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OSCBX vs. SMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OSCBX vs. SMGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overseas SMA Completion Portfolio (OSCBX) and Columbia Contrarian Core Fund (SMGIX). The values are adjusted to include any dividend payments, if applicable.

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OSCBX vs. SMGIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OSCBX
Overseas SMA Completion Portfolio
-4.93%47.21%6.06%15.00%-11.51%6.10%7.40%11.03%
SMGIX
Columbia Contrarian Core Fund
-8.32%17.35%23.33%32.12%-18.64%24.18%22.21%8.01%

Returns By Period

In the year-to-date period, OSCBX achieves a -4.93% return, which is significantly higher than SMGIX's -8.32% return.


OSCBX

1D
-0.29%
1M
-13.56%
YTD
-4.93%
6M
0.02%
1Y
26.19%
3Y*
17.96%
5Y*
7.97%
10Y*

SMGIX

1D
-0.22%
1M
-7.29%
YTD
-8.32%
6M
-5.97%
1Y
12.95%
3Y*
17.26%
5Y*
10.58%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OSCBX vs. SMGIX - Expense Ratio Comparison

OSCBX has a 0.00% expense ratio, which is lower than SMGIX's 0.75% expense ratio.


Return for Risk

OSCBX vs. SMGIX — Risk / Return Rank

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

OSCBX
OSCBX Risk / Return Rank: 7878
Overall Rank
OSCBX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
OSCBX Sortino Ratio Rank: 8181
Sortino Ratio Rank
OSCBX Omega Ratio Rank: 7979
Omega Ratio Rank
OSCBX Calmar Ratio Rank: 7373
Calmar Ratio Rank
OSCBX Martin Ratio Rank: 7272
Martin Ratio Rank

SMGIX
SMGIX Risk / Return Rank: 3434
Overall Rank
SMGIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SMGIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SMGIX Omega Ratio Rank: 3737
Omega Ratio Rank
SMGIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SMGIX Martin Ratio Rank: 3535
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.

OSCBX vs. SMGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overseas SMA Completion Portfolio (OSCBX) and Columbia Contrarian Core Fund (SMGIX). 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.


OSCBXSMGIXDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.71

+0.88

Sortino ratio

Return per unit of downside risk

2.05

1.12

+0.92

Omega ratio

Gain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

1.70

0.87

+0.83

Martin ratio

Return relative to average drawdown

6.92

3.72

+3.20

OSCBX vs. SMGIX - Sharpe Ratio Comparison

The current OSCBX Sharpe Ratio is 1.60, which is higher than the SMGIX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of OSCBX and SMGIX, 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


OSCBXSMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.71

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.56

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.67

-0.12

Correlation

The correlation between OSCBX and SMGIX 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

OSCBX vs. SMGIX - Dividend Comparison

OSCBX's dividend yield for the trailing twelve months is around 3.04%, less than SMGIX's 8.06% yield.


TTM20252024202320222021202020192018201720162015
OSCBX
Overseas SMA Completion Portfolio
3.04%2.89%6.48%5.66%3.86%6.86%1.42%1.37%0.00%0.00%0.00%0.00%
SMGIX
Columbia Contrarian Core Fund
8.06%7.39%9.69%3.08%10.61%13.70%7.69%5.87%10.17%4.89%0.76%5.86%

Drawdowns

OSCBX vs. SMGIX - Drawdown Comparison

The maximum OSCBX drawdown since its inception was -39.50%, smaller than the maximum SMGIX drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for OSCBX and SMGIX.


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Drawdown Indicators


OSCBXSMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.50%

-50.62%

+11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-12.33%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-32.93%

-32.20%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-32.45%

Current Drawdown

Current decline from peak

-13.95%

-9.99%

-3.96%

Average Drawdown

Average peak-to-trough decline

-9.36%

-6.77%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.89%

+0.63%

Volatility

OSCBX vs. SMGIX - Volatility Comparison

Overseas SMA Completion Portfolio (OSCBX) has a higher volatility of 6.49% compared to Columbia Contrarian Core Fund (SMGIX) at 4.18%. This indicates that OSCBX's price experiences larger fluctuations and is considered to be riskier than SMGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OSCBXSMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

4.18%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

9.28%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

18.55%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

18.96%

-2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

18.95%

+0.15%