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SWRLX vs. TEGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWRLX vs. TEGAX - Performance Comparison

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

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SWRLX vs. TEGAX - 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%
TEGAX
Touchstone Mid Cap Growth Fund
-5.75%9.28%15.99%24.20%-26.18%15.51%27.10%53.26%-3.71%24.17%

Returns By Period

In the year-to-date period, SWRLX achieves a 2.74% return, which is significantly higher than TEGAX's -5.75% return. Over the past 10 years, SWRLX has underperformed TEGAX with an annualized return of 9.09%, while TEGAX has yielded a comparatively higher 12.00% 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%

TEGAX

1D
-1.38%
1M
-9.64%
YTD
-5.75%
6M
-8.51%
1Y
13.82%
3Y*
11.23%
5Y*
5.00%
10Y*
12.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWRLX vs. TEGAX - Expense Ratio Comparison

SWRLX has a 1.37% expense ratio, which is higher than TEGAX's 1.21% expense ratio.


Return for Risk

SWRLX vs. TEGAX — 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

TEGAX
TEGAX Risk / Return Rank: 2424
Overall Rank
TEGAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TEGAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TEGAX Omega Ratio Rank: 2222
Omega Ratio Rank
TEGAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TEGAX Martin Ratio Rank: 2626
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. TEGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and Touchstone Mid Cap Growth Fund (TEGAX). 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.


SWRLXTEGAXDifference

Sharpe ratio

Return per unit of total volatility

2.38

0.57

+1.81

Sortino ratio

Return per unit of downside risk

2.90

0.97

+1.93

Omega ratio

Gain probability vs. loss probability

1.47

1.13

+0.34

Calmar ratio

Return relative to maximum drawdown

3.02

0.77

+2.25

Martin ratio

Return relative to average drawdown

11.84

2.79

+9.05

SWRLX vs. TEGAX - Sharpe Ratio Comparison

The current SWRLX Sharpe Ratio is 2.38, which is higher than the TEGAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SWRLX and TEGAX, 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


SWRLXTEGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

0.57

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.20

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.57

-0.19

Correlation

The correlation between SWRLX and TEGAX is 0.64, 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. TEGAX - Dividend Comparison

SWRLX's dividend yield for the trailing twelve months is around 7.43%, less than TEGAX's 12.10% 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%
TEGAX
Touchstone Mid Cap Growth Fund
12.10%11.40%2.97%0.00%2.69%16.97%6.67%13.97%8.53%10.06%2.59%8.72%

Drawdowns

SWRLX vs. TEGAX - Drawdown Comparison

The maximum SWRLX drawdown since its inception was -59.44%, which is greater than TEGAX's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for SWRLX and TEGAX.


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Drawdown Indicators


SWRLXTEGAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.44%

-53.30%

-6.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-13.74%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-34.19%

-41.38%

+7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.95%

-41.38%

+5.43%

Current Drawdown

Current decline from peak

-11.49%

-10.89%

-0.60%

Average Drawdown

Average peak-to-trough decline

-11.68%

-9.27%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.81%

-0.74%

Volatility

SWRLX vs. TEGAX - Volatility Comparison

Touchstone International Equity Fund (SWRLX) has a higher volatility of 6.90% compared to Touchstone Mid Cap Growth Fund (TEGAX) at 6.18%. This indicates that SWRLX's price experiences larger fluctuations and is considered to be riskier than TEGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWRLXTEGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

6.18%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

12.89%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

23.72%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

24.87%

-7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

23.09%

-6.34%