OIIEX vs. SWRLX
OIIEX (Optimum International Fund) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, OIIEX returned 9.34%/yr vs 10.76%/yr for SWRLX. Their correlation of 0.90 suggests significant overlap in exposure. OIIEX charges 1.04%/yr vs 1.37%/yr for SWRLX.
Performance
OIIEX vs. SWRLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OIIEX achieves a 17.33% return, which is significantly lower than SWRLX's 22.19% return. Over the past 10 years, OIIEX has underperformed SWRLX with an annualized return of 9.34%, while SWRLX has yielded a comparatively higher 10.76% annualized return.
OIIEX
- 1D
- 0.65%
- 1M
- 8.39%
- YTD
- 17.33%
- 6M
- 20.70%
- 1Y
- 28.83%
- 3Y*
- 19.82%
- 5Y*
- 7.00%
- 10Y*
- 9.34%
SWRLX
- 1D
- 0.66%
- 1M
- 7.62%
- YTD
- 22.19%
- 6M
- 26.89%
- 1Y
- 51.26%
- 3Y*
- 24.96%
- 5Y*
- 12.39%
- 10Y*
- 10.76%
OIIEX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIIEX Optimum International Fund | 17.33% | 25.99% | 8.41% | 17.37% | -23.04% | 8.52% | 12.57% | 19.60% | -13.98% | 30.46% |
SWRLX Touchstone International Equity Fund | 22.19% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between OIIEX and SWRLX is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2003 | 0.90 |
The correlation between OIIEX and SWRLX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OIIEX vs. SWRLX — Risk / Return Rank
OIIEX
SWRLX
OIIEX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimum International Fund (OIIEX) 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.
| OIIEX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.66 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 4.42 | -2.01 |
| Martin ratioReturn relative to average drawdown | 9.26 | 16.56 | -7.29 |
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 charts...
Sharpe Ratios by Period
| OIIEX | SWRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 3.57 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.72 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.64 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.41 | -0.03 |
Drawdowns
OIIEX vs. SWRLX - Drawdown Comparison
The maximum OIIEX drawdown since its inception was -58.10%, roughly equal to the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for OIIEX and SWRLX.
Loading charts...
Drawdown Indicators
| OIIEX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.10% | -59.44% | +1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.49% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -14.64% | -14.08% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -37.09% | -34.19% | -2.90% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -35.95% | -1.48% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -11.63% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.06% | +0.03% |
Volatility
OIIEX vs. SWRLX - Volatility Comparison
Optimum International Fund (OIIEX) and Touchstone International Equity Fund (SWRLX) have volatilities of 4.72% and 4.71%, 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.
Loading charts...
Volatility by Period
| OIIEX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.71% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 11.75% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.99% | 14.25% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 17.38% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 16.85% | +0.29% |
OIIEX vs. SWRLX - Expense Ratio Comparison
OIIEX has a 1.04% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
OIIEX vs. SWRLX - Dividend Comparison
OIIEX's dividend yield for the trailing twelve months is around 1.19%, less than SWRLX's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIIEX Optimum International Fund | 1.19% | 1.40% | 1.62% | 1.37% | 3.08% | 15.53% | 3.16% | 2.10% | 8.98% | 2.06% | 1.16% | 0.80% |
SWRLX Touchstone International Equity Fund | 6.25% | 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
OIIEX and SWRLX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OIIEX has higher volatility (4.72%) compared to SWRLX (4.71%). In terms of maximum drawdown, OIIEX dropped -58.10% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (3.57 vs 1.92), 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.
Find the right allocation for OIIEX and SWRLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer