SWRLX vs. PZRIX
Compare and contrast key facts about Touchstone International Equity Fund (SWRLX) and PIMCO RAE Global ex-US Fund (PZRIX).
SWRLX is managed by Touchstone. It was launched on Mar 1, 1993. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
SWRLX vs. PZRIX - Performance Comparison
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SWRLX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, SWRLX achieves a 2.74% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, SWRLX has underperformed PZRIX with an annualized return of 9.09%, while PZRIX has yielded a comparatively higher 9.95% 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%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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SWRLX vs. PZRIX - Expense Ratio Comparison
SWRLX has a 1.37% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
SWRLX vs. PZRIX — Risk / Return Rank
SWRLX
PZRIX
SWRLX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 2.41 | -0.03 |
Sortino ratioReturn per unit of downside risk | 2.90 | 3.09 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.47 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.02 | 2.70 | +0.33 |
Martin ratioReturn relative to average drawdown | 11.84 | 12.87 | -1.03 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.41 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.67 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.59 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.58 | -0.20 |
Correlation
The correlation between SWRLX and PZRIX is 0.86, 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. PZRIX - Dividend Comparison
SWRLX's dividend yield for the trailing twelve months is around 7.43%, more than PZRIX's 6.08% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
SWRLX vs. PZRIX - Drawdown Comparison
The maximum SWRLX drawdown since its inception was -59.44%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for SWRLX and PZRIX.
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Drawdown Indicators
| SWRLX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -43.53% | -15.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -10.68% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -30.85% | -3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -43.53% | +7.58% |
Current DrawdownCurrent decline from peak | -11.49% | -6.96% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -11.68% | -9.00% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.53% | +0.54% |
Volatility
SWRLX vs. PZRIX - Volatility Comparison
Touchstone International Equity Fund (SWRLX) has a higher volatility of 6.90% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that SWRLX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRLX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.02% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 8.77% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 14.09% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 15.83% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 17.01% | -0.26% |