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SWRLX vs. FINVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWRLX vs. FINVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone International Equity Fund (SWRLX) and Fidelity Series International Value Fund (FINVX). The values are adjusted to include any dividend payments, if applicable.

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SWRLX vs. FINVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FINVX
Fidelity Series International Value Fund
-1.35%45.75%6.20%20.35%-7.21%16.39%4.87%19.85%-16.40%20.41%

Returns By Period

In the year-to-date period, SWRLX achieves a 2.74% return, which is significantly higher than FINVX's -1.35% return. Over the past 10 years, SWRLX has underperformed FINVX with an annualized return of 9.09%, while FINVX has yielded a comparatively higher 10.07% 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%

FINVX

1D
0.85%
1M
-9.20%
YTD
-1.35%
6M
4.58%
1Y
26.12%
3Y*
20.18%
5Y*
13.04%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWRLX vs. FINVX - Expense Ratio Comparison

SWRLX has a 1.37% expense ratio, which is higher than FINVX's 0.01% expense ratio.


Return for Risk

SWRLX vs. FINVX — Risk / Return Rank

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

SWRLX
SWRLX Risk / Return Rank: 9494
Overall Rank
SWRLX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SWRLX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SWRLX Omega Ratio Rank: 9393
Omega Ratio Rank
SWRLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SWRLX Martin Ratio Rank: 9393
Martin Ratio Rank

FINVX
FINVX Risk / Return Rank: 7979
Overall Rank
FINVX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FINVX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FINVX Omega Ratio Rank: 7676
Omega Ratio Rank
FINVX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FINVX Martin Ratio Rank: 8181
Martin Ratio Rank
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. FINVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and Fidelity Series International Value Fund (FINVX). 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.


SWRLXFINVXDifference

Sharpe ratio

Return per unit of total volatility

2.38

1.42

+0.96

Sortino ratio

Return per unit of downside risk

2.90

1.92

+0.98

Omega ratio

Gain probability vs. loss probability

1.47

1.29

+0.18

Calmar ratio

Return relative to maximum drawdown

3.02

1.90

+1.13

Martin ratio

Return relative to average drawdown

11.84

7.92

+3.91

SWRLX vs. FINVX - Sharpe Ratio Comparison

The current SWRLX Sharpe Ratio is 2.38, which is higher than the FINVX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SWRLX and FINVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWRLXFINVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.42

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.79

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.35

+0.04

Correlation

The correlation between SWRLX and FINVX is 0.89, 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. FINVX - Dividend Comparison

SWRLX's dividend yield for the trailing twelve months is around 7.43%, less than FINVX's 11.35% yield.


TTM20252024202320222021202020192018201720162015
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%
FINVX
Fidelity Series International Value Fund
11.35%11.20%4.14%3.29%3.33%5.01%2.83%4.05%4.05%3.14%2.62%2.14%

Drawdowns

SWRLX vs. FINVX - Drawdown Comparison

The maximum SWRLX drawdown since its inception was -59.44%, which is greater than FINVX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for SWRLX and FINVX.


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Drawdown Indicators


SWRLXFINVXDifference

Max Drawdown

Largest peak-to-trough decline

-59.44%

-42.48%

-16.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-11.66%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-34.19%

-27.13%

-7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-35.95%

-42.48%

+6.53%

Current Drawdown

Current decline from peak

-11.49%

-9.26%

-2.23%

Average Drawdown

Average peak-to-trough decline

-11.68%

-9.11%

-2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.94%

+0.13%

Volatility

SWRLX vs. FINVX - Volatility Comparison

Touchstone International Equity Fund (SWRLX) and Fidelity Series International Value Fund (FINVX) have volatilities of 6.90% and 7.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWRLXFINVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

7.10%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

10.68%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

17.52%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

16.58%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

17.99%

-1.24%