BROIX vs. SWRLX
BROIX (BlackRock Advantage International Fund) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BROIX returned 10.43%/yr vs 11.32%/yr for SWRLX. Their correlation of 0.90 suggests significant overlap in exposure. BROIX charges 0.50%/yr vs 1.37%/yr for SWRLX.
Performance
BROIX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, BROIX achieves a 9.33% return, which is significantly lower than SWRLX's 20.80% return. Over the past 10 years, BROIX has underperformed SWRLX with an annualized return of 10.43%, while SWRLX has yielded a comparatively higher 11.32% annualized return.
BROIX
- 1D
- -0.36%
- 1M
- -0.99%
- YTD
- 9.33%
- 6M
- 8.81%
- 1Y
- 22.06%
- 3Y*
- 18.44%
- 5Y*
- 10.07%
- 10Y*
- 10.43%
SWRLX
- 1D
- -0.21%
- 1M
- 0.08%
- YTD
- 20.80%
- 6M
- 20.83%
- 1Y
- 46.85%
- 3Y*
- 24.53%
- 5Y*
- 12.30%
- 10Y*
- 11.32%
BROIX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 9.33% | 32.45% | 6.76% | 19.44% | -13.48% | 13.07% | 7.34% | 21.61% | -15.07% | 24.20% |
SWRLX Touchstone International Equity Fund | 20.80% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between BROIX and SWRLX is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2006 | 0.90 |
The correlation between BROIX and SWRLX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
BROIX vs. SWRLX — Risk / Return Rank
BROIX
SWRLX
BROIX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) 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.
| BROIX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.57 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 4.08 | -2.13 |
| Martin ratioReturn relative to average drawdown | 7.42 | 15.05 | -7.63 |
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Drawdowns
BROIX vs. SWRLX - Drawdown Comparison
The maximum BROIX drawdown since its inception was -54.49%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for BROIX and SWRLX.
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Drawdown Indicators
| BROIX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.49% | -59.44% | +4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -11.49% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | -14.08% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -28.24% | -34.19% | +5.95% |
Max Drawdown (10Y)Largest decline over 10 years | -36.24% | -35.95% | -0.29% |
Current DrawdownCurrent decline from peak | -2.64% | -3.04% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -11.61% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.11% | -0.20% |
Volatility
BROIX vs. SWRLX - Volatility Comparison
The current volatility for BlackRock Advantage International Fund (BROIX) is 5.59%, while Touchstone International Equity Fund (SWRLX) has a volatility of 6.60%. This indicates that BROIX experiences smaller price fluctuations and is considered to be less risky 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
| BROIX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 6.60% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 13.18% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 15.27% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 17.57% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 16.69% | -0.29% |
BROIX vs. SWRLX - Expense Ratio Comparison
BROIX has a 0.50% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
BROIX vs. SWRLX - Dividend Comparison
BROIX's dividend yield for the trailing twelve months is around 6.52%, more than SWRLX's 6.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 6.52% | 7.13% | 3.55% | 2.71% | 3.37% | 8.52% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.78% |
SWRLX Touchstone International Equity Fund | 6.32% | 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
BROIX and SWRLX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWRLX has higher volatility (6.60%) compared to BROIX (5.59%). In terms of maximum drawdown, BROIX dropped -54.49% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (3.08 vs 1.37), 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.
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