VTPSX vs. SWRLX
VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VTPSX returned 9.42%/yr vs 10.60%/yr for SWRLX. Their correlation of 0.92 means they have usually moved in the same direction. VTPSX charges 0.05%/yr vs 1.37%/yr for SWRLX.
Performance
VTPSX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, VTPSX achieves a 12.79% return, which is significantly lower than SWRLX's 21.39% return. Over the past 10 years, VTPSX has underperformed SWRLX with an annualized return of 9.42%, while SWRLX has yielded a comparatively higher 10.60% annualized return.
VTPSX
- 1D
- 2.74%
- 1M
- 0.11%
- 6M
- 6.67%
- YTD
- 12.79%
- 1Y
- 27.73%
- 3Y*
- 16.83%
- 5Y*
- 8.85%
- 10Y*
- 9.42%
- ALL TIME*
- 7.01%
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%
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 |
VTPSX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 12.79% | 32.25% | 5.39% | 15.31% | -15.99% | 8.64% | 11.29% | 21.57% | -14.40% | 27.56% |
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% |
Correlation
The correlation between VTPSX and SWRLX is 0.93, 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. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
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 Nov 29, 2010 | 0.92 |
The correlation between VTPSX and SWRLX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
VTPSX vs. SWRLX — Risk / Return Rank
VTPSX
SWRLX
VTPSX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) 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.
| VTPSX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.52 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 3.88 | -1.55 |
| Martin ratioReturn relative to average drawdown | 8.66 | 13.62 | -4.96 |
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Drawdowns
VTPSX vs. SWRLX - Drawdown Comparison
The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for VTPSX and SWRLX.
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Drawdown Indicators
| VTPSX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -59.44% | +23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -11.49% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -13.14% | -14.08% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -29.49% | -34.19% | +4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.77% | -35.95% | +0.18% |
Current DrawdownCurrent decline from peak | -2.62% | -2.56% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -11.58% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 3.27% | -0.24% |
Volatility
VTPSX vs. SWRLX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Touchstone International Equity Fund (SWRLX) have volatilities of 5.43% and 5.46%, 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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Volatility by Period
| VTPSX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 5.46% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 13.85% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 15.77% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 17.67% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 16.65% | -0.83% |
VTPSX vs. SWRLX - Expense Ratio Comparison
VTPSX has a 0.05% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
VTPSX vs. SWRLX - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 2.59%, less than SWRLX's 6.29% 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% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.59% | 3.18% | 3.37% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% |
Frequently Asked Questions
With a correlation of 0.93, VTPSX 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.
SWRLX has higher volatility (5.46%) compared to VTPSX (5.43%). In terms of maximum drawdown, VTPSX dropped -35.77% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (2.84 vs 1.65), 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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