TEGAX vs. SWRLX
TEGAX (Touchstone Mid Cap Growth Fund) and SWRLX (Touchstone International Equity Fund) are both mutual funds - TEGAX is a Mid Cap Growth Equities fund managed by Touchstone, while SWRLX is a Foreign Large Cap Equities fund managed by Touchstone. Over the past 10 years, TEGAX returned 13.44%/yr vs 10.58%/yr for SWRLX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. TEGAX charges 1.21%/yr vs 1.37%/yr for SWRLX.
Performance
TEGAX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, TEGAX achieves a 10.78% return, which is significantly lower than SWRLX's 21.00% return. Over the past 10 years, TEGAX has outperformed SWRLX with an annualized return of 13.44%, while SWRLX has yielded a comparatively lower 10.58% annualized return.
TEGAX
- 1D
- 0.00%
- 1M
- -3.47%
- 6M
- 10.15%
- YTD
- 10.78%
- 1Y
- 11.08%
- 3Y*
- 13.77%
- 5Y*
- 6.06%
- 10Y*
- 13.44%
- ALL TIME*
- 12.90%
SWRLX
- 1D
- -0.33%
- 1M
- 0.37%
- 6M
- 12.18%
- YTD
- 21.00%
- 1Y
- 45.22%
- 3Y*
- 23.42%
- 5Y*
- 13.00%
- 10Y*
- 10.58%
- ALL TIME*
- 7.50%
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 |
TEGAX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEGAX Touchstone Mid Cap Growth Fund | 10.78% | 9.28% | 15.99% | 24.20% | -26.18% | 15.51% | 27.10% | 53.26% | -3.71% | 24.17% |
SWRLX Touchstone International Equity Fund | 21.00% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between TEGAX and SWRLX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1995 | 0.64 |
The correlation between TEGAX and SWRLX has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
TEGAX vs. SWRLX — Risk / Return Rank
TEGAX
SWRLX
TEGAX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Growth Fund (TEGAX) and Touchstone International Equity Fund (SWRLX). 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.
| TEGAX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.52 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 3.94 | -3.12 |
| Martin ratioReturn relative to average drawdown | 2.45 | 13.80 | -11.35 |
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Drawdowns
TEGAX vs. SWRLX - Drawdown Comparison
The maximum TEGAX drawdown since its inception was -53.30%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for TEGAX and SWRLX.
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Drawdown Indicators
| TEGAX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.30% | -59.44% | +6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -11.49% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -27.79% | -14.08% | -13.71% |
Max Drawdown (5Y)Largest decline over 5 years | -41.38% | -34.19% | -7.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.38% | -35.95% | -5.43% |
Current DrawdownCurrent decline from peak | -5.22% | -2.88% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -11.58% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 3.28% | +0.38% |
Volatility
TEGAX vs. SWRLX - Volatility Comparison
The current volatility for Touchstone Mid Cap Growth Fund (TEGAX) is 3.83%, while Touchstone International Equity Fund (SWRLX) has a volatility of 5.23%. This indicates that TEGAX experiences smaller price fluctuations and is considered to be less risky than SWRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEGAX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 5.23% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 13.85% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 15.72% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.13% | 17.66% | +7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.21% | 16.65% | +6.56% |
TEGAX vs. SWRLX - Expense Ratio Comparison
TEGAX has a 1.21% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
TEGAX vs. SWRLX - Dividend Comparison
TEGAX's dividend yield for the trailing twelve months is around 10.29%, more than SWRLX's 6.31% 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% |
TEGAX Touchstone Mid Cap Growth Fund | 10.29% | 11.40% | 2.97% | 0.00% | 2.69% | 16.97% | 6.67% | 13.97% | 8.53% | 10.06% | 2.59% | 8.72% |
Frequently Asked Questions
TEGAX and SWRLX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWRLX has higher volatility (5.23%) compared to TEGAX (3.83%). In terms of maximum drawdown, TEGAX dropped -53.30% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (2.88 vs 0.49), 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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