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CZOVX vs. POGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CZOVX vs. POGSX - Performance Comparison

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

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CZOVX vs. POGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
POGSX
Pin Oak Equity
5.66%27.41%18.99%27.16%-25.10%21.42%10.60%27.72%-6.15%15.14%

Returns By Period

In the year-to-date period, CZOVX achieves a -5.60% return, which is significantly lower than POGSX's 5.66% return. Both investments have delivered pretty close results over the past 10 years, with CZOVX having a 12.51% annualized return and POGSX not far ahead at 13.07%.


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%

POGSX

1D
-0.02%
1M
-5.28%
YTD
5.66%
6M
12.41%
1Y
33.37%
3Y*
25.41%
5Y*
11.32%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CZOVX vs. POGSX - Expense Ratio Comparison

CZOVX has a 1.00% expense ratio, which is higher than POGSX's 0.91% expense ratio.


Return for Risk

CZOVX vs. POGSX — Risk / Return Rank

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

CZOVX
CZOVX Risk / Return Rank: 4343
Overall Rank
CZOVX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CZOVX Sortino Ratio Rank: 4040
Sortino Ratio Rank
CZOVX Omega Ratio Rank: 4242
Omega Ratio Rank
CZOVX Calmar Ratio Rank: 4343
Calmar Ratio Rank
CZOVX Martin Ratio Rank: 5252
Martin Ratio Rank

POGSX
POGSX Risk / Return Rank: 9191
Overall Rank
POGSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
POGSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
POGSX Omega Ratio Rank: 8989
Omega Ratio Rank
POGSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
POGSX Martin Ratio Rank: 9393
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. POGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and Pin Oak Equity (POGSX). 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.


CZOVXPOGSXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.74

-0.92

Sortino ratio

Return per unit of downside risk

1.27

2.75

-1.48

Omega ratio

Gain probability vs. loss probability

1.19

1.40

-0.21

Calmar ratio

Return relative to maximum drawdown

1.09

2.85

-1.76

Martin ratio

Return relative to average drawdown

5.08

11.79

-6.71

CZOVX vs. POGSX - Sharpe Ratio Comparison

The current CZOVX Sharpe Ratio is 0.82, which is lower than the POGSX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of CZOVX and POGSX, 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


CZOVXPOGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.74

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.64

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.71

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.29

+0.45

Correlation

The correlation between CZOVX and POGSX is 0.91, 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. POGSX - Dividend Comparison

CZOVX's dividend yield for the trailing twelve months is around 2.45%, less than POGSX's 17.99% yield.


TTM20252024202320222021202020192018201720162015
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%
POGSX
Pin Oak Equity
17.99%8.85%17.87%8.21%0.15%10.93%4.60%3.22%2.94%1.79%2.03%3.83%

Drawdowns

CZOVX vs. POGSX - Drawdown Comparison

The maximum CZOVX drawdown since its inception was -32.97%, smaller than the maximum POGSX drawdown of -89.46%. Use the drawdown chart below to compare losses from any high point for CZOVX and POGSX.


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Drawdown Indicators


CZOVXPOGSXDifference

Max Drawdown

Largest peak-to-trough decline

-32.97%

-89.46%

+56.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-10.96%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

-29.81%

+6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.97%

-33.05%

+0.08%

Current Drawdown

Current decline from peak

-8.49%

-8.03%

-0.46%

Average Drawdown

Average peak-to-trough decline

-4.03%

-36.91%

+32.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.65%

-0.27%

Volatility

CZOVX vs. POGSX - Volatility Comparison

Zacks All-Cap Core Fund (CZOVX) has a higher volatility of 4.35% compared to Pin Oak Equity (POGSX) at 3.76%. This indicates that CZOVX's price experiences larger fluctuations and is considered to be riskier than POGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CZOVXPOGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

3.76%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

12.91%

-3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

19.62%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

17.85%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

18.56%

-0.98%