CZOVX vs. FSPGX
Compare and contrast key facts about Zacks All-Cap Core Fund (CZOVX) and Fidelity Large Cap Growth Index Fund (FSPGX).
CZOVX is managed by Zacks. It was launched on Dec 5, 2005. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CZOVX or FSPGX.
Key characteristics
| CZOVX | FSPGX | |
|---|---|---|
| YTD Return | 27.96% | 31.29% |
| 1Y Return | 6.91% | 38.95% |
| 3Y Return (Ann) | -4.29% | 10.26% |
| 5Y Return (Ann) | 3.30% | 19.66% |
| Sharpe Ratio | 0.29 | 2.34 |
| Sortino Ratio | 0.45 | 3.03 |
| Omega Ratio | 1.13 | 1.43 |
| Calmar Ratio | 0.21 | 2.96 |
| Martin Ratio | 0.65 | 11.64 |
| Ulcer Index | 10.61% | 3.34% |
| Daily Std Dev | 24.13% | 16.65% |
| Max Drawdown | -54.12% | -32.66% |
| Current Drawdown | -12.75% | -0.69% |
Correlation
The correlation between CZOVX and FSPGX 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. FSPGX - Performance Comparison
In the year-to-date period, CZOVX achieves a 27.96% return, which is significantly lower than FSPGX's 31.29% 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. FSPGX - Expense Ratio Comparison
CZOVX has a 1.00% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Risk-Adjusted Performance
CZOVX vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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. FSPGX - Dividend Comparison
CZOVX's dividend yield for the trailing twelve months is around 0.60%, more than FSPGX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | 0.60% | 0.77% | 0.78% | 0.24% | 0.60% | 0.98% | 0.49% | 0.00% | 7.84% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.42% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% |
Drawdowns
CZOVX vs. FSPGX - Drawdown Comparison
The maximum CZOVX drawdown since its inception was -54.12%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for CZOVX and FSPGX. For additional features, visit the drawdowns tool.
Volatility
CZOVX vs. FSPGX - Volatility Comparison
The current volatility for Zacks All-Cap Core Fund (CZOVX) is 3.70%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 4.98%. This indicates that CZOVX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.