SSAIX vs. SWRLX
Compare and contrast key facts about State Street International Stock Selection Fund (SSAIX) and Touchstone International Equity Fund (SWRLX).
SSAIX is managed by State Street. It was launched on Mar 6, 1995. SWRLX is managed by Touchstone. It was launched on Mar 1, 1993.
Performance
SSAIX vs. SWRLX - Performance Comparison
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SSAIX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSAIX State Street International Stock Selection Fund | 2.65% | 31.50% | 7.90% | 17.53% | -13.60% | 12.77% | 2.88% | 16.78% | -17.69% | 22.21% |
SWRLX Touchstone International Equity Fund | 5.02% | 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, SSAIX achieves a 2.65% return, which is significantly lower than SWRLX's 5.02% return. Over the past 10 years, SSAIX has underperformed SWRLX with an annualized return of 7.86%, while SWRLX has yielded a comparatively higher 9.33% annualized return.
SSAIX
- 1D
- 2.44%
- 1M
- -6.67%
- YTD
- 2.65%
- 6M
- 1.24%
- 1Y
- 23.63%
- 3Y*
- 16.64%
- 5Y*
- 9.35%
- 10Y*
- 7.86%
SWRLX
- 1D
- 2.23%
- 1M
- -7.78%
- YTD
- 5.02%
- 6M
- 14.27%
- 1Y
- 41.33%
- 3Y*
- 19.55%
- 5Y*
- 10.32%
- 10Y*
- 9.33%
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SSAIX vs. SWRLX - Expense Ratio Comparison
SSAIX has a 1.00% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Return for Risk
SSAIX vs. SWRLX — Risk / Return Rank
SSAIX
SWRLX
SSAIX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street International Stock Selection Fund (SSAIX) 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.
| SSAIX | SWRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 2.62 | -1.19 |
Sortino ratioReturn per unit of downside risk | 1.79 | 3.17 | -1.37 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.52 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.47 | -1.15 |
Martin ratioReturn relative to average drawdown | 8.41 | 13.14 | -4.73 |
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
| SSAIX | SWRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.62 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.60 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.56 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.39 | -0.12 |
Correlation
The correlation between SSAIX and SWRLX is 0.87, 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
SSAIX vs. SWRLX - Dividend Comparison
SSAIX has not paid dividends to shareholders, while SWRLX's dividend yield for the trailing twelve months is around 7.27%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAIX State Street International Stock Selection Fund | 0.00% | 0.00% | 3.64% | 5.68% | 3.47% | 4.55% | 1.88% | 3.34% | 5.99% | 3.63% | 2.74% | 2.55% |
SWRLX Touchstone International Equity Fund | 7.27% | 7.63% | 10.53% | 1.36% | 1.56% | 14.95% | 0.46% | 9.10% | 15.19% | 3.61% | 0.66% | 3.76% |
Drawdowns
SSAIX vs. SWRLX - Drawdown Comparison
The maximum SSAIX drawdown since its inception was -61.30%, roughly equal to the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for SSAIX and SWRLX.
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Drawdown Indicators
| SSAIX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.30% | -59.44% | -1.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -11.73% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.25% | -34.19% | +4.94% |
Max Drawdown (10Y)Largest decline over 10 years | -41.34% | -35.95% | -5.39% |
Current DrawdownCurrent decline from peak | -8.81% | -9.52% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -15.88% | -11.68% | -4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.10% | +0.49% |
Volatility
SSAIX vs. SWRLX - Volatility Comparison
The current volatility for State Street International Stock Selection Fund (SSAIX) is 6.61%, while Touchstone International Equity Fund (SWRLX) has a volatility of 7.36%. This indicates that SSAIX 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
| SSAIX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 7.36% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 10.91% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.93% | 16.04% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 17.24% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 16.76% | +0.23% |