Summary
TDI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 32.53% Volatility 19.23% Sharpe 1.95
Official loaded data — not a live quote.

TOUCHSTONE DYNAMIC INTERNATIONAL ETF

Symbol: TDI

Exchange: NASDAQ

Sector: Technology

Category: Foreign Large Blend

Inception date: 09/12/2005

Latest date: 20/07/2026

Current price: $44.17

Expense ratio: 0.65%

Assets under management
$360.5M
-0.81% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-4.22%

Ann. -48.77% (Sharpe / Sortino numerator)

Volatility

32.90%

Sharpe ratio

-1.593

VaR 95%

-3.23%

CVaR 95%: -3.98%
Max drawdown: -7.72%
Sortino ratio: -2.521
Calmar ratio: -6.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.72%

Ann. 26.39% (Sharpe / Sortino numerator)

Volatility

23.99%

Sharpe ratio

0.949

VaR 95%

-2.50%

CVaR 95%: -3.30%
Max drawdown: -12.09%
Sortino ratio: 1.251
Calmar ratio: 2.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.65%

Ann. 26.88% (Sharpe / Sortino numerator)

Volatility

19.59%

Sharpe ratio

1.187

VaR 95%

-1.95%

CVaR 95%: -2.86%
Max drawdown: -12.09%
Sortino ratio: 1.547
Calmar ratio: 2.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

32.53%

Ann. 41.18% (Sharpe / Sortino numerator)

Volatility

19.23%

Sharpe ratio

1.952

VaR 95%

-1.65%

CVaR 95%: -2.93%
Max drawdown: -12.09%
Sortino ratio: 2.302
Calmar ratio: 3.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

57.83%

Ann. 23.36% (Sharpe / Sortino numerator)

Volatility

17.12%

Sharpe ratio

1.153

VaR 95%

-1.65%

CVaR 95%: -2.56%
Max drawdown: -14.99%
Sortino ratio: 1.467
Calmar ratio: 1.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

81.05%

Ann. 29.85% (Sharpe / Sortino numerator)

Volatility

17.11%

Sharpe ratio

1.533

VaR 95%

-1.63%

CVaR 95%: -2.44%
Max drawdown: -14.99%
Sortino ratio: 2.053
Calmar ratio: 1.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.12%

Best day

4.187%

08/04/2026
Worst day

-4.576%

03/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $44.53 $44.54 $44.08 $44.17 89,800
17/07/2026 $43.62 $44.38 $43.62 $43.99 22,300
16/07/2026 $44.72 $44.72 $44.28 $44.36 75,000
15/07/2026 $45.00 $45.11 $44.52 $44.98 19,600
14/07/2026 $44.93 $45.13 $44.74 $44.89 46,000
13/07/2026 $44.55 $44.72 $44.20 $44.25 86,700
10/07/2026 $44.80 $45.17 $44.63 $44.99 469,500
09/07/2026 $44.88 $45.02 $44.82 $44.86 21,600
08/07/2026 $44.27 $44.58 $44.05 $44.56 27,900
07/07/2026 $44.95 $45.01 $44.49 $44.69 27,800