Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIEIX (TOUCHSTONE INTERNATIONAL VALUE FUND CLASS Y) | NA | 1.31% | 4.03% | 0.15% | 2.38% | 2.54% | 1.90% | … | … |
Data as of 12/03/2019, Common starting date is 10/30/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIEIX (TOUCHSTONE INTERNATIONAL VALUE FUND CLASS Y) | 10/30/1998 | 12/03/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.31 | 4.03 | 0.15 | 2.38 | 2.54 | 1.90 | … | … | 8.91 | -17.30 | 22.81 | 1.77 | -7.32 | -2.87 | 17.89 | 13.93 | -13.39 | 9.58 | 26.18 | -45.06 | 14.77 | 22.30 | 13.97 | 15.96 | 33.26 | -13.77 | -17.90 | -14.24 | 26.11 | 7.35 |
| Sharpe Ratio | NA | -0.03 | 0.33 | -0.04 | 0.12 | NA | NA | … | … | 1.24 | -1.33 | 2.60 | 0.08 | -0.48 | -0.25 | 1.46 | 0.83 | -0.47 | 0.43 | 0.95 | -1.12 | 0.63 | 1.25 | 1.13 | 1.10 | 2.34 | -0.85 | -1.41 | -1.39 | 1.84 | 3.30 |
| Standard Deviation(%) | NA | 8.18 | 10.39 | 13.54 | 16.75 | NA | NA | … | … | 6.60 | 14.05 | 8.57 | 18.90 | 15.18 | 11.67 | 12.26 | 16.89 | 28.87 | 22.13 | 27.55 | 40.93 | 18.54 | 15.13 | 10.40 | 13.66 | 13.90 | 17.51 | 14.64 | 13.29 | 12.33 | 15.07 |
| Draw Down(%) | NA | 9.55 | 27.17 | 27.17 | 27.59 | NA | NA | … | … | 3.49 | 27.17 | 2.69 | 12.70 | 17.56 | 13.64 | 9.49 | 17.08 | 27.33 | 20.22 | 28.75 | 55.77 | 13.90 | 17.23 | 7.06 | 10.41 | 14.63 | 24.43 | 26.57 | 17.71 | 8.43 | 3.85 |
| Yield(%) | 0.00 | 1.68 | 6.71 | 4.51 | 3.74 | 4.45 | 3.52 | … | … | 1.24 | 3.94 | 4.86 | 10.50 | 2.48 | 3.32 | 1.45 | 3.53 | 2.69 | 2.37 | 3.85 | 11.13 | 10.38 | 3.25 | 4.50 | 2.08 | 1.93 | 0.53 | 1.02 | 11.51 | 9.55 | 2.61 |
Data as of 12/03/2019, Common starting date is 10/30/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIEIX (TOUCHSTONE INTERNATIONAL VALUE FUND CLASS Y) |
-17.09%
Mar 2000 – Mar 2003 |
-8.51%
May 2007 – May 2012 |
-1.66%
Feb 1999 – Feb 2009 |
1.70%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIEIX (TOUCHSTONE INTERNATIONAL VALUE FUND CLASS Y) |
27.99%
Mar 2003 – Mar 2006 |
21.94%
Oct 2002 – Oct 2007 |
7.63%
Feb 2009 – Feb 2019 |
7.07%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart