COSZX vs. DFIV

In the year-to-date period, COSZX achieves a 23.38% return, which is significantly higher than DFIV's 21.00% return.

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COSZX has a 0.90% expense ratio, which is higher than DFIV's 0.27% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Value Fund (COSZX) and Dimensional International Value ETF (DFIV). 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.

The current COSZX Sharpe Ratio is 1.23, which is comparable to the DFIV Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of COSZX and DFIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

COSZX's dividend yield for the trailing twelve months is around 4.35%, more than DFIV's 3.35% yield.

The maximum COSZX drawdown since its inception was -61.80%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for COSZX and DFIV.

The current volatility for Columbia Overseas Value Fund (COSZX) is 2.61%, while Dimensional International Value ETF (DFIV) has a volatility of 2.78%. This indicates that COSZX experiences smaller price fluctuations and is considered to be less risky than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.