PINZX vs. SWRLX
PINZX (Principal Overseas Fund) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, PINZX returned 13.15%/yr vs 11.66%/yr for SWRLX. Their correlation of 0.91 suggests significant overlap in exposure. PINZX charges 0.97%/yr vs 1.37%/yr for SWRLX.
Performance
PINZX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, PINZX achieves a 15.80% return, which is significantly lower than SWRLX's 24.58% return. Over the past 10 years, PINZX has outperformed SWRLX with an annualized return of 13.15%, while SWRLX has yielded a comparatively lower 11.66% annualized return.
PINZX
- 1D
- 0.67%
- 1M
- 3.67%
- YTD
- 15.80%
- 6M
- 15.98%
- 1Y
- 35.84%
- 3Y*
- 25.88%
- 5Y*
- 16.38%
- 10Y*
- 13.15%
SWRLX
- 1D
- 0.93%
- 1M
- 5.08%
- YTD
- 24.58%
- 6M
- 24.85%
- 1Y
- 53.69%
- 3Y*
- 25.82%
- 5Y*
- 13.24%
- 10Y*
- 11.66%
PINZX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PINZX Principal Overseas Fund | 15.80% | 40.18% | 13.98% | 22.59% | -4.87% | 11.15% | 4.09% | 20.84% | -17.91% | 25.59% |
SWRLX Touchstone International Equity Fund | 24.58% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between PINZX and SWRLX is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2008 | 0.91 |
The correlation between PINZX and SWRLX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
PINZX vs. SWRLX — Risk / Return Rank
PINZX
SWRLX
PINZX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Overseas Fund (PINZX) 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.
| PINZX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.67 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 4.74 | -2.03 |
| Martin ratioReturn relative to average drawdown | 10.06 | 17.57 | -7.51 |
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Drawdowns
PINZX vs. SWRLX - Drawdown Comparison
The maximum PINZX drawdown since its inception was -44.27%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for PINZX and SWRLX.
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Drawdown Indicators
| PINZX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.27% | -59.44% | +15.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -11.49% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -14.08% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -25.96% | -34.19% | +8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -44.27% | -35.95% | -8.32% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -11.61% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 3.09% | +0.56% |
Volatility
PINZX vs. SWRLX - Volatility Comparison
The current volatility for Principal Overseas Fund (PINZX) is 5.46%, while Touchstone International Equity Fund (SWRLX) has a volatility of 5.93%. This indicates that PINZX 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
| PINZX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.93% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 12.82% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 15.00% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 17.52% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 16.87% | +1.28% |
PINZX vs. SWRLX - Expense Ratio Comparison
PINZX has a 0.97% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
PINZX vs. SWRLX - Dividend Comparison
PINZX's dividend yield for the trailing twelve months is around 8.39%, more than SWRLX's 6.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PINZX Principal Overseas Fund | 8.39% | 9.71% | 29.12% | 6.31% | 8.23% | 7.70% | 1.85% | 3.08% | 10.03% | 3.15% | 2.04% | 4.01% |
SWRLX Touchstone International Equity Fund | 6.13% | 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
PINZX and SWRLX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWRLX has higher volatility (5.93%) compared to PINZX (5.46%). In terms of maximum drawdown, PINZX dropped -44.27% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (3.64 vs 2.23), 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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