ACFFX vs. COSZX

Last updated Jun 23, 2026

ACFFX (Columbia Acorn International Select Fund) and COSZX (Columbia Overseas Value Fund) are both Foreign Large Cap Equities funds from Columbia. Over the past 10 years, ACFFX returned 7.57%/yr vs 10.27%/yr for COSZX. Their correlation of 0.82 suggests significant overlap in exposure. ACFFX charges 0.98%/yr vs 0.90%/yr for COSZX.

Performance

ACFFX vs. COSZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Acorn International Select Fund (ACFFX) and Columbia Overseas Value Fund (COSZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACFFX achieves a 6.50% return, which is significantly higher than COSZX's 6.13% return. Over the past 10 years, ACFFX has underperformed COSZX with an annualized return of 7.57%, while COSZX has yielded a comparatively higher 10.27% annualized return.

ACFFX

• 1D: 1.33%
• 1M: 5.20%
• YTD: 6.50%
• 6M: 7.05%
• 1Y: 17.82%
• 3Y*: 9.13%
• 5Y*: 0.90%
• 10Y*: 7.57%

COSZX

• 1D: -0.07%
• 1M: -1.31%
• YTD: 6.13%
• 6M: 6.05%
• 1Y: 26.38%
• 3Y*: 20.06%
• 5Y*: 12.15%
• 10Y*: 10.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACFFX vs. COSZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACFFX Columbia Acorn International Select Fund	6.50%	21.35%	-0.03%	18.42%	-36.66%	10.79%	18.84%	33.68%	-12.30%	35.71%
COSZX Columbia Overseas Value Fund	6.13%	45.80%	4.70%	16.05%	-5.99%	10.78%	-0.07%	22.37%	-16.70%	27.82%

Correlation

The correlation between ACFFX and COSZX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Apr 1, 2008	0.82

The correlation between ACFFX and COSZX has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

Return for Risk

ACFFX vs. COSZX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACFFX

ACFFX Risk / Return Rank: 13
ACFFX Sharpe Ratio Rank: 13
ACFFX Sortino Ratio Rank: 13
ACFFX Omega Ratio Rank: 13
ACFFX Calmar Ratio Rank: 13
ACFFX Martin Ratio Rank: 15

COSZX

COSZX Risk / Return Rank: 42
COSZX Sharpe Ratio Rank: 47
COSZX Sortino Ratio Rank: 45
COSZX Omega Ratio Rank: 46
COSZX Calmar Ratio Rank: 38
COSZX Martin Ratio Rank: 34

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACFFX vs. COSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Acorn International Select Fund (ACFFX) and Columbia Overseas Value Fund (COSZX). 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.

	ACFFX	COSZX	Difference
Sharpe ratio: Return per unit of total volatility	0.92	1.86	-0.94
Sortino ratio: Return per unit of downside risk	1.41	2.59	-1.19
Omega ratio: Gain probability vs. loss probability	1.17	1.34	-0.17
Calmar ratio: Return relative to maximum drawdown	1.16	2.22	-1.06
Martin ratio: Return relative to average drawdown	3.89	7.29	-3.40

ACFFX vs. COSZX - Sharpe Ratio Comparison

The current ACFFX Sharpe Ratio is 0.92, which is lower than the COSZX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ACFFX and COSZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ACFFX vs. COSZX - Drawdown Comparison

The maximum ACFFX drawdown since its inception was -64.23%, roughly equal to the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for ACFFX and COSZX.

Drawdown Indicators

	ACFFX	COSZX	Difference
Max Drawdown Largest peak-to-trough decline	-64.23%	-63.37%	-0.86%
Max Drawdown (1Y) Largest decline over 1 year	-14.48%	-11.76%	-2.72%
Max Drawdown (3Y) Largest decline over 3 years	-18.12%	-13.34%	-4.78%
Max Drawdown (5Y) Largest decline over 5 years	-47.50%	-25.77%	-21.73%
Max Drawdown (10Y) Largest decline over 10 years	-47.50%	-43.40%	-4.10%
Current Drawdown Current decline from peak	-6.85%	-5.69%	-1.16%
Average Drawdown Average peak-to-trough decline	-19.91%	-17.87%	-2.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.32%	3.58%	+0.74%

Volatility

ACFFX vs. COSZX - Volatility Comparison

Columbia Acorn International Select Fund (ACFFX) has a higher volatility of 5.68% compared to Columbia Overseas Value Fund (COSZX) at 4.16%. This indicates that ACFFX's price experiences larger fluctuations and is considered to be riskier than COSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACFFX	COSZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.68%	4.16%	+1.52%
Volatility (6M) Calculated over the trailing 6-month period	15.33%	11.37%	+3.96%
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	14.02%	+4.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.21%	15.87%	+4.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.22%	17.43%	+1.79%

ACFFX vs. COSZX - Expense Ratio Comparison

ACFFX has a 0.98% expense ratio, which is higher than COSZX's 0.90% expense ratio.

Dividends

ACFFX vs. COSZX - Dividend Comparison

ACFFX's dividend yield for the trailing twelve months is around 3.65%, less than COSZX's 7.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACFFX Columbia Acorn International Select Fund	3.65%	6.63%	1.15%	0.00%	4.20%	5.12%	0.54%	9.53%	7.79%	0.26%	1.03%	2.31%
COSZX Columbia Overseas Value Fund	7.46%	7.91%	5.38%	3.97%	1.88%	3.59%	1.69%	3.82%	3.59%	1.71%	1.99%	2.27%

Frequently Asked Questions

Can I hold both ACFFX and COSZX in my portfolio?

ACFFX and COSZX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACFFX or COSZX?

ACFFX has higher volatility (5.68%) compared to COSZX (4.16%). In terms of maximum drawdown, ACFFX dropped -64.23% vs COSZX's -63.37%.

Which has better risk-adjusted returns?

COSZX currently has the higher Sharpe Ratio (1.86 vs 0.92), 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.