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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Zacks All-Cap Core Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Zacks All-Cap Core Fund (CZOVX) has returned -5.60% so far this year and 13.58% over the past 12 months. Over the last decade, CZOVX has posted an annualized return of 12.51%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
Zacks All-Cap Core Fund
- 1D
- -0.39%
- 1M
- -7.49%
- YTD
- -5.60%
- 6M
- -3.75%
- 1Y
- 13.58%
- 3Y*
- 16.62%
- 5Y*
- 10.39%
- 10Y*
- 12.51%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 3, 2012, CZOVX's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, your investment would double in approximately 5.6 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.1%, while the worst month was Mar 2020 at -11.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CZOVX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.24% | -0.20% | -7.49% | -5.60% | |||||||||
| 2025 | 3.45% | -1.71% | -5.51% | -0.84% | 5.27% | 5.85% | 2.31% | 1.52% | 2.82% | 2.50% | -0.10% | -0.43% | 15.61% |
| 2024 | 2.40% | 6.20% | 3.36% | -4.45% | 5.56% | 3.19% | 0.79% | 2.43% | 1.81% | -0.24% | 6.07% | -4.12% | 24.75% |
| 2023 | 4.98% | -1.98% | 3.13% | 0.73% | 0.92% | 6.77% | 3.12% | -1.79% | -4.34% | -2.45% | 8.55% | 4.63% | 23.62% |
| 2022 | -5.98% | -1.87% | 2.96% | -8.23% | 1.09% | -8.50% | 8.04% | -3.34% | -8.51% | 7.91% | 4.40% | -5.79% | -18.23% |
| 2021 | -0.76% | 3.65% | 5.50% | 4.68% | 0.86% | 1.84% | 1.74% | 3.02% | -4.57% | 6.74% | -0.55% | 4.30% | 29.23% |
Benchmark Metrics
Zacks All-Cap Core Fund has an annualized alpha of 0.77%, beta of 0.97, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.
- With beta of 0.97 and R² of 0.98, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.77%
- Beta
- 0.97
- R²
- 0.98
- Upside Capture
- 97.97%
- Downside Capture
- 95.18%
Expense Ratio
CZOVX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CZOVX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and compare them to a chosen benchmark (S&P 500 Index).
| CZOVX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.90 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.39 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.40 | -0.31 |
Martin ratioReturn relative to average drawdown | 5.08 | 6.61 | -1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CZOVX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Zacks All-Cap Core Fund provided a 2.45% dividend yield over the last twelve months, with an annual payout of $0.68 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.68 | $0.68 | $3.60 | $6.44 | $3.11 | $1.96 | $1.50 | $2.32 | $2.37 | $2.04 | $1.74 | $1.31 |
Dividend yield | 2.45% | 2.31% | 13.81% | 27.08% | 12.67% | 5.83% | 5.45% | 9.19% | 11.09% | 8.16% | 7.84% | 5.91% |
Monthly Dividends
The table displays the monthly dividend distributions for Zacks All-Cap Core Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.68 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.60 | $3.60 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.44 | $6.44 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.11 | $3.11 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.96 | $1.96 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Zacks All-Cap Core Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Zacks All-Cap Core Fund was 32.97%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current Zacks All-Cap Core Fund drawdown is 8.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.97% | Feb 20, 2020 | 23 | Mar 23, 2020 | 108 | Aug 25, 2020 | 131 |
| -23.68% | Dec 30, 2021 | 198 | Oct 12, 2022 | 298 | Dec 19, 2023 | 496 |
| -18.54% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -18.17% | Dec 5, 2024 | 84 | Apr 8, 2025 | 55 | Jun 27, 2025 | 139 |
| -15.87% | Jul 21, 2015 | 143 | Feb 11, 2016 | 200 | Nov 25, 2016 | 343 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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