SWRLX vs. EISIX
SWRLX (Touchstone International Equity Fund) and EISIX (Carillon ClariVest International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, SWRLX returned 10.76%/yr vs 12.39%/yr for EISIX. Their correlation of 0.88 means they have usually moved in the same direction. SWRLX charges 1.37%/yr vs 0.96%/yr for EISIX.
Performance
SWRLX vs. EISIX - Performance Comparison
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Returns By Period
In the year-to-date period, SWRLX achieves a 23.28% return, which is significantly higher than EISIX's 22.06% return. Over the past 10 years, SWRLX has underperformed EISIX with an annualized return of 10.76%, while EISIX has yielded a comparatively higher 12.39% annualized return.
SWRLX
- 1D
- 1.10%
- 1M
- 0.45%
- 6M
- 12.23%
- YTD
- 23.28%
- 1Y
- 45.63%
- 3Y*
- 24.97%
- 5Y*
- 13.31%
- 10Y*
- 10.76%
- ALL TIME*
- 7.56%
EISIX
- 1D
- 1.44%
- 1M
- -0.10%
- 6M
- 12.92%
- YTD
- 22.06%
- 1Y
- 42.88%
- 3Y*
- 27.34%
- 5Y*
- 15.91%
- 10Y*
- 12.39%
- ALL TIME*
- 9.53%
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 |
SWRLX vs. EISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWRLX Touchstone International Equity Fund | 23.28% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
EISIX Carillon ClariVest International Stock Fund | 22.06% | 39.31% | 14.86% | 20.02% | -11.83% | 17.84% | 2.92% | 18.66% | -17.86% | 27.57% |
Correlation
The correlation between SWRLX and EISIX 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 Jan 2, 2014 | 0.88 |
The correlation between SWRLX and EISIX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
SWRLX vs. EISIX — Risk / Return Rank
SWRLX
EISIX
SWRLX vs. EISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and Carillon ClariVest International Stock Fund (EISIX). 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.
| SWRLX | EISIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.43 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.46 | +0.54 |
| Martin ratioReturn relative to average drawdown | 14.00 | 12.17 | +1.83 |
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Drawdowns
SWRLX vs. EISIX - Drawdown Comparison
The maximum SWRLX drawdown since its inception was -59.44%, which is greater than EISIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for SWRLX and EISIX.
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Drawdown Indicators
| SWRLX | EISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -39.30% | -20.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -12.54% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -14.08% | -13.38% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -27.05% | -7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -39.30% | +3.35% |
Current DrawdownCurrent decline from peak | -1.04% | -2.44% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -7.42% | -4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.56% | -0.28% |
Volatility
SWRLX vs. EISIX - Volatility Comparison
The current volatility for Touchstone International Equity Fund (SWRLX) is 5.03%, while Carillon ClariVest International Stock Fund (EISIX) has a volatility of 6.16%. This indicates that SWRLX experiences smaller price fluctuations and is considered to be less risky than EISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRLX | EISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 6.16% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 16.66% | -2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 18.49% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 16.62% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 16.54% | +0.11% |
SWRLX vs. EISIX - Expense Ratio Comparison
SWRLX has a 1.37% expense ratio, which is higher than EISIX's 0.96% expense ratio.
Dividends
SWRLX vs. EISIX - Dividend Comparison
SWRLX's dividend yield for the trailing twelve months is around 6.19%, more than EISIX's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EISIX Carillon ClariVest International Stock Fund | 2.45% | 3.00% | 3.83% | 2.95% | 0.87% | 1.81% | 1.09% | 2.39% | 1.81% | 1.36% | 2.31% | 0.77% |
SWRLX Touchstone International Equity Fund | 6.19% | 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, SWRLX and EISIX 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.
EISIX has higher volatility (6.16%) compared to SWRLX (5.03%). In terms of maximum drawdown, SWRLX dropped -59.44% vs EISIX's -39.30%.
SWRLX currently has the higher Sharpe Ratio (2.93 vs 2.35), 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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