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AAIEX vs. SWRLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAIEX vs. SWRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon International Equity Fund (AAIEX) and Touchstone International Equity Fund (SWRLX). The values are adjusted to include any dividend payments, if applicable.

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AAIEX vs. SWRLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAIEX
American Beacon International Equity Fund
-3.69%37.12%2.16%22.54%-10.87%9.74%1.06%19.44%-16.42%24.83%
SWRLX
Touchstone International Equity Fund
2.74%53.78%-1.53%17.63%-11.02%3.86%7.47%25.87%-16.81%27.24%

Returns By Period

In the year-to-date period, AAIEX achieves a -3.69% return, which is significantly lower than SWRLX's 2.74% return. Over the past 10 years, AAIEX has underperformed SWRLX with an annualized return of 7.87%, while SWRLX has yielded a comparatively higher 9.09% annualized return.


AAIEX

1D
0.63%
1M
-12.77%
YTD
-3.69%
6M
2.71%
1Y
20.90%
3Y*
13.78%
5Y*
8.73%
10Y*
7.87%

SWRLX

1D
0.00%
1M
-11.11%
YTD
2.74%
6M
12.29%
1Y
38.68%
3Y*
18.67%
5Y*
10.18%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAIEX vs. SWRLX - Expense Ratio Comparison

AAIEX has a 0.72% expense ratio, which is lower than SWRLX's 1.37% expense ratio.


Return for Risk

AAIEX vs. SWRLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAIEX
AAIEX Risk / Return Rank: 5757
Overall Rank
AAIEX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AAIEX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AAIEX Omega Ratio Rank: 5959
Omega Ratio Rank
AAIEX Calmar Ratio Rank: 5353
Calmar Ratio Rank
AAIEX Martin Ratio Rank: 4848
Martin Ratio Rank

SWRLX
SWRLX Risk / Return Rank: 9494
Overall Rank
SWRLX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SWRLX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SWRLX Omega Ratio Rank: 9393
Omega Ratio Rank
SWRLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SWRLX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAIEX vs. SWRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon International Equity Fund (AAIEX) and Touchstone International Equity Fund (SWRLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AAIEXSWRLXDifference

Sharpe ratio

Return per unit of total volatility

1.15

2.38

-1.23

Sortino ratio

Return per unit of downside risk

1.53

2.90

-1.37

Omega ratio

Gain probability vs. loss probability

1.23

1.47

-0.24

Calmar ratio

Return relative to maximum drawdown

1.27

3.02

-1.76

Martin ratio

Return relative to average drawdown

4.79

11.84

-7.05

AAIEX vs. SWRLX - Sharpe Ratio Comparison

The current AAIEX Sharpe Ratio is 1.15, which is lower than the SWRLX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of AAIEX and SWRLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AAIEXSWRLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.38

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.59

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.54

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.38

-0.05

Correlation

The correlation between AAIEX and SWRLX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AAIEX vs. SWRLX - Dividend Comparison

AAIEX's dividend yield for the trailing twelve months is around 13.13%, more than SWRLX's 7.43% yield.


TTM20252024202320222021202020192018201720162015
AAIEX
American Beacon International Equity Fund
13.13%12.65%24.49%5.36%2.76%10.99%1.63%2.93%9.71%3.15%2.51%2.45%
SWRLX
Touchstone International Equity Fund
7.43%7.63%10.53%1.36%1.56%14.95%0.46%9.10%15.19%3.61%0.66%3.76%

Drawdowns

AAIEX vs. SWRLX - Drawdown Comparison

The maximum AAIEX drawdown since its inception was -59.31%, roughly equal to the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for AAIEX and SWRLX.


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Drawdown Indicators


AAIEXSWRLXDifference

Max Drawdown

Largest peak-to-trough decline

-59.31%

-59.44%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-11.73%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.21%

-34.19%

+4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-43.34%

-35.95%

-7.39%

Current Drawdown

Current decline from peak

-12.77%

-11.49%

-1.28%

Average Drawdown

Average peak-to-trough decline

-11.29%

-11.68%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.07%

+0.54%

Volatility

AAIEX vs. SWRLX - Volatility Comparison

American Beacon International Equity Fund (AAIEX) and Touchstone International Equity Fund (SWRLX) have volatilities of 6.65% and 6.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAIEXSWRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

6.90%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

10.71%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

15.93%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.23%

17.21%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

16.75%

+3.47%