SWRLX vs. USIFX
SWRLX (Touchstone International Equity Fund) and USIFX (USAA International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, SWRLX returned 10.60%/yr vs 9.80%/yr for USIFX. Their correlation of 0.90 means they have usually moved in the same direction. SWRLX charges 1.37%/yr vs 1.02%/yr for USIFX.
Performance
SWRLX vs. USIFX - Performance Comparison
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Returns By Period
In the year-to-date period, SWRLX achieves a 21.39% return, which is significantly higher than USIFX's 13.97% return. Over the past 10 years, SWRLX has outperformed USIFX with an annualized return of 10.60%, while USIFX has yielded a comparatively lower 9.80% annualized return.
SWRLX
- 1D
- 2.18%
- 1M
- 0.70%
- 6M
- 12.44%
- YTD
- 21.39%
- 1Y
- 45.70%
- 3Y*
- 23.29%
- 5Y*
- 13.08%
- 10Y*
- 10.60%
- ALL TIME*
- 7.51%
USIFX
- 1D
- 2.95%
- 1M
- 1.90%
- 6M
- 7.45%
- YTD
- 13.97%
- 1Y
- 27.74%
- 3Y*
- 18.17%
- 5Y*
- 9.94%
- 10Y*
- 9.80%
- ALL TIME*
- 7.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SWRLX vs. USIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWRLX Touchstone International Equity Fund | 21.39% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
USIFX USAA International Fund | 13.97% | 33.11% | 4.75% | 17.47% | -15.92% | 14.83% | 3.26% | 22.76% | -14.15% | 28.14% |
Correlation
The correlation between SWRLX and USIFX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1994 | 0.90 |
The correlation between SWRLX and USIFX has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
SWRLX vs. USIFX — Risk / Return Rank
SWRLX
USIFX
SWRLX vs. USIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity Fund (SWRLX) and USAA International Fund (USIFX). 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 | USIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.31 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.29 | +1.60 |
| Martin ratioReturn relative to average drawdown | 13.62 | 8.77 | +4.85 |
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Drawdowns
SWRLX vs. USIFX - Drawdown Comparison
The maximum SWRLX drawdown since its inception was -59.44%, which is greater than USIFX's maximum drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for SWRLX and USIFX.
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Drawdown Indicators
| SWRLX | USIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -53.23% | -6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -11.74% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -14.08% | -13.61% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -34.19% | -32.00% | -2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -36.76% | +0.81% |
Current DrawdownCurrent decline from peak | -2.56% | 0.00% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -9.24% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.05% | +0.22% |
Volatility
SWRLX vs. USIFX - Volatility Comparison
Touchstone International Equity Fund (SWRLX) has a higher volatility of 5.46% compared to USAA International Fund (USIFX) at 5.04%. This indicates that SWRLX's price experiences larger fluctuations and is considered to be riskier than USIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRLX | USIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.04% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 13.90% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 16.05% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 17.05% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 16.78% | -0.13% |
SWRLX vs. USIFX - Expense Ratio Comparison
SWRLX has a 1.37% expense ratio, which is higher than USIFX's 1.02% expense ratio.
Dividends
SWRLX vs. USIFX - Dividend Comparison
SWRLX's dividend yield for the trailing twelve months is around 6.29%, less than USIFX's 10.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRLX Touchstone International Equity Fund | 6.29% | 7.63% | 10.53% | 1.36% | 1.56% | 14.95% | 0.46% | 9.10% | 15.19% | 3.61% | 0.66% | 3.76% |
USIFX USAA International Fund | 10.67% | 12.16% | 5.44% | 1.87% | 2.94% | 8.74% | 1.91% | 25.11% | 8.50% | 3.07% | 1.55% | 5.64% |
Frequently Asked Questions
With a correlation of 0.91, SWRLX and USIFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SWRLX has higher volatility (5.46%) compared to USIFX (5.04%). In terms of maximum drawdown, SWRLX dropped -59.44% vs USIFX's -53.23%.
SWRLX currently has the higher Sharpe Ratio (2.84 vs 1.67), 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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