BDOIX vs. SWRLX
BDOIX (iShares MSCI Total International Index Fund) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BDOIX returned 10.28%/yr vs 11.66%/yr for SWRLX. Their correlation of 0.91 suggests significant overlap in exposure. BDOIX charges 0.15%/yr vs 1.37%/yr for SWRLX.
Performance
BDOIX vs. SWRLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BDOIX achieves a 16.59% return, which is significantly lower than SWRLX's 24.58% return. Over the past 10 years, BDOIX has underperformed SWRLX with an annualized return of 10.28%, while SWRLX has yielded a comparatively higher 11.66% annualized return.
BDOIX
- 1D
- 0.21%
- 1M
- 3.86%
- YTD
- 16.59%
- 6M
- 16.50%
- 1Y
- 34.19%
- 3Y*
- 20.22%
- 5Y*
- 9.11%
- 10Y*
- 10.28%
SWRLX
- 1D
- 0.93%
- 1M
- 5.08%
- YTD
- 24.58%
- 6M
- 24.85%
- 1Y
- 53.69%
- 3Y*
- 25.82%
- 5Y*
- 13.24%
- 10Y*
- 11.66%
BDOIX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 16.59% | 32.57% | 5.19% | 15.25% | -16.39% | 7.59% | 10.72% | 21.19% | -13.94% | 26.33% |
SWRLX Touchstone International Equity Fund | 24.58% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between BDOIX and SWRLX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011 | 0.91 |
The correlation between BDOIX and SWRLX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BDOIX vs. SWRLX — Risk / Return Rank
BDOIX
SWRLX
BDOIX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BDOIX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.67 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 4.74 | -1.66 |
| Martin ratioReturn relative to average drawdown | 11.95 | 17.57 | -5.62 |
Loading charts...
Drawdowns
BDOIX vs. SWRLX - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for BDOIX and SWRLX.
Loading charts...
Drawdown Indicators
| BDOIX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -59.44% | +24.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -11.49% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -14.08% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -30.01% | -34.19% | +4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -35.95% | +0.85% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -11.61% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.09% | -0.16% |
Volatility
BDOIX vs. SWRLX - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 6.38% compared to Touchstone International Equity Fund (SWRLX) at 5.93%. This indicates that BDOIX'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.
Loading charts...
Volatility by Period
| BDOIX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 5.93% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 12.82% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 15.00% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 17.52% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 16.87% | -0.63% |
BDOIX vs. SWRLX - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
BDOIX vs. SWRLX - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.52%, less than SWRLX's 6.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 2.52% | 3.08% | 2.89% | 2.99% | 2.91% | 3.07% | 2.00% | 3.08% | 3.33% | 1.83% | 3.57% | 3.94% |
SWRLX Touchstone International Equity Fund | 6.13% | 7.63% | 10.53% | 1.36% | 1.56% | 14.95% | 0.46% | 9.10% | 15.19% | 3.61% | 0.66% | 3.76% |
Frequently Asked Questions
With a correlation of 0.92, BDOIX and SWRLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BDOIX has higher volatility (6.38%) compared to SWRLX (5.93%). In terms of maximum drawdown, BDOIX dropped -35.10% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (3.64 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BDOIX and SWRLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer