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CZOVX vs. DHAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CZOVX vs. DHAMX - Performance Comparison

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

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CZOVX vs. DHAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CZOVX
Zacks All-Cap Core Fund
-2.89%15.61%24.75%23.62%-18.23%29.23%15.24%29.34%-5.32%22.01%
DHAMX
Centre American Select Equity Fund
7.48%19.37%1.33%14.91%-3.34%27.41%30.79%16.38%-3.82%25.26%

Returns By Period

In the year-to-date period, CZOVX achieves a -2.89% return, which is significantly lower than DHAMX's 7.48% return. Both investments have delivered pretty close results over the past 10 years, with CZOVX having a 12.83% annualized return and DHAMX not far ahead at 13.05%.


CZOVX

1D
2.88%
1M
-5.01%
YTD
-2.89%
6M
-1.28%
1Y
16.43%
3Y*
17.73%
5Y*
10.75%
10Y*
12.83%

DHAMX

1D
2.50%
1M
-6.02%
YTD
7.48%
6M
14.78%
1Y
35.90%
3Y*
12.39%
5Y*
10.73%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CZOVX vs. DHAMX - Expense Ratio Comparison

CZOVX has a 1.00% expense ratio, which is lower than DHAMX's 1.46% expense ratio.


Return for Risk

CZOVX vs. DHAMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CZOVX
CZOVX Risk / Return Rank: 5454
Overall Rank
CZOVX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CZOVX Sortino Ratio Rank: 4848
Sortino Ratio Rank
CZOVX Omega Ratio Rank: 4949
Omega Ratio Rank
CZOVX Calmar Ratio Rank: 6060
Calmar Ratio Rank
CZOVX Martin Ratio Rank: 7070
Martin Ratio Rank

DHAMX
DHAMX Risk / Return Rank: 8989
Overall Rank
DHAMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DHAMX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DHAMX Omega Ratio Rank: 8484
Omega Ratio Rank
DHAMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DHAMX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CZOVX vs. DHAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and Centre American Select Equity Fund (DHAMX). 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.


CZOVXDHAMXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.81

-0.84

Sortino ratio

Return per unit of downside risk

1.48

2.53

-1.05

Omega ratio

Gain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratio

Return relative to maximum drawdown

1.56

3.13

-1.57

Martin ratio

Return relative to average drawdown

7.19

11.58

-4.39

CZOVX vs. DHAMX - Sharpe Ratio Comparison

The current CZOVX Sharpe Ratio is 0.98, which is lower than the DHAMX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CZOVX and DHAMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CZOVXDHAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.81

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.61

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.76

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.81

-0.05

Correlation

The correlation between CZOVX and DHAMX is 0.88, 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. DHAMX - Dividend Comparison

CZOVX's dividend yield for the trailing twelve months is around 2.38%, less than DHAMX's 33.54% yield.


TTM20252024202320222021202020192018201720162015
CZOVX
Zacks All-Cap Core Fund
2.38%2.31%13.81%27.08%12.67%5.83%5.45%9.19%11.09%8.16%7.84%5.91%
DHAMX
Centre American Select Equity Fund
33.54%36.05%0.00%2.58%1.37%16.31%4.52%9.94%22.37%13.14%3.57%11.03%

Drawdowns

CZOVX vs. DHAMX - Drawdown Comparison

The maximum CZOVX drawdown since its inception was -32.97%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for CZOVX and DHAMX.


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Drawdown Indicators


CZOVXDHAMXDifference

Max Drawdown

Largest peak-to-trough decline

-32.97%

-28.47%

-4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-11.65%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

-28.47%

+4.79%

Max Drawdown (10Y)

Largest decline over 10 years

-32.97%

-28.47%

-4.50%

Current Drawdown

Current decline from peak

-5.86%

-7.59%

+1.73%

Average Drawdown

Average peak-to-trough decline

-4.03%

-4.20%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

3.15%

-0.74%

Volatility

CZOVX vs. DHAMX - Volatility Comparison

The current volatility for Zacks All-Cap Core Fund (CZOVX) is 5.39%, while Centre American Select Equity Fund (DHAMX) has a volatility of 5.83%. This indicates that CZOVX experiences smaller price fluctuations and is considered to be less risky than DHAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CZOVXDHAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.83%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

12.58%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

19.84%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

17.65%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

17.26%

+0.34%