SMGIX vs. COSZX
SMGIX (Columbia Contrarian Core Fund) and COSZX (Columbia Overseas Value Fund) are both mutual funds - SMGIX is a Large Cap Blend Equities fund managed by Columbia, while COSZX is a Foreign Large Cap Equities fund managed by Columbia. Over the past 10 years, SMGIX returned 14.43%/yr vs 10.78%/yr for COSZX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. SMGIX charges 0.75%/yr vs 0.90%/yr for COSZX.
Performance
SMGIX vs. COSZX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SMGIX having a 9.71% return and COSZX slightly lower at 9.56%. Over the past 10 years, SMGIX has outperformed COSZX with an annualized return of 14.43%, while COSZX has yielded a comparatively lower 10.78% annualized return.
SMGIX
- 1D
- 0.97%
- 1M
- 0.52%
- 6M
- 8.79%
- YTD
- 9.71%
- 1Y
- 18.92%
- 3Y*
- 19.11%
- 5Y*
- 12.39%
- 10Y*
- 14.43%
- ALL TIME*
- 13.15%
COSZX
- 1D
- -0.60%
- 1M
- 3.56%
- 6M
- 2.62%
- YTD
- 9.56%
- 1Y
- 26.26%
- 3Y*
- 20.59%
- 5Y*
- 13.00%
- 10Y*
- 10.78%
- ALL TIME*
- 4.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SMGIX vs. COSZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMGIX Columbia Contrarian Core Fund | 9.71% | 17.35% | 23.33% | 32.12% | -18.64% | 24.18% | 22.21% | 32.95% | -8.95% | 20.57% |
COSZX Columbia Overseas Value Fund | 9.56% | 45.80% | 4.70% | 16.05% | -5.99% | 10.78% | -0.07% | 22.37% | -16.70% | 27.82% |
Correlation
The correlation between SMGIX and COSZX is 0.62, 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. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2008 | 0.75 |
The correlation between SMGIX and COSZX shifts across timeframes, from 0.58 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SMGIX vs. COSZX — Risk / Return Rank
SMGIX
COSZX
SMGIX vs. COSZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Contrarian Core Fund (SMGIX) 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.
| SMGIX | COSZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.25 | -0.55 |
| Martin ratioReturn relative to average drawdown | 6.58 | 6.54 | +0.03 |
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Drawdowns
SMGIX vs. COSZX - Drawdown Comparison
The maximum SMGIX drawdown since its inception was -50.62%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for SMGIX and COSZX.
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Drawdown Indicators
| SMGIX | COSZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.62% | -63.37% | +12.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -11.76% | +1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -13.34% | -6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -32.20% | -25.77% | -6.43% |
Max Drawdown (10Y)Largest decline over 10 years | -32.45% | -43.40% | +10.95% |
Current DrawdownCurrent decline from peak | -1.03% | -2.64% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -17.79% | +11.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 4.04% | -1.46% |
Volatility
SMGIX vs. COSZX - Volatility Comparison
The current volatility for Columbia Contrarian Core Fund (SMGIX) is 3.90%, while Columbia Overseas Value Fund (COSZX) has a volatility of 4.41%. This indicates that SMGIX 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
| SMGIX | COSZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 4.41% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 11.85% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.41% | 14.18% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 15.86% | +3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.99% | 17.03% | +1.96% |
SMGIX vs. COSZX - Expense Ratio Comparison
SMGIX has a 0.75% expense ratio, which is lower than COSZX's 0.90% expense ratio.
Dividends
SMGIX vs. COSZX - Dividend Comparison
SMGIX's dividend yield for the trailing twelve months is around 6.74%, less than COSZX's 12.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COSZX Columbia Overseas Value Fund | 12.33% | 7.91% | 5.38% | 3.97% | 1.88% | 3.59% | 1.69% | 3.82% | 3.59% | 1.71% | 1.99% | 2.27% |
SMGIX Columbia Contrarian Core Fund | 6.74% | 7.39% | 9.69% | 3.08% | 10.61% | 13.70% | 7.69% | 5.87% | 10.17% | 4.89% | 0.76% | 5.86% |
Frequently Asked Questions
SMGIX and COSZX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COSZX has higher volatility (4.41%) compared to SMGIX (3.90%). In terms of maximum drawdown, SMGIX dropped -50.62% vs COSZX's -63.37%.
COSZX currently has the higher Sharpe Ratio (1.87 vs 1.27), 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.
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