CZMGX vs. ONERX

Last updated Aug 1, 2026

CZMGX (Multi-Manager Growth Strategies Fund) and ONERX (One Rock Fund) are both Large Cap Growth Equities funds. Their correlation of 0.84 means they have usually moved in the same direction. CZMGX charges 0.74%/yr vs 1.75%/yr for ONERX.

Performance

CZMGX vs. ONERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Multi-Manager Growth Strategies Fund (CZMGX) and One Rock Fund (ONERX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CZMGX

• 1D: 2.66%
• 1M: -0.32%
• 6M: 6.28%
• YTD: 4.71%
• 1Y: 12.99%
• 3Y*: 19.69%
• 5Y*: 11.01%
• 10Y*: —
• ALL TIME*: 15.11%

ONERX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CZMGX Multi-Manager Growth Strategies Fund	$0.00	$0.00	$0.00

CZMGX vs. ONERX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CZMGX Multi-Manager Growth Strategies Fund	4.71%	15.18%	34.55%	41.78%	-29.41%	19.80%	64.13%
ONERX One Rock Fund	61.33%	49.37%	21.76%	72.41%	-42.06%	45.70%	104.46%

Correlation

The correlation between CZMGX and ONERX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.81
Correlation (5Y) Shows whether the relationship held over a longer period.	0.86
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020	0.84

The correlation between CZMGX and ONERX shifts across timeframes, from 0.72 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

CZMGX vs. ONERX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CZMGX

CZMGX Risk / Return Rank: 14
CZMGX Sharpe Ratio Rank: 15
CZMGX Sortino Ratio Rank: 15
CZMGX Omega Ratio Rank: 15
CZMGX Calmar Ratio Rank: 12
CZMGX Martin Ratio Rank: 14

ONERX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CZMGX vs. ONERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Growth Strategies Fund (CZMGX) and One Rock Fund (ONERX). 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.

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.

	CZMGX	ONERX	Difference
Sharpe ratio: Return per unit of total volatility	0.62	—	—
Sortino ratio: Return per unit of downside risk	0.96	—	—
Omega ratio: Gain probability vs. loss probability	1.12	—	—
Calmar ratio: Return relative to maximum drawdown	0.65	—	—
Martin ratio: Return relative to average drawdown	2.01	—	—

Drawdowns

Drawdown Indicators

	CZMGX	ONERX	Difference
Max Drawdown Largest peak-to-trough decline	-35.23%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-16.55%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.23%	—	—
Current Drawdown Current decline from peak	-5.05%	—	—
Average Drawdown Average peak-to-trough decline	-7.53%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.36%	—	—

Volatility

Volatility by Period

	CZMGX	ONERX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.49%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.44%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.79%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.83%	—	—

CZMGX vs. ONERX - Expense Ratio Comparison

CZMGX has a 0.74% expense ratio, which is lower than ONERX's 1.75% expense ratio.

Dividends

CZMGX vs. ONERX - Dividend Comparison

CZMGX has not paid dividends to shareholders, while ONERX's dividend yield for the trailing twelve months is around 14.95%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CZMGX Multi-Manager Growth Strategies Fund	0.00%	11.02%	10.86%	5.59%	10.39%	15.19%	5.04%	5.53%	6.87%	4.66%
ONERX One Rock Fund	14.95%	24.12%	0.00%	0.00%	10.57%	28.88%	18.66%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CZMGX and ONERX in my portfolio?

CZMGX and ONERX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.