Correlation
The correlation between COSZX and MFWTX is 0.76, 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.
COSZX vs. MFWTX
Compare and contrast key facts about Columbia Overseas Value Fund (COSZX) and MFS Global Total Return Fund (MFWTX).
COSZX is managed by Columbia. It was launched on Mar 30, 2008. MFWTX is managed by MFS. It was launched on Sep 3, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COSZX or MFWTX.
Performance
COSZX vs. MFWTX - Performance Comparison
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Key characteristics
COSZX:
1.23
MFWTX:
0.90
COSZX:
1.85
MFWTX:
1.51
COSZX:
1.27
MFWTX:
1.21
COSZX:
1.70
MFWTX:
1.13
COSZX:
5.75
MFWTX:
3.71
COSZX:
3.95%
MFWTX:
2.55%
COSZX:
16.40%
MFWTX:
8.88%
COSZX:
-61.80%
MFWTX:
-33.14%
COSZX:
0.00%
MFWTX:
0.00%
Returns By Period
In the year-to-date period, COSZX achieves a 23.38% return, which is significantly higher than MFWTX's 7.05% return. Over the past 10 years, COSZX has outperformed MFWTX with an annualized return of 7.26%, while MFWTX has yielded a comparatively lower 5.40% annualized return.
COSZX
23.38%
5.36%
19.71%
19.99%
13.49%
12.96%
7.26%
MFWTX
7.05%
2.35%
2.96%
7.94%
6.23%
6.15%
5.40%
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COSZX vs. MFWTX - Expense Ratio Comparison
COSZX has a 0.90% expense ratio, which is lower than MFWTX's 1.09% expense ratio.
Risk-Adjusted Performance
COSZX vs. MFWTX — Risk-Adjusted Performance Rank
COSZX
MFWTX
COSZX vs. MFWTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Value Fund (COSZX) and MFS Global Total Return Fund (MFWTX). 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.
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Dividends
COSZX vs. MFWTX - Dividend Comparison
COSZX's dividend yield for the trailing twelve months is around 4.35%, less than MFWTX's 8.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COSZX Columbia Overseas Value Fund | 4.35% | 5.37% | 3.97% | 1.88% | 3.60% | 1.69% | 3.82% | 3.88% | 3.41% | 1.98% | 2.27% | 3.53% |
MFWTX MFS Global Total Return Fund | 8.23% | 8.94% | 3.68% | 2.64% | 10.30% | 7.19% | 4.40% | 3.33% | 2.49% | 1.13% | 4.29% | 3.17% |
Drawdowns
COSZX vs. MFWTX - Drawdown Comparison
The maximum COSZX drawdown since its inception was -61.80%, which is greater than MFWTX's maximum drawdown of -33.14%. Use the drawdown chart below to compare losses from any high point for COSZX and MFWTX.
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Volatility
COSZX vs. MFWTX - Volatility Comparison
Columbia Overseas Value Fund (COSZX) has a higher volatility of 2.61% compared to MFS Global Total Return Fund (MFWTX) at 1.98%. This indicates that COSZX's price experiences larger fluctuations and is considered to be riskier than MFWTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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