PortfoliosLab logoPortfoliosLab logo
FNGAX vs. SWRLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGAX vs. SWRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Growth Fund Class A (FNGAX) and Touchstone International Equity Fund (SWRLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FNGAX vs. SWRLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNGAX
Franklin International Growth Fund Class A
-12.38%10.48%0.37%15.00%-32.05%1.17%32.56%36.91%-14.53%36.80%
SWRLX
Touchstone International Equity Fund
2.74%53.78%-1.53%17.63%-11.02%3.86%7.47%25.87%-16.81%27.24%

Returns By Period

In the year-to-date period, FNGAX achieves a -12.38% return, which is significantly lower than SWRLX's 2.74% return. Over the past 10 years, FNGAX has underperformed SWRLX with an annualized return of 5.22%, while SWRLX has yielded a comparatively higher 9.09% annualized return.


FNGAX

1D
0.26%
1M
-12.54%
YTD
-12.38%
6M
-14.22%
1Y
-1.17%
3Y*
-0.16%
5Y*
-4.59%
10Y*
5.22%

SWRLX

1D
0.00%
1M
-11.11%
YTD
2.74%
6M
12.29%
1Y
38.68%
3Y*
18.67%
5Y*
10.18%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNGAX vs. SWRLX - Expense Ratio Comparison

FNGAX has a 1.12% expense ratio, which is lower than SWRLX's 1.37% expense ratio.


Return for Risk

FNGAX vs. SWRLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FNGAX
FNGAX Risk / Return Rank: 44
Overall Rank
FNGAX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FNGAX Sortino Ratio Rank: 44
Sortino Ratio Rank
FNGAX Omega Ratio Rank: 44
Omega Ratio Rank
FNGAX Calmar Ratio Rank: 33
Calmar Ratio Rank
FNGAX Martin Ratio Rank: 33
Martin Ratio Rank

SWRLX
SWRLX Risk / Return Rank: 9494
Overall Rank
SWRLX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SWRLX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SWRLX Omega Ratio Rank: 9393
Omega Ratio Rank
SWRLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SWRLX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNGAX vs. SWRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund Class A (FNGAX) 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.


FNGAXSWRLXDifference

Sharpe ratio

Return per unit of total volatility

-0.13

2.38

-2.51

Sortino ratio

Return per unit of downside risk

-0.04

2.90

-2.94

Omega ratio

Gain probability vs. loss probability

0.99

1.47

-0.48

Calmar ratio

Return relative to maximum drawdown

-0.25

3.02

-3.27

Martin ratio

Return relative to average drawdown

-0.87

11.84

-12.71

FNGAX vs. SWRLX - Sharpe Ratio Comparison

The current FNGAX Sharpe Ratio is -0.13, which is lower than the SWRLX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of FNGAX and SWRLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FNGAXSWRLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

2.38

-2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.59

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.54

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.38

-0.22

Correlation

The correlation between FNGAX and SWRLX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FNGAX vs. SWRLX - Dividend Comparison

FNGAX's dividend yield for the trailing twelve months is around 3.72%, less than SWRLX's 7.43% yield.


TTM20252024202320222021202020192018201720162015
FNGAX
Franklin International Growth Fund Class A
3.72%3.36%1.86%0.00%1.75%1.80%2.22%0.13%1.94%1.31%0.53%0.01%
SWRLX
Touchstone International Equity Fund
7.43%7.63%10.53%1.36%1.56%14.95%0.46%9.10%15.19%3.61%0.66%3.76%

Drawdowns

FNGAX vs. SWRLX - Drawdown Comparison

The maximum FNGAX drawdown since its inception was -53.35%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for FNGAX and SWRLX.


Loading graphics...

Drawdown Indicators


FNGAXSWRLXDifference

Max Drawdown

Largest peak-to-trough decline

-53.35%

-59.44%

+6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-11.73%

-5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-47.24%

-34.19%

-13.05%

Max Drawdown (10Y)

Largest decline over 10 years

-47.24%

-35.95%

-11.29%

Current Drawdown

Current decline from peak

-30.82%

-11.49%

-19.33%

Average Drawdown

Average peak-to-trough decline

-14.07%

-11.68%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

3.07%

+1.83%

Volatility

FNGAX vs. SWRLX - Volatility Comparison

The current volatility for Franklin International Growth Fund Class A (FNGAX) is 6.52%, while Touchstone International Equity Fund (SWRLX) has a volatility of 6.90%. This indicates that FNGAX 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.


Loading graphics...

Volatility by Period


FNGAXSWRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

6.90%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

10.71%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

15.93%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.19%

17.21%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

16.75%

+3.43%