COSYX vs. VIHAX
COSYX (Columbia Overseas Value Fund Institutional 3 Class) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - COSYX is a Foreign Large Cap Equities fund managed by Columbia, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, COSYX returned 10.85%/yr vs 11.15%/yr for VIHAX. Their correlation of 0.95 means they have usually moved in the same direction. COSYX charges 0.77%/yr vs 0.16%/yr for VIHAX.
Performance
COSYX vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, COSYX achieves a 9.71% return, which is significantly lower than VIHAX's 17.79% return. Both investments have delivered pretty close results over the past 10 years, with COSYX having a 10.85% annualized return and VIHAX not far ahead at 11.15%.
COSYX
- 1D
- 0.14%
- 1M
- 3.65%
- 6M
- 1.59%
- YTD
- 9.71%
- 1Y
- 24.57%
- 3Y*
- 21.24%
- 5Y*
- 13.01%
- 10Y*
- 10.85%
- ALL TIME*
- 10.02%
VIHAX
- 1D
- 0.40%
- 1M
- 4.75%
- 6M
- 9.72%
- YTD
- 17.79%
- 1Y
- 33.43%
- 3Y*
- 22.73%
- 5Y*
- 13.91%
- 10Y*
- 11.15%
- ALL TIME*
- 11.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
COSYX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COSYX Columbia Overseas Value Fund Institutional 3 Class | 9.71% | 45.97% | 4.87% | 16.28% | -5.91% | 10.98% | -0.05% | 22.64% | -16.64% | 27.80% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 17.79% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between COSYX and VIHAX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.95 |
The correlation between COSYX and VIHAX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
COSYX vs. VIHAX — Risk / Return Rank
COSYX
VIHAX
COSYX vs. VIHAX - 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 International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.53 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.69 | -1.42 |
| Martin ratioReturn relative to average drawdown | 6.59 | 14.12 | -7.53 |
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Drawdowns
COSYX vs. VIHAX - Drawdown Comparison
The maximum COSYX drawdown since its inception was -43.16%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for COSYX and VIHAX.
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Drawdown Indicators
| COSYX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.16% | -38.80% | -4.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -9.53% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -13.32% | -12.29% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.80% | -23.92% | -1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -38.80% | -4.36% |
Current DrawdownCurrent decline from peak | -2.50% | -0.22% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -5.94% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 2.49% | +1.55% |
Volatility
COSYX vs. VIHAX - Volatility Comparison
Columbia Overseas Value Fund Institutional 3 Class (COSYX) has a higher volatility of 3.95% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.19%. This indicates that COSYX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COSYX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.19% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | 10.20% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.18% | 12.13% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 13.76% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 15.56% | +1.46% |
COSYX vs. VIHAX - Expense Ratio Comparison
COSYX has a 0.77% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
COSYX vs. VIHAX - Dividend Comparison
COSYX's dividend yield for the trailing twelve months is around 12.50%, more than VIHAX's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
COSYX Columbia Overseas Value Fund Institutional 3 Class | 12.50% | 8.05% | 5.55% | 4.11% | 2.00% | 3.75% | 1.82% | 3.97% | 3.75% | 1.71% | 2.20% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.44% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% |
Frequently Asked Questions
With a correlation of 0.95, COSYX and VIHAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
COSYX has higher volatility (3.95%) compared to VIHAX (3.19%). In terms of maximum drawdown, COSYX dropped -43.16% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.91 vs 1.88), 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.
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