COSYX vs. AEPGX

Last updated Jun 23, 2026

COSYX (Columbia Overseas Value Fund Institutional 3 Class) and AEPGX (American Funds EuroPacific Growth Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, COSYX returned 10.41%/yr vs 8.83%/yr for AEPGX. Their correlation of 0.84 suggests significant overlap in exposure. COSYX charges 0.77%/yr vs 0.80%/yr for AEPGX.

Performance

COSYX vs. AEPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Overseas Value Fund Institutional 3 Class (COSYX) and American Funds EuroPacific Growth Fund Class A (AEPGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COSYX achieves a 6.16% return, which is significantly lower than AEPGX's 12.49% return. Over the past 10 years, COSYX has outperformed AEPGX with an annualized return of 10.41%, while AEPGX has yielded a comparatively lower 8.83% annualized return.

COSYX

• 1D: -0.07%
• 1M: -1.32%
• YTD: 6.16%
• 6M: 6.16%
• 1Y: 26.56%
• 3Y*: 20.20%
• 5Y*: 12.31%
• 10Y*: 10.41%

AEPGX

• 1D: 0.89%
• 1M: 3.84%
• YTD: 12.49%
• 6M: 13.35%
• 1Y: 29.82%
• 3Y*: 14.79%
• 5Y*: 5.20%
• 10Y*: 8.83%

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

COSYX vs. AEPGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COSYX Columbia Overseas Value Fund Institutional 3 Class	6.16%	45.97%	4.87%	16.28%	-5.91%	10.98%	-0.05%	22.64%	-16.64%	27.80%
AEPGX American Funds EuroPacific Growth Fund Class A	12.49%	28.88%	2.63%	15.65%	-23.06%	-1.64%	24.80%	26.94%	-15.21%	30.74%

Correlation

The correlation between COSYX and AEPGX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.84

The correlation between COSYX and AEPGX has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

Return for Risk

COSYX vs. AEPGX — Risk / Return Rank

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

COSYX

COSYX Risk / Return Rank: 42
COSYX Sharpe Ratio Rank: 48
COSYX Sortino Ratio Rank: 46
COSYX Omega Ratio Rank: 46
COSYX Calmar Ratio Rank: 38
COSYX Martin Ratio Rank: 34

AEPGX

AEPGX Risk / Return Rank: 42
AEPGX Sharpe Ratio Rank: 42
AEPGX Sortino Ratio Rank: 40
AEPGX Omega Ratio Rank: 43
AEPGX Calmar Ratio Rank: 41
AEPGX Martin Ratio Rank: 43

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.

COSYX vs. AEPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Value Fund Institutional 3 Class (COSYX) and American Funds EuroPacific Growth Fund Class A (AEPGX). 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.

	COSYX	AEPGX	Difference
Sharpe ratio: Return per unit of total volatility	1.88	1.76	+0.12
Sortino ratio: Return per unit of downside risk	2.62	2.47	+0.14
Omega ratio: Gain probability vs. loss probability	1.34	1.33	+0.01
Calmar ratio: Return relative to maximum drawdown	2.23	2.31	-0.07
Martin ratio: Return relative to average drawdown	7.33	8.57	-1.24

COSYX vs. AEPGX - Sharpe Ratio Comparison

The current COSYX Sharpe Ratio is 1.88, which is comparable to the AEPGX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of COSYX and AEPGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COSYX vs. AEPGX - Drawdown Comparison

The maximum COSYX drawdown since its inception was -43.16%, smaller than the maximum AEPGX drawdown of -53.98%. Use the drawdown chart below to compare losses from any high point for COSYX and AEPGX.

Drawdown Indicators

	COSYX	AEPGX	Difference
Max Drawdown Largest peak-to-trough decline	-43.16%	-53.98%	+10.82%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	-12.56%	+0.80%
Max Drawdown (3Y) Largest decline over 3 years	-13.32%	-15.75%	+2.43%
Max Drawdown (5Y) Largest decline over 5 years	-25.80%	-37.53%	+11.73%
Max Drawdown (10Y) Largest decline over 10 years	-43.16%	-38.50%	-4.66%
Current Drawdown Current decline from peak	-5.66%	0.00%	-5.66%
Average Drawdown Average peak-to-trough decline	-7.10%	-11.46%	+4.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.58%	3.37%	+0.21%

Volatility

COSYX vs. AEPGX - Volatility Comparison

The current volatility for Columbia Overseas Value Fund Institutional 3 Class (COSYX) is 4.15%, while American Funds EuroPacific Growth Fund Class A (AEPGX) has a volatility of 6.85%. This indicates that COSYX experiences smaller price fluctuations and is considered to be less risky than AEPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COSYX	AEPGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	6.85%	-2.70%
Volatility (6M) Calculated over the trailing 6-month period	11.36%	14.30%	-2.94%
Volatility (1Y) Calculated over the trailing 1-year period	14.01%	16.47%	-2.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.87%	16.88%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.42%	17.02%	+0.40%

COSYX vs. AEPGX - Expense Ratio Comparison

COSYX has a 0.77% expense ratio, which is lower than AEPGX's 0.80% expense ratio.

Dividends

COSYX vs. AEPGX - Dividend Comparison

COSYX's dividend yield for the trailing twelve months is around 7.59%, less than AEPGX's 16.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AEPGX American Funds EuroPacific Growth Fund Class A	16.09%	13.69%	4.56%	3.57%	1.72%	5.15%	0.17%	2.79%	6.33%	4.66%	1.24%	3.05%
COSYX Columbia Overseas Value Fund Institutional 3 Class	7.59%	8.05%	5.55%	4.11%	2.00%	3.75%	1.82%	3.97%	3.75%	1.71%	2.20%	0.00%

Frequently Asked Questions

Can I hold both COSYX and AEPGX in my portfolio?

COSYX and AEPGX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COSYX or AEPGX?

AEPGX has higher volatility (6.85%) compared to COSYX (4.15%). In terms of maximum drawdown, COSYX dropped -43.16% vs AEPGX's -53.98%.

Which has better risk-adjusted returns?

COSYX currently has the higher Sharpe Ratio (1.88 vs 1.76), 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.