COSZX vs. PZRIX
Compare and contrast key facts about Columbia Overseas Value Fund (COSZX) and PIMCO RAE Global ex-US Fund (PZRIX).
COSZX is managed by Columbia. It was launched on Mar 30, 2008. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
COSZX vs. PZRIX - Performance Comparison
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COSZX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, COSZX achieves a 0.28% return, which is significantly lower than PZRIX's 7.89% return. Both investments have delivered pretty close results over the past 10 years, with COSZX having a 9.81% annualized return and PZRIX not far ahead at 9.95%.
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%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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COSZX vs. PZRIX - Expense Ratio Comparison
COSZX has a 0.90% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
COSZX vs. PZRIX — Risk / Return Rank
COSZX
PZRIX
COSZX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Value Fund (COSZX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 2.41 | -0.64 |
Sortino ratioReturn per unit of downside risk | 2.27 | 3.09 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.47 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.70 | -0.37 |
Martin ratioReturn relative to average drawdown | 9.03 | 12.87 | -3.84 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.41 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.67 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.58 | -0.38 |
Correlation
The correlation between COSZX and PZRIX 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
COSZX vs. PZRIX - Dividend Comparison
COSZX's dividend yield for the trailing twelve months is around 7.89%, more than PZRIX's 6.08% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
COSZX vs. PZRIX - Drawdown Comparison
The maximum COSZX drawdown since its inception was -63.37%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for COSZX and PZRIX.
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Drawdown Indicators
| COSZX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.37% | -43.53% | -19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -10.68% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.77% | -30.85% | +5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -43.40% | -43.53% | +0.13% |
Current DrawdownCurrent decline from peak | -10.89% | -6.96% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -18.03% | -9.00% | -9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.53% | +0.51% |
Volatility
COSZX vs. PZRIX - Volatility Comparison
Columbia Overseas Value Fund (COSZX) has a higher volatility of 6.37% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that COSZX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COSZX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 5.02% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 8.77% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 14.09% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 15.83% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 17.01% | +0.42% |