CZOVX vs. AMIGX
Compare and contrast key facts about Zacks All-Cap Core Fund (CZOVX) and Amana Growth Fund (AMIGX).
CZOVX is managed by Zacks. It was launched on Dec 5, 2005. AMIGX is managed by Amana. It was launched on Sep 25, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CZOVX or AMIGX.
Key characteristics
| CZOVX | AMIGX | |
|---|---|---|
| YTD Return | 27.96% | 17.32% |
| 1Y Return | 6.91% | 25.37% |
| 3Y Return (Ann) | -4.29% | 7.10% |
| 5Y Return (Ann) | 3.30% | 16.82% |
| 10Y Return (Ann) | 3.31% | 15.06% |
| Sharpe Ratio | 0.29 | 1.67 |
| Sortino Ratio | 0.45 | 2.32 |
| Omega Ratio | 1.13 | 1.30 |
| Calmar Ratio | 0.21 | 2.29 |
| Martin Ratio | 0.65 | 8.27 |
| Ulcer Index | 10.61% | 3.02% |
| Daily Std Dev | 24.13% | 14.99% |
| Max Drawdown | -54.12% | -27.95% |
| Current Drawdown | -12.75% | -2.39% |
Correlation
The correlation between CZOVX and AMIGX is 0.92, 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.
Performance
CZOVX vs. AMIGX - Performance Comparison
In the year-to-date period, CZOVX achieves a 27.96% return, which is significantly higher than AMIGX's 17.32% return. Over the past 10 years, CZOVX has underperformed AMIGX with an annualized return of 3.31%, while AMIGX has yielded a comparatively higher 15.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CZOVX vs. AMIGX - Expense Ratio Comparison
CZOVX has a 1.00% expense ratio, which is higher than AMIGX's 0.67% expense ratio.
Risk-Adjusted Performance
CZOVX vs. AMIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and Amana Growth Fund (AMIGX). 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.
Dividends
CZOVX vs. AMIGX - Dividend Comparison
CZOVX's dividend yield for the trailing twelve months is around 0.60%, more than AMIGX's 0.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | 0.60% | 0.77% | 0.78% | 0.24% | 0.60% | 0.98% | 0.49% | 0.00% | 7.84% | 0.00% | 0.00% | 0.00% |
AMIGX Amana Growth Fund | 0.28% | 0.33% | 0.43% | 0.28% | 0.44% | 0.59% | 0.62% | 0.73% | 0.90% | 0.71% | 0.53% | 0.76% |
Drawdowns
CZOVX vs. AMIGX - Drawdown Comparison
The maximum CZOVX drawdown since its inception was -54.12%, which is greater than AMIGX's maximum drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for CZOVX and AMIGX. For additional features, visit the drawdowns tool.
Volatility
CZOVX vs. AMIGX - Volatility Comparison
Zacks All-Cap Core Fund (CZOVX) and Amana Growth Fund (AMIGX) have volatilities of 3.70% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.