COFYX vs. VTI

Last updated Jun 3, 2026

COFYX (Columbia Contrarian Core Fund Institutional 3 Class) and VTI (Vanguard Total Stock Market ETF) are both funds - COFYX is a Large Cap Value Equities fund actively managed by Columbia, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. COFYX is actively managed, while VTI is passively managed. Over the past 10 years, COFYX returned 15.50%/yr vs 15.05%/yr for VTI. With a 0.97 correlation, they move nearly in lockstep. COFYX charges 0.61%/yr vs 0.03%/yr for VTI.

Performance

COFYX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Contrarian Core Fund Institutional 3 Class (COFYX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COFYX achieves a 10.46% return, which is significantly lower than VTI's 11.20% return. Both investments have delivered pretty close results over the past 10 years, with COFYX having a 15.50% annualized return and VTI not far behind at 15.05%.

COFYX

• 1D: 0.66%
• 1M: 6.08%
• YTD: 10.46%
• 6M: 11.35%
• 1Y: 28.41%
• 3Y*: 22.18%
• 5Y*: 13.47%
• 10Y*: 15.50%

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

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

COFYX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COFYX Columbia Contrarian Core Fund Institutional 3 Class	10.46%	17.49%	23.49%	32.22%	-18.51%	24.34%	22.37%	40.31%	-8.79%	20.61%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between COFYX and VTI is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Nov 12, 2012	0.97

The correlation between COFYX and VTI has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Return for Risk

COFYX vs. VTI — Risk / Return Rank

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

COFYX

COFYX Risk / Return Rank: 60
COFYX Sharpe Ratio Rank: 66
COFYX Sortino Ratio Rank: 58
COFYX Omega Ratio Rank: 59
COFYX Calmar Ratio Rank: 56
COFYX Martin Ratio Rank: 59

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

COFYX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Contrarian Core Fund Institutional 3 Class (COFYX) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio Return per unit of total volatility	2.38	2.33	+0.06
Sortino ratio Return per unit of downside risk	3.21	3.18	+0.02
Omega ratio Gain probability vs. loss probability	1.43	1.42	+0.01
Calmar ratio Return relative to maximum drawdown	2.88	3.17	-0.30
Martin ratio Return relative to average drawdown	11.91	14.62	-2.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COFYX vs. VTI - Sharpe Ratio Comparison

The current COFYX Sharpe Ratio is 2.38, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of COFYX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COFYX	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	2.33	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.73	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.82	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.51	+0.38

Drawdowns

COFYX vs. VTI - Drawdown Comparison

The maximum COFYX drawdown since its inception was -32.43%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for COFYX and VTI.

Drawdown Indicators

	COFYX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-32.43%	-55.45%	+23.02%
Max Drawdown (1Y) Largest decline over 1 year	-9.98%	-8.92%	-1.06%
Max Drawdown (3Y) Largest decline over 3 years	-19.91%	-19.30%	-0.61%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	-25.36%	-6.65%
Max Drawdown (10Y) Largest decline over 10 years	-32.43%	-35.00%	+2.57%
Current Drawdown Current decline from peak	0.00%	-0.72%	+0.72%
Average Drawdown Average peak-to-trough decline	-5.08%	-8.03%	+2.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	1.93%	+0.48%

Volatility

COFYX vs. VTI - Volatility Comparison

Columbia Contrarian Core Fund Institutional 3 Class (COFYX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.02% and 2.96%, 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.

Volatility by Period

	COFYX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	2.96%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	9.07%	9.13%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.21%	12.17%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.93%	17.40%	+1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.04%	18.30%	+0.74%

COFYX vs. VTI - Expense Ratio Comparison

COFYX has a 0.61% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

COFYX vs. VTI - Dividend Comparison

COFYX's dividend yield for the trailing twelve months is around 6.58%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COFYX Columbia Contrarian Core Fund Institutional 3 Class	6.58%	7.27%	9.52%	3.11%	10.48%	13.50%	7.65%	10.86%	10.15%	4.82%	0.75%	5.96%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both COFYX and VTI in my portfolio?

With a correlation of 0.96, COFYX and VTI 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.

Which is riskier, COFYX or VTI?

COFYX has higher volatility (3.02%) compared to VTI (2.96%). In terms of maximum drawdown, COFYX dropped -32.43% vs VTI's -55.45%.

Which has better risk-adjusted returns?

COFYX currently has the higher Sharpe Ratio (2.38 vs 2.33), 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.