COFYX vs. FLCOX
Compare and contrast key facts about Columbia Contrarian Core Fund Institutional 3 Class (COFYX) and Fidelity Large Cap Value Index Fund (FLCOX).
COFYX is an actively managed fund by Columbia. It was launched on Nov 9, 2012. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
COFYX vs. FLCOX - Performance Comparison
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COFYX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COFYX Columbia Contrarian Core Fund Institutional 3 Class | -5.61% | 17.49% | 23.49% | 32.22% | -18.51% | 24.34% | 22.37% | 40.31% | -8.79% | 19.56% |
FLCOX Fidelity Large Cap Value Index Fund | 2.61% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, COFYX achieves a -5.61% return, which is significantly lower than FLCOX's 2.61% return.
COFYX
- 1D
- 2.95%
- 1M
- -4.63%
- YTD
- -5.61%
- 6M
- -3.55%
- 1Y
- 15.93%
- 3Y*
- 18.53%
- 5Y*
- 11.05%
- 10Y*
- 13.93%
FLCOX
- 1D
- 0.52%
- 1M
- -2.93%
- YTD
- 2.61%
- 6M
- 6.31%
- 1Y
- 15.79%
- 3Y*
- 14.50%
- 5Y*
- 9.32%
- 10Y*
- —
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COFYX vs. FLCOX - Expense Ratio Comparison
COFYX has a 0.61% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
COFYX vs. FLCOX — Risk / Return Rank
COFYX
FLCOX
COFYX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Contrarian Core Fund Institutional 3 Class (COFYX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| COFYX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.06 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.53 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.40 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.70 | 6.54 | -0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COFYX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.06 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.63 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.54 | +0.28 |
Correlation
The correlation between COFYX and FLCOX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
COFYX vs. FLCOX - Dividend Comparison
COFYX's dividend yield for the trailing twelve months is around 7.70%, more than FLCOX's 1.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COFYX Columbia Contrarian Core Fund Institutional 3 Class | 7.70% | 7.27% | 9.52% | 3.11% | 10.48% | 13.50% | 7.65% | 10.86% | 10.15% | 4.82% | 0.75% | 5.96% |
FLCOX Fidelity Large Cap Value Index Fund | 1.47% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
COFYX vs. FLCOX - Drawdown Comparison
The maximum COFYX drawdown since its inception was -32.43%, smaller than the maximum FLCOX drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for COFYX and FLCOX.
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Drawdown Indicators
| COFYX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -38.28% | +5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -7.96% | -4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -19.00% | -13.01% |
Max Drawdown (10Y)Largest decline over 10 years | -32.43% | — | — |
Current DrawdownCurrent decline from peak | -7.32% | -4.32% | -3.00% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -4.52% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.52% | +0.40% |
Volatility
COFYX vs. FLCOX - Volatility Comparison
Columbia Contrarian Core Fund Institutional 3 Class (COFYX) has a higher volatility of 5.32% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.29%. This indicates that COFYX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COFYX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 4.29% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 8.31% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 15.72% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 14.82% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.02% | 17.73% | +1.29% |