SWRLX vs. TMCPX
SWRLX (Touchstone International Equity Fund) and TMCPX (Touchstone Mid Cap Fund) are both mutual funds - SWRLX is a Foreign Large Cap Equities fund managed by Touchstone, while TMCPX is a Mid Cap Blend Equities fund managed by Touchstone. Over the past 10 years, SWRLX returned 11.34%/yr vs 11.20%/yr for TMCPX. A 0.70 correlation means they provide meaningful diversification when combined. SWRLX charges 1.37%/yr vs 0.93%/yr for TMCPX.
Performance
SWRLX vs. TMCPX - Performance Comparison
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Returns By Period
In the year-to-date period, SWRLX achieves a 21.04% return, which is significantly higher than TMCPX's 0.79% return. Both investments have delivered pretty close results over the past 10 years, with SWRLX having a 11.34% annualized return and TMCPX not far behind at 11.20%.
SWRLX
- 1D
- -2.84%
- 1M
- 2.10%
- YTD
- 21.04%
- 6M
- 21.08%
- 1Y
- 46.91%
- 3Y*
- 24.62%
- 5Y*
- 12.45%
- 10Y*
- 11.34%
TMCPX
- 1D
- -0.78%
- 1M
- 5.02%
- YTD
- 0.79%
- 6M
- -0.51%
- 1Y
- 5.55%
- 3Y*
- 9.17%
- 5Y*
- 5.68%
- 10Y*
- 11.20%
SWRLX vs. TMCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWRLX Touchstone International Equity Fund | 21.04% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
TMCPX Touchstone Mid Cap Fund | 0.79% | 4.87% | 8.48% | 27.48% | -15.62% | 15.21% | 12.56% | 39.44% | -3.14% | 20.23% |
Correlation
The correlation between SWRLX and TMCPX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2003 | 0.70 |
The correlation between SWRLX and TMCPX shifts across timeframes, from 0.58 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SWRLX vs. TMCPX — Risk / Return Rank
SWRLX
TMCPX
SWRLX vs. TMCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and Touchstone Mid Cap Fund (TMCPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWRLX | TMCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.84 | ||
| Sortino ratioReturn per unit of downside risk | +3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.08 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 0.50 | +3.81 |
| Martin ratioReturn relative to average drawdown | 15.96 | 1.32 | +14.64 |
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Drawdowns
SWRLX vs. TMCPX - Drawdown Comparison
The maximum SWRLX drawdown since its inception was -59.44%, roughly equal to the maximum TMCPX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for SWRLX and TMCPX.
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Drawdown Indicators
| SWRLX | TMCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -58.03% | -1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -13.48% | +1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.08% | -21.47% | +7.39% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -21.47% | -12.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -35.54% | -0.41% |
Current DrawdownCurrent decline from peak | -2.84% | -5.26% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -9.61% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 5.13% | -2.03% |
Volatility
SWRLX vs. TMCPX - Volatility Comparison
Touchstone International Equity Fund (SWRLX) has a higher volatility of 6.63% compared to Touchstone Mid Cap Fund (TMCPX) at 5.15%. This indicates that SWRLX's price experiences larger fluctuations and is considered to be riskier than TMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRLX | TMCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 5.15% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 13.27% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.27% | 16.82% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 17.93% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 18.51% | -1.82% |
SWRLX vs. TMCPX - Expense Ratio Comparison
SWRLX has a 1.37% expense ratio, which is higher than TMCPX's 0.93% expense ratio.
Dividends
SWRLX vs. TMCPX - Dividend Comparison
SWRLX's dividend yield for the trailing twelve months is around 6.31%, more than TMCPX's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRLX Touchstone International Equity Fund | 6.31% | 7.63% | 10.53% | 1.36% | 1.56% | 14.95% | 0.46% | 9.10% | 15.19% | 3.61% | 0.66% | 3.76% |
TMCPX Touchstone Mid Cap Fund | 2.18% | 2.20% | 2.52% | 0.92% | 1.43% | 2.80% | 1.93% | 5.18% | 3.95% | 1.10% | 0.58% | 0.06% |
Frequently Asked Questions
SWRLX and TMCPX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWRLX has higher volatility (6.63%) compared to TMCPX (5.15%). In terms of maximum drawdown, SWRLX dropped -59.44% vs TMCPX's -58.03%.
SWRLX currently has the higher Sharpe Ratio (3.25 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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