COSNX vs. LBSAX

Last updated Apr 2, 2026

Compare and contrast key facts about Columbia Overseas Core Fund (COSNX) and Columbia Dividend Income Fund Class A (LBSAX).

COSNX is managed by Columbia. It was launched on Mar 5, 2018. LBSAX is managed by Columbia. It was launched on Nov 25, 2002.

Performance

COSNX vs. LBSAX - 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 Class A (LBSAX). The values are adjusted to include any dividend payments, if applicable.

COSNX vs. LBSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
COSNX Columbia Overseas Core Fund	1.12%	38.31%	3.42%	15.51%	-14.92%	9.60%	8.65%	25.39%	-17.16%
LBSAX Columbia Dividend Income Fund Class A	3.18%	15.58%	14.73%	10.26%	-5.19%	25.97%	7.48%	27.84%	-5.94%

Returns By Period

In the year-to-date period, COSNX achieves a 1.12% return, which is significantly lower than LBSAX's 3.18% return.

COSNX

• 1D: 3.44%
• 1M: -7.67%
• YTD: 1.12%
• 6M: 5.05%
• 1Y: 27.86%
• 3Y*: 16.23%
• 5Y*: 7.65%
• 10Y*: —

LBSAX

• 1D: 1.61%
• 1M: -3.90%
• YTD: 3.18%
• 6M: 5.80%
• 1Y: 16.55%
• 3Y*: 14.78%
• 5Y*: 10.40%
• 10Y*: 11.87%

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

COSNX vs. LBSAX - Expense Ratio Comparison

COSNX has a 0.97% expense ratio, which is higher than LBSAX's 0.90% expense ratio.

COSNX

Columbia Overseas Core Fund

LBSAX

Columbia Dividend Income Fund Class A

Return for Risk

COSNX vs. LBSAX — Risk / Return Rank

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

COSNX

COSNX Risk / Return Rank: 83
COSNX Sharpe Ratio Rank: 84
COSNX Sortino Ratio Rank: 83
COSNX Omega Ratio Rank: 81
COSNX Calmar Ratio Rank: 84
COSNX Martin Ratio Rank: 82

LBSAX

LBSAX Risk / Return Rank: 70
LBSAX Sharpe Ratio Rank: 65
LBSAX Sortino Ratio Rank: 65
LBSAX Omega Ratio Rank: 68
LBSAX Calmar Ratio Rank: 72
LBSAX Martin Ratio Rank: 79

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. LBSAX - 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 Class A (LBSAX). 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	LBSAX	Difference
Sharpe ratio Return per unit of total volatility	1.69	1.20	+0.49
Sortino ratio Return per unit of downside risk	2.25	1.71	+0.54
Omega ratio Gain probability vs. loss probability	1.33	1.26	+0.07
Calmar ratio Return relative to maximum drawdown	2.26	1.74	+0.52
Martin ratio Return relative to average drawdown	8.96	8.03	+0.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COSNX vs. LBSAX - Sharpe Ratio Comparison

The current COSNX Sharpe Ratio is 1.69, which is higher than the LBSAX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of COSNX and LBSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COSNX	LBSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	1.20	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.79	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.62	-0.20

Correlation

The correlation between COSNX and LBSAX 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. LBSAX - Dividend Comparison

COSNX's dividend yield for the trailing twelve months is around 9.45%, more than LBSAX's 4.99% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COSNX Columbia Overseas Core Fund	9.45%	9.55%	4.25%	4.59%	1.46%	8.15%	2.25%	3.80%	1.16%	0.00%	0.00%	0.00%
LBSAX Columbia Dividend Income Fund Class A	4.99%	5.11%	5.78%	4.72%	3.62%	2.65%	1.52%	2.68%	7.36%	3.83%	3.60%	8.01%

Drawdowns

COSNX vs. LBSAX - Drawdown Comparison

The maximum COSNX drawdown since its inception was -36.68%, smaller than the maximum LBSAX drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for COSNX and LBSAX.

Drawdown Indicators

	COSNX	LBSAX	Difference
Max Drawdown Largest peak-to-trough decline	-36.68%	-47.89%	+11.21%
Max Drawdown (1Y) Largest decline over 1 year	-11.83%	-10.19%	-1.64%
Max Drawdown (5Y) Largest decline over 5 years	-31.39%	-17.16%	-14.23%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.82%	—
Current Drawdown Current decline from peak	-8.80%	-3.98%	-4.82%
Average Drawdown Average peak-to-trough decline	-7.68%	-5.29%	-2.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.20%	+0.78%

Volatility

COSNX vs. LBSAX - Volatility Comparison

Columbia Overseas Core Fund (COSNX) has a higher volatility of 7.79% compared to Columbia Dividend Income Fund Class A (LBSAX) at 3.47%. This indicates that COSNX's price experiences larger fluctuations and is considered to be riskier than LBSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COSNX	LBSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.79%	3.47%	+4.32%
Volatility (6M) Calculated over the trailing 6-month period	11.27%	7.01%	+4.26%
Volatility (1Y) Calculated over the trailing 1-year period	16.60%	13.68%	+2.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.72%	13.30%	+2.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.41%	15.69%	+1.72%