOX is managed by Touchstone. It was launched on Mar 1, 1994.
Performance
TSFIX vs. TSDOX - Performance Comparison
Loading graphics...
TSFIX vs. TSDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSDOX Touchstone Ultra Short Duration Fixed Income Fund | 0.51% | 4.73% | 6.87% | 5.75% | -0.37% | 0.20% | 1.25% | 3.07% | 1.63% | 1.32% |
Returns By Period
In the year-to-date period, TSFIX achieves a -3.86% return, which is significantly lower than TSDOX's 0.51% return. Over the past 10 years, TSFIX has outperformed TSDOX with an annualized return of 8.94%, while TSDOX has yielded a comparatively lower 2.58% 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%
TSDOX
- 1D
- 0.00%
- 1M
- -0.22%
- YTD
- 0.51%
- 6M
- 1.54%
- 1Y
- 3.96%
- 3Y*
- 5.60%
- 5Y*
- 3.45%
- 10Y*
- 2.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TSFIX vs. TSDOX - Expense Ratio Comparison
TSFIX has a 0.94% expense ratio, which is higher than TSDOX's 0.69% expense ratio.
Return for Risk
TSFIX vs. TSDOX — Risk / Return Rank
TSFIX
TSDOX
TSFIX vs. TSDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Small Cap Fund (TSFIX) and Touchstone Ultra Short Duration Fixed Income Fund (TSDOX). 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.
| TSFIX | TSDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 3.07 | -2.59 |
Sortino ratioReturn per unit of downside risk | 0.91 | 10.12 | -9.22 |
Omega ratioGain probability vs. loss probability | 1.11 | 4.01 | -2.90 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 13.64 | -13.01 |
Martin ratioReturn relative to average drawdown | 2.24 | 54.32 | -52.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TSFIX | TSDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 3.07 | -2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 2.60 | -2.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 1.97 | -1.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.75 | -1.25 |
Correlation
The correlation between TSFIX and TSDOX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TSFIX vs. TSDOX - Dividend Comparison
TSFIX's dividend yield for the trailing twelve months is around 6.10%, more than TSDOX's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSDOX Touchstone Ultra Short Duration Fixed Income Fund | 4.10% | 4.51% | 5.64% | 4.11% | 1.61% | 0.86% | 1.66% | 2.48% | 2.16% | 1.64% | 1.29% | 1.27% |
Drawdowns
TSFIX vs. TSDOX - Drawdown Comparison
The maximum TSFIX drawdown since its inception was -39.00%, which is greater than TSDOX's maximum drawdown of -5.27%. Use the drawdown chart below to compare losses from any high point for TSFIX and TSDOX.
Loading graphics...
Drawdown Indicators
| TSFIX | TSDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.00% | -5.27% | -33.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -0.32% | -12.78% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -1.50% | -26.80% |
Max Drawdown (10Y)Largest decline over 10 years | -39.00% | -5.27% | -33.73% |
Current DrawdownCurrent decline from peak | -8.92% | -0.22% | -8.70% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -0.18% | -6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 0.08% | +3.56% |
Volatility
TSFIX vs. TSDOX - Volatility Comparison
Touchstone Small Cap Fund (TSFIX) has a higher volatility of 4.28% compared to Touchstone Ultra Short Duration Fixed Income Fund (TSDOX) at 0.15%. This indicates that TSFIX's price experiences larger fluctuations and is considered to be riskier than TSDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TSFIX | TSDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 0.15% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 1.04% | +10.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.82% | 1.42% | +20.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 1.33% | +19.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 1.31% | +20.43% |