- ISIN
- US4614182040
- CUSIP
- 461418204
- Issuer
- Zacks
- Inception Date
- Dec 5, 2005
- Category
- Large Cap Blend Equities
- Min. Investment
- $5,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
CZOVX Performance Chart
Zacks All-Cap Core Fund (CZOVX) is up 11.8% since the beginning of the year. CZOVX is currently trading at $33 per share. Investors who bought $1,000 worth of CZOVX shares 5 years ago would now be looking at an investment worth $1,869.
Loading charts...
Returns By Period
Zacks All-Cap Core Fund (CZOVX) has returned 11.82% so far this year and 26.80% over the past 12 months. Over the last decade, CZOVX has posted an annualized return of 14.39%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
Zacks All-Cap Core Fund
- 1D
- 1.07%
- 1M
- 1.11%
- YTD
- 11.82%
- 6M
- 10.99%
- 1Y
- 26.80%
- 3Y*
- 20.41%
- 5Y*
- 13.32%
- 10Y*
- 14.39%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CZOVX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, CZOVX's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 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 54% 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% | -4.83% | 10.07% | 4.64% | -0.03% | 11.82% | ||||||
| 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 0.68%, beta of 0.97, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.16%) than losses (94.67%) - typical of diversified or defensive assets.
- With beta of 0.97 and R2 of 0.97, 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
- 0.68%
- Beta
- 0.97
- R²
- 0.97
- Upside Capture
- 97.16%
- Downside Capture
- 94.67%
Expense Ratio
CZOVX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CZOVX ranks 65 for risk / return — better than 65% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and compare them to S&P 500 Index.
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.
| CZOVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.78 | +0.35 |
| Martin ratioReturn relative to average drawdown | 14.07 | 12.44 | +1.64 |
Dividends
Dividend History
Zacks All-Cap Core Fund provided a 2.06% 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 | 2.06% | 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 | $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.
Loading charts...
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 0.84%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.97%Mar 2020 | 1mo 2d | 5mo 5d | 6mo 7dFeb 2020 - Aug 2020 |
Bear market2022 | -23.68%Oct 2022 | 9mo 16d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -18.54%Dec 2018 | 3mo 1d | 3mo 19d | 6mo 20dSep 2018 - Apr 2019 |
2025 selloff2025 | -18.17%Apr 2025 | 4mo 4d | 2mo 20d | 6mo 24dDec 2024 - Jun 2025 |
2016 correction2016 | -15.87%Feb 2016 | 6mo 25d | 9mo 18d | 1y 4moJul 2015 - Nov 2016 |
Drawdown Indicators
| CZOVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -56.78% | +23.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.49% | -9.10% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -18.17% | -18.90% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -25.43% | +1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -33.92% | +0.95% |
Current DrawdownCurrent decline from peak | -0.84% | -1.80% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -10.71% | +6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.03% | -0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with CZOVX
Add Zacks All-Cap Core Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with CZOVX