TSFIX vs. TVLYX
TSFIX (Touchstone Small Cap Fund) and TVLYX (Touchstone Value Fund) are both mutual funds - TSFIX is a Small Cap Blend Equities fund managed by Touchstone, while TVLYX is a Large Cap Value Equities fund managed by Touchstone. Over the past 10 years, TSFIX returned 9.94%/yr vs 11.91%/yr for TVLYX. Their correlation of 0.84 means they have usually moved in the same direction. TSFIX charges 0.94%/yr vs 0.83%/yr for TVLYX.
Performance
TSFIX vs. TVLYX - Performance Comparison
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Returns By Period
In the year-to-date period, TSFIX achieves a 12.61% return, which is significantly higher than TVLYX's 9.33% return. Over the past 10 years, TSFIX has underperformed TVLYX with an annualized return of 9.94%, while TVLYX has yielded a comparatively higher 11.91% annualized return.
TSFIX
- 1D
- -1.54%
- 1M
- 0.76%
- 6M
- 8.78%
- YTD
- 12.61%
- 1Y
- 19.25%
- 3Y*
- 11.40%
- 5Y*
- 9.28%
- 10Y*
- 9.94%
- ALL TIME*
- 11.19%
TVLYX
- 1D
- -0.47%
- 1M
- -0.31%
- 6M
- 7.39%
- YTD
- 9.33%
- 1Y
- 19.30%
- 3Y*
- 14.04%
- 5Y*
- 10.56%
- 10Y*
- 11.91%
- ALL TIME*
- 4.44%
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. TVLYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSFIX Touchstone Small Cap Fund | 12.61% | 5.89% | 11.13% | 20.89% | -9.70% | 20.04% | 10.34% | 39.71% | -9.59% | 6.27% |
TVLYX Touchstone Value Fund | 9.33% | 11.57% | 17.97% | 11.03% | -2.66% | 24.71% | 3.44% | 32.68% | -5.49% | 14.27% |
Correlation
The correlation between TSFIX and TVLYX is 0.75, 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. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2009 | 0.84 |
The correlation between TSFIX and TVLYX has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
TSFIX vs. TVLYX — Risk / Return Rank
TSFIX
TVLYX
TSFIX vs. TVLYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Small Cap Fund (TSFIX) and Touchstone Value Fund (TVLYX). 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 | TVLYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.81 | -0.09 |
| Martin ratioReturn relative to average drawdown | 5.03 | 6.07 | -1.03 |
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Drawdowns
TSFIX vs. TVLYX - Drawdown Comparison
The maximum TSFIX drawdown since its inception was -39.00%, smaller than the maximum TVLYX drawdown of -80.40%. Use the drawdown chart below to compare losses from any high point for TSFIX and TVLYX.
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Drawdown Indicators
| TSFIX | TVLYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.00% | -80.40% | +41.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -9.11% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -18.06% | -6.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -19.26% | -9.04% |
Max Drawdown (10Y)Largest decline over 10 years | -39.00% | -40.75% | +1.75% |
Current DrawdownCurrent decline from peak | -2.10% | -1.93% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -25.58% | +18.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.73% | +0.54% |
Volatility
TSFIX vs. TVLYX - Volatility Comparison
Touchstone Small Cap Fund (TSFIX) has a higher volatility of 4.13% compared to Touchstone Value Fund (TVLYX) at 2.59%. This indicates that TSFIX's price experiences larger fluctuations and is considered to be riskier than TVLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSFIX | TVLYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 2.59% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 9.51% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 12.99% | +2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.69% | 16.75% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 19.02% | +2.70% |
TSFIX vs. TVLYX - Expense Ratio Comparison
TSFIX has a 0.94% expense ratio, which is higher than TVLYX's 0.83% expense ratio.
Dividends
TSFIX vs. TVLYX - Dividend Comparison
TSFIX's dividend yield for the trailing twelve months is around 0.26%, less than TVLYX's 12.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TVLYX Touchstone Value Fund | 12.62% | 13.90% | 8.65% | 2.35% | 7.51% | 8.66% | 3.18% | 11.69% | 15.18% | 9.32% | 2.37% | 9.27% |
Frequently Asked Questions
TSFIX and TVLYX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSFIX has higher volatility (4.13%) compared to TVLYX (2.59%). In terms of maximum drawdown, TSFIX dropped -39.00% vs TVLYX's -80.40%.
TVLYX currently has the higher Sharpe Ratio (1.27 vs 1.04), 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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