COSNX vs. SWPPX
Compare and contrast key facts about Columbia Overseas Core Fund (COSNX) and Schwab S&P 500 Index Fund (SWPPX).
COSNX is managed by Columbia. It was launched on Mar 5, 2018. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
COSNX vs. SWPPX - Performance Comparison
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COSNX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -8.00% |
Returns By Period
In the year-to-date period, COSNX achieves a -2.24% return, which is significantly higher than SWPPX's -7.07% return.
COSNX
- 1D
- 0.00%
- 1M
- -11.83%
- YTD
- -2.24%
- 6M
- 2.34%
- 1Y
- 23.61%
- 3Y*
- 14.93%
- 5Y*
- 7.18%
- 10Y*
- —
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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COSNX vs. SWPPX - Expense Ratio Comparison
COSNX has a 0.97% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
COSNX vs. SWPPX — Risk / Return Rank
COSNX
SWPPX
COSNX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Core Fund (COSNX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.84 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.30 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.06 | +0.76 |
Martin ratioReturn relative to average drawdown | 7.21 | 5.14 | +2.07 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.84 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.68 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.48 | -0.09 |
Correlation
The correlation between COSNX and SWPPX is 0.76, 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. SWPPX - Dividend Comparison
COSNX's dividend yield for the trailing twelve months is around 9.77%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
COSNX vs. SWPPX - Drawdown Comparison
The maximum COSNX drawdown since its inception was -36.68%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for COSNX and SWPPX.
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Drawdown Indicators
| COSNX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.68% | -55.06% | +18.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -12.10% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -24.51% | -6.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -11.83% | -8.89% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -10.00% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.49% | +0.49% |
Volatility
COSNX vs. SWPPX - Volatility Comparison
Columbia Overseas Core Fund (COSNX) has a higher volatility of 6.75% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that COSNX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COSNX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 4.29% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 9.11% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 18.14% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 16.89% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 18.19% | -0.82% |