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CZOVX vs. AMIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

CZOVX vs. AMIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks All-Cap Core Fund (CZOVX) and Amana Growth Fund (AMIGX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
42.59%
371.97%
CZOVX
AMIGX

Key characteristics

Sharpe Ratio

CZOVX:

0.69

AMIGX:

0.91

Sortino Ratio

CZOVX:

0.88

AMIGX:

1.30

Omega Ratio

CZOVX:

1.18

AMIGX:

1.17

Calmar Ratio

CZOVX:

0.37

AMIGX:

1.33

Martin Ratio

CZOVX:

5.01

AMIGX:

4.59

Ulcer Index

CZOVX:

2.45%

AMIGX:

3.16%

Daily Std Dev

CZOVX:

17.79%

AMIGX:

15.95%

Max Drawdown

CZOVX:

-54.12%

AMIGX:

-27.95%

Current Drawdown

CZOVX:

-24.59%

AMIGX:

-6.98%

Returns By Period

In the year-to-date period, CZOVX achieves a 10.60% return, which is significantly lower than AMIGX's 12.24% return. Over the past 10 years, CZOVX has underperformed AMIGX with an annualized return of 2.12%, while AMIGX has yielded a comparatively higher 14.19% annualized return.


CZOVX

YTD

10.60%

1M

-13.40%

6M

-5.53%

1Y

11.16%

5Y*

1.25%

10Y*

2.12%

AMIGX

YTD

12.24%

1M

-3.11%

6M

-3.39%

1Y

13.11%

5Y*

15.20%

10Y*

14.19%

Compare stocks, funds, or ETFs

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


CZOVX vs. AMIGX - Expense Ratio Comparison

CZOVX has a 1.00% expense ratio, which is higher than AMIGX's 0.67% expense ratio.


CZOVX
Zacks All-Cap Core Fund
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%
Expense ratio chart for AMIGX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

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.


Sharpe ratio
The chart of Sharpe ratio for CZOVX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.690.91
The chart of Sortino ratio for CZOVX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.0010.000.881.30
The chart of Omega ratio for CZOVX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.17
The chart of Calmar ratio for CZOVX, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.0014.000.371.33
The chart of Martin ratio for CZOVX, currently valued at 5.01, compared to the broader market0.0020.0040.0060.005.014.59
CZOVX
AMIGX

The current CZOVX Sharpe Ratio is 0.69, which is comparable to the AMIGX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CZOVX and AMIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.69
0.91
CZOVX
AMIGX

Dividends

CZOVX vs. AMIGX - Dividend Comparison

Neither CZOVX nor AMIGX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CZOVX
Zacks All-Cap Core Fund
0.00%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
0.00%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.59%
-6.98%
CZOVX
AMIGX

Volatility

CZOVX vs. AMIGX - Volatility Comparison

Zacks All-Cap Core Fund (CZOVX) has a higher volatility of 13.61% compared to Amana Growth Fund (AMIGX) at 5.88%. This indicates that CZOVX's price experiences larger fluctuations and is considered to be riskier than AMIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.61%
5.88%
CZOVX
AMIGX
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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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