CSVFX vs. COSZX

Last updated Jun 4, 2026

CSVFX (Columbia International Dividend Income Fund) and COSZX (Columbia Overseas Value Fund) are both Foreign Large Cap Equities funds from Columbia. Over the past 10 years, CSVFX returned 9.85%/yr vs 10.22%/yr for COSZX. Their correlation of 0.88 suggests significant overlap in exposure. CSVFX charges 1.01%/yr vs 0.90%/yr for COSZX.

Performance

CSVFX vs. COSZX - Performance Comparison

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

Returns By Period

In the year-to-date period, CSVFX achieves a 18.19% return, which is significantly higher than COSZX's 7.46% return. Both investments have delivered pretty close results over the past 10 years, with CSVFX having a 9.85% annualized return and COSZX not far ahead at 10.22%.

CSVFX

• 1D: 0.88%
• 1M: 6.61%
• YTD: 18.19%
• 6M: 22.49%
• 1Y: 35.30%
• 3Y*: 19.66%
• 5Y*: 9.99%
• 10Y*: 9.85%

COSZX

• 1D: 0.53%
• 1M: 0.93%
• YTD: 7.46%
• 6M: 10.18%
• 1Y: 28.08%
• 3Y*: 21.79%
• 5Y*: 11.46%
• 10Y*: 10.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSVFX vs. COSZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CSVFX Columbia International Dividend Income Fund	18.19%	31.32%	2.36%	18.44%	-14.91%	13.73%	5.87%	24.47%	-12.96%	20.13%
COSZX Columbia Overseas Value Fund	7.46%	45.80%	4.70%	16.05%	-5.99%	10.78%	-0.07%	22.37%	-16.70%	27.82%

Correlation

The correlation between CSVFX and COSZX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Apr 2, 2008	0.88

The correlation between CSVFX and COSZX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

Return for Risk

CSVFX vs. COSZX — Risk / Return Rank

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

CSVFX

CSVFX Risk / Return Rank: 61
CSVFX Sharpe Ratio Rank: 68
CSVFX Sortino Ratio Rank: 58
CSVFX Omega Ratio Rank: 63
CSVFX Calmar Ratio Rank: 60
CSVFX Martin Ratio Rank: 56

COSZX

COSZX Risk / Return Rank: 41
COSZX Sharpe Ratio Rank: 45
COSZX Sortino Ratio Rank: 43
COSZX Omega Ratio Rank: 45
COSZX Calmar Ratio Rank: 37
COSZX Martin Ratio Rank: 37

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.

CSVFX vs. COSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia International Dividend Income Fund (CSVFX) 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.

	CSVFX	COSZX	Difference
Sharpe ratio: Return per unit of total volatility	2.41	1.98	+0.43
Sortino ratio: Return per unit of downside risk	3.21	2.74	+0.47
Omega ratio: Gain probability vs. loss probability	1.44	1.36	+0.08
Calmar ratio: Return relative to maximum drawdown	2.97	2.30	+0.66
Martin ratio: Return relative to average drawdown	11.31	8.12	+3.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSVFX vs. COSZX - Sharpe Ratio Comparison

The current CSVFX Sharpe Ratio is 2.41, which is comparable to the COSZX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CSVFX and COSZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CSVFX	COSZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	1.98	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.73	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.59	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.21	+0.30

Drawdowns

CSVFX vs. COSZX - Drawdown Comparison

The maximum CSVFX drawdown since its inception was -55.31%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for CSVFX and COSZX.

Drawdown Indicators

	CSVFX	COSZX	Difference
Max Drawdown Largest peak-to-trough decline	-55.31%	-63.37%	+8.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.72%	-11.76%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-13.31%	-13.34%	+0.03%
Max Drawdown (5Y) Largest decline over 5 years	-29.11%	-25.77%	-3.34%
Max Drawdown (10Y) Largest decline over 10 years	-33.50%	-43.40%	+9.90%
Current Drawdown Current decline from peak	0.00%	-4.51%	+4.51%
Average Drawdown Average peak-to-trough decline	-8.01%	-17.90%	+9.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	3.33%	-0.26%

Volatility

CSVFX vs. COSZX - Volatility Comparison

Columbia International Dividend Income Fund (CSVFX) has a higher volatility of 4.85% compared to Columbia Overseas Value Fund (COSZX) at 3.56%. This indicates that CSVFX's price experiences larger fluctuations and is considered to be riskier than COSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSVFX	COSZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	3.56%	+1.29%
Volatility (6M) Calculated over the trailing 6-month period	11.93%	10.95%	+0.98%
Volatility (1Y) Calculated over the trailing 1-year period	14.46%	13.77%	+0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.42%	15.84%	-0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.09%	17.45%	-1.36%

CSVFX vs. COSZX - Expense Ratio Comparison

CSVFX has a 1.01% expense ratio, which is higher than COSZX's 0.90% expense ratio.

Dividends

CSVFX vs. COSZX - Dividend Comparison

CSVFX's dividend yield for the trailing twelve months is around 4.17%, less than COSZX's 7.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COSZX Columbia Overseas Value Fund	7.36%	7.91%	5.38%	3.97%	1.88%	3.59%	1.69%	3.82%	3.59%	1.71%	1.99%	2.27%
CSVFX Columbia International Dividend Income Fund	4.17%	4.81%	6.96%	3.56%	1.93%	9.05%	3.57%	3.44%	5.53%	2.94%	3.52%	3.19%

Frequently Asked Questions

Can I hold both CSVFX and COSZX in my portfolio?

CSVFX and COSZX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSVFX or COSZX?

CSVFX has higher volatility (4.85%) compared to COSZX (3.56%). In terms of maximum drawdown, CSVFX dropped -55.31% vs COSZX's -63.37%.

Which has better risk-adjusted returns?

CSVFX currently has the higher Sharpe Ratio (2.41 vs 1.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.