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GEGTX vs. COSZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GEGTX vs. COSZX - Performance Comparison

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

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GEGTX vs. COSZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GEGTX
Columbia Large Cap Growth Fund
-12.83%16.44%31.91%43.94%-32.01%29.40%34.43%36.17%-3.88%28.00%
COSZX
Columbia Overseas Value Fund
0.28%45.80%4.70%16.05%-5.99%10.78%-0.07%22.37%-16.70%27.82%

Returns By Period

In the year-to-date period, GEGTX achieves a -12.83% return, which is significantly lower than COSZX's 0.28% return. Over the past 10 years, GEGTX has outperformed COSZX with an annualized return of 14.83%, while COSZX has yielded a comparatively lower 9.81% annualized return.


GEGTX

1D
-0.25%
1M
-8.02%
YTD
-12.83%
6M
-10.89%
1Y
13.95%
3Y*
19.26%
5Y*
10.22%
10Y*
14.83%

COSZX

1D
0.21%
1M
-10.89%
YTD
0.28%
6M
6.08%
1Y
29.26%
3Y*
19.10%
5Y*
11.26%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GEGTX vs. COSZX - Expense Ratio Comparison

GEGTX has a 0.74% expense ratio, which is lower than COSZX's 0.90% expense ratio.


Return for Risk

GEGTX vs. COSZX — Risk / Return Rank

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

GEGTX
GEGTX Risk / Return Rank: 2626
Overall Rank
GEGTX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GEGTX Sortino Ratio Rank: 2929
Sortino Ratio Rank
GEGTX Omega Ratio Rank: 2828
Omega Ratio Rank
GEGTX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GEGTX Martin Ratio Rank: 2424
Martin Ratio Rank

COSZX
COSZX Risk / Return Rank: 8787
Overall Rank
COSZX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
COSZX Sortino Ratio Rank: 8686
Sortino Ratio Rank
COSZX Omega Ratio Rank: 8686
Omega Ratio Rank
COSZX Calmar Ratio Rank: 8888
Calmar Ratio Rank
COSZX Martin Ratio Rank: 8686
Martin Ratio Rank
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.

GEGTX vs. COSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth Fund (GEGTX) 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.


GEGTXCOSZXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.77

-1.14

Sortino ratio

Return per unit of downside risk

1.08

2.27

-1.19

Omega ratio

Gain probability vs. loss probability

1.15

1.36

-0.21

Calmar ratio

Return relative to maximum drawdown

0.71

2.33

-1.63

Martin ratio

Return relative to average drawdown

2.56

9.03

-6.47

GEGTX vs. COSZX - Sharpe Ratio Comparison

The current GEGTX Sharpe Ratio is 0.64, which is lower than the COSZX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of GEGTX 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.


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Sharpe Ratios by Period


GEGTXCOSZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.77

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.72

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.57

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.20

+0.44

Correlation

The correlation between GEGTX and COSZX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GEGTX vs. COSZX - Dividend Comparison

GEGTX's dividend yield for the trailing twelve months is around 10.11%, more than COSZX's 7.89% yield.


TTM20252024202320222021202020192018201720162015
GEGTX
Columbia Large Cap Growth Fund
10.11%8.81%5.29%4.12%0.00%8.54%12.38%8.02%9.24%6.28%1.81%10.17%
COSZX
Columbia Overseas Value Fund
7.89%7.91%5.38%3.97%1.88%3.59%1.69%3.82%3.59%1.71%1.99%2.27%

Drawdowns

GEGTX vs. COSZX - Drawdown Comparison

The maximum GEGTX drawdown since its inception was -53.08%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for GEGTX and COSZX.


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Drawdown Indicators


GEGTXCOSZXDifference

Max Drawdown

Largest peak-to-trough decline

-53.08%

-63.37%

+10.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.25%

-11.76%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-35.64%

-25.77%

-9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-35.64%

-43.40%

+7.76%

Current Drawdown

Current decline from peak

-15.25%

-10.89%

-4.36%

Average Drawdown

Average peak-to-trough decline

-9.96%

-18.03%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.04%

+1.16%

Volatility

GEGTX vs. COSZX - Volatility Comparison

The current volatility for Columbia Large Cap Growth Fund (GEGTX) is 5.42%, while Columbia Overseas Value Fund (COSZX) has a volatility of 6.37%. This indicates that GEGTX experiences smaller price fluctuations and is considered to be less risky than COSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEGTXCOSZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

6.37%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

10.10%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.94%

16.05%

+5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

15.74%

+5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

17.43%

+3.77%