TVLYX vs. TSDOX
Compare and contrast key facts about Touchstone Value Fund (TVLYX) and Touchstone Ultra Short Duration Fixed Income Fund (TSDOX).
TVLYX is managed by Touchstone. It was launched on Sep 10, 1998. TSDOX is managed by Touchstone. It was launched on Mar 1, 1994.
Performance
TVLYX vs. TSDOX - Performance Comparison
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TVLYX vs. TSDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TVLYX Touchstone Value Fund | -0.73% | 11.57% | 17.97% | 11.03% | -2.66% | 24.71% | 3.44% | 32.68% | -5.49% | 14.27% |
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, TVLYX achieves a -0.73% return, which is significantly lower than TSDOX's 0.51% return. Over the past 10 years, TVLYX has outperformed TSDOX with an annualized return of 11.52%, while TSDOX has yielded a comparatively lower 2.58% annualized return.
TVLYX
- 1D
- 2.40%
- 1M
- -4.89%
- YTD
- -0.73%
- 6M
- 1.36%
- 1Y
- 12.20%
- 3Y*
- 14.26%
- 5Y*
- 9.06%
- 10Y*
- 11.52%
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%
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TVLYX vs. TSDOX - Expense Ratio Comparison
TVLYX has a 0.83% expense ratio, which is higher than TSDOX's 0.69% expense ratio.
Return for Risk
TVLYX vs. TSDOX — Risk / Return Rank
TVLYX
TSDOX
TVLYX vs. TSDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Value Fund (TVLYX) 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.
| TVLYX | TSDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 2.89 | -2.21 |
Sortino ratioReturn per unit of downside risk | 1.07 | 9.31 | -8.25 |
Omega ratioGain probability vs. loss probability | 1.15 | 3.77 | -2.62 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 13.29 | -12.25 |
Martin ratioReturn relative to average drawdown | 3.92 | 52.21 | -48.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TVLYX | TSDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 2.89 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 2.60 | -2.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.97 | -1.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.75 | -1.56 |
Correlation
The correlation between TVLYX and TSDOX is -0.05. 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
TVLYX vs. TSDOX - Dividend Comparison
TVLYX's dividend yield for the trailing twelve months is around 13.94%, more than TSDOX's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TVLYX Touchstone Value Fund | 13.94% | 13.90% | 8.65% | 2.35% | 7.51% | 8.66% | 3.18% | 11.69% | 15.18% | 9.32% | 2.37% | 9.27% |
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
TVLYX vs. TSDOX - Drawdown Comparison
The maximum TVLYX drawdown since its inception was -80.40%, which is greater than TSDOX's maximum drawdown of -5.27%. Use the drawdown chart below to compare losses from any high point for TVLYX and TSDOX.
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Drawdown Indicators
| TVLYX | TSDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.40% | -5.27% | -75.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -0.32% | -12.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -1.50% | -17.76% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | -5.27% | -35.48% |
Current DrawdownCurrent decline from peak | -6.73% | -0.22% | -6.51% |
Average DrawdownAverage peak-to-trough decline | -25.87% | -0.18% | -25.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 0.08% | +3.26% |
Volatility
TVLYX vs. TSDOX - Volatility Comparison
Touchstone Value Fund (TVLYX) has a higher volatility of 5.22% compared to Touchstone Ultra Short Duration Fixed Income Fund (TSDOX) at 0.15%. This indicates that TVLYX'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.
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Volatility by Period
| TVLYX | TSDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 0.15% | +5.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 1.04% | +8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 1.41% | +16.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 1.33% | +15.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 1.31% | +17.77% |