Correlation
The correlation between CZMVX and VOO is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
CZMVX vs. VOO
Compare and contrast key facts about Multi-Manager Value Strategies Fund (CZMVX) and Vanguard S&P 500 ETF (VOO).
CZMVX is managed by Blackrock. It was launched on Jan 3, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CZMVX or VOO.
Performance
CZMVX vs. VOO - Performance Comparison
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Key characteristics
CZMVX:
0.05
VOO:
0.74
CZMVX:
0.15
VOO:
1.04
CZMVX:
1.02
VOO:
1.15
CZMVX:
0.02
VOO:
0.68
CZMVX:
0.05
VOO:
2.58
CZMVX:
8.26%
VOO:
4.93%
CZMVX:
17.91%
VOO:
19.54%
CZMVX:
-37.42%
VOO:
-33.99%
CZMVX:
-11.16%
VOO:
-3.55%
Returns By Period
In the year-to-date period, CZMVX achieves a 1.55% return, which is significantly higher than VOO's 0.90% return.
CZMVX
1.55%
3.75%
-11.16%
0.95%
0.10%
6.40%
N/A
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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CZMVX vs. VOO - Expense Ratio Comparison
CZMVX has a 0.69% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
CZMVX vs. VOO — Risk-Adjusted Performance Rank
CZMVX
VOO
CZMVX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Value Strategies Fund (CZMVX) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
CZMVX vs. VOO - Dividend Comparison
CZMVX's dividend yield for the trailing twelve months is around 8.94%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZMVX Multi-Manager Value Strategies Fund | 8.94% | 9.02% | 6.54% | 11.79% | 8.01% | 2.45% | 3.61% | 8.48% | 4.76% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
CZMVX vs. VOO - Drawdown Comparison
The maximum CZMVX drawdown since its inception was -37.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CZMVX and VOO.
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Volatility
CZMVX vs. VOO - Volatility Comparison
The current volatility for Multi-Manager Value Strategies Fund (CZMVX) is 4.57%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that CZMVX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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