COSNX vs. COSZX

In the year-to-date period, COSNX achieves a 19.48% return, which is significantly lower than COSZX's 23.38% return.

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COSNX has a 0.97% expense ratio, which is higher than COSZX's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Overseas Core Fund (COSNX) and Columbia Overseas Value Fund (COSZX). 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 COSNX Sharpe Ratio is 1.11, which is comparable to the COSZX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of COSNX and COSZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

COSNX's dividend yield for the trailing twelve months is around 3.56%, less than COSZX's 4.35% yield.

The maximum COSNX drawdown since its inception was -36.68%, smaller than the maximum COSZX drawdown of -61.80%. Use the drawdown chart below to compare losses from any high point for COSNX and COSZX.

Columbia Overseas Core Fund (COSNX) and Columbia Overseas Value Fund (COSZX) have volatilities of 2.72% and 2.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.