CZOVX vs. DFIEX
Compare and contrast key facts about Zacks All-Cap Core Fund (CZOVX) and DFA International Core Equity Portfolio I (DFIEX).
CZOVX is managed by Zacks. It was launched on Dec 5, 2005. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
CZOVX vs. DFIEX - Performance Comparison
Loading graphics...
CZOVX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | -2.11% | 15.61% | 24.75% | 23.62% | -18.23% | 29.23% | 15.24% | 29.34% | -5.32% | 22.01% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, CZOVX achieves a -2.11% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, CZOVX has outperformed DFIEX with an annualized return of 12.92%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
CZOVX
- 1D
- 0.80%
- 1M
- -3.35%
- YTD
- -2.11%
- 6M
- -0.62%
- 1Y
- 16.62%
- 3Y*
- 18.04%
- 5Y*
- 10.93%
- 10Y*
- 12.92%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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. DFIEX - Expense Ratio Comparison
CZOVX has a 1.00% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
CZOVX vs. DFIEX — Risk / Return Rank
CZOVX
DFIEX
CZOVX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| CZOVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 2.05 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.66 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.84 | -1.24 |
Martin ratioReturn relative to average drawdown | 7.32 | 11.17 | -3.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CZOVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.05 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.62 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.60 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.35 | +0.41 |
Correlation
The correlation between CZOVX and DFIEX is 0.76, 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.
Dividends
CZOVX vs. DFIEX - Dividend Comparison
CZOVX's dividend yield for the trailing twelve months is around 2.36%, less than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | 2.36% | 2.31% | 13.81% | 27.08% | 12.67% | 5.83% | 5.45% | 9.19% | 11.09% | 8.16% | 7.84% | 5.91% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
CZOVX vs. DFIEX - Drawdown Comparison
The maximum CZOVX drawdown since its inception was -32.97%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for CZOVX and DFIEX.
Loading graphics...
Drawdown Indicators
| CZOVX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -62.22% | +29.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.49% | -11.01% | +2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -28.66% | +4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -41.04% | +8.07% |
Current DrawdownCurrent decline from peak | -5.10% | -6.42% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -12.26% | +8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.80% | -0.37% |
Volatility
CZOVX vs. DFIEX - Volatility Comparison
The current volatility for Zacks All-Cap Core Fund (CZOVX) is 5.44%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that CZOVX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CZOVX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 6.66% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 10.52% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 15.92% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 15.66% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 16.35% | +1.25% |