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COSZX vs. SHGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSZX vs. SHGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Overseas Value Fund (COSZX) and Columbia Seligman Global Technology Fund (SHGTX). The values are adjusted to include any dividend payments, if applicable.

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COSZX vs. SHGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SHGTX
Columbia Seligman Global Technology Fund
-0.71%35.09%26.04%45.28%-31.70%38.60%45.56%54.92%-8.70%34.52%

Returns By Period

In the year-to-date period, COSZX achieves a 0.28% return, which is significantly higher than SHGTX's -0.71% return. Over the past 10 years, COSZX has underperformed SHGTX with an annualized return of 9.81%, while SHGTX has yielded a comparatively higher 22.02% 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%

SHGTX

1D
-2.88%
1M
-9.71%
YTD
-0.71%
6M
4.16%
1Y
53.78%
3Y*
28.05%
5Y*
15.91%
10Y*
22.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COSZX vs. SHGTX - Expense Ratio Comparison

COSZX has a 0.90% expense ratio, which is lower than SHGTX's 1.29% expense ratio.


Return for Risk

COSZX vs. SHGTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COSZX
COSZX Risk / Return Rank: 8787
Overall Rank
COSZX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
COSZX Sortino Ratio Rank: 8686
Sortino Ratio Rank
COSZX Omega Ratio Rank: 8686
Omega Ratio Rank
COSZX Calmar Ratio Rank: 8888
Calmar Ratio Rank
COSZX Martin Ratio Rank: 8686
Martin Ratio Rank

SHGTX
SHGTX Risk / Return Rank: 8989
Overall Rank
SHGTX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SHGTX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SHGTX Omega Ratio Rank: 8282
Omega Ratio Rank
SHGTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SHGTX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COSZX vs. SHGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Value Fund (COSZX) and Columbia Seligman Global Technology Fund (SHGTX). 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.


COSZXSHGTXDifference

Sharpe ratio

Return per unit of total volatility

1.77

1.75

+0.03

Sortino ratio

Return per unit of downside risk

2.27

2.31

-0.04

Omega ratio

Gain probability vs. loss probability

1.36

1.32

+0.04

Calmar ratio

Return relative to maximum drawdown

2.33

3.25

-0.91

Martin ratio

Return relative to average drawdown

9.03

12.21

-3.18

COSZX vs. SHGTX - Sharpe Ratio Comparison

The current COSZX Sharpe Ratio is 1.77, which is comparable to the SHGTX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of COSZX and SHGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COSZXSHGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.75

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.59

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.83

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.59

-0.40

Correlation

The correlation between COSZX and SHGTX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COSZX vs. SHGTX - Dividend Comparison

COSZX's dividend yield for the trailing twelve months is around 7.89%, less than SHGTX's 8.51% yield.


TTM20252024202320222021202020192018201720162015
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%
SHGTX
Columbia Seligman Global Technology Fund
8.51%8.45%14.04%6.22%3.94%11.77%9.92%10.26%12.75%7.25%8.13%8.09%

Drawdowns

COSZX vs. SHGTX - Drawdown Comparison

The maximum COSZX drawdown since its inception was -63.37%, smaller than the maximum SHGTX drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for COSZX and SHGTX.


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Drawdown Indicators


COSZXSHGTXDifference

Max Drawdown

Largest peak-to-trough decline

-63.37%

-77.47%

+14.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-14.93%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.77%

-43.17%

+17.40%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-43.17%

-0.23%

Current Drawdown

Current decline from peak

-10.89%

-12.38%

+1.49%

Average Drawdown

Average peak-to-trough decline

-18.03%

-25.07%

+7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.97%

-0.93%

Volatility

COSZX vs. SHGTX - Volatility Comparison

The current volatility for Columbia Overseas Value Fund (COSZX) is 6.37%, while Columbia Seligman Global Technology Fund (SHGTX) has a volatility of 9.43%. This indicates that COSZX experiences smaller price fluctuations and is considered to be less risky than SHGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COSZXSHGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

9.43%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

21.01%

-10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

30.65%

-14.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

27.20%

-11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

26.58%

-9.15%