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COSYX vs. PZRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSYX vs. PZRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Overseas Value Fund Institutional 3 Class (COSYX) and PIMCO RAE Global ex-US Fund (PZRIX). The values are adjusted to include any dividend payments, if applicable.

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COSYX vs. PZRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COSYX
Columbia Overseas Value Fund Institutional 3 Class
0.28%45.97%4.87%16.28%-5.91%10.98%-0.05%22.64%-16.64%27.80%
PZRIX
PIMCO RAE Global ex-US Fund
7.89%34.05%3.29%19.31%-9.11%12.08%1.74%15.94%-14.93%26.00%

Returns By Period

In the year-to-date period, COSYX achieves a 0.28% return, which is significantly lower than PZRIX's 7.89% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: COSYX at 9.95% and PZRIX at 9.95%.


COSYX

1D
0.28%
1M
-10.88%
YTD
0.28%
6M
6.21%
1Y
29.45%
3Y*
19.24%
5Y*
11.40%
10Y*
9.95%

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

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COSYX vs. PZRIX - Expense Ratio Comparison

COSYX has a 0.77% expense ratio, which is higher than PZRIX's 0.00% expense ratio.


Return for Risk

COSYX vs. PZRIX — Risk / Return Rank

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

COSYX
COSYX Risk / Return Rank: 8787
Overall Rank
COSYX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
COSYX Sortino Ratio Rank: 8686
Sortino Ratio Rank
COSYX Omega Ratio Rank: 8686
Omega Ratio Rank
COSYX Calmar Ratio Rank: 8888
Calmar Ratio Rank
COSYX Martin Ratio Rank: 8686
Martin Ratio Rank

PZRIX
PZRIX Risk / Return Rank: 9494
Overall Rank
PZRIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 9393
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PZRIX Martin Ratio Rank: 9595
Martin Ratio Rank
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. PZRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Value Fund Institutional 3 Class (COSYX) 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.


COSYXPZRIXDifference

Sharpe ratio

Return per unit of total volatility

1.79

2.41

-0.62

Sortino ratio

Return per unit of downside risk

2.29

3.09

-0.80

Omega ratio

Gain probability vs. loss probability

1.36

1.47

-0.10

Calmar ratio

Return relative to maximum drawdown

2.35

2.70

-0.35

Martin ratio

Return relative to average drawdown

9.09

12.87

-3.78

COSYX vs. PZRIX - Sharpe Ratio Comparison

The current COSYX Sharpe Ratio is 1.79, which is comparable to the PZRIX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of COSYX and PZRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COSYXPZRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.41

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.67

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.59

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.58

-0.04

Correlation

The correlation between COSYX and PZRIX 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

COSYX vs. PZRIX - Dividend Comparison

COSYX's dividend yield for the trailing twelve months is around 8.03%, more than PZRIX's 6.08% yield.


TTM2025202420232022202120202019201820172016
COSYX
Columbia Overseas Value Fund Institutional 3 Class
8.03%8.05%5.55%4.11%2.00%3.75%1.82%3.97%3.75%1.71%2.20%
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

COSYX vs. PZRIX - Drawdown Comparison

The maximum COSYX drawdown since its inception was -43.16%, roughly equal to the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for COSYX and PZRIX.


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Drawdown Indicators


COSYXPZRIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.16%

-43.53%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-10.68%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

-30.85%

+5.05%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-43.53%

+0.37%

Current Drawdown

Current decline from peak

-10.88%

-6.96%

-3.92%

Average Drawdown

Average peak-to-trough decline

-7.15%

-9.00%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.53%

+0.51%

Volatility

COSYX vs. PZRIX - Volatility Comparison

Columbia Overseas Value Fund Institutional 3 Class (COSYX) has a higher volatility of 6.32% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that COSYX'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


COSYXPZRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

5.02%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

8.77%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

14.09%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

15.83%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

17.01%

+0.40%