COSNX vs. PZRIX
Compare and contrast key facts about Columbia Overseas Core Fund (COSNX) and PIMCO RAE Global ex-US Fund (PZRIX).
COSNX is managed by Columbia. It was launched on Mar 5, 2018. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
COSNX vs. PZRIX - Performance Comparison
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COSNX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COSNX Columbia Overseas Core Fund | -2.24% | 38.31% | 3.42% | 15.51% | -14.92% | 9.60% | 8.65% | 25.39% | -17.16% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -15.75% |
Returns By Period
In the year-to-date period, COSNX achieves a -2.24% return, which is significantly lower than PZRIX's 7.89% return.
COSNX
- 1D
- 0.00%
- 1M
- -11.83%
- YTD
- -2.24%
- 6M
- 2.34%
- 1Y
- 23.61%
- 3Y*
- 14.93%
- 5Y*
- 7.18%
- 10Y*
- —
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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COSNX vs. PZRIX - Expense Ratio Comparison
COSNX has a 0.97% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
COSNX vs. PZRIX — Risk / Return Rank
COSNX
PZRIX
COSNX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Core Fund (COSNX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 2.41 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.87 | 3.09 | -1.22 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.47 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.70 | -0.88 |
Martin ratioReturn relative to average drawdown | 7.21 | 12.87 | -5.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COSNX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 2.41 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.67 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.58 | -0.19 |
Correlation
The correlation between COSNX and PZRIX is 0.92, 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. PZRIX - Dividend Comparison
COSNX's dividend yield for the trailing twelve months is around 9.77%, more than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% |
Drawdowns
COSNX vs. PZRIX - Drawdown Comparison
The maximum COSNX drawdown since its inception was -36.68%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for COSNX and PZRIX.
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Drawdown Indicators
| COSNX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.68% | -43.53% | +6.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -10.68% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -30.85% | -0.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -11.83% | -6.96% | -4.87% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -9.00% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.53% | +0.45% |
Volatility
COSNX vs. PZRIX - Volatility Comparison
Columbia Overseas Core Fund (COSNX) has a higher volatility of 6.75% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that COSNX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COSNX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 5.02% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 8.77% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 14.09% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 15.83% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 17.01% | +0.36% |