TVLYX vs. PTSGX

Last updated Jul 18, 2026

TVLYX (Touchstone Value Fund) and PTSGX (Touchstone Sands Capital Select Growth Fund) are both mutual funds - TVLYX is a Large Cap Value Equities fund managed by Touchstone, while PTSGX is a Large Cap Growth Equities fund managed by Touchstone. Over the past 10 years, TVLYX returned 11.96%/yr vs 15.81%/yr for PTSGX. A 0.68 correlation means they provide meaningful diversification when combined. TVLYX charges 0.83%/yr vs 1.16%/yr for PTSGX.

Performance

TVLYX vs. PTSGX - Performance Comparison

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

Returns By Period

Over the past 10 years, TVLYX has underperformed PTSGX with an annualized return of 11.96%, while PTSGX has yielded a comparatively higher 15.81% annualized return.

TVLYX

• 1D: 0.47%
• 1M: 0.08%
• 6M: 7.19%
• YTD: 9.67%
• 1Y: 16.50%
• 3Y*: 15.27%
• 5Y*: 10.94%
• 10Y*: 11.96%

PTSGX

• 1D: -3.10%
• 1M: -3.87%
• 6M: 1.23%
• YTD: -0.00%
• 1Y: -1.48%
• 3Y*: 15.16%
• 5Y*: 0.85%
• 10Y*: 15.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TVLYX vs. PTSGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TVLYX Touchstone Value Fund	9.67%	11.57%	17.97%	11.03%	-2.66%	24.71%	3.44%	32.68%	-5.49%	14.27%
PTSGX Touchstone Sands Capital Select Growth Fund	-0.00%	15.27%	23.79%	51.60%	-50.56%	3.76%	68.92%	67.10%	5.80%	34.42%

Correlation

The correlation between TVLYX and PTSGX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.55
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001	0.68

Over the past year, the correlation between TVLYX and PTSGX has dropped to 0.41 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

TVLYX vs. PTSGX — Risk / Return Rank

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

TVLYX

TVLYX Risk / Return Rank: 35
TVLYX Sharpe Ratio Rank: 34
TVLYX Sortino Ratio Rank: 35
TVLYX Omega Ratio Rank: 33
TVLYX Calmar Ratio Rank: 36
TVLYX Martin Ratio Rank: 35

PTSGX

PTSGX Risk / Return Rank: 3
PTSGX Sharpe Ratio Rank: 3
PTSGX Sortino Ratio Rank: 3
PTSGX Omega Ratio Rank: 3
PTSGX Calmar Ratio Rank: 3
PTSGX Martin Ratio Rank: 3

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.

TVLYX vs. PTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Value Fund (TVLYX) 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.

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.

	TVLYX	PTSGX	Difference
Sharpe ratio: Return per unit of total volatility	1.34	-0.02	+1.36
Sortino ratio: Return per unit of downside risk	1.98	0.13	+1.85
Omega ratio: Gain probability vs. loss probability	1.24	1.02	+0.23
Calmar ratio: Return relative to maximum drawdown	1.90	-0.02	+1.92
Martin ratio: Return relative to average drawdown	6.32	-0.04	+6.37

TVLYX vs. PTSGX - Sharpe Ratio Comparison

The current TVLYX Sharpe Ratio is 1.34, which is higher than the PTSGX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of TVLYX and PTSGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TVLYX vs. PTSGX - Drawdown Comparison

The maximum TVLYX drawdown since its inception was -80.40%, which is greater than PTSGX's maximum drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for TVLYX and PTSGX.

Drawdown Indicators

	TVLYX	PTSGX	Difference
Max Drawdown Largest peak-to-trough decline	-80.40%	-60.33%	-20.07%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-24.16%	+15.05%
Max Drawdown (3Y) Largest decline over 3 years	-18.06%	-28.56%	+10.50%
Max Drawdown (5Y) Largest decline over 5 years	-19.26%	-60.07%	+40.81%
Max Drawdown (10Y) Largest decline over 10 years	-40.75%	-60.07%	+19.32%
Current Drawdown Current decline from peak	-1.62%	-8.87%	+7.25%
Average Drawdown Average peak-to-trough decline	-25.62%	-15.77%	-9.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	9.57%	-6.84%

Volatility

TVLYX vs. PTSGX - Volatility Comparison

The current volatility for Touchstone Value Fund (TVLYX) is 2.62%, while Touchstone Sands Capital Select Growth Fund (PTSGX) has a volatility of 8.44%. This indicates that TVLYX 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.

Volatility by Period

	TVLYX	PTSGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	8.44%	-5.82%
Volatility (6M) Calculated over the trailing 6-month period	9.63%	18.59%	-8.96%
Volatility (1Y) Calculated over the trailing 1-year period	12.96%	22.70%	-9.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.74%	31.22%	-14.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.01%	29.09%	-10.08%

TVLYX vs. PTSGX - Expense Ratio Comparison

TVLYX has a 0.83% expense ratio, which is lower than PTSGX's 1.16% expense ratio.

Dividends

TVLYX vs. PTSGX - Dividend Comparison

TVLYX's dividend yield for the trailing twelve months is around 12.58%, more than PTSGX's 0.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTSGX Touchstone Sands Capital Select Growth Fund	0.66%	0.66%	0.00%	0.00%	0.00%	12.67%	10.05%	39.46%	34.95%	24.32%	16.89%	9.33%
TVLYX Touchstone Value Fund	12.58%	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

Can I hold both TVLYX and PTSGX in my portfolio?

TVLYX and PTSGX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TVLYX or PTSGX?

PTSGX has higher volatility (8.44%) compared to TVLYX (2.62%). In terms of maximum drawdown, TVLYX dropped -80.40% vs PTSGX's -60.33%.

Which has better risk-adjusted returns?

TVLYX currently has the higher Sharpe Ratio (1.34 vs -0.02), 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.