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 4.59%/yr vs 11.03%/yr for SWRLX. Their correlation of 0.83 suggests significant overlap in exposure. CIGYX charges 0.87%/yr vs 1.37%/yr for SWRLX.
Performance
CIGYX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, CIGYX achieves a -1.57% return, which is significantly lower than SWRLX's 21.09% return. Over the past 10 years, CIGYX has underperformed SWRLX with an annualized return of 4.59%, while SWRLX has yielded a comparatively higher 11.03% annualized return.
CIGYX
- 1D
- 1.44%
- 1M
- 0.27%
- YTD
- -1.57%
- 6M
- -1.66%
- 1Y
- -4.65%
- 3Y*
- 0.85%
- 5Y*
- -5.59%
- 10Y*
- 4.59%
SWRLX
- 1D
- -0.12%
- 1M
- 0.12%
- YTD
- 21.09%
- 6M
- 20.61%
- 1Y
- 44.86%
- 3Y*
- 24.15%
- 5Y*
- 12.65%
- 10Y*
- 11.03%
CIGYX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | -1.57% | 10.99% | -0.94% | 4.26% | -30.89% | 3.39% | 22.61% | 34.70% | -16.45% | 37.85% |
SWRLX Touchstone International Equity Fund | 21.09% | 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 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 0.76 to 0.83 - a consistent structural relationship.
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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 | -3.25 | ||
| Sortino ratioReturn per unit of downside risk | -4.06 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.56 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 3.99 | -4.22 |
| Martin ratioReturn relative to average drawdown | -0.60 | 14.66 | -15.25 |
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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.
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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 | -22.40% | -14.08% | -8.32% |
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 | -28.79% | -2.80% | -25.99% |
Average DrawdownAverage peak-to-trough decline | -16.61% | -11.60% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.83% | 3.12% | +4.71% |
Volatility
CIGYX vs. SWRLX - Volatility Comparison
AB Concentrated International Growth Portfolio (CIGYX) has a higher volatility of 7.73% compared to Touchstone International Equity Fund (SWRLX) at 6.46%. This indicates that CIGYX'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
| CIGYX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 6.46% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 16.14% | 13.21% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 15.26% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.28% | 17.57% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 16.64% | +1.54% |
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 0.62%, less than SWRLX's 6.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | 0.62% | 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 | 6.30% | 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 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIGYX has higher volatility (7.73%) compared to SWRLX (6.46%). In terms of maximum drawdown, CIGYX dropped -45.02% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (3.01 vs -0.24), 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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