COSNX vs. FAOAX
COSNX (Columbia Overseas Core Fund) and FAOAX (Fidelity Advisor Overseas Fund Class A) are both Foreign Large Cap Equities funds. Over the past 5 years, COSNX returned 8.60%/yr vs 2.49%/yr for FAOAX. Their correlation of 0.86 means they have usually moved in the same direction. COSNX charges 0.97%/yr vs 1.43%/yr for FAOAX.
Performance
COSNX vs. FAOAX - Performance Comparison
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Returns By Period
COSNX
- 1D
- -0.71%
- 1M
- 1.46%
- 6M
- 1.32%
- YTD
- 7.40%
- 1Y
- 21.24%
- 3Y*
- 17.13%
- 5Y*
- 8.60%
- 10Y*
- —
- ALL TIME*
- 7.73%
FAOAX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.36%
- 3Y*
- 7.62%
- 5Y*
- 2.49%
- 10Y*
- 7.41%
- ALL TIME*
- 5.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
COSNX vs. FAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COSNX Columbia Overseas Core Fund | 7.40% | 38.31% | 3.42% | 15.51% | -14.92% | 9.60% | 8.65% | 25.39% | -17.16% |
FAOAX Fidelity Advisor Overseas Fund Class A | 0.00% | 14.93% | 4.63% | 20.01% | -24.61% | 18.90% | 14.71% | 27.39% | -15.78% |
Correlation
The correlation between COSNX and FAOAX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2018 | 0.86 |
Over the past year, the correlation between COSNX and FAOAX has dropped to 0.44 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
COSNX vs. FAOAX — Risk / Return Rank
COSNX
FAOAX
COSNX vs. FAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Core Fund (COSNX) and Fidelity Advisor Overseas Fund Class A (FAOAX). 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.
| COSNX | FAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.93 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.34 | +2.13 |
| Martin ratioReturn relative to average drawdown | 5.85 | -0.52 | +6.37 |
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Drawdowns
COSNX vs. FAOAX - Drawdown Comparison
The maximum COSNX drawdown since its inception was -36.68%, smaller than the maximum FAOAX drawdown of -60.03%. Use the drawdown chart below to compare losses from any high point for COSNX and FAOAX.
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Drawdown Indicators
| COSNX | FAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.68% | -60.03% | +23.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -7.29% | -4.54% |
Max Drawdown (3Y)Largest decline over 3 years | -13.43% | -13.99% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -36.50% | +5.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.50% | — |
Current DrawdownCurrent decline from peak | -3.14% | -5.87% | +2.73% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -14.52% | +6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 4.49% | -0.87% |
Volatility
COSNX vs. FAOAX - Volatility Comparison
Columbia Overseas Core Fund (COSNX) has a higher volatility of 4.88% compared to Fidelity Advisor Overseas Fund Class A (FAOAX) at 0.00%. This indicates that COSNX's price experiences larger fluctuations and is considered to be riskier than FAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COSNX | FAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 0.00% | +4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 0.00% | +13.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 7.67% | +7.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 16.65% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 16.28% | +1.08% |
COSNX vs. FAOAX - Expense Ratio Comparison
COSNX has a 0.97% expense ratio, which is lower than FAOAX's 1.43% expense ratio.
Dividends
COSNX vs. FAOAX - Dividend Comparison
COSNX's dividend yield for the trailing twelve months is around 16.48%, more than FAOAX's 8.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COSNX Columbia Overseas Core Fund | 16.48% | 9.55% | 4.25% | 4.59% | 1.46% | 8.15% | 2.25% | 3.80% | 1.16% | 0.00% | 0.00% | 0.00% |
FAOAX Fidelity Advisor Overseas Fund Class A | 8.54% | 8.54% | 1.33% | 0.74% | 0.38% | 2.12% | 0.00% | 1.37% | 4.64% | 3.64% | 1.75% | 0.38% |
Frequently Asked Questions
COSNX and FAOAX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COSNX has higher volatility (4.88%) compared to FAOAX (0.00%). In terms of maximum drawdown, COSNX dropped -36.68% vs FAOAX's -60.03%.
COSNX currently has the higher Sharpe Ratio (1.39 vs -0.32), 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.
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