Touchstone Strategic Income Opportunities ETF (SIO) Performance
SIO total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −0.2% since Dec 31, 2025
- 1 year
- +0.4% total return
- 3 years
- +7.8% a year
- Since first price
- +5.3% a year since 2022
SIO trailing returns vs AGG, TLT, SPY
| Period | SIO total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.3% | −0.2% | +0.9% | +1.5% | −1.0% |
| 3 months | −0.3% | −1.6% | −0.4% | −1.0% | +3.2% |
| 6 months | −1.1% | −3.6% | −1.5% | −3.8% | +7.8% |
| YTD | −0.2% | −3.9% | −1.0% | −3.4% | +12.3% |
| 1 year | +0.4% | −6.2% | −1.1% | −6.9% | +14.4% |
| 3 years | +25.1%+7.8%/yr | +5.2% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| Since inceptionJul 25, 2022 | +24.7%+5.3%/yr | −0.9% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SIO vs AGG
From Jul 25, 2022: SIO grew to $12,467, AGG to $10,842.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SIO returns by calendar year
3 of 3 full years positive. Best 2025 (+9.3%), worst 2024 (+6.2%). 2026 is year to date.
SIO annual returns table
| Year | SIO | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | −0.2% | −3.6% | −1.0% | −3.4% | +12.3% |
| 2025 | +9.3% | −2.3% | +7.2% | +4.3% | +17.7% |
| 2024 | +6.2% | −2.5% | +1.3% | −8.1% | +24.9% |
| 2023 | +8.1% | −4.9% | +5.7% | +2.8% | +26.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SIO largest drawdowns
Now 2.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Aug 12, 2022 | −7.6% | Oct 20, 2022 | Jan 12, 2023 | 2 months | 5 months |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
SIO risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +6.8% | +4.7% |
| Volatility (annualized) | 5.0% | 5.8% |
| Sharpe ratio | 0.47 | 0.08 |
| Sortino ratio | 0.73 | 0.11 |
| Best month | +4.3% | +4.3% |
| Worst month | −2.4% | −3.9% |
| Best 12 months | +15.6% | +15.6% |
| Worst 12 months | −0.0% | −0.0% |
| Positive months | 75% | 68% |
| Beta vs S&P 500 | 0.24 | — |
| Correlation with S&P 500 | 0.58 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SIO rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 40 | −0.0% | +6.7% | +15.6% | 98% |
| 3-year (a year) | 16 | +5.8% | +7.2% | +8.9% | 100% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
SIO performance overview
Touchstone Strategic Income Opportunities ETF (SIO) returned +0.4% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +5.3% a year, turning $10,000 into about $12,467. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −7.6%, from Aug 12, 2022 to Oct 20, 2022, and it took 3 months to get back to the old high. SIO finished 3 of its 3 full calendar years with a gain; the best year was 2025 (+9.3%) and the worst 2024 (+6.2%). Volatility has been 5.8% a year.
Related: SIO chart, SIO dividends, SIO bond profile. See the SIO overview for the latest quote and fund facts.
SIO performance FAQ
What is the SIO return over the past year?
SIO returned +0.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 6.2%.
How much would $10,000 invested in SIO be worth?
$10,000 invested in SIO at its first recorded close on July 25, 2022 would be worth about $12,467 on October 23, 2026 with distributions reinvested.
What was the worst year for SIO?
The worst calendar year was 2024, with a total return of +6.2%. The best was 2025 at +9.3%.
What is the biggest drawdown of SIO?
The largest peak-to-trough decline was −7.6% between August 12, 2022 and October 20, 2022. It recovered to the old high on January 12, 2023, 3 months after the bottom.
How volatile is SIO?
Over the past 3 years SIO had an annualized volatility of 5.0% and a Sharpe ratio of 0.47 (excess return over 1–3 month T-bills per unit of risk).