SWRLX vs. PTSGX
Compare and contrast key facts about Touchstone International Equity Fund (SWRLX) and Touchstone Sands Capital Select Growth Fund (PTSGX).
SWRLX is managed by Touchstone. It was launched on Mar 1, 1993. PTSGX is managed by Touchstone. It was launched on Aug 11, 2000.
Performance
SWRLX vs. PTSGX - Performance Comparison
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SWRLX vs. PTSGX - 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% |
PTSGX Touchstone Sands Capital Select Growth Fund | -17.27% | 15.27% | 23.79% | 51.60% | -50.56% | 3.76% | 68.92% | 67.10% | 5.80% | 34.42% |
Returns By Period
In the year-to-date period, SWRLX achieves a 2.74% return, which is significantly higher than PTSGX's -17.27% return. Over the past 10 years, SWRLX has underperformed PTSGX with an annualized return of 9.09%, while PTSGX has yielded a comparatively higher 13.95% 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%
PTSGX
- 1D
- -0.60%
- 1M
- -9.32%
- YTD
- -17.27%
- 6M
- -22.20%
- 1Y
- 5.42%
- 3Y*
- 15.00%
- 5Y*
- -1.15%
- 10Y*
- 13.95%
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SWRLX vs. PTSGX - Expense Ratio Comparison
SWRLX has a 1.37% expense ratio, which is higher than PTSGX's 1.16% expense ratio.
Return for Risk
SWRLX vs. PTSGX — Risk / Return Rank
SWRLX
PTSGX
SWRLX vs. PTSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and Touchstone Sands Capital Select Growth Fund (PTSGX). 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 | PTSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 0.17 | +2.21 |
Sortino ratioReturn per unit of downside risk | 2.90 | 0.43 | +2.47 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.06 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 3.02 | 0.06 | +2.96 |
Martin ratioReturn relative to average drawdown | 11.84 | 0.17 | +11.67 |
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 | PTSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 0.17 | +2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | -0.04 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.48 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.34 | +0.04 |
Correlation
The correlation between SWRLX and PTSGX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SWRLX vs. PTSGX - Dividend Comparison
SWRLX's dividend yield for the trailing twelve months is around 7.43%, more than PTSGX's 0.79% 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% |
PTSGX Touchstone Sands Capital Select Growth Fund | 0.79% | 0.66% | 0.00% | 0.00% | 0.00% | 12.67% | 10.05% | 39.46% | 34.95% | 24.32% | 16.89% | 9.33% |
Drawdowns
SWRLX vs. PTSGX - Drawdown Comparison
The maximum SWRLX drawdown since its inception was -59.44%, roughly equal to the maximum PTSGX drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for SWRLX and PTSGX.
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Drawdown Indicators
| SWRLX | PTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -60.33% | +0.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -24.16% | +12.43% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -60.07% | +25.88% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -60.07% | +24.12% |
Current DrawdownCurrent decline from peak | -11.49% | -24.61% | +13.12% |
Average DrawdownAverage peak-to-trough decline | -11.68% | -15.86% | +4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 8.36% | -5.29% |
Volatility
SWRLX vs. PTSGX - Volatility Comparison
Touchstone International Equity Fund (SWRLX) and Touchstone Sands Capital Select Growth Fund (PTSGX) have volatilities of 6.90% and 6.72%, 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
| SWRLX | PTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 6.72% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 15.92% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 26.06% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 30.99% | -13.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 28.90% | -12.15% |