SWRLX vs. FICCX
SWRLX (Touchstone International Equity Fund) and FICCX (Fidelity Advisor Canada Fund Class I) are both Foreign Large Cap Equities funds. Over the past 10 years, SWRLX returned 10.76%/yr vs 10.35%/yr for FICCX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. SWRLX charges 1.37%/yr vs 0.74%/yr for FICCX.
Performance
SWRLX vs. FICCX - 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 FICCX's 9.03% return. Both investments have delivered pretty close results over the past 10 years, with SWRLX having a 10.76% annualized return and FICCX not far behind at 10.35%.
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%
FICCX
- 1D
- -0.20%
- 1M
- 3.25%
- 6M
- 7.99%
- YTD
- 9.03%
- 1Y
- 18.57%
- 3Y*
- 16.82%
- 5Y*
- 11.19%
- 10Y*
- 10.35%
- ALL TIME*
- 6.22%
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. FICCX - 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% |
FICCX Fidelity Advisor Canada Fund Class I | 9.03% | 25.83% | 9.14% | 14.69% | -6.12% | 26.90% | 4.50% | 25.89% | -14.30% | 12.85% |
Correlation
The correlation between SWRLX and FICCX is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.74 |
Over the past year, the correlation between SWRLX and FICCX has dropped to 0.51 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
SWRLX vs. FICCX — Risk / Return Rank
SWRLX
FICCX
SWRLX vs. FICCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and Fidelity Advisor Canada Fund Class I (FICCX). 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 | FICCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.28 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.62 | +1.38 |
| Martin ratioReturn relative to average drawdown | 14.00 | 8.30 | +5.70 |
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Drawdowns
SWRLX vs. FICCX - Drawdown Comparison
The maximum SWRLX drawdown since its inception was -59.44%, roughly equal to the maximum FICCX drawdown of -58.09%. Use the drawdown chart below to compare losses from any high point for SWRLX and FICCX.
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Drawdown Indicators
| SWRLX | FICCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -58.09% | -1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -7.61% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -14.08% | -12.07% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -21.00% | -13.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -39.84% | +3.89% |
Current DrawdownCurrent decline from peak | -1.04% | -0.88% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -11.83% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.40% | +0.88% |
Volatility
SWRLX vs. FICCX - Volatility Comparison
Touchstone International Equity Fund (SWRLX) has a higher volatility of 5.03% compared to Fidelity Advisor Canada Fund Class I (FICCX) at 2.27%. This indicates that SWRLX's price experiences larger fluctuations and is considered to be riskier than FICCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRLX | FICCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 2.27% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 9.59% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 12.83% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 15.90% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 17.37% | -0.72% |
SWRLX vs. FICCX - Expense Ratio Comparison
SWRLX has a 1.37% expense ratio, which is higher than FICCX's 0.74% expense ratio.
Dividends
SWRLX vs. FICCX - Dividend Comparison
SWRLX's dividend yield for the trailing twelve months is around 6.19%, more than FICCX's 4.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICCX Fidelity Advisor Canada Fund Class I | 4.21% | 4.59% | 7.72% | 3.36% | 4.12% | 5.22% | 2.47% | 4.31% | 7.38% | 0.89% | 1.74% | 0.15% |
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
SWRLX and FICCX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWRLX has higher volatility (5.03%) compared to FICCX (2.27%). In terms of maximum drawdown, SWRLX dropped -59.44% vs FICCX's -58.09%.
SWRLX currently has the higher Sharpe Ratio (2.93 vs 1.56), 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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