COSSX vs. GTMIX
Compare and contrast key facts about Columbia Overseas Value Fund Institutional 2 Class (COSSX) and GMO Tax-Managed International Equities Fund (GTMIX).
COSSX is an actively managed fund by Columbia. It was launched on Jul 1, 2015. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
COSSX vs. GTMIX - Performance Comparison
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COSSX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COSSX Columbia Overseas Value Fund Institutional 2 Class | 0.35% | 45.91% | 4.82% | 16.13% | -5.96% | 10.94% | 0.02% | 22.51% | -16.69% | 27.83% |
GTMIX GMO Tax-Managed International Equities Fund | 5.80% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, COSSX achieves a 0.35% return, which is significantly lower than GTMIX's 5.80% return. Both investments have delivered pretty close results over the past 10 years, with COSSX having a 9.92% annualized return and GTMIX not far behind at 9.60%.
COSSX
- 1D
- 0.28%
- 1M
- -10.84%
- YTD
- 0.35%
- 6M
- 6.19%
- 1Y
- 29.45%
- 3Y*
- 19.22%
- 5Y*
- 11.36%
- 10Y*
- 9.92%
GTMIX
- 1D
- 0.35%
- 1M
- -6.82%
- YTD
- 5.80%
- 6M
- 15.97%
- 1Y
- 37.75%
- 3Y*
- 19.28%
- 5Y*
- 11.05%
- 10Y*
- 9.60%
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COSSX vs. GTMIX - Expense Ratio Comparison
COSSX has a 0.82% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
COSSX vs. GTMIX — Risk / Return Rank
COSSX
GTMIX
COSSX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Value Fund Institutional 2 Class (COSSX) and GMO Tax-Managed International Equities Fund (GTMIX). 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.
| COSSX | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 2.38 | -0.59 |
Sortino ratioReturn per unit of downside risk | 2.29 | 3.06 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.47 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.92 | -0.58 |
Martin ratioReturn relative to average drawdown | 9.09 | 14.29 | -5.20 |
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
| COSSX | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 2.38 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.75 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.60 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.39 | +0.14 |
Correlation
The correlation between COSSX and GTMIX is 0.93, 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
COSSX vs. GTMIX - Dividend Comparison
COSSX's dividend yield for the trailing twelve months is around 8.00%, less than GTMIX's 21.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COSSX Columbia Overseas Value Fund Institutional 2 Class | 8.00% | 8.03% | 5.51% | 4.07% | 1.96% | 3.70% | 1.78% | 3.95% | 3.72% | 1.72% | 2.18% | 0.00% |
GTMIX GMO Tax-Managed International Equities Fund | 21.21% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
COSSX vs. GTMIX - Drawdown Comparison
The maximum COSSX drawdown since its inception was -43.24%, smaller than the maximum GTMIX drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for COSSX and GTMIX.
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Drawdown Indicators
| COSSX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.24% | -58.31% | +15.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.78% | -11.24% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -28.81% | +3.05% |
Max Drawdown (10Y)Largest decline over 10 years | -43.24% | -40.32% | -2.92% |
Current DrawdownCurrent decline from peak | -10.84% | -6.82% | -4.02% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -12.75% | +5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.46% | +0.58% |
Volatility
COSSX vs. GTMIX - Volatility Comparison
Columbia Overseas Value Fund Institutional 2 Class (COSSX) has a higher volatility of 6.35% compared to GMO Tax-Managed International Equities Fund (GTMIX) at 5.33%. This indicates that COSSX's price experiences larger fluctuations and is considered to be riskier than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COSSX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 5.33% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 9.28% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 15.41% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 14.87% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 16.05% | +1.34% |