Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSIEX (TOUCHSTONE INTERNATIONAL VALUE FUND CLASS A) | NA | 1.33% | 3.85% | -0.07% | 2.16% | 2.31% | 1.76% | … | … |
Data as of 12/03/2019, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSIEX (TOUCHSTONE INTERNATIONAL VALUE FUND CLASS A) | 06/21/1996 | 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.33 | 3.85 | -0.07 | 2.16 | 2.31 | 1.76 | … | … | 8.86 | -17.53 | 22.51 | 1.42 | -7.39 | -3.22 | 17.61 | 13.58 | -13.68 | 9.61 | 26.03 | -45.27 | 14.44 | 22.05 | 13.66 | 15.97 | 33.38 | -13.03 | -18.01 | -14.42 | 25.73 | 19.34 | 7.96 | 1.01 |
| Sharpe Ratio | NA | -0.01 | 0.31 | -0.06 | 0.11 | NA | NA | … | … | 1.24 | -1.35 | 2.55 | 0.06 | -0.49 | -0.28 | 1.43 | 0.81 | -0.48 | 0.43 | 0.94 | -1.12 | 0.62 | 1.24 | 1.10 | 1.09 | 2.37 | -0.81 | -1.41 | -1.39 | 1.81 | 0.94 | 0.36 | -0.09 |
| Standard Deviation(%) | NA | 8.18 | 10.38 | 13.52 | 16.73 | NA | NA | … | … | 6.58 | 14.02 | 8.60 | 18.80 | 15.19 | 11.71 | 12.30 | 16.78 | 28.79 | 22.17 | 27.55 | 40.97 | 18.54 | 15.15 | 10.45 | 13.78 | 13.80 | 17.52 | 14.64 | 13.27 | 12.43 | 17.03 | 12.43 | 17.73 |
| Draw Down(%) | NA | 9.43 | 27.34 | 27.34 | 27.84 | NA | NA | … | … | 3.55 | 27.34 | 2.57 | 12.61 | 17.56 | 13.75 | 9.50 | 17.08 | 27.36 | 20.12 | 28.86 | 55.87 | 13.90 | 17.20 | 7.13 | 10.39 | 14.61 | 24.18 | 26.76 | 17.81 | 8.47 | 21.65 | 11.91 | 10.95 |
| Yield(%) | 0.00 | 1.56 | 6.43 | 4.30 | 3.53 | 4.26 | 3.43 | … | … | 1.18 | 3.71 | 4.41 | 10.31 | 2.52 | 2.97 | 1.17 | 3.19 | 2.41 | 2.37 | 3.69 | 10.98 | 10.14 | 3.14 | 4.21 | 2.11 | 1.66 | 1.22 | 1.01 | 11.48 | 9.51 | 2.23 | 8.62 | 7.81 |
Data as of 12/03/2019, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSIEX (TOUCHSTONE INTERNATIONAL VALUE FUND CLASS A) |
-16.89%
Mar 2000 – Mar 2003 |
-8.68%
May 2007 – May 2012 |
-1.75%
Feb 1999 – Feb 2009 |
1.58%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSIEX (TOUCHSTONE INTERNATIONAL VALUE FUND CLASS A) |
27.81%
Mar 2003 – Mar 2006 |
21.77%
Oct 2002 – Oct 2007 |
9.51%
Oct 1997 – Oct 2007 |
6.84%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart