SIO vs AQLT

Comparison between TOUCHSTONE STRATEGIC INCOME ETF (SIO, ETF) and ISHARES MSCI GLOBAL QUALITY FACTOR ETF (AQLT, ETF).

SIO vs AQLT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SIO(ETF)	AQLT(ETF)
Net Assets	$260M	$259M
Expense Ratio	0.50%	0.20%
Max Drawdown	8.43%	16.84%
Sharpe Ratio	0.62	1.40
5Y Beta	0.06	0.91
P/E Ratio	N/A	30.76
Forward P/E	N/A	25.43
PEG Ratio	N/A	0.74
5Y EPS CAGR	N/A	26.29%
Debt to Equity	N/A	48.59%
P/S Ratio	N/A	5.82
P/B Ratio	N/A	10.71

Net Assets

Winner

SIO

$260M

AQLT

$259M

Expense Ratio

SIO

0.50%

Winner

AQLT

0.20%

Max Drawdown

Winner

SIO

8.43%

AQLT

16.84%

Sharpe Ratio

SIO

0.62

Winner

AQLT

1.40

5Y Beta

Winner

SIO

0.06

AQLT

0.91

P/E Ratio

SIO

N/A

AQLT

30.76

Forward P/E

SIO

N/A

AQLT

25.43

PEG Ratio

SIO

N/A

AQLT

0.74

5Y EPS CAGR

SIO

N/A

AQLT

26.29%

Debt to Equity

SIO

N/A

AQLT

48.59%

P/S Ratio

SIO

N/A

AQLT

5.82

P/B Ratio

SIO

N/A

AQLT

10.71

SIO vs AQLT - Historical Returns

Returns include dividend reinvestment.

Period	SIO	AQLT
1 month	+0.39%	+0.93%
3 months	+0.69%	+10.43%
6 months	+1.52%	+11.45%
1 year	+6.16%	+24.57%
Max(CAGR)	+6.59%	+16.92%

SIO

+0.39%

Winner

AQLT

+0.93%

SIO

+0.69%

Winner

AQLT

+10.43%

SIO

+1.52%

Winner

AQLT

+11.45%

SIO

+6.16%

Winner

AQLT

+24.57%

Max(CAGR)

SIO

+6.59%

Winner

AQLT

+16.92%

SIO vs AQLT - Annual Returns (2022 - 2026)

Returns include dividend reinvestment.

Year	SIO	AQLT
2026	+1.13%	+10.09%
2025	+9.20%	+18.13%
2024	+6.44%	-3.14%
2023	+8.06%	N/A
2022	+0.71%	N/A

SIO vs AQLT Drawdown Comparison

The maximum drawdown for SIO was -6.95%, occurring on Oct 20, 2022. Recovery took 101 trading sessions.

The maximum drawdown for AQLT was -16.84%, occurring on Apr 8, 2025. Recovery took 91 trading sessions.

The current SIO drawdown is -0.84%. The current AQLT drawdown is -1.70%.

Rank	SIO	AQLT
#1	-6.95% Aug 12, 2022 - Jan 6, 2023	-16.84% Feb 13, 2025 - Jun 26, 2025
#2	-4.86% Feb 2, 2023 - Nov 29, 2023	-10.68% Feb 25, 2026 - Apr 17, 2026
#3	-3.18% Sep 20, 2024 - Feb 26, 2025	-4.69% Oct 28, 2025 - Nov 28, 2025
#4	-2.62% Feb 27, 2026 - Mar 27, 2026	-4.17% Dec 12, 2024 - Jan 23, 2025
#5	-2.38% Mar 28, 2024 - May 15, 2024	-3.98% Jun 2, 2026 - Jun 10, 2026
#6	-2.26% Apr 3, 2025 - Apr 29, 2025	-2.82% Oct 8, 2025 - Oct 20, 2025
#7	-1.46% Feb 1, 2024 - Mar 6, 2024	-2.82% Jul 25, 2025 - Aug 12, 2025
#8	-1.30% Oct 27, 2025 - Dec 26, 2025	-2.25% Jan 29, 2026 - Feb 9, 2026
#9	-1.19% May 16, 2024 - Jun 4, 2024	-2.25% May 14, 2026 - May 26, 2026
#10	-1.06% Dec 26, 2025 - Feb 10, 2026	-2.14% Dec 11, 2025 - Dec 23, 2025
#11	-1.04% Jun 30, 2025 - Jul 28, 2025	-1.77% Jan 12, 2026 - Jan 22, 2026
#12	-1.03% Dec 27, 2023 - Jan 12, 2024	-1.72% Sep 22, 2025 - Oct 1, 2025
#13	-1.00% Apr 30, 2025 - May 30, 2025	-1.59% Feb 11, 2026 - Feb 20, 2026
#14	-0.95% Mar 8, 2024 - Mar 27, 2024	-1.44% Apr 17, 2026 - Apr 24, 2026
#15	-0.81% Mar 3, 2025 - Apr 1, 2025	-1.38% Jan 24, 2025 - Jan 30, 2025