EXOSX vs. SWRLX
EXOSX (Manning & Napier Overseas Series) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, EXOSX returned 7.72%/yr vs 10.58%/yr for SWRLX. Their correlation of 0.86 means they have usually moved in the same direction. EXOSX charges 0.75%/yr vs 1.37%/yr for SWRLX.
Performance
EXOSX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, EXOSX achieves a 6.35% return, which is significantly lower than SWRLX's 21.00% return. Over the past 10 years, EXOSX has underperformed SWRLX with an annualized return of 7.72%, while SWRLX has yielded a comparatively higher 10.58% annualized return.
EXOSX
- 1D
- -0.73%
- 1M
- 1.87%
- 6M
- 3.51%
- YTD
- 6.35%
- 1Y
- 13.02%
- 3Y*
- 9.93%
- 5Y*
- 2.59%
- 10Y*
- 7.72%
- ALL TIME*
- 7.15%
SWRLX
- 1D
- -0.33%
- 1M
- 0.37%
- 6M
- 12.18%
- YTD
- 21.00%
- 1Y
- 45.22%
- 3Y*
- 23.42%
- 5Y*
- 13.00%
- 10Y*
- 10.58%
- ALL TIME*
- 7.50%
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 |
EXOSX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXOSX Manning & Napier Overseas Series | 6.35% | 16.21% | 3.33% | 19.89% | -24.26% | 11.50% | 27.07% | 27.52% | -17.23% | 23.92% |
SWRLX Touchstone International Equity Fund | 21.00% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between EXOSX and SWRLX is 0.74, 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. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2002 | 0.86 |
The correlation between EXOSX and SWRLX shifts across timeframes, from 0.74 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXOSX vs. SWRLX — Risk / Return Rank
EXOSX
SWRLX
EXOSX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Overseas Series (EXOSX) 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.
| EXOSX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.52 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.94 | -2.87 |
| Martin ratioReturn relative to average drawdown | 3.76 | 13.80 | -10.03 |
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Drawdowns
EXOSX vs. SWRLX - Drawdown Comparison
The maximum EXOSX drawdown since its inception was -55.50%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for EXOSX and SWRLX.
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Drawdown Indicators
| EXOSX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.50% | -59.44% | +3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -11.49% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -14.08% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -37.71% | -34.19% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -37.71% | -35.95% | -1.76% |
Current DrawdownCurrent decline from peak | -0.73% | -2.88% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -11.58% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.28% | +0.08% |
Volatility
EXOSX vs. SWRLX - Volatility Comparison
The current volatility for Manning & Napier Overseas Series (EXOSX) is 4.07%, while Touchstone International Equity Fund (SWRLX) has a volatility of 5.23%. This indicates that EXOSX 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
| EXOSX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 5.23% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 13.85% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 15.72% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 17.66% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 16.65% | -0.10% |
EXOSX vs. SWRLX - Expense Ratio Comparison
EXOSX has a 0.75% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
EXOSX vs. SWRLX - Dividend Comparison
EXOSX's dividend yield for the trailing twelve months is around 1.07%, less than SWRLX's 6.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXOSX Manning & Napier Overseas Series | 1.07% | 1.13% | 1.29% | 1.27% | 0.82% | 1.85% | 0.86% | 1.72% | 0.91% | 1.79% | 1.71% | 1.84% |
SWRLX Touchstone International Equity Fund | 6.31% | 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
EXOSX and SWRLX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWRLX has higher volatility (5.23%) compared to EXOSX (4.07%). In terms of maximum drawdown, EXOSX dropped -55.50% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (2.88 vs 0.86), 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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