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NMPAX vs. COSZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMPAX vs. COSZX - Performance Comparison

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

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NMPAX vs. COSZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMPAX
Columbia Mid Cap Index Fund
-0.42%7.23%13.67%16.32%-13.27%24.66%8.71%25.99%-11.44%15.84%
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, NMPAX achieves a -0.42% return, which is significantly lower than COSZX's 0.28% return. Both investments have delivered pretty close results over the past 10 years, with NMPAX having a 9.50% annualized return and COSZX not far ahead at 9.81%.


NMPAX

1D
-0.84%
1M
-8.07%
YTD
-0.42%
6M
1.16%
1Y
13.76%
3Y*
10.80%
5Y*
6.12%
10Y*
9.50%

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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NMPAX vs. COSZX - Expense Ratio Comparison

NMPAX has a 0.20% expense ratio, which is lower than COSZX's 0.90% expense ratio.


Return for Risk

NMPAX vs. COSZX — Risk / Return Rank

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

NMPAX
NMPAX Risk / Return Rank: 2929
Overall Rank
NMPAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NMPAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
NMPAX Omega Ratio Rank: 2727
Omega Ratio Rank
NMPAX Calmar Ratio Rank: 2929
Calmar Ratio Rank
NMPAX Martin Ratio Rank: 3434
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.

NMPAX vs. COSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Mid Cap Index Fund (NMPAX) 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.


NMPAXCOSZXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.77

-1.10

Sortino ratio

Return per unit of downside risk

1.09

2.27

-1.18

Omega ratio

Gain probability vs. loss probability

1.15

1.36

-0.21

Calmar ratio

Return relative to maximum drawdown

0.85

2.33

-1.48

Martin ratio

Return relative to average drawdown

3.68

9.03

-5.35

NMPAX vs. COSZX - Sharpe Ratio Comparison

The current NMPAX Sharpe Ratio is 0.67, which is lower than the COSZX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of NMPAX 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


NMPAXCOSZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.77

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.72

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.57

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.20

+0.22

Correlation

The correlation between NMPAX and COSZX is 0.74, 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

NMPAX vs. COSZX - Dividend Comparison

NMPAX's dividend yield for the trailing twelve months is around 9.38%, more than COSZX's 7.89% yield.


TTM20252024202320222021202020192018201720162015
NMPAX
Columbia Mid Cap Index Fund
9.38%9.34%11.35%7.97%11.65%18.03%5.96%5.70%10.06%7.66%7.97%10.12%
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

NMPAX vs. COSZX - Drawdown Comparison

The maximum NMPAX drawdown since its inception was -54.31%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for NMPAX and COSZX.


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Drawdown Indicators


NMPAXCOSZXDifference

Max Drawdown

Largest peak-to-trough decline

-54.31%

-63.37%

+9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.10%

-11.76%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

-25.77%

+1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-43.40%

+1.31%

Current Drawdown

Current decline from peak

-8.84%

-10.89%

+2.05%

Average Drawdown

Average peak-to-trough decline

-7.77%

-18.03%

+10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.04%

+0.21%

Volatility

NMPAX vs. COSZX - Volatility Comparison

The current volatility for Columbia Mid Cap Index Fund (NMPAX) is 5.84%, while Columbia Overseas Value Fund (COSZX) has a volatility of 6.37%. This indicates that NMPAX 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


NMPAXCOSZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

6.37%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

10.10%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

16.05%

+4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.67%

15.74%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

17.43%

+3.65%