PJIZX vs. SWRLX
PJIZX (PGIM Quant Solutions International Equity Fund) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, PJIZX returned 10.29%/yr vs 10.60%/yr for SWRLX. Their correlation of 0.88 means they have usually moved in the same direction. PJIZX charges 1.04%/yr vs 1.37%/yr for SWRLX.
Performance
PJIZX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, PJIZX achieves a 13.36% return, which is significantly lower than SWRLX's 21.39% return. Both investments have delivered pretty close results over the past 10 years, with PJIZX having a 10.29% annualized return and SWRLX not far ahead at 10.60%.
PJIZX
- 1D
- 3.33%
- 1M
- -0.73%
- 6M
- 6.16%
- YTD
- 13.36%
- 1Y
- 31.88%
- 3Y*
- 22.53%
- 5Y*
- 11.79%
- 10Y*
- 10.29%
- ALL TIME*
- 3.18%
SWRLX
- 1D
- 2.18%
- 1M
- 0.70%
- 6M
- 12.44%
- YTD
- 21.39%
- 1Y
- 45.70%
- 3Y*
- 23.29%
- 5Y*
- 13.08%
- 10Y*
- 10.60%
- ALL TIME*
- 7.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PJIZX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PJIZX PGIM Quant Solutions International Equity Fund | 13.36% | 41.41% | 10.78% | 19.44% | -17.70% | 10.15% | 6.90% | 20.36% | -17.19% | 28.46% |
SWRLX Touchstone International Equity Fund | 21.39% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between PJIZX and SWRLX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 29, 2000 | 0.88 |
The correlation between PJIZX and SWRLX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
PJIZX vs. SWRLX — Risk / Return Rank
PJIZX
SWRLX
PJIZX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions International Equity Fund (PJIZX) 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.
| PJIZX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.52 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 3.88 | -1.41 |
| Martin ratioReturn relative to average drawdown | 8.78 | 13.62 | -4.84 |
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Drawdowns
PJIZX vs. SWRLX - Drawdown Comparison
The maximum PJIZX drawdown since its inception was -67.75%, which is greater than SWRLX's maximum drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for PJIZX and SWRLX.
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Drawdown Indicators
| PJIZX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.75% | -59.44% | -8.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -11.49% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -13.53% | -14.08% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -30.69% | -34.19% | +3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -39.42% | -35.95% | -3.47% |
Current DrawdownCurrent decline from peak | -5.07% | -2.56% | -2.51% |
Average DrawdownAverage peak-to-trough decline | -23.62% | -11.58% | -12.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.27% | +0.19% |
Volatility
PJIZX vs. SWRLX - Volatility Comparison
PGIM Quant Solutions International Equity Fund (PJIZX) has a higher volatility of 6.62% compared to Touchstone International Equity Fund (SWRLX) at 5.46%. This indicates that PJIZX'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.
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Volatility by Period
| PJIZX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 5.46% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.11% | 13.85% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 15.77% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 17.67% | -1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 16.65% | -0.75% |
PJIZX vs. SWRLX - Expense Ratio Comparison
PJIZX has a 1.04% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
PJIZX vs. SWRLX - Dividend Comparison
PJIZX's dividend yield for the trailing twelve months is around 8.86%, more than SWRLX's 6.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PJIZX PGIM Quant Solutions International Equity Fund | 8.86% | 10.05% | 4.25% | 4.25% | 4.11% | 11.66% | 1.74% | 2.73% | 3.46% | 1.98% | 2.28% | 1.99% |
SWRLX Touchstone International Equity Fund | 6.29% | 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
With a correlation of 0.92, PJIZX and SWRLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PJIZX has higher volatility (6.62%) compared to SWRLX (5.46%). In terms of maximum drawdown, PJIZX dropped -67.75% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (2.84 vs 1.70), 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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