FILFX vs. SWRLX
FILFX (Strategic Advisers International Fund) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FILFX returned 10.51%/yr vs 11.66%/yr for SWRLX. Their correlation of 0.92 suggests significant overlap in exposure. FILFX charges 0.56%/yr vs 1.37%/yr for SWRLX.
Performance
FILFX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, FILFX achieves a 11.70% return, which is significantly lower than SWRLX's 24.58% return. Over the past 10 years, FILFX has underperformed SWRLX with an annualized return of 10.51%, while SWRLX has yielded a comparatively higher 11.66% annualized return.
FILFX
- 1D
- 0.20%
- 1M
- 2.85%
- YTD
- 11.70%
- 6M
- 11.52%
- 1Y
- 25.86%
- 3Y*
- 17.82%
- 5Y*
- 8.70%
- 10Y*
- 10.51%
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%
FILFX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 11.70% | 30.56% | 4.79% | 18.21% | -17.44% | 10.82% | 14.90% | 24.04% | -15.25% | 26.24% |
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 FILFX and SWRLX is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2006 | 0.92 |
The correlation between FILFX and SWRLX shifts across timeframes, from 0.79 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FILFX vs. SWRLX — Risk / Return Rank
FILFX
SWRLX
FILFX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers International Fund (FILFX) 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.
| FILFX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.67 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 4.74 | -2.01 |
| Martin ratioReturn relative to average drawdown | 10.08 | 17.57 | -7.49 |
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Drawdowns
FILFX vs. SWRLX - Drawdown Comparison
The maximum FILFX drawdown since its inception was -60.75%, roughly equal to the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for FILFX and SWRLX.
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Drawdown Indicators
| FILFX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -59.44% | -1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -11.49% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.60% | -14.08% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -34.19% | +0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -35.95% | +2.07% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.34% | -11.61% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.09% | -0.27% |
Volatility
FILFX vs. SWRLX - Volatility Comparison
The current volatility for Strategic Advisers International Fund (FILFX) is 5.02%, while Touchstone International Equity Fund (SWRLX) has a volatility of 5.93%. This indicates that FILFX 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
| FILFX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 5.93% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 12.82% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 15.00% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 17.52% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 16.87% | -0.36% |
FILFX vs. SWRLX - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
FILFX vs. SWRLX - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 9.46%, more than SWRLX's 6.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 9.46% | 7.33% | 3.91% | 2.45% | 4.58% | 8.87% | 1.75% | 3.26% | 6.71% | 3.13% | 2.16% | 3.21% |
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
FILFX and SWRLX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWRLX has higher volatility (5.93%) compared to FILFX (5.02%). In terms of maximum drawdown, FILFX dropped -60.75% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (3.64 vs 1.97), 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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