SWRLX vs. GQJPX
Compare and contrast key facts about Touchstone International Equity Fund (SWRLX) and GQG Partners International Quality Dividend Income Fund (GQJPX).
SWRLX is managed by Touchstone. It was launched on Mar 1, 1993. GQJPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
SWRLX vs. GQJPX - Performance Comparison
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SWRLX vs. GQJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SWRLX Touchstone International Equity Fund | 2.74% | 53.78% | -1.53% | 17.63% | -11.02% | -5.49% |
GQJPX GQG Partners International Quality Dividend Income Fund | 3.87% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
Returns By Period
In the year-to-date period, SWRLX achieves a 2.74% return, which is significantly lower than GQJPX's 3.87% 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%
GQJPX
- 1D
- -0.32%
- 1M
- -7.07%
- YTD
- 3.87%
- 6M
- 9.04%
- 1Y
- 17.20%
- 3Y*
- 17.59%
- 5Y*
- —
- 10Y*
- —
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SWRLX vs. GQJPX - Expense Ratio Comparison
SWRLX has a 1.37% expense ratio, which is higher than GQJPX's 0.91% expense ratio.
Return for Risk
SWRLX vs. GQJPX — Risk / Return Rank
SWRLX
GQJPX
SWRLX vs. GQJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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 | GQJPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 1.39 | +0.99 |
Sortino ratioReturn per unit of downside risk | 2.90 | 1.81 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.28 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.02 | 1.71 | +1.32 |
Martin ratioReturn relative to average drawdown | 11.84 | 6.57 | +5.27 |
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 | GQJPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 1.39 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.68 | -0.29 |
Correlation
The correlation between SWRLX and GQJPX is 0.74, 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. GQJPX - Dividend Comparison
SWRLX's dividend yield for the trailing twelve months is around 7.43%, more than GQJPX's 3.10% 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% |
GQJPX GQG Partners International Quality Dividend Income Fund | 3.10% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWRLX vs. GQJPX - Drawdown Comparison
The maximum SWRLX drawdown since its inception was -59.44%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for SWRLX and GQJPX.
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Drawdown Indicators
| SWRLX | GQJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -21.83% | -37.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -8.78% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | — | — |
Current DrawdownCurrent decline from peak | -11.49% | -7.28% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -11.68% | -5.58% | -6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.46% | +0.61% |
Volatility
SWRLX vs. GQJPX - Volatility Comparison
Touchstone International Equity Fund (SWRLX) has a higher volatility of 6.90% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.40%. This indicates that SWRLX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRLX | GQJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.40% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 8.01% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 12.39% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 13.05% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 13.05% | +3.70% |