COSZX vs. FSPSX
Compare and contrast key facts about Columbia Overseas Value Fund (COSZX) and Fidelity International Index Fund (FSPSX).
COSZX is managed by Columbia. It was launched on Mar 30, 2008. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
COSZX vs. FSPSX - Performance Comparison
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COSZX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COSZX Columbia Overseas Value Fund | 0.28% | 45.80% | 4.70% | 16.05% | -5.99% | 10.78% | -0.07% | 22.37% | -16.70% | 27.82% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Returns By Period
In the year-to-date period, COSZX achieves a 0.28% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, COSZX has outperformed FSPSX with an annualized return of 9.81%, while FSPSX has yielded a comparatively lower 8.65% annualized return.
COSZX
- 1D
- 0.21%
- 1M
- -10.89%
- YTD
- 0.28%
- 6M
- 6.08%
- 1Y
- 29.26%
- 3Y*
- 19.10%
- 5Y*
- 11.26%
- 10Y*
- 9.81%
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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COSZX vs. FSPSX - Expense Ratio Comparison
COSZX has a 0.90% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
COSZX vs. FSPSX — Risk / Return Rank
COSZX
FSPSX
COSZX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Value Fund (COSZX) and Fidelity International Index Fund (FSPSX). 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.
| COSZX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 1.11 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.27 | 1.56 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.54 | +0.79 |
Martin ratioReturn relative to average drawdown | 9.03 | 5.93 | +3.10 |
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
| COSZX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.11 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.51 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.53 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.46 | -0.26 |
Correlation
The correlation between COSZX and FSPSX is 0.94, 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
COSZX vs. FSPSX - Dividend Comparison
COSZX's dividend yield for the trailing twelve months is around 7.89%, more than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COSZX Columbia Overseas Value Fund | 7.89% | 7.91% | 5.38% | 3.97% | 1.88% | 3.59% | 1.69% | 3.82% | 3.59% | 1.71% | 1.99% | 2.27% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
COSZX vs. FSPSX - Drawdown Comparison
The maximum COSZX drawdown since its inception was -63.37%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for COSZX and FSPSX.
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Drawdown Indicators
| COSZX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.37% | -33.69% | -29.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -11.39% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.77% | -29.41% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -43.40% | -33.69% | -9.71% |
Current DrawdownCurrent decline from peak | -10.89% | -10.86% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -18.03% | -6.59% | -11.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.96% | +0.08% |
Volatility
COSZX vs. FSPSX - Volatility Comparison
The current volatility for Columbia Overseas Value Fund (COSZX) is 6.37%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that COSZX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COSZX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 7.04% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 10.63% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 16.79% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 15.77% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 16.47% | +0.96% |