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AFGPX vs. SWRLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFGPX vs. SWRLX - Performance Comparison

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

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AFGPX vs. SWRLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFGPX
Alger International Focus Fund
-6.08%18.22%5.20%18.03%-31.00%9.09%43.38%27.60%-21.49%25.80%
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, AFGPX achieves a -6.08% return, which is significantly lower than SWRLX's 2.74% return. Over the past 10 years, AFGPX has underperformed SWRLX with an annualized return of 6.47%, while SWRLX has yielded a comparatively higher 9.09% annualized return.


AFGPX

1D
-0.64%
1M
-11.21%
YTD
-6.08%
6M
-8.34%
1Y
8.29%
3Y*
8.68%
5Y*
1.67%
10Y*
6.47%

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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AFGPX vs. SWRLX - Expense Ratio Comparison

AFGPX has a 1.28% expense ratio, which is lower than SWRLX's 1.37% expense ratio.


Return for Risk

AFGPX vs. SWRLX — Risk / Return Rank

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

AFGPX
AFGPX Risk / Return Rank: 1414
Overall Rank
AFGPX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AFGPX Sortino Ratio Rank: 1414
Sortino Ratio Rank
AFGPX Omega Ratio Rank: 1313
Omega Ratio Rank
AFGPX Calmar Ratio Rank: 1414
Calmar Ratio Rank
AFGPX Martin Ratio Rank: 1515
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.

AFGPX vs. SWRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger International Focus Fund (AFGPX) 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.


AFGPXSWRLXDifference

Sharpe ratio

Return per unit of total volatility

0.38

2.38

-2.00

Sortino ratio

Return per unit of downside risk

0.65

2.90

-2.25

Omega ratio

Gain probability vs. loss probability

1.09

1.47

-0.38

Calmar ratio

Return relative to maximum drawdown

0.41

3.02

-2.61

Martin ratio

Return relative to average drawdown

1.52

11.84

-10.32

AFGPX vs. SWRLX - Sharpe Ratio Comparison

The current AFGPX Sharpe Ratio is 0.38, which is lower than the SWRLX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of AFGPX 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


AFGPXSWRLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

2.38

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.59

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.54

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.38

+0.05

Correlation

The correlation between AFGPX and SWRLX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AFGPX vs. SWRLX - Dividend Comparison

AFGPX's dividend yield for the trailing twelve months is around 14.70%, more than SWRLX's 7.43% yield.


TTM20252024202320222021202020192018201720162015
AFGPX
Alger International Focus Fund
14.70%13.81%6.27%0.00%0.00%10.04%0.00%4.42%2.96%5.26%1.26%0.00%
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

AFGPX vs. SWRLX - Drawdown Comparison

The maximum AFGPX drawdown since its inception was -63.63%, which is greater than SWRLX's maximum drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for AFGPX and SWRLX.


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Drawdown Indicators


AFGPXSWRLXDifference

Max Drawdown

Largest peak-to-trough decline

-63.63%

-59.44%

-4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-11.73%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-42.17%

-34.19%

-7.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.17%

-35.95%

-6.22%

Current Drawdown

Current decline from peak

-12.92%

-11.49%

-1.43%

Average Drawdown

Average peak-to-trough decline

-19.50%

-11.68%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.07%

+0.42%

Volatility

AFGPX vs. SWRLX - Volatility Comparison

Alger International Focus Fund (AFGPX) has a higher volatility of 9.02% compared to Touchstone International Equity Fund (SWRLX) at 6.90%. This indicates that AFGPX's price experiences larger fluctuations and is considered to be riskier than SWRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFGPXSWRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

6.90%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

10.71%

+3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

15.93%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

17.21%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.41%

16.75%

+2.66%