NOIGX vs. SWRLX
Compare and contrast key facts about Northern International Equity Fund (NOIGX) and Touchstone International Equity Fund (SWRLX).
NOIGX is managed by Northern Funds. It was launched on Mar 30, 1994. SWRLX is managed by Touchstone. It was launched on Mar 1, 1993.
Performance
NOIGX vs. SWRLX - Performance Comparison
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NOIGX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOIGX Northern International Equity Fund | -0.30% | 37.46% | 4.73% | 19.04% | -11.87% | 15.14% | 1.69% | 16.60% | -15.11% | 22.90% |
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, NOIGX achieves a -0.30% return, which is significantly lower than SWRLX's 2.74% return. Over the past 10 years, NOIGX has underperformed SWRLX with an annualized return of 8.62%, while SWRLX has yielded a comparatively higher 9.09% annualized return.
NOIGX
- 1D
- 0.07%
- 1M
- -9.41%
- YTD
- -0.30%
- 6M
- 6.19%
- 1Y
- 26.75%
- 3Y*
- 16.56%
- 5Y*
- 10.36%
- 10Y*
- 8.62%
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%
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NOIGX vs. SWRLX - Expense Ratio Comparison
NOIGX has a 0.51% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Return for Risk
NOIGX vs. SWRLX — Risk / Return Rank
NOIGX
SWRLX
NOIGX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern International Equity Fund (NOIGX) 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.
| NOIGX | SWRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 2.38 | -0.77 |
Sortino ratioReturn per unit of downside risk | 2.12 | 2.90 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.47 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.02 | -1.07 |
Martin ratioReturn relative to average drawdown | 8.59 | 11.84 | -3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NOIGX | SWRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.38 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.54 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.38 | -0.08 |
Correlation
The correlation between NOIGX and SWRLX is 0.89, 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
NOIGX vs. SWRLX - Dividend Comparison
NOIGX's dividend yield for the trailing twelve months is around 0.78%, less than SWRLX's 7.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOIGX Northern International Equity Fund | 0.78% | 0.78% | 4.50% | 5.79% | 2.94% | 3.20% | 5.86% | 3.83% | 2.71% | 1.21% | 1.57% | 2.02% |
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
NOIGX vs. SWRLX - Drawdown Comparison
The maximum NOIGX drawdown since its inception was -57.92%, roughly equal to the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for NOIGX and SWRLX.
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Drawdown Indicators
| NOIGX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.92% | -59.44% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.65% | -11.73% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -27.48% | -34.19% | +6.71% |
Max Drawdown (10Y)Largest decline over 10 years | -40.06% | -35.95% | -4.11% |
Current DrawdownCurrent decline from peak | -9.41% | -11.49% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -11.68% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.07% | -0.24% |
Volatility
NOIGX vs. SWRLX - Volatility Comparison
The current volatility for Northern International Equity Fund (NOIGX) is 6.27%, while Touchstone International Equity Fund (SWRLX) has a volatility of 6.90%. This indicates that NOIGX 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
| NOIGX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 6.90% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 10.71% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 15.93% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 17.21% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 16.75% | -0.26% |