TABOX — Touchstone Anti-Benchmark US Core Equity Fund
Data updated: 2020-12-09
TABOX — Touchstone Anti-Benchmark US Core Equity Fund. United States Blend / Core Equity · $29.90M AUM. Holdings, fees, performance and SEC filings.
TABOX Fund Overview
TABOX — Touchstone Anti-Benchmark US Core Equity Fund is a US mutual fund managed by Touchstone Funds Group Trust, categorised as United States Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Touchstone Funds Group Trust
- Category: United States Blend / Core Equity
- Assets under management: $29.90M
- 1-year return: 14.8%
- Ticker: TABOX
- SEC CIK: 0000914243
- SEC series ID: S000063211
- Share class ID: C000204886
TABOX Investment Objective and Strategy
Touchstone Anti-Benchmark US Core Equity Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Touchstone Funds Group Trust.
Investment objective
The Touchstone Anti-Benchmark US Core Equity Fund (the Fund) seeks capital appreciation.
Principal investment strategy
"The Fund invests, under normal market conditions, at least 80% of its assets in U.S. equity securities. The Funds 80% policy is a non-fundamental investment policy that can be changed by the Fund upon 60 days prior notice to shareholders. The Fund pursues its objective by seeking to track the total return, before fees and expenses, of the TOBAM AntiBenchmark US Core Equity Index (the ""Index""). The Index is a proprietary rulesbased index created by the Fund's subadvisor, TOBAM S.A.S. (""TOBAM""), that is designed to create a more diversified equity portfolio of U.S. equity securities relative to traditional market capitalization weighted benchmarks. The Fund intends to fully replicate the Index to achieve its investment objective, meaning the Fund will generally invest in all of the component securities of the Index in the same approximate proportions as the Index.
The equity securities that comprise the Index include common stock and preferred stock. These securities may be listed on an exchange or traded over-the-counter. The Index is based on TOBAM's proprietary quantitative model, which selects and weights companies to maximize diversification. TOBAM quantitatively selects securities, subject to certain constraints, that maximize the portfolio's patented Diversification Ratio, a proprietary mathematical metric based on the volatility of each Index constituent and its correlation to the other Index constituents. Such constraints include a minimum and maximum weight for any given stock. TOBAM's Anti-Benchmark strategy seeks to avoid the concentration risk that exists in traditional market capitalization-weighted indices through its quantitative approach to diversification.
The Index typically is reconstituted (i.e., Index constituents are added or deleted and weights are reset) monthly. The Fund will be rebalanced following the same schedule as the Index."
TABOX Performance
Total returns for TABOX (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 14.8% |
TABOX Risk Information
Risk metrics for TABOX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 23.5%
TABOX Costs and Fees
TABOX costs about $44 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.44%
- Gross expense ratio: 0.85%
- Portfolio turnover: 137%
- Brokerage commissions: 2.93 bps of average net assets (SEC N-CEN)
TABOX Cashflows
Over the 12 months to 2020-09, Touchstone Anti-Benchmark US Core Equity Fund had net inflows of $553.15K, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2020-09 | $0 |
| 2020-08 | $0 |
| 2020-07 | $0 |
| 2020-06 | $0 |
| 2020-05 | $0 |
| 2020-04 | $10.18K |
TABOX Debt Constituents
No individual debt constituents are reported in Touchstone Anti-Benchmark US Core Equity Fund's latest SEC N-PORT filing.
TABOX Prospectus and SEC Filings
Official Touchstone Anti-Benchmark US Core Equity Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2020-02-19
- Prospectus (485BPOS) — filed 2019-02-19
- Prospectus supplement (497) — filed 2018-12-10
- Portfolio holdings (N-PORT) — filed 2020-11-25
- Portfolio holdings (N-PORT) — filed 2020-08-27
- Portfolio holdings (N-PORT) — filed 2020-05-29
- Annual census (N-CEN) — filed 2020-12-09
- Annual census (N-CEN) — filed 2019-12-11
Related Funds
Other United States Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.