JOHIX vs. SWRLX
Compare and contrast key facts about JOHCM International Select Fund (JOHIX) and Touchstone International Equity Fund (SWRLX).
JOHIX is managed by JOHCM Funds. It was launched on Jul 28, 2009. SWRLX is managed by Touchstone. It was launched on Mar 1, 1993.
Performance
JOHIX vs. SWRLX - Performance Comparison
Loading graphics...
JOHIX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JOHIX JOHCM International Select Fund | -4.17% | 25.70% | 0.11% | 18.16% | -32.38% | 12.38% | 29.72% | 19.04% | -8.28% | 22.88% |
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, JOHIX achieves a -4.17% return, which is significantly lower than SWRLX's 2.74% return. Over the past 10 years, JOHIX has underperformed SWRLX with an annualized return of 6.99%, while SWRLX has yielded a comparatively higher 9.09% annualized return.
JOHIX
- 1D
- 0.23%
- 1M
- -14.06%
- YTD
- -4.17%
- 6M
- -2.13%
- 1Y
- 19.00%
- 3Y*
- 9.56%
- 5Y*
- 1.55%
- 10Y*
- 6.99%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JOHIX vs. SWRLX - Expense Ratio Comparison
JOHIX has a 0.98% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Return for Risk
JOHIX vs. SWRLX — Risk / Return Rank
JOHIX
SWRLX
JOHIX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM International Select Fund (JOHIX) 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.
| JOHIX | SWRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 2.38 | -1.57 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.90 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.47 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 3.02 | -2.56 |
Martin ratioReturn relative to average drawdown | 1.83 | 11.84 | -10.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JOHIX | SWRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 2.38 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.59 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.54 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.38 | +0.09 |
Correlation
The correlation between JOHIX and SWRLX is 0.80, 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
JOHIX vs. SWRLX - Dividend Comparison
JOHIX's dividend yield for the trailing twelve months is around 3.35%, less than SWRLX's 7.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOHIX JOHCM International Select Fund | 3.35% | 3.21% | 1.71% | 1.90% | 1.67% | 12.27% | 2.88% | 0.95% | 1.51% | 1.18% | 0.71% | 0.37% |
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
JOHIX vs. SWRLX - Drawdown Comparison
The maximum JOHIX drawdown since its inception was -41.60%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for JOHIX and SWRLX.
Loading graphics...
Drawdown Indicators
| JOHIX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.60% | -59.44% | +17.84% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -11.73% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -41.60% | -34.19% | -7.41% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -35.95% | -5.65% |
Current DrawdownCurrent decline from peak | -14.06% | -11.49% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -11.68% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 3.07% | +1.63% |
Volatility
JOHIX vs. SWRLX - Volatility Comparison
JOHCM International Select Fund (JOHIX) has a higher volatility of 10.01% compared to Touchstone International Equity Fund (SWRLX) at 6.90%. This indicates that JOHIX'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.
Loading graphics...
Volatility by Period
| JOHIX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | 6.90% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.57% | 10.71% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.96% | 15.93% | +6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.34% | 17.21% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 16.75% | +0.15% |