TVLYX vs. TSFIX
Compare and contrast key facts about Touchstone Value Fund (TVLYX) and Touchstone Small Cap Fund (TSFIX).
TVLYX is managed by Touchstone. It was launched on Sep 10, 1998. TSFIX is managed by Touchstone. It was launched on Sep 30, 2009.
Performance
TVLYX vs. TSFIX - Performance Comparison
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TVLYX vs. TSFIX - 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% |
TSFIX Touchstone Small Cap Fund | -2.03% | 5.89% | 11.13% | 20.89% | -9.70% | 20.04% | 10.34% | 39.71% | -9.59% | 6.27% |
Returns By Period
In the year-to-date period, TVLYX achieves a -0.73% return, which is significantly higher than TSFIX's -2.03% return. Over the past 10 years, TVLYX has outperformed TSFIX with an annualized return of 11.52%, while TSFIX has yielded a comparatively lower 9.15% 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%
TSFIX
- 1D
- 1.90%
- 1M
- -4.83%
- YTD
- -2.03%
- 6M
- 0.62%
- 1Y
- 11.29%
- 3Y*
- 9.06%
- 5Y*
- 6.21%
- 10Y*
- 9.15%
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TVLYX vs. TSFIX - Expense Ratio Comparison
TVLYX has a 0.83% expense ratio, which is lower than TSFIX's 0.94% expense ratio.
Return for Risk
TVLYX vs. TSFIX — Risk / Return Rank
TVLYX
TSFIX
TVLYX vs. TSFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Value Fund (TVLYX) and Touchstone Small Cap Fund (TSFIX). 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 | TSFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.54 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.00 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 0.94 | +0.10 |
Martin ratioReturn relative to average drawdown | 3.92 | 3.38 | +0.54 |
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 | TSFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.54 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.30 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.42 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.51 | -0.31 |
Correlation
The correlation between TVLYX and TSFIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TVLYX vs. TSFIX - Dividend Comparison
TVLYX's dividend yield for the trailing twelve months is around 13.94%, more than TSFIX's 5.99% 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% |
TSFIX Touchstone Small Cap Fund | 5.99% | 5.87% | 1.43% | 3.37% | 1.89% | 13.31% | 2.52% | 18.54% | 32.83% | 22.85% | 0.37% | 13.55% |
Drawdowns
TVLYX vs. TSFIX - Drawdown Comparison
The maximum TVLYX drawdown since its inception was -80.40%, which is greater than TSFIX's maximum drawdown of -39.00%. Use the drawdown chart below to compare losses from any high point for TVLYX and TSFIX.
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Drawdown Indicators
| TVLYX | TSFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.40% | -39.00% | -41.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -13.10% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -28.30% | +9.04% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | -39.00% | -1.75% |
Current DrawdownCurrent decline from peak | -6.73% | -7.18% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -25.87% | -6.95% | -18.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.66% | -0.32% |
Volatility
TVLYX vs. TSFIX - Volatility Comparison
Touchstone Value Fund (TVLYX) has a higher volatility of 5.22% compared to Touchstone Small Cap Fund (TSFIX) at 4.80%. This indicates that TVLYX's price experiences larger fluctuations and is considered to be riskier than TSFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TVLYX | TSFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 4.80% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 11.34% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 21.85% | -3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 20.79% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 21.75% | -2.67% |