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TUSI vs. VGSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TUSI vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Ultra Short Income ETF (TUSI) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

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TUSI vs. VGSH - Yearly Performance Comparison


2026 (YTD)2025202420232022
TUSI
Touchstone Ultra Short Income ETF
0.92%5.09%6.51%6.53%0.84%
VGSH
Vanguard Short-Term Treasury ETF
0.28%5.07%4.00%4.31%-0.78%

Returns By Period

In the year-to-date period, TUSI achieves a 0.92% return, which is significantly higher than VGSH's 0.28% return.


TUSI

1D
0.06%
1M
0.13%
YTD
0.92%
6M
2.09%
1Y
4.78%
3Y*
5.89%
5Y*
10Y*

VGSH

1D
0.09%
1M
-0.49%
YTD
0.28%
6M
1.37%
1Y
3.75%
3Y*
3.98%
5Y*
1.79%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TUSI vs. VGSH - Expense Ratio Comparison

TUSI has a 0.25% expense ratio, which is higher than VGSH's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

TUSI vs. VGSH — Risk / Return Rank

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

TUSI
TUSI Risk / Return Rank: 9999
Overall Rank
TUSI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TUSI Sortino Ratio Rank: 9999
Sortino Ratio Rank
TUSI Omega Ratio Rank: 9999
Omega Ratio Rank
TUSI Calmar Ratio Rank: 9999
Calmar Ratio Rank
TUSI Martin Ratio Rank: 9999
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 9797
Overall Rank
VGSH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9898
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9797
Omega Ratio Rank
VGSH Calmar Ratio Rank: 9696
Calmar Ratio Rank
VGSH Martin Ratio Rank: 9696
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.

TUSI vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Ultra Short Income ETF (TUSI) and Vanguard Short-Term Treasury ETF (VGSH). 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.


TUSIVGSHDifference

Sharpe ratio

Return per unit of total volatility

4.54

2.62

+1.92

Sortino ratio

Return per unit of downside risk

7.48

4.21

+3.27

Omega ratio

Gain probability vs. loss probability

2.16

1.57

+0.59

Calmar ratio

Return relative to maximum drawdown

12.05

4.26

+7.79

Martin ratio

Return relative to average drawdown

57.88

16.28

+41.61

TUSI vs. VGSH - Sharpe Ratio Comparison

The current TUSI Sharpe Ratio is 4.54, which is higher than the VGSH Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of TUSI and VGSH, 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


TUSIVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.54

2.62

+1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

5.75

1.02

+4.73

Correlation

The correlation between TUSI and VGSH is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TUSI vs. VGSH - Dividend Comparison

TUSI's dividend yield for the trailing twelve months is around 4.67%, more than VGSH's 3.95% yield.


TTM20252024202320222021202020192018201720162015
TUSI
Touchstone Ultra Short Income ETF
4.67%4.85%5.50%5.41%1.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGSH
Vanguard Short-Term Treasury ETF
3.95%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Drawdowns

TUSI vs. VGSH - Drawdown Comparison

The maximum TUSI drawdown since its inception was -0.40%, smaller than the maximum VGSH drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for TUSI and VGSH.


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Drawdown Indicators


TUSIVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-0.40%

-5.70%

+5.30%

Max Drawdown (1Y)

Largest decline over 1 year

-0.39%

-0.88%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

Current Drawdown

Current decline from peak

0.00%

-0.49%

+0.49%

Average Drawdown

Average peak-to-trough decline

-0.04%

-0.60%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.23%

-0.15%

Volatility

TUSI vs. VGSH - Volatility Comparison

The current volatility for Touchstone Ultra Short Income ETF (TUSI) is 0.24%, while Vanguard Short-Term Treasury ETF (VGSH) has a volatility of 0.52%. This indicates that TUSI experiences smaller price fluctuations and is considered to be less risky than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUSIVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.24%

0.52%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

0.84%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

1.06%

1.44%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.95%

1.96%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.95%

1.57%

-0.62%