CTHRX vs. COSZX

Last updated Jun 4, 2026

CTHRX (Columbia Global Technology Growth Fund Institutional 2 Class) and COSZX (Columbia Overseas Value Fund) are both mutual funds - CTHRX is a Technology Equities fund actively managed by Columbia, while COSZX is a Foreign Large Cap Equities fund managed by Columbia. Over the past 10 years, CTHRX returned 25.13%/yr vs 10.22%/yr for COSZX. A 0.60 correlation means they provide meaningful diversification when combined. CTHRX charges 0.86%/yr vs 0.90%/yr for COSZX.

Performance

CTHRX vs. COSZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Global Technology Growth Fund Institutional 2 Class (CTHRX) 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, CTHRX achieves a 32.22% return, which is significantly higher than COSZX's 7.46% return. Over the past 10 years, CTHRX has outperformed COSZX with an annualized return of 25.13%, while COSZX has yielded a comparatively lower 10.22% annualized return.

CTHRX

• 1D: 1.47%
• 1M: 17.03%
• YTD: 32.22%
• 6M: 31.35%
• 1Y: 62.30%
• 3Y*: 36.48%
• 5Y*: 21.32%
• 10Y*: 25.13%

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)

CTHRX vs. COSZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CTHRX Columbia Global Technology Growth Fund Institutional 2 Class	32.22%	25.15%	31.79%	56.93%	-34.59%	23.10%	49.92%	44.27%	-1.20%	43.52%
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 CTHRX and COSZX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Nov 12, 2012	0.60

The correlation between CTHRX and COSZX shifts across timeframes, from 0.46 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CTHRX vs. COSZX — Risk / Return Rank

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

CTHRX

CTHRX Risk / Return Rank: 84
CTHRX Sharpe Ratio Rank: 91
CTHRX Sortino Ratio Rank: 77
CTHRX Omega Ratio Rank: 75
CTHRX Calmar Ratio Rank: 89
CTHRX Martin Ratio Rank: 87

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.

CTHRX vs. COSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund Institutional 2 Class (CTHRX) 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.

	CTHRX	COSZX	Difference
Sharpe ratio Return per unit of total volatility	3.06	1.98	+1.09
Sortino ratio Return per unit of downside risk	3.70	2.74	+0.96
Omega ratio Gain probability vs. loss probability	1.49	1.36	+0.13
Calmar ratio Return relative to maximum drawdown	4.50	2.30	+2.19
Martin ratio Return relative to average drawdown	16.86	8.12	+8.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CTHRX vs. COSZX - Sharpe Ratio Comparison

The current CTHRX Sharpe Ratio is 3.06, which is higher than the COSZX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CTHRX 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

	CTHRX	COSZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.06	1.98	+1.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.73	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.02	0.59	+0.43
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.21	+0.86

Drawdowns

CTHRX vs. COSZX - Drawdown Comparison

The maximum CTHRX drawdown since its inception was -39.40%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for CTHRX and COSZX.

Drawdown Indicators

	CTHRX	COSZX	Difference
Max Drawdown Largest peak-to-trough decline	-39.40%	-63.37%	+23.97%
Max Drawdown (1Y) Largest decline over 1 year	-14.33%	-11.76%	-2.57%
Max Drawdown (3Y) Largest decline over 3 years	-26.62%	-13.34%	-13.28%
Max Drawdown (5Y) Largest decline over 5 years	-39.40%	-25.77%	-13.63%
Max Drawdown (10Y) Largest decline over 10 years	-39.40%	-43.40%	+4.00%
Current Drawdown Current decline from peak	0.00%	-4.51%	+4.51%
Average Drawdown Average peak-to-trough decline	-5.94%	-17.90%	+11.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	3.33%	+0.49%

Volatility

CTHRX vs. COSZX - Volatility Comparison

Columbia Global Technology Growth Fund Institutional 2 Class (CTHRX) has a higher volatility of 6.37% compared to Columbia Overseas Value Fund (COSZX) at 3.56%. This indicates that CTHRX'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

	CTHRX	COSZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.37%	3.56%	+2.81%
Volatility (6M) Calculated over the trailing 6-month period	16.73%	10.95%	+5.78%
Volatility (1Y) Calculated over the trailing 1-year period	21.06%	13.77%	+7.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.97%	15.84%	+10.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.85%	17.45%	+7.40%

CTHRX vs. COSZX - Expense Ratio Comparison

CTHRX has a 0.86% expense ratio, which is lower than COSZX's 0.90% expense ratio.

Dividends

CTHRX vs. COSZX - Dividend Comparison

CTHRX's dividend yield for the trailing twelve months is around 2.28%, 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%
CTHRX Columbia Global Technology Growth Fund Institutional 2 Class	2.28%	3.01%	0.99%	2.18%	3.28%	4.16%	1.01%	2.39%	5.85%	3.60%	0.35%	1.71%

Frequently Asked Questions

Can I hold both CTHRX and COSZX in my portfolio?

CTHRX and COSZX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CTHRX or COSZX?

CTHRX has higher volatility (6.37%) compared to COSZX (3.56%). In terms of maximum drawdown, CTHRX dropped -39.40% vs COSZX's -63.37%.

Which has better risk-adjusted returns?

CTHRX currently has the higher Sharpe Ratio (3.06 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.