SRINX vs. COSZX

Last updated Jun 5, 2026

SRINX (Columbia Corporate Income Fund) and COSZX (Columbia Overseas Value Fund) are both mutual funds - SRINX is a Corporate Bonds fund managed by Columbia, while COSZX is a Foreign Large Cap Equities fund managed by Columbia. Over the past 10 years, SRINX returned 3.01%/yr vs 10.12%/yr for COSZX. At a 0.01 correlation, their price movements are largely independent. SRINX charges 0.62%/yr vs 0.90%/yr for COSZX.

Performance

SRINX vs. COSZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Corporate Income Fund (SRINX) 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, SRINX achieves a 0.51% return, which is significantly lower than COSZX's 6.48% return. Over the past 10 years, SRINX has underperformed COSZX with an annualized return of 3.01%, while COSZX has yielded a comparatively higher 10.12% annualized return.

SRINX

• 1D: -0.33%
• 1M: 0.29%
• YTD: 0.51%
• 6M: 0.57%
• 1Y: 5.17%
• 3Y*: 5.07%
• 5Y*: 0.62%
• 10Y*: 3.01%

COSZX

• 1D: -0.92%
• 1M: -0.59%
• YTD: 6.48%
• 6M: 9.03%
• 1Y: 26.80%
• 3Y*: 21.42%
• 5Y*: 11.13%
• 10Y*: 10.12%

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

SRINX vs. COSZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SRINX Columbia Corporate Income Fund	0.51%	7.34%	2.05%	9.17%	-15.52%	-0.69%	11.38%	15.28%	-3.50%	5.95%
COSZX Columbia Overseas Value Fund	6.48%	45.80%	4.70%	16.05%	-5.99%	10.78%	-0.07%	22.37%	-16.70%	27.82%

Correlation

The correlation between SRINX and COSZX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (10Y) Calculated over the trailing 10-year period	0.14
Correlation (All Time) Calculated using the full available price history since Apr 2, 2008	0.01

Over the past year, SRINX and COSZX have become more correlated (0.42) than their long-term average of 0.01, meaning their price movements have been converging.

Return for Risk

SRINX vs. COSZX — Risk / Return Rank

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

SRINX

SRINX Risk / Return Rank: 28
SRINX Sharpe Ratio Rank: 27
SRINX Sortino Ratio Rank: 27
SRINX Omega Ratio Rank: 26
SRINX Calmar Ratio Rank: 29
SRINX Martin Ratio Rank: 30

COSZX

COSZX Risk / Return Rank: 41
COSZX Sharpe Ratio Rank: 45
COSZX Sortino Ratio Rank: 42
COSZX Omega Ratio Rank: 44
COSZX Calmar Ratio Rank: 38
COSZX Martin Ratio Rank: 37

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.

SRINX vs. COSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Income Fund (SRINX) 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.

	SRINX	COSZX	Difference
Sharpe ratio: Return per unit of total volatility	1.43	1.97	-0.54
Sortino ratio: Return per unit of downside risk	2.11	2.73	-0.62
Omega ratio: Gain probability vs. loss probability	1.26	1.36	-0.10
Calmar ratio: Return relative to maximum drawdown	1.92	2.30	-0.37
Martin ratio: Return relative to average drawdown	6.76	8.05	-1.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SRINX vs. COSZX - Sharpe Ratio Comparison

The current SRINX Sharpe Ratio is 1.43, which is comparable to the COSZX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SRINX 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.

Sharpe Ratios by Period

	SRINX	COSZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	1.97	-0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.71	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.58	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.21	+0.88

Drawdowns

SRINX vs. COSZX - Drawdown Comparison

The maximum SRINX drawdown since its inception was -21.63%, smaller than the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for SRINX and COSZX.

Drawdown Indicators

	SRINX	COSZX	Difference
Max Drawdown Largest peak-to-trough decline	-21.63%	-63.37%	+41.74%
Max Drawdown (1Y) Largest decline over 1 year	-3.00%	-11.76%	+8.76%
Max Drawdown (3Y) Largest decline over 3 years	-6.02%	-13.34%	+7.32%
Max Drawdown (5Y) Largest decline over 5 years	-21.63%	-25.77%	+4.14%
Max Drawdown (10Y) Largest decline over 10 years	-21.63%	-43.40%	+21.77%
Current Drawdown Current decline from peak	-0.87%	-5.38%	+4.51%
Average Drawdown Average peak-to-trough decline	-2.84%	-17.90%	+15.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	3.35%	-2.50%

Volatility

SRINX vs. COSZX - Volatility Comparison

The current volatility for Columbia Corporate Income Fund (SRINX) is 1.46%, while Columbia Overseas Value Fund (COSZX) has a volatility of 3.60%. This indicates that SRINX 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.

Volatility by Period

	SRINX	COSZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.46%	3.60%	-2.14%
Volatility (6M) Calculated over the trailing 6-month period	2.95%	10.99%	-8.04%
Volatility (1Y) Calculated over the trailing 1-year period	4.05%	13.76%	-9.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.41%	15.84%	-9.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.81%	17.45%	-11.64%

SRINX vs. COSZX - Expense Ratio Comparison

SRINX has a 0.62% expense ratio, which is lower than COSZX's 0.90% expense ratio.

Dividends

SRINX vs. COSZX - Dividend Comparison

SRINX's dividend yield for the trailing twelve months is around 4.64%, less than COSZX's 7.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COSZX Columbia Overseas Value Fund	7.43%	7.91%	5.38%	3.97%	1.88%	3.59%	1.69%	3.82%	3.59%	1.71%	1.99%	2.27%
SRINX Columbia Corporate Income Fund	4.64%	4.53%	3.70%	3.63%	3.10%	4.32%	6.71%	3.10%	3.23%	2.69%	3.02%	3.38%

Frequently Asked Questions

Can I hold both SRINX and COSZX in my portfolio?

SRINX and COSZX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SRINX or COSZX?

COSZX has higher volatility (3.60%) compared to SRINX (1.46%). In terms of maximum drawdown, SRINX dropped -21.63% vs COSZX's -63.37%.

Which has better risk-adjusted returns?

COSZX currently has the higher Sharpe Ratio (1.97 vs 1.43), 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.