COSYX vs. VEA
Compare and contrast key facts about Columbia Overseas Value Fund Institutional 3 Class (COSYX) and Vanguard FTSE Developed Markets ETF (VEA).
COSYX is managed by Columbia. It was launched on Jul 1, 2015. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
COSYX vs. VEA - Performance Comparison
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COSYX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, COSYX achieves a 0.28% return, which is significantly lower than VEA's 2.75% return. Over the past 10 years, COSYX has outperformed VEA with an annualized return of 9.95%, while VEA has yielded a comparatively lower 9.37% annualized return.
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%
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
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COSYX vs. VEA - Expense Ratio Comparison
COSYX has a 0.77% expense ratio, which is higher than VEA's 0.03% expense ratio.
Return for Risk
COSYX vs. VEA — Risk / Return Rank
COSYX
VEA
COSYX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Value Fund Institutional 3 Class (COSYX) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| COSYX | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 1.72 | +0.07 |
Sortino ratioReturn per unit of downside risk | 2.29 | 2.35 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.50 | -0.15 |
Martin ratioReturn relative to average drawdown | 9.09 | 9.82 | -0.73 |
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
| COSYX | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.72 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.53 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.54 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.22 | +0.32 |
Correlation
The correlation between COSYX and VEA 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. VEA - Dividend Comparison
COSYX's dividend yield for the trailing twelve months is around 8.03%, more than VEA's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
COSYX vs. VEA - Drawdown Comparison
The maximum COSYX drawdown since its inception was -43.16%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for COSYX and VEA.
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Drawdown Indicators
| COSYX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.16% | -60.68% | +17.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -11.63% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.80% | -29.71% | +3.91% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -35.73% | -7.43% |
Current DrawdownCurrent decline from peak | -10.88% | -8.71% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -13.40% | +6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.96% | +0.08% |
Volatility
COSYX vs. VEA - Volatility Comparison
The current volatility for Columbia Overseas Value Fund Institutional 3 Class (COSYX) is 6.32%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 8.41%. This indicates that COSYX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COSYX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 8.41% | -2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 11.57% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 17.62% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 16.30% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 17.26% | +0.15% |