Correlation
The correlation between TEQAX and SWISX is 0.69, 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.
TEQAX vs. SWISX
Compare and contrast key facts about Touchstone Global ESG Equity Fund (TEQAX) and Schwab International Index Fund (SWISX).
TEQAX is managed by Touchstone. It was launched on Dec 18, 1997. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEQAX or SWISX.
Performance
TEQAX vs. SWISX - Performance Comparison
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Key characteristics
TEQAX:
0.99
SWISX:
0.84
TEQAX:
1.37
SWISX:
1.16
TEQAX:
1.18
SWISX:
1.16
TEQAX:
1.16
SWISX:
0.97
TEQAX:
4.25
SWISX:
2.80
TEQAX:
3.89%
SWISX:
4.73%
TEQAX:
17.70%
SWISX:
16.96%
TEQAX:
-69.48%
SWISX:
-60.65%
TEQAX:
-1.08%
SWISX:
-0.45%
Returns By Period
In the year-to-date period, TEQAX achieves a 16.09% return, which is significantly lower than SWISX's 17.51% return. Over the past 10 years, TEQAX has outperformed SWISX with an annualized return of 8.35%, while SWISX has yielded a comparatively lower 6.02% annualized return.
TEQAX
16.09%
4.51%
13.12%
16.38%
13.76%
13.20%
8.35%
SWISX
17.51%
5.14%
14.13%
12.96%
11.51%
11.41%
6.02%
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TEQAX vs. SWISX - Expense Ratio Comparison
TEQAX has a 1.16% expense ratio, which is higher than SWISX's 0.06% expense ratio.
Risk-Adjusted Performance
TEQAX vs. SWISX — Risk-Adjusted Performance Rank
TEQAX
SWISX
TEQAX vs. SWISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Global ESG Equity Fund (TEQAX) and Schwab International Index Fund (SWISX). 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.
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Dividends
TEQAX vs. SWISX - Dividend Comparison
TEQAX's dividend yield for the trailing twelve months is around 3.02%, more than SWISX's 2.80% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQAX Touchstone Global ESG Equity Fund | 3.02% | 3.51% | 1.46% | 7.21% | 12.19% | 0.33% | 2.25% | 10.50% | 13.02% | 0.55% | 51.95% | 20.21% |
SWISX Schwab International Index Fund | 2.80% | 3.30% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% |
Drawdowns
TEQAX vs. SWISX - Drawdown Comparison
The maximum TEQAX drawdown since its inception was -69.48%, which is greater than SWISX's maximum drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for TEQAX and SWISX.
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Volatility
TEQAX vs. SWISX - Volatility Comparison
Touchstone Global ESG Equity Fund (TEQAX) and Schwab International Index Fund (SWISX) have volatilities of 3.57% and 3.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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