SWRLX vs. FDIKX
Compare and contrast key facts about Touchstone International Equity Fund (SWRLX) and Fidelity Diversified International Fund Class K (FDIKX).
SWRLX is managed by Touchstone. It was launched on Mar 1, 1993. FDIKX is managed by Fidelity. It was launched on May 9, 2008.
Performance
SWRLX vs. FDIKX - Performance Comparison
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SWRLX vs. FDIKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FDIKX Fidelity Diversified International Fund Class K | -3.67% | 27.87% | 6.62% | 17.84% | -23.77% | 12.92% | 19.08% | 29.82% | -15.19% | 25.30% |
Returns By Period
In the year-to-date period, SWRLX achieves a 2.74% return, which is significantly higher than FDIKX's -3.67% return. Over the past 10 years, SWRLX has outperformed FDIKX with an annualized return of 9.09%, while FDIKX has yielded a comparatively lower 8.13% annualized return.
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%
FDIKX
- 1D
- 0.15%
- 1M
- -11.86%
- YTD
- -3.67%
- 6M
- 0.58%
- 1Y
- 17.11%
- 3Y*
- 12.41%
- 5Y*
- 5.92%
- 10Y*
- 8.13%
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SWRLX vs. FDIKX - Expense Ratio Comparison
SWRLX has a 1.37% expense ratio, which is higher than FDIKX's 0.91% expense ratio.
Return for Risk
SWRLX vs. FDIKX — Risk / Return Rank
SWRLX
FDIKX
SWRLX vs. FDIKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and Fidelity Diversified International Fund Class K (FDIKX). 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 | FDIKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 0.85 | +1.53 |
Sortino ratioReturn per unit of downside risk | 2.90 | 1.25 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.18 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 3.02 | 1.13 | +1.89 |
Martin ratioReturn relative to average drawdown | 11.84 | 4.44 | +7.40 |
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
| SWRLX | FDIKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 0.85 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.36 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.49 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.21 | +0.17 |
Correlation
The correlation between SWRLX and FDIKX is 0.91, 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
SWRLX vs. FDIKX - Dividend Comparison
SWRLX's dividend yield for the trailing twelve months is around 7.43%, less than FDIKX's 11.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FDIKX Fidelity Diversified International Fund Class K | 11.19% | 10.77% | 4.00% | 4.40% | 1.48% | 10.71% | 1.07% | 1.42% | 7.48% | 4.23% | 1.50% | 0.47% |
Drawdowns
SWRLX vs. FDIKX - Drawdown Comparison
The maximum SWRLX drawdown since its inception was -59.44%, roughly equal to the maximum FDIKX drawdown of -57.95%. Use the drawdown chart below to compare losses from any high point for SWRLX and FDIKX.
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Drawdown Indicators
| SWRLX | FDIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -57.95% | -1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -12.37% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -35.52% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -35.52% | -0.43% |
Current DrawdownCurrent decline from peak | -11.49% | -12.24% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -11.68% | -13.69% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.23% | -0.16% |
Volatility
SWRLX vs. FDIKX - Volatility Comparison
The current volatility for Touchstone International Equity Fund (SWRLX) is 6.90%, while Fidelity Diversified International Fund Class K (FDIKX) has a volatility of 8.06%. This indicates that SWRLX experiences smaller price fluctuations and is considered to be less risky than FDIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRLX | FDIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 8.06% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 12.17% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 18.70% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 16.77% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 16.79% | -0.04% |