HJIGX vs. SWRLX
HJIGX (Hardman Johnston International Growth Fund) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, HJIGX returned 6.04%/yr vs 12.59%/yr for SWRLX. Their correlation of 0.81 means they have usually moved in the same direction. HJIGX charges 1.00%/yr vs 1.37%/yr for SWRLX.
Performance
HJIGX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, HJIGX achieves a 9.38% return, which is significantly lower than SWRLX's 18.81% return.
HJIGX
- 1D
- 0.06%
- 1M
- -5.29%
- 6M
- 0.50%
- YTD
- 9.38%
- 1Y
- 22.37%
- 3Y*
- 17.39%
- 5Y*
- 6.04%
- 10Y*
- —
- ALL TIME*
- 8.50%
SWRLX
- 1D
- 0.00%
- 1M
- -2.17%
- 6M
- 8.50%
- YTD
- 18.81%
- 1Y
- 41.34%
- 3Y*
- 22.43%
- 5Y*
- 12.59%
- 10Y*
- 10.31%
- ALL TIME*
- 7.44%
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 |
HJIGX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HJIGX Hardman Johnston International Growth Fund | 9.38% | 40.61% | 12.28% | 4.95% | -23.59% | 2.17% | 32.60% | 23.67% | -14.10% |
SWRLX Touchstone International Equity Fund | 18.81% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -14.52% |
Correlation
The correlation between HJIGX 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. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2018 | 0.81 |
The correlation between HJIGX and SWRLX has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
HJIGX vs. SWRLX — Risk / Return Rank
HJIGX
SWRLX
HJIGX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hardman Johnston International Growth Fund (HJIGX) 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.
| HJIGX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.46 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 3.47 | -1.98 |
| Martin ratioReturn relative to average drawdown | 5.56 | 12.19 | -6.63 |
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Drawdowns
HJIGX vs. SWRLX - Drawdown Comparison
The maximum HJIGX drawdown since its inception was -42.60%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for HJIGX and SWRLX.
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Drawdown Indicators
| HJIGX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.60% | -59.44% | +16.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -11.49% | -3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -14.08% | -2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -42.60% | -34.19% | -8.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.95% | — |
Current DrawdownCurrent decline from peak | -6.95% | -4.63% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -12.68% | -11.58% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 3.27% | +0.78% |
Volatility
HJIGX vs. SWRLX - Volatility Comparison
Hardman Johnston International Growth Fund (HJIGX) has a higher volatility of 5.40% compared to Touchstone International Equity Fund (SWRLX) at 4.98%. This indicates that HJIGX'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
| HJIGX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.98% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 18.80% | 13.69% | +5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 15.64% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 17.65% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 16.64% | +4.53% |
HJIGX vs. SWRLX - Expense Ratio Comparison
HJIGX has a 1.00% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
HJIGX vs. SWRLX - Dividend Comparison
HJIGX's dividend yield for the trailing twelve months is around 2.76%, less than SWRLX's 6.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HJIGX Hardman Johnston International Growth Fund | 2.76% | 3.02% | 0.24% | 0.00% | 0.00% | 1.11% | 0.00% | 5.48% | 0.00% | 0.00% | 0.00% | 0.00% |
SWRLX Touchstone International Equity Fund | 6.42% | 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
HJIGX 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.
HJIGX has higher volatility (5.40%) compared to SWRLX (4.98%). In terms of maximum drawdown, HJIGX dropped -42.60% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (2.55 vs 1.04), 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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