Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TDI (Touchstone Dynamic International ETF) | NA | 3.74% | 6.85% | 5.43% | 6.84% | 7.43% | NA | … | … |
Data as of 08/31/2021, Common starting date is 04/13/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDI (Touchstone Dynamic International ETF) | 04/13/2005 | 08/31/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 3.74 | 6.85 | 5.43 | 6.84 | 7.43 | NA | … | … | 0.81 | 6.11 | 22.97 | -5.37 | 11.83 | 3.72 | 7.92 | 15.45 | -3.06 | 6.98 | 8.07 | 14.22 | 83.65 | -20.92 | -16.24 | 8.65 | 2.86 |
| Sharpe Ratio | NA | 0.23 | 0.18 | 0.18 | 0.33 | NA | NA | … | … | 0.07 | 0.11 | 1.59 | -0.56 | 1.37 | 0.31 | 0.94 | 2.14 | -0.28 | 0.94 | 0.38 | 0.90 | 2.92 | -0.56 | -1.13 | 0.42 | 0.15 |
| Standard Deviation(%) | NA | 16.00 | 33.17 | 26.43 | 19.68 | NA | NA | … | … | 16.45 | 53.49 | 13.53 | 12.07 | 8.21 | 11.39 | 8.41 | 7.20 | 11.14 | 7.39 | 21.00 | 15.71 | 28.65 | 38.69 | 17.25 | 12.59 | 10.55 |
| Draw Down(%) | NA | 10.56 | 52.65 | 52.65 | 52.65 | NA | NA | … | … | 10.56 | 52.65 | 9.31 | 14.59 | 3.99 | 11.17 | 4.78 | 2.82 | 9.50 | 2.85 | 18.89 | 9.78 | 27.05 | 50.24 | 24.81 | 10.02 | 10.45 |
| Yield(%) | 0.00 | 6.34 | 6.52 | 6.12 | 6.57 | 6.71 | 5.36 | … | … | 3.18 | 6.21 | 7.22 | 6.58 | 6.75 | 6.49 | 6.58 | 7.12 | 6.52 | 6.49 | 6.56 | 7.02 | 11.20 | 8.50 | 6.64 | 6.70 | 4.94 |
Data as of 08/31/2021, Common starting date is 04/13/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDI (Touchstone Dynamic International ETF) |
-14.37%
Nov 2005 – Nov 2008 |
3.19%
Mar 2015 – Mar 2020 |
5.38%
Mar 2010 – Mar 2020 |
7.23%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDI (Touchstone Dynamic International ETF) |
38.64%
Nov 2008 – Nov 2011 |
23.61%
Nov 2008 – Nov 2013 |
14.48%
Nov 2008 – Nov 2018 |
8.50%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart