SWRLX vs. BDOKX

Last updated Jun 4, 2026

SWRLX (Touchstone International Equity Fund) and BDOKX (iShares MSCI Total International Index Fund Class K) are both Foreign Large Cap Equities funds. Over the past 10 years, SWRLX returned 10.76%/yr vs 9.87%/yr for BDOKX. Their correlation of 0.91 suggests significant overlap in exposure. SWRLX charges 1.37%/yr vs 0.09%/yr for BDOKX.

Performance

SWRLX vs. BDOKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone International Equity Fund (SWRLX) and iShares MSCI Total International Index Fund Class K (BDOKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SWRLX achieves a 22.19% return, which is significantly higher than BDOKX's 15.93% return. Over the past 10 years, SWRLX has outperformed BDOKX with an annualized return of 10.76%, while BDOKX has yielded a comparatively lower 9.87% annualized return.

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%

BDOKX

• 1D: 0.74%
• 1M: 6.16%
• YTD: 15.93%
• 6M: 18.68%
• 1Y: 33.80%
• 3Y*: 19.98%
• 5Y*: 8.79%
• 10Y*: 9.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWRLX vs. BDOKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
BDOKX iShares MSCI Total International Index Fund Class K	15.93%	32.56%	5.37%	15.26%	-16.40%	7.68%	10.77%	23.11%	-13.91%	26.40%

Correlation

The correlation between SWRLX and BDOKX is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jul 1, 2011	0.91

The correlation between SWRLX and BDOKX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Return for Risk

SWRLX vs. BDOKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWRLX

SWRLX Risk / Return Rank: 91
SWRLX Sharpe Ratio Rank: 96
SWRLX Sortino Ratio Rank: 92
SWRLX Omega Ratio Rank: 91
SWRLX Calmar Ratio Rank: 89
SWRLX Martin Ratio Rank: 87

BDOKX

BDOKX Risk / Return Rank: 57
BDOKX Sharpe Ratio Rank: 60
BDOKX Sortino Ratio Rank: 54
BDOKX Omega Ratio Rank: 57
BDOKX Calmar Ratio Rank: 59
BDOKX Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWRLX vs. BDOKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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.

	SWRLX	BDOKX	Difference
Sharpe ratio: Return per unit of total volatility	3.57	2.28	+1.29
Sortino ratio: Return per unit of downside risk	4.60	3.10	+1.51
Omega ratio: Gain probability vs. loss probability	1.66	1.42	+0.24
Calmar ratio: Return relative to maximum drawdown	4.42	2.93	+1.48
Martin ratio: Return relative to average drawdown	16.56	11.58	+4.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWRLX vs. BDOKX - Sharpe Ratio Comparison

The current SWRLX Sharpe Ratio is 3.57, which is higher than the BDOKX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SWRLX and BDOKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SWRLX	BDOKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.57	2.28	+1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.57	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.61	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.39	+0.02

Drawdowns

SWRLX vs. BDOKX - Drawdown Comparison

The maximum SWRLX drawdown since its inception was -59.44%, which is greater than BDOKX's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for SWRLX and BDOKX.

Drawdown Indicators

	SWRLX	BDOKX	Difference
Max Drawdown Largest peak-to-trough decline	-59.44%	-34.22%	-25.22%
Max Drawdown (1Y) Largest decline over 1 year	-11.49%	-11.38%	-0.11%
Max Drawdown (3Y) Largest decline over 3 years	-14.08%	-13.54%	-0.54%
Max Drawdown (5Y) Largest decline over 5 years	-34.19%	-30.23%	-3.96%
Max Drawdown (10Y) Largest decline over 10 years	-35.95%	-34.22%	-1.73%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-11.63%	-8.23%	-3.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	2.88%	+0.18%

Volatility

SWRLX vs. BDOKX - Volatility Comparison

The current volatility for Touchstone International Equity Fund (SWRLX) is 4.71%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 4.99%. This indicates that SWRLX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWRLX	BDOKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	4.99%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	11.75%	12.32%	-0.57%
Volatility (1Y) Calculated over the trailing 1-year period	14.25%	14.67%	-0.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.38%	15.46%	+1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.85%	16.27%	+0.58%

SWRLX vs. BDOKX - Expense Ratio Comparison

SWRLX has a 1.37% expense ratio, which is higher than BDOKX's 0.09% expense ratio.

Dividends

SWRLX vs. BDOKX - Dividend Comparison

SWRLX's dividend yield for the trailing twelve months is around 6.25%, more than BDOKX's 2.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDOKX iShares MSCI Total International Index Fund Class K	2.48%	3.01%	2.84%	2.94%	2.84%	3.01%	1.98%	4.48%	3.28%	1.81%	3.51%	3.87%
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

Can I hold both SWRLX and BDOKX in my portfolio?

With a correlation of 0.92, SWRLX and BDOKX 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.

Which is riskier, SWRLX or BDOKX?

BDOKX has higher volatility (4.99%) compared to SWRLX (4.71%). In terms of maximum drawdown, SWRLX dropped -59.44% vs BDOKX's -34.22%.

Which has better risk-adjusted returns?

SWRLX currently has the higher Sharpe Ratio (3.57 vs 2.28), 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.