COSNX vs. ANDIX

Last updated Jun 4, 2026

COSNX (Columbia Overseas Core Fund) and ANDIX (AQR International Defensive Style Fund) are both Foreign Large Cap Equities funds. Their correlation of 0.92 suggests significant overlap in exposure. COSNX charges 0.97%/yr vs 0.55%/yr for ANDIX.

Performance

COSNX vs. ANDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Overseas Core Fund (COSNX) and AQR International Defensive Style Fund (ANDIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

COSNX

• 1D: 0.52%
• 1M: 2.49%
• YTD: 8.48%
• 6M: 11.18%
• 1Y: 26.54%
• 3Y*: 18.98%
• 5Y*: 8.24%
• 10Y*: —

ANDIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COSNX vs. ANDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
COSNX Columbia Overseas Core Fund	8.48%	38.31%	3.42%	15.51%	-14.92%	9.60%	8.65%	25.39%	-17.16%
ANDIX AQR International Defensive Style Fund	5.63%	21.41%	2.83%	12.06%	-14.26%	7.59%	8.43%	18.39%	-10.62%

Correlation

The correlation between COSNX and ANDIX is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Mar 14, 2018	0.92

The correlation between COSNX and ANDIX has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.

Return for Risk

COSNX vs. ANDIX — Risk / Return Rank

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

COSNX

COSNX Risk / Return Rank: 36
COSNX Sharpe Ratio Rank: 37
COSNX Sortino Ratio Rank: 35
COSNX Omega Ratio Rank: 37
COSNX Calmar Ratio Rank: 34
COSNX Martin Ratio Rank: 36

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.

COSNX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Core Fund (COSNX) and AQR International Defensive Style Fund (ANDIX). 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.

	COSNX	ANDIX	Difference
Sharpe ratio: Return per unit of total volatility	1.78	—	—
Sortino ratio: Return per unit of downside risk	2.49	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.17	—	—
Martin ratio: Return relative to average drawdown	8.03	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	COSNX	ANDIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	—	—

Drawdowns

Drawdown Indicators

	COSNX	ANDIX	Difference
Max Drawdown Largest peak-to-trough decline	-36.68%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.83%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.43%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.39%	—	—
Current Drawdown Current decline from peak	-2.16%	—	—
Average Drawdown Average peak-to-trough decline	-7.60%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	—	—

Volatility

Volatility by Period

	COSNX	ANDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.42%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.81%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.37%	—	—

COSNX vs. ANDIX - Expense Ratio Comparison

COSNX has a 0.97% expense ratio, which is higher than ANDIX's 0.55% expense ratio.

Dividends

COSNX vs. ANDIX - Dividend Comparison

COSNX's dividend yield for the trailing twelve months is around 8.80%, less than ANDIX's 70.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANDIX AQR International Defensive Style Fund	70.16%	4.74%	2.29%	3.02%	2.00%	2.53%	1.73%	2.51%	2.40%	3.30%	1.47%	2.09%
COSNX Columbia Overseas Core Fund	8.80%	9.55%	4.25%	4.59%	1.46%	8.15%	2.25%	3.80%	1.16%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both COSNX and ANDIX in my portfolio?

COSNX and ANDIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.