SCOBX vs. SWRLX
Compare and contrast key facts about DWS International Growth Fund (SCOBX) and Touchstone International Equity Fund (SWRLX).
SCOBX is managed by DWS. It was launched on Jul 22, 1986. SWRLX is managed by Touchstone. It was launched on Mar 1, 1993.
Performance
SCOBX vs. SWRLX - Performance Comparison
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SCOBX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCOBX DWS International Growth Fund | -7.80% | 19.45% | 9.37% | 15.76% | -29.24% | 8.23% | 22.49% | 31.61% | -16.88% | 25.45% |
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, SCOBX achieves a -7.80% return, which is significantly lower than SWRLX's 2.74% return. Over the past 10 years, SCOBX has underperformed SWRLX with an annualized return of 6.12%, while SWRLX has yielded a comparatively higher 9.09% annualized return.
SCOBX
- 1D
- -0.12%
- 1M
- -12.07%
- YTD
- -7.80%
- 6M
- -6.17%
- 1Y
- 5.86%
- 3Y*
- 8.26%
- 5Y*
- 1.51%
- 10Y*
- 6.12%
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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SCOBX vs. SWRLX - Expense Ratio Comparison
SCOBX has a 0.92% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Return for Risk
SCOBX vs. SWRLX — Risk / Return Rank
SCOBX
SWRLX
SCOBX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS International Growth Fund (SCOBX) 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.
| SCOBX | SWRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 2.38 | -2.09 |
Sortino ratioReturn per unit of downside risk | 0.55 | 2.90 | -2.35 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.47 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 3.02 | -2.70 |
Martin ratioReturn relative to average drawdown | 1.21 | 11.84 | -10.63 |
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
| SCOBX | SWRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 2.38 | -2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.59 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.54 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.38 | +0.03 |
Correlation
The correlation between SCOBX and SWRLX is 0.86, 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
SCOBX vs. SWRLX - Dividend Comparison
SCOBX's dividend yield for the trailing twelve months is around 5.10%, less than SWRLX's 7.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCOBX DWS International Growth Fund | 5.10% | 4.70% | 3.37% | 1.57% | 3.78% | 3.70% | 0.81% | 1.01% | 1.29% | 0.46% | 0.14% | 0.00% |
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
SCOBX vs. SWRLX - Drawdown Comparison
The maximum SCOBX drawdown since its inception was -62.65%, which is greater than SWRLX's maximum drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for SCOBX and SWRLX.
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Drawdown Indicators
| SCOBX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.65% | -59.44% | -3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -11.73% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -40.92% | -34.19% | -6.73% |
Max Drawdown (10Y)Largest decline over 10 years | -40.92% | -35.95% | -4.97% |
Current DrawdownCurrent decline from peak | -12.41% | -11.49% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -11.68% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.07% | +0.40% |
Volatility
SCOBX vs. SWRLX - Volatility Comparison
The current volatility for DWS International Growth Fund (SCOBX) is 6.00%, while Touchstone International Equity Fund (SWRLX) has a volatility of 6.90%. This indicates that SCOBX 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
| SCOBX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 6.90% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 10.71% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 15.93% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 17.21% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 16.75% | +0.61% |