IMRFX vs. COSZX
Compare and contrast key facts about Columbia Global Opportunities Fund (IMRFX) and Columbia Overseas Value Fund (COSZX).
IMRFX is managed by Columbia. It was launched on Jan 22, 1985. COSZX is managed by Columbia. It was launched on Mar 30, 2008.
Performance
IMRFX vs. COSZX - Performance Comparison
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IMRFX vs. COSZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMRFX Columbia Global Opportunities Fund | -1.66% | 15.88% | 7.46% | 11.29% | -21.02% | 6.25% | 12.55% | 15.62% | -7.03% | 18.17% |
COSZX Columbia Overseas Value Fund | 3.45% | 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, IMRFX achieves a -1.66% return, which is significantly lower than COSZX's 3.45% return. Over the past 10 years, IMRFX has underperformed COSZX with an annualized return of 5.32%, while COSZX has yielded a comparatively higher 10.15% annualized return.
IMRFX
- 1D
- 2.19%
- 1M
- -5.23%
- YTD
- -1.66%
- 6M
- 0.16%
- 1Y
- 14.47%
- 3Y*
- 9.23%
- 5Y*
- 2.29%
- 10Y*
- 5.32%
COSZX
- 1D
- 3.16%
- 1M
- -6.61%
- YTD
- 3.45%
- 6M
- 8.91%
- 1Y
- 33.23%
- 3Y*
- 20.34%
- 5Y*
- 11.74%
- 10Y*
- 10.15%
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IMRFX vs. COSZX - Expense Ratio Comparison
IMRFX has a 1.15% expense ratio, which is higher than COSZX's 0.90% expense ratio.
Return for Risk
IMRFX vs. COSZX — Risk / Return Rank
IMRFX
COSZX
IMRFX vs. COSZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Opportunities Fund (IMRFX) 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.
| IMRFX | COSZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 2.06 | -0.67 |
Sortino ratioReturn per unit of downside risk | 1.96 | 2.61 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.42 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.75 | -0.91 |
Martin ratioReturn relative to average drawdown | 7.84 | 10.61 | -2.77 |
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
| IMRFX | COSZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 2.06 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.75 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.58 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.21 | +0.40 |
Correlation
The correlation between IMRFX and COSZX is 0.85, 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
IMRFX vs. COSZX - Dividend Comparison
IMRFX's dividend yield for the trailing twelve months is around 18.17%, more than COSZX's 7.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMRFX Columbia Global Opportunities Fund | 18.17% | 17.87% | 0.47% | 0.00% | 6.62% | 7.92% | 4.40% | 1.75% | 0.35% | 0.00% | 2.77% | 0.00% |
COSZX Columbia Overseas Value Fund | 7.65% | 7.91% | 5.38% | 3.97% | 1.88% | 3.59% | 1.69% | 3.82% | 3.59% | 1.71% | 1.99% | 2.27% |
Drawdowns
IMRFX vs. COSZX - Drawdown Comparison
The maximum IMRFX drawdown since its inception was -45.67%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for IMRFX and COSZX.
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Drawdown Indicators
| IMRFX | COSZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.67% | -63.37% | +17.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -11.76% | +3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -28.77% | -25.77% | -3.00% |
Max Drawdown (10Y)Largest decline over 10 years | -28.77% | -43.40% | +14.63% |
Current DrawdownCurrent decline from peak | -6.05% | -8.07% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -18.03% | +10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 3.05% | -1.16% |
Volatility
IMRFX vs. COSZX - Volatility Comparison
The current volatility for Columbia Global Opportunities Fund (IMRFX) is 5.14%, while Columbia Overseas Value Fund (COSZX) has a volatility of 7.24%. This indicates that IMRFX 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
| IMRFX | COSZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 7.24% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 10.56% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.72% | 16.31% | -5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.86% | 15.80% | -4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 17.45% | -7.09% |