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Zacks All-Cap Core Fund (CZOVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4614182040

CUSIP

461418204

Issuer

Zacks

Inception Date

Dec 5, 2005

Min. Investment

$5,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

CZOVX has a high expense ratio of 1.00%, indicating higher-than-average management fees.


Expense ratio chart for CZOVX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CZOVX vs. AMIGX CZOVX vs. FSPGX
Popular comparisons:
CZOVX vs. AMIGX CZOVX vs. FSPGX

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.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
96.65%
367.69%
CZOVX (Zacks All-Cap Core Fund)
Benchmark (^GSPC)

Returns By Period

Zacks All-Cap Core Fund had a return of 10.60% year-to-date (YTD) and 11.16% in the last 12 months. Over the past 10 years, Zacks All-Cap Core Fund had an annualized return of 2.12%, while the S&P 500 had an annualized return of 11.06%, indicating that Zacks All-Cap Core Fund did not perform as well as the benchmark.


CZOVX

YTD

10.60%

1M

-13.40%

6M

-5.53%

1Y

11.16%

5Y*

1.25%

10Y*

2.12%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of CZOVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.40%6.20%3.36%-4.45%5.56%3.19%0.79%2.43%1.81%-0.24%6.07%10.60%
20234.98%-1.98%3.13%0.73%0.92%6.77%3.12%-1.79%-4.34%-2.45%8.55%-17.38%-2.38%
2022-5.98%-1.87%2.96%-8.23%1.09%-8.50%8.04%-3.34%-8.51%7.91%4.40%-15.47%-26.63%
2021-0.76%3.65%5.50%4.68%0.86%1.84%1.74%3.02%-4.57%6.74%-0.55%-1.35%22.22%
20200.28%-8.72%-11.06%11.13%5.64%1.08%5.16%5.49%-3.36%-2.29%9.70%-1.13%9.74%
20197.20%4.14%1.17%3.64%-5.39%6.33%2.66%-1.28%0.63%1.36%3.49%-5.32%19.29%
20184.37%-3.53%-1.67%0.36%2.78%-0.16%2.87%3.21%0.44%-7.15%2.70%-17.03%-13.97%
20171.90%3.41%0.17%1.03%1.57%0.25%1.75%1.06%2.79%2.48%3.00%-6.86%12.83%
2016-5.00%-0.28%6.13%0.09%1.21%0.80%3.25%-0.59%-0.38%-2.79%3.71%1.50%7.39%
2015-2.45%5.81%-0.61%-1.40%2.55%-0.69%2.30%-7.34%-2.86%6.15%0.59%-7.27%-6.09%
2014-2.59%5.37%-0.26%-1.31%1.72%2.87%-2.37%4.59%-1.53%2.52%2.21%-5.13%5.67%
20134.91%1.31%3.65%0.31%2.12%-1.26%5.69%-4.07%3.69%4.34%2.34%2.19%27.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CZOVX is 48, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CZOVX is 4848
Overall Rank
The Sharpe Ratio Rank of CZOVX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CZOVX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of CZOVX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of CZOVX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CZOVX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CZOVX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.692.10
The chart of Sortino ratio for CZOVX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.0010.000.882.80
The chart of Omega ratio for CZOVX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.39
The chart of Calmar ratio for CZOVX, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.0014.000.373.09
The chart of Martin ratio for CZOVX, currently valued at 5.01, compared to the broader market0.0020.0040.0060.005.0113.49
CZOVX
^GSPC

The current Zacks All-Cap Core Fund Sharpe ratio is 0.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Zacks All-Cap Core Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.69
2.10
CZOVX (Zacks All-Cap Core Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Zacks All-Cap Core Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.00$0.18$0.19$0.08$0.17$0.25$0.11$0.00$1.74

Dividend yield

0.00%0.77%0.78%0.24%0.60%0.98%0.49%0.00%7.84%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$1.74$1.74

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.59%
-2.62%
CZOVX (Zacks All-Cap Core Fund)
Benchmark (^GSPC)

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 54.12%, occurring on Mar 9, 2009. Recovery took 1045 trading sessions.

The current Zacks All-Cap Core Fund drawdown is 24.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.12%Oct 11, 2007353Mar 9, 20091045May 3, 20131398
-33.23%Sep 24, 2018376Mar 23, 2020109Aug 26, 2020485
-32.96%Nov 19, 2021533Jan 4, 2024
-20.69%Dec 8, 2014297Feb 11, 2016258Feb 21, 2017555
-11.89%Dec 19, 201735Feb 8, 2018155Sep 20, 2018190

Volatility

Volatility Chart

The current Zacks All-Cap Core Fund volatility is 13.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.61%
3.79%
CZOVX (Zacks All-Cap Core Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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