FIVLX vs. COSYX
Compare and contrast key facts about Fidelity International Value Fund (FIVLX) and Columbia Overseas Value Fund Institutional 3 Class (COSYX).
FIVLX is managed by Fidelity. It was launched on May 18, 2006. COSYX is managed by Columbia. It was launched on Jul 1, 2015.
Performance
FIVLX vs. COSYX - Performance Comparison
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FIVLX vs. COSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | -1.56% | 43.67% | 5.33% | 19.27% | -7.99% | 14.89% | 3.36% | 18.92% | -17.17% | 17.85% |
COSYX Columbia Overseas Value Fund Institutional 3 Class | 0.28% | 45.97% | 4.87% | 16.28% | -5.91% | 10.98% | -0.05% | 22.64% | -16.64% | 27.80% |
Returns By Period
In the year-to-date period, FIVLX achieves a -1.56% return, which is significantly lower than COSYX's 0.28% return. Over the past 10 years, FIVLX has underperformed COSYX with an annualized return of 8.90%, while COSYX has yielded a comparatively higher 9.95% annualized return.
FIVLX
- 1D
- 0.80%
- 1M
- -9.21%
- YTD
- -1.56%
- 6M
- 4.00%
- 1Y
- 24.26%
- 3Y*
- 18.94%
- 5Y*
- 11.87%
- 10Y*
- 8.90%
COSYX
- 1D
- 0.28%
- 1M
- -10.88%
- YTD
- 0.28%
- 6M
- 6.21%
- 1Y
- 29.45%
- 3Y*
- 19.24%
- 5Y*
- 11.40%
- 10Y*
- 9.95%
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FIVLX vs. COSYX - Expense Ratio Comparison
FIVLX has a 1.01% expense ratio, which is higher than COSYX's 0.77% expense ratio.
Return for Risk
FIVLX vs. COSYX — Risk / Return Rank
FIVLX
COSYX
FIVLX vs. COSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) and Columbia Overseas Value Fund Institutional 3 Class (COSYX). 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.
| FIVLX | COSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.79 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.82 | 2.29 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.35 | -0.58 |
Martin ratioReturn relative to average drawdown | 7.35 | 9.09 | -1.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIVLX | COSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.79 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.73 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.57 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.54 | -0.33 |
Correlation
The correlation between FIVLX and COSYX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FIVLX vs. COSYX - Dividend Comparison
FIVLX's dividend yield for the trailing twelve months is around 2.36%, less than COSYX's 8.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | 2.36% | 2.32% | 2.90% | 2.06% | 1.85% | 4.35% | 1.74% | 3.54% | 3.33% | 0.15% | 2.71% | 1.44% |
COSYX Columbia Overseas Value Fund Institutional 3 Class | 8.03% | 8.05% | 5.55% | 4.11% | 2.00% | 3.75% | 1.82% | 3.97% | 3.75% | 1.71% | 2.20% | 0.00% |
Drawdowns
FIVLX vs. COSYX - Drawdown Comparison
The maximum FIVLX drawdown since its inception was -65.21%, which is greater than COSYX's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for FIVLX and COSYX.
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Drawdown Indicators
| FIVLX | COSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.21% | -43.16% | -22.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -11.76% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -27.49% | -25.80% | -1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -43.43% | -43.16% | -0.27% |
Current DrawdownCurrent decline from peak | -9.33% | -10.88% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -17.19% | -7.15% | -10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.04% | -0.10% |
Volatility
FIVLX vs. COSYX - Volatility Comparison
Fidelity International Value Fund (FIVLX) has a higher volatility of 7.04% compared to Columbia Overseas Value Fund Institutional 3 Class (COSYX) at 6.32%. This indicates that FIVLX's price experiences larger fluctuations and is considered to be riskier than COSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIVLX | COSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 6.32% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 10.06% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.28% | 16.02% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 15.74% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 17.41% | +0.45% |