Know/learn/find something to your cost
Definition 1 of 1
Pro Tip 1/3Negative Outcome
The phrase implies you'll discover a truth through a bad experience. 
He didn't take the warnings seriously and found the risks to his cost.
Pro Tip 2/3Personal Experience
It must be something personally experienced, not witnessed or heard. 
She skipped studying and learned the material's difficulty to her cost.
Pro Tip 3/3Emotional Weight
The phrase often carries emotional weight, hinting at regret or a tough lesson. 
They cut corners on the construction and knew their mistake to their cost.