VTMGX vs. SWRLX
VTMGX (Vanguard Developed Markets Index Fund Admiral Shares) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VTMGX returned 10.04%/yr vs 10.58%/yr for SWRLX. Their correlation of 0.91 means they have usually moved in the same direction. VTMGX charges 0.07%/yr vs 1.37%/yr for SWRLX.
Performance
VTMGX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, VTMGX achieves a 14.19% return, which is significantly lower than SWRLX's 21.00% return. Over the past 10 years, VTMGX has underperformed SWRLX with an annualized return of 10.04%, while SWRLX has yielded a comparatively higher 10.58% annualized return.
VTMGX
- 1D
- -0.35%
- 1M
- 0.40%
- 6M
- 7.44%
- YTD
- 14.19%
- 1Y
- 30.15%
- 3Y*
- 18.13%
- 5Y*
- 9.81%
- 10Y*
- 10.04%
- ALL TIME*
- 5.82%
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 |
VTMGX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 14.19% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
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 VTMGX and SWRLX is 0.90, 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. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 1999 | 0.91 |
The correlation between VTMGX and SWRLX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
VTMGX vs. SWRLX — Risk / Return Rank
VTMGX
SWRLX
VTMGX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) 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.
| VTMGX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.52 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 3.94 | -1.36 |
| Martin ratioReturn relative to average drawdown | 9.59 | 13.80 | -4.21 |
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Drawdowns
VTMGX vs. SWRLX - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, roughly equal to the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for VTMGX and SWRLX.
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Drawdown Indicators
| VTMGX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -59.44% | -1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -11.49% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -13.18% | -14.08% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -34.19% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -35.95% | +0.27% |
Current DrawdownCurrent decline from peak | -2.02% | -2.88% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -11.58% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.28% | -0.15% |
Volatility
VTMGX vs. SWRLX - Volatility Comparison
Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a higher volatility of 5.52% compared to Touchstone International Equity Fund (SWRLX) at 5.23%. This indicates that VTMGX's price experiences larger fluctuations and is considered to be riskier 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
| VTMGX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 5.23% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.78% | 13.85% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 15.72% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 17.66% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 16.65% | -0.24% |
VTMGX vs. SWRLX - Expense Ratio Comparison
VTMGX has a 0.07% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
VTMGX vs. SWRLX - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 2.54%, less 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.54% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Frequently Asked Questions
With a correlation of 0.90, VTMGX and SWRLX 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.
VTMGX has higher volatility (5.52%) compared to SWRLX (5.23%). In terms of maximum drawdown, VTMGX dropped -60.58% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (2.88 vs 1.80), 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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