CIGYX vs. SWRLX
CIGYX (AB Concentrated International Growth Portfolio) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, CIGYX returned 4.16%/yr vs 10.60%/yr for SWRLX. Their correlation of 0.83 means they have usually moved in the same direction. CIGYX charges 0.87%/yr vs 1.37%/yr for SWRLX.
Performance
CIGYX vs. SWRLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CIGYX achieves a -0.61% return, which is significantly lower than SWRLX's 21.39% return. Over the past 10 years, CIGYX has underperformed SWRLX with an annualized return of 4.16%, while SWRLX has yielded a comparatively higher 10.60% annualized return.
CIGYX
- 1D
- 2.25%
- 1M
- 1.34%
- 6M
- 0.18%
- YTD
- -0.61%
- 1Y
- 1.95%
- 3Y*
- 0.75%
- 5Y*
- -5.64%
- 10Y*
- 4.16%
- ALL TIME*
- 3.88%
SWRLX
- 1D
- 2.18%
- 1M
- 0.70%
- 6M
- 12.44%
- YTD
- 21.39%
- 1Y
- 45.70%
- 3Y*
- 23.29%
- 5Y*
- 13.08%
- 10Y*
- 10.60%
- ALL TIME*
- 7.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CIGYX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | -0.61% | 10.99% | -0.94% | 4.26% | -30.89% | 3.39% | 22.61% | 34.70% | -16.45% | 37.85% |
SWRLX Touchstone International Equity Fund | 21.39% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between CIGYX and SWRLX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.83 |
The correlation between CIGYX and SWRLX has been stable across timeframes, ranging from 0.78 to 0.83 - 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
CIGYX vs. SWRLX — Risk / Return Rank
CIGYX
SWRLX
CIGYX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Concentrated International Growth Portfolio (CIGYX) 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.
| CIGYX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.52 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 3.88 | -3.95 |
| Martin ratioReturn relative to average drawdown | -0.15 | 13.62 | -13.77 |
Loading charts...
Drawdowns
CIGYX vs. SWRLX - Drawdown Comparison
The maximum CIGYX drawdown since its inception was -45.02%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for CIGYX and SWRLX.
Loading charts...
Drawdown Indicators
| CIGYX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.02% | -59.44% | +14.42% |
Max Drawdown (1Y)Largest decline over 1 year | -19.78% | -11.49% | -8.29% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -14.08% | -5.70% |
Max Drawdown (5Y)Largest decline over 5 years | -45.02% | -34.19% | -10.83% |
Max Drawdown (10Y)Largest decline over 10 years | -45.02% | -35.95% | -9.07% |
Current DrawdownCurrent decline from peak | -28.09% | -2.56% | -25.53% |
Average DrawdownAverage peak-to-trough decline | -16.71% | -11.58% | -5.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 3.27% | +4.81% |
Volatility
CIGYX vs. SWRLX - Volatility Comparison
AB Concentrated International Growth Portfolio (CIGYX) and Touchstone International Equity Fund (SWRLX) have volatilities of 5.49% and 5.46%, 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.
Loading charts...
Volatility by Period
| CIGYX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 5.46% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 13.85% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 15.77% | +4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 17.67% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 16.65% | +1.53% |
CIGYX vs. SWRLX - Expense Ratio Comparison
CIGYX has a 0.87% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
CIGYX vs. SWRLX - Dividend Comparison
CIGYX's dividend yield for the trailing twelve months is around 0.61%, less than SWRLX's 6.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | 0.61% | 0.61% | 0.62% | 0.00% | 0.00% | 1.82% | 1.49% | 0.99% | 7.83% | 3.22% | 0.82% | 0.00% |
SWRLX Touchstone International Equity Fund | 6.29% | 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
CIGYX and SWRLX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIGYX has higher volatility (5.49%) compared to SWRLX (5.46%). In terms of maximum drawdown, CIGYX dropped -45.02% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (2.84 vs -0.06), 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 CIGYX 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