CZOVX vs. FLCPX
Compare and contrast key facts about Zacks All-Cap Core Fund (CZOVX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX).
CZOVX is managed by Zacks. It was launched on Dec 5, 2005. FLCPX is managed by Fidelity. It was launched on Feb 2, 2016.
Performance
CZOVX vs. FLCPX - Performance Comparison
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CZOVX vs. FLCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | -5.60% | 15.61% | 24.75% | 23.62% | -18.23% | 29.23% | 15.24% | 29.34% | -5.32% | 22.01% |
FLCPX Fidelity SAI U.S. Large Cap Index Fund | -7.05% | 17.84% | 25.08% | 26.25% | -18.06% | 28.61% | 18.24% | 31.59% | -4.38% | 21.74% |
Returns By Period
In the year-to-date period, CZOVX achieves a -5.60% return, which is significantly higher than FLCPX's -7.05% return. Over the past 10 years, CZOVX has underperformed FLCPX with an annualized return of 12.51%, while FLCPX has yielded a comparatively higher 13.75% annualized return.
CZOVX
- 1D
- -0.39%
- 1M
- -7.49%
- YTD
- -5.60%
- 6M
- -3.75%
- 1Y
- 13.58%
- 3Y*
- 16.62%
- 5Y*
- 10.39%
- 10Y*
- 12.51%
FLCPX
- 1D
- -0.39%
- 1M
- -7.70%
- YTD
- -7.05%
- 6M
- -4.58%
- 1Y
- 14.45%
- 3Y*
- 17.20%
- 5Y*
- 11.42%
- 10Y*
- 13.75%
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CZOVX vs. FLCPX - Expense Ratio Comparison
CZOVX has a 1.00% expense ratio, which is higher than FLCPX's 0.02% expense ratio.
Return for Risk
CZOVX vs. FLCPX — Risk / Return Rank
CZOVX
FLCPX
CZOVX vs. FLCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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 | FLCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.84 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.30 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.00 | +0.10 |
Martin ratioReturn relative to average drawdown | 5.08 | 4.86 | +0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CZOVX | FLCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.67 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.76 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.82 | -0.08 |
Correlation
The correlation between CZOVX and FLCPX is 0.97, 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. FLCPX - Dividend Comparison
CZOVX's dividend yield for the trailing twelve months is around 2.45%, more than FLCPX's 0.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | 2.45% | 2.31% | 13.81% | 27.08% | 12.67% | 5.83% | 5.45% | 9.19% | 11.09% | 8.16% | 7.84% | 5.91% |
FLCPX Fidelity SAI U.S. Large Cap Index Fund | 0.60% | 0.56% | 6.11% | 7.05% | 11.23% | 10.38% | 3.93% | 1.74% | 2.18% | 1.57% | 0.76% | 0.00% |
Drawdowns
CZOVX vs. FLCPX - Drawdown Comparison
The maximum CZOVX drawdown since its inception was -32.97%, roughly equal to the maximum FLCPX drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for CZOVX and FLCPX.
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Drawdown Indicators
| CZOVX | FLCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -33.87% | +0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -12.14% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -24.40% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -33.87% | +0.90% |
Current DrawdownCurrent decline from peak | -8.49% | -8.89% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -4.24% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.56% | -0.18% |
Volatility
CZOVX vs. FLCPX - Volatility Comparison
Zacks All-Cap Core Fund (CZOVX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX) have volatilities of 4.35% and 4.24%, 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.
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Volatility by Period
| CZOVX | FLCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.24% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 9.09% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 18.14% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 17.03% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 18.12% | -0.54% |