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COSNX vs. CDDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSNX vs. CDDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Overseas Core Fund (COSNX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). The values are adjusted to include any dividend payments, if applicable.

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COSNX vs. CDDYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
COSNX
Columbia Overseas Core Fund
-2.24%38.31%3.42%15.51%-14.92%9.60%8.65%25.39%-17.16%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
1.65%15.95%15.17%10.65%-4.84%26.43%7.92%28.74%-5.66%

Returns By Period

In the year-to-date period, COSNX achieves a -2.24% return, which is significantly lower than CDDYX's 1.65% return.


COSNX

1D
0.00%
1M
-11.83%
YTD
-2.24%
6M
2.34%
1Y
23.61%
3Y*
14.93%
5Y*
7.18%
10Y*

CDDYX

1D
0.03%
1M
-5.46%
YTD
1.65%
6M
4.20%
1Y
14.89%
3Y*
14.58%
5Y*
10.65%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COSNX vs. CDDYX - Expense Ratio Comparison

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


Return for Risk

COSNX vs. CDDYX — Risk / Return Rank

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

COSNX
COSNX Risk / Return Rank: 7575
Overall Rank
COSNX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
COSNX Sortino Ratio Rank: 7575
Sortino Ratio Rank
COSNX Omega Ratio Rank: 7373
Omega Ratio Rank
COSNX Calmar Ratio Rank: 7777
Calmar Ratio Rank
COSNX Martin Ratio Rank: 7575
Martin Ratio Rank

CDDYX
CDDYX Risk / Return Rank: 6969
Overall Rank
CDDYX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CDDYX Sortino Ratio Rank: 6969
Sortino Ratio Rank
CDDYX Omega Ratio Rank: 7171
Omega Ratio Rank
CDDYX Calmar Ratio Rank: 6565
Calmar Ratio Rank
CDDYX Martin Ratio Rank: 7373
Martin Ratio Rank
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. CDDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Core Fund (COSNX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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.


COSNXCDDYXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.20

+0.19

Sortino ratio

Return per unit of downside risk

1.87

1.70

+0.16

Omega ratio

Gain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratio

Return relative to maximum drawdown

1.82

1.47

+0.34

Martin ratio

Return relative to average drawdown

7.21

6.88

+0.34

COSNX vs. CDDYX - Sharpe Ratio Comparison

The current COSNX Sharpe Ratio is 1.39, which is comparable to the CDDYX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of COSNX and CDDYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COSNXCDDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.20

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.81

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.85

-0.46

Correlation

The correlation between COSNX and CDDYX is 0.73, 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

COSNX vs. CDDYX - Dividend Comparison

COSNX's dividend yield for the trailing twelve months is around 9.77%, more than CDDYX's 5.29% yield.


TTM20252024202320222021202020192018201720162015
COSNX
Columbia Overseas Core Fund
9.77%9.55%4.25%4.59%1.46%8.15%2.25%3.80%1.16%0.00%0.00%0.00%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
5.29%5.33%5.99%4.96%3.90%2.93%1.85%3.28%7.65%4.03%3.84%8.35%

Drawdowns

COSNX vs. CDDYX - Drawdown Comparison

The maximum COSNX drawdown since its inception was -36.68%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for COSNX and CDDYX.


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Drawdown Indicators


COSNXCDDYXDifference

Max Drawdown

Largest peak-to-trough decline

-36.68%

-32.74%

-3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-10.17%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-31.39%

-16.91%

-14.48%

Max Drawdown (10Y)

Largest decline over 10 years

-32.74%

Current Drawdown

Current decline from peak

-11.83%

-5.46%

-6.37%

Average Drawdown

Average peak-to-trough decline

-7.68%

-2.79%

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.18%

+0.80%

Volatility

COSNX vs. CDDYX - Volatility Comparison

Columbia Overseas Core Fund (COSNX) has a higher volatility of 6.75% compared to Columbia Dividend Income Fund Institutional 3 Class (CDDYX) at 2.92%. This indicates that COSNX's price experiences larger fluctuations and is considered to be riskier than CDDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COSNXCDDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

2.92%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

6.83%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

13.61%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

13.29%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

15.68%

+1.69%