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SWRLX vs. IGAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWRLX vs. IGAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone International Equity Fund (SWRLX) and American Funds International Growth and Income Fund Class A (IGAAX). The values are adjusted to include any dividend payments, if applicable.

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SWRLX vs. IGAAX - 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%
IGAAX
American Funds International Growth and Income Fund Class A
-0.77%35.09%3.28%15.25%-15.47%9.80%7.78%27.11%-14.38%26.08%

Returns By Period

In the year-to-date period, SWRLX achieves a 2.74% return, which is significantly higher than IGAAX's -0.77% return. Over the past 10 years, SWRLX has outperformed IGAAX with an annualized return of 9.09%, while IGAAX has yielded a comparatively lower 8.52% 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%

IGAAX

1D
-0.02%
1M
-10.90%
YTD
-0.77%
6M
4.93%
1Y
24.81%
3Y*
14.07%
5Y*
7.18%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWRLX vs. IGAAX - Expense Ratio Comparison

SWRLX has a 1.37% expense ratio, which is higher than IGAAX's 0.91% expense ratio.


Return for Risk

SWRLX vs. IGAAX — 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

IGAAX
IGAAX Risk / Return Rank: 8484
Overall Rank
IGAAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IGAAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
IGAAX Omega Ratio Rank: 8484
Omega Ratio Rank
IGAAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
IGAAX Martin Ratio Rank: 8282
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. IGAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and American Funds International Growth and Income Fund Class A (IGAAX). 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.


SWRLXIGAAXDifference

Sharpe ratio

Return per unit of total volatility

2.38

1.66

+0.72

Sortino ratio

Return per unit of downside risk

2.90

2.12

+0.78

Omega ratio

Gain probability vs. loss probability

1.47

1.33

+0.14

Calmar ratio

Return relative to maximum drawdown

3.02

2.06

+0.96

Martin ratio

Return relative to average drawdown

11.84

8.18

+3.66

SWRLX vs. IGAAX - Sharpe Ratio Comparison

The current SWRLX Sharpe Ratio is 2.38, which is higher than the IGAAX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SWRLX and IGAAX, 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


SWRLXIGAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.66

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.50

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.54

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.43

-0.05

Correlation

The correlation between SWRLX and IGAAX 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. IGAAX - Dividend Comparison

SWRLX's dividend yield for the trailing twelve months is around 7.43%, less than IGAAX's 8.31% 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%
IGAAX
American Funds International Growth and Income Fund Class A
8.31%8.14%3.37%2.29%4.00%6.91%1.37%2.40%2.81%1.85%2.35%3.25%

Drawdowns

SWRLX vs. IGAAX - Drawdown Comparison

The maximum SWRLX drawdown since its inception was -59.44%, which is greater than IGAAX's maximum drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for SWRLX and IGAAX.


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Drawdown Indicators


SWRLXIGAAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.44%

-35.79%

-23.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-10.92%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-34.19%

-30.57%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.95%

-35.79%

-0.16%

Current Drawdown

Current decline from peak

-11.49%

-10.92%

-0.57%

Average Drawdown

Average peak-to-trough decline

-11.68%

-7.96%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.75%

+0.32%

Volatility

SWRLX vs. IGAAX - Volatility Comparison

Touchstone International Equity Fund (SWRLX) has a higher volatility of 6.90% compared to American Funds International Growth and Income Fund Class A (IGAAX) at 5.76%. This indicates that SWRLX's price experiences larger fluctuations and is considered to be riskier than IGAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWRLXIGAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

5.76%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

9.41%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

14.41%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

14.40%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

15.81%

+0.94%