DFIV vs. COSZX

Last updated Jun 4, 2026

DFIV (Dimensional International Value ETF) and COSZX (Columbia Overseas Value Fund) are both Foreign Large Cap Equities funds. Over the past 3 years, DFIV returned 23.90%/yr vs 21.79%/yr for COSZX. With a 0.95 correlation, they move nearly in lockstep. DFIV charges 0.27%/yr vs 0.90%/yr for COSZX.

Performance

DFIV vs. COSZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Value ETF (DFIV) 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, DFIV achieves a 11.54% return, which is significantly higher than COSZX's 7.46% return.

DFIV

• 1D: -0.70%
• 1M: 2.57%
• YTD: 11.54%
• 6M: 15.41%
• 1Y: 34.88%
• 3Y*: 23.90%
• 5Y*: —
• 10Y*: —

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)

DFIV vs. COSZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DFIV Dimensional International Value ETF	11.54%	45.36%	7.26%	17.75%	-3.70%	0.08%
COSZX Columbia Overseas Value Fund	7.46%	45.80%	4.70%	16.05%	-5.99%	-2.64%

Correlation

The correlation between DFIV and COSZX is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Sep 14, 2021	0.95

The correlation between DFIV and COSZX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

DFIV vs. COSZX — Risk / Return Rank

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

DFIV

DFIV Risk / Return Rank: 75
DFIV Sharpe Ratio Rank: 77
DFIV Sortino Ratio Rank: 76
DFIV Omega Ratio Rank: 75
DFIV Calmar Ratio Rank: 71
DFIV Martin Ratio Rank: 73

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.

DFIV vs. COSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) 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.

	DFIV	COSZX	Difference
Sharpe ratio: Return per unit of total volatility	2.56	1.98	+0.59
Sortino ratio: Return per unit of downside risk	3.50	2.74	+0.76
Omega ratio: Gain probability vs. loss probability	1.46	1.36	+0.10
Calmar ratio: Return relative to maximum drawdown	3.63	2.30	+1.32
Martin ratio: Return relative to average drawdown	14.02	8.12	+5.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFIV vs. COSZX - Sharpe Ratio Comparison

The current DFIV Sharpe Ratio is 2.56, which is comparable to the COSZX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of DFIV 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

	DFIV	COSZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	1.98	+0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.21	+0.72

Drawdowns

DFIV vs. COSZX - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for DFIV and COSZX.

Drawdown Indicators

	DFIV	COSZX	Difference
Max Drawdown Largest peak-to-trough decline	-25.42%	-63.37%	+37.95%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-11.76%	+2.10%
Max Drawdown (3Y) Largest decline over 3 years	-14.72%	-13.34%	-1.38%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.40%	—
Current Drawdown Current decline from peak	-1.02%	-4.51%	+3.49%
Average Drawdown Average peak-to-trough decline	-4.48%	-17.90%	+13.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	3.33%	-0.84%

Volatility

DFIV vs. COSZX - Volatility Comparison

Dimensional International Value ETF (DFIV) has a higher volatility of 3.89% compared to Columbia Overseas Value Fund (COSZX) at 3.56%. This indicates that DFIV'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

	DFIV	COSZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	3.56%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	10.99%	10.95%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	13.69%	13.77%	-0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.63%	15.84%	+0.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.63%	17.45%	-0.82%

DFIV vs. COSZX - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is lower than COSZX's 0.90% expense ratio.

Dividends

DFIV vs. COSZX - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 2.55%, 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%
DFIV Dimensional International Value ETF	2.55%	2.92%	3.88%	3.93%	3.84%	2.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFIV and COSZX in my portfolio?

With a correlation of 0.94, DFIV and COSZX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DFIV or COSZX?

DFIV has higher volatility (3.89%) compared to COSZX (3.56%). In terms of maximum drawdown, DFIV dropped -25.42% vs COSZX's -63.37%.

Which has better risk-adjusted returns?

DFIV currently has the higher Sharpe Ratio (2.56 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.