RDLAX vs. COSZX

Last updated Aug 1, 2026

RDLAX (Columbia Disciplined Growth Fund) and COSZX (Columbia Overseas Value Fund) are both mutual funds - RDLAX is a Large Cap Growth Equities fund managed by Columbia, while COSZX is a Foreign Large Cap Equities fund managed by Columbia. Over the past 10 years, RDLAX returned 15.29%/yr vs 10.77%/yr for COSZX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. RDLAX charges 1.07%/yr vs 0.90%/yr for COSZX.

Performance

RDLAX vs. COSZX - Performance Comparison

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

Returns By Period

In the year-to-date period, RDLAX achieves a 0.59% return, which is significantly lower than COSZX's 10.23% return. Over the past 10 years, RDLAX has outperformed COSZX with an annualized return of 15.29%, while COSZX has yielded a comparatively lower 10.77% annualized return.

RDLAX

• 1D: 3.04%
• 1M: -1.16%
• 6M: 1.97%
• YTD: 0.59%
• 1Y: 12.73%
• 3Y*: 16.97%
• 5Y*: 11.26%
• 10Y*: 15.29%
• ALL TIME*: 11.07%

COSZX

• 1D: 2.33%
• 1M: 4.19%
• 6M: 3.25%
• YTD: 10.23%
• 1Y: 27.02%
• 3Y*: 20.45%
• 5Y*: 13.13%
• 10Y*: 10.77%
• ALL TIME*: 4.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COSZX Columbia Overseas Value Fund	$0.00	$0.00	$0.00
RDLAX Columbia Disciplined Growth Fund	$0.00	$0.00	$0.00

RDLAX vs. COSZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RDLAX Columbia Disciplined Growth Fund	0.59%	18.41%	28.05%	40.80%	-27.93%	29.54%	28.33%	28.27%	-3.92%	28.84%
COSZX Columbia Overseas Value Fund	10.23%	45.80%	4.70%	16.05%	-5.99%	10.78%	-0.07%	22.37%	-16.70%	27.82%

Correlation

The correlation between RDLAX and COSZX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (3Y) Balances recent behavior with more history.	0.52
Correlation (5Y) Shows whether the relationship held over a longer period.	0.58
Correlation (10Y) Provides a long-term view across more market conditions.	0.60
Correlation (All Time) Calculated using the full available price history since Apr 1, 2008	0.68

The correlation between RDLAX and COSZX shifts across timeframes, from 0.52 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RDLAX vs. COSZX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RDLAX

RDLAX Risk / Return Rank: 13
RDLAX Sharpe Ratio Rank: 14
RDLAX Sortino Ratio Rank: 14
RDLAX Omega Ratio Rank: 13
RDLAX Calmar Ratio Rank: 12
RDLAX Martin Ratio Rank: 14

COSZX

COSZX Risk / Return Rank: 72
COSZX Sharpe Ratio Rank: 81
COSZX Sortino Ratio Rank: 79
COSZX Omega Ratio Rank: 79
COSZX Calmar Ratio Rank: 72
COSZX Martin Ratio Rank: 49

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RDLAX vs. COSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Disciplined Growth Fund (RDLAX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RDLAX	COSZX	Difference
Sharpe ratio: Return per unit of total volatility	0.59	1.90	-1.31
Sortino ratio: Return per unit of downside risk	0.93	2.69	-1.76
Omega ratio: Gain probability vs. loss probability	1.11	1.35	-0.24
Calmar ratio: Return relative to maximum drawdown	0.66	2.29	-1.64
Martin ratio: Return relative to average drawdown	2.09	6.67	-4.58

RDLAX vs. COSZX - Sharpe Ratio Comparison

The current RDLAX Sharpe Ratio is 0.59, which is lower than the COSZX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RDLAX and COSZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RDLAX vs. COSZX - Drawdown Comparison

The maximum RDLAX drawdown since its inception was -51.56%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for RDLAX and COSZX.

Drawdown Indicators

	RDLAX	COSZX	Difference
Max Drawdown Largest peak-to-trough decline	-51.56%	-63.37%	+11.81%
Max Drawdown (1Y) Largest decline over 1 year	-15.93%	-11.76%	-4.17%
Max Drawdown (3Y) Largest decline over 3 years	-24.85%	-13.34%	-11.51%
Max Drawdown (5Y) Largest decline over 5 years	-44.07%	-25.77%	-18.30%
Max Drawdown (10Y) Largest decline over 10 years	-44.07%	-43.40%	-0.67%
Current Drawdown Current decline from peak	-5.94%	-2.05%	-3.89%
Average Drawdown Average peak-to-trough decline	-9.83%	-17.79%	+7.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.99%	4.03%	+0.96%

Volatility

RDLAX vs. COSZX - Volatility Comparison

Columbia Disciplined Growth Fund (RDLAX) has a higher volatility of 6.06% compared to Columbia Overseas Value Fund (COSZX) at 4.39%. This indicates that RDLAX's price experiences larger fluctuations and is considered to be riskier than COSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RDLAX	COSZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.06%	4.39%	+1.67%
Volatility (6M) Calculated over the trailing 6-month period	13.92%	11.84%	+2.08%
Volatility (1Y) Calculated over the trailing 1-year period	17.62%	14.25%	+3.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.11%	15.86%	+10.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.40%	17.03%	+6.37%

RDLAX vs. COSZX - Expense Ratio Comparison

RDLAX has a 1.07% expense ratio, which is higher than COSZX's 0.90% expense ratio.

Dividends

RDLAX vs. COSZX - Dividend Comparison

RDLAX's dividend yield for the trailing twelve months is around 8.08%, less than COSZX's 12.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COSZX Columbia Overseas Value Fund	12.26%	7.91%	5.38%	3.97%	1.88%	3.59%	1.69%	3.82%	3.59%	1.71%	1.99%	2.27%
RDLAX Columbia Disciplined Growth Fund	8.08%	8.13%	10.15%	5.75%	12.48%	25.33%	12.58%	8.06%	15.56%	13.13%	6.15%	13.58%

Frequently Asked Questions

Can I hold both RDLAX and COSZX in my portfolio?

RDLAX and COSZX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RDLAX or COSZX?

RDLAX has higher volatility (6.06%) compared to COSZX (4.39%). In terms of maximum drawdown, RDLAX dropped -51.56% vs COSZX's -63.37%.

Which has better risk-adjusted returns?

COSZX currently has the higher Sharpe Ratio (1.90 vs 0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.