MYIIX vs. SWRLX
MYIIX (MainStay WMC International Research Equity Fund) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, MYIIX returned 8.31%/yr vs 11.34%/yr for SWRLX. Their correlation of 0.86 suggests significant overlap in exposure. MYIIX charges 0.86%/yr vs 1.37%/yr for SWRLX.
Performance
MYIIX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, MYIIX achieves a 12.26% return, which is significantly lower than SWRLX's 21.04% return. Over the past 10 years, MYIIX has underperformed SWRLX with an annualized return of 8.31%, while SWRLX has yielded a comparatively higher 11.34% annualized return.
MYIIX
- 1D
- -2.68%
- 1M
- 1.13%
- YTD
- 12.26%
- 6M
- 12.48%
- 1Y
- 32.64%
- 3Y*
- 20.43%
- 5Y*
- 9.67%
- 10Y*
- 8.31%
SWRLX
- 1D
- -2.84%
- 1M
- 2.10%
- YTD
- 21.04%
- 6M
- 21.08%
- 1Y
- 46.91%
- 3Y*
- 24.62%
- 5Y*
- 12.45%
- 10Y*
- 11.34%
MYIIX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MYIIX MainStay WMC International Research Equity Fund | 12.26% | 39.10% | 7.56% | 13.56% | -15.94% | 10.65% | 1.75% | 17.15% | -23.31% | 23.20% |
SWRLX Touchstone International Equity Fund | 21.04% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between MYIIX and SWRLX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007 | 0.86 |
The correlation between MYIIX and SWRLX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
MYIIX vs. SWRLX — Risk / Return Rank
MYIIX
SWRLX
MYIIX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay WMC International Research Equity Fund (MYIIX) 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.
| MYIIX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.60 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 4.32 | -1.18 |
| Martin ratioReturn relative to average drawdown | 12.06 | 15.96 | -3.90 |
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Drawdowns
MYIIX vs. SWRLX - Drawdown Comparison
The maximum MYIIX drawdown since its inception was -62.79%, which is greater than SWRLX's maximum drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for MYIIX and SWRLX.
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Drawdown Indicators
| MYIIX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.79% | -59.44% | -3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -11.49% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -13.81% | -14.08% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -30.71% | -34.19% | +3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -44.88% | -35.95% | -8.93% |
Current DrawdownCurrent decline from peak | -2.68% | -2.84% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -17.14% | -11.61% | -5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.10% | -0.21% |
Volatility
MYIIX vs. SWRLX - Volatility Comparison
MainStay WMC International Research Equity Fund (MYIIX) and Touchstone International Equity Fund (SWRLX) have volatilities of 6.46% and 6.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYIIX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 6.63% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 13.18% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 15.27% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 17.57% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 16.69% | -0.85% |
MYIIX vs. SWRLX - Expense Ratio Comparison
MYIIX has a 0.86% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
MYIIX vs. SWRLX - Dividend Comparison
MYIIX's dividend yield for the trailing twelve months is around 2.60%, less than SWRLX's 6.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYIIX MainStay WMC International Research Equity Fund | 2.60% | 2.92% | 1.88% | 2.05% | 1.98% | 2.74% | 2.13% | 10.18% | 6.35% | 1.76% | 3.16% | 0.90% |
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
MYIIX and SWRLX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWRLX has higher volatility (6.63%) compared to MYIIX (6.46%). In terms of maximum drawdown, MYIIX dropped -62.79% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (3.25 vs 2.41), 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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