CZOVX vs. YFSIX
Compare and contrast key facts about Zacks All-Cap Core Fund (CZOVX) and AMG Yacktman Global Fund (YFSIX).
CZOVX is managed by Zacks. It was launched on Dec 5, 2005. YFSIX is managed by AMG. It was launched on Jan 30, 2017.
Performance
CZOVX vs. YFSIX - Performance Comparison
Loading graphics...
CZOVX vs. YFSIX - 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% | 19.74% |
YFSIX AMG Yacktman Global Fund | 8.16% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Returns By Period
In the year-to-date period, CZOVX achieves a -5.60% return, which is significantly lower than YFSIX's 8.16% 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%
YFSIX
- 1D
- -1.07%
- 1M
- -10.67%
- YTD
- 8.16%
- 6M
- 0.34%
- 1Y
- 22.29%
- 3Y*
- 11.70%
- 5Y*
- 6.73%
- 10Y*
- —
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. YFSIX - Expense Ratio Comparison
CZOVX has a 1.00% expense ratio, which is higher than YFSIX's 0.95% expense ratio.
Return for Risk
CZOVX vs. YFSIX — Risk / Return Rank
CZOVX
YFSIX
CZOVX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and AMG Yacktman Global Fund (YFSIX). 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 | YFSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.99 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.16 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.36 | -0.27 |
Martin ratioReturn relative to average drawdown | 5.08 | 4.42 | +0.66 |
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 | YFSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.99 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.45 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.71 | +0.03 |
Correlation
The correlation between CZOVX and YFSIX is 0.70, 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. YFSIX - Dividend Comparison
CZOVX's dividend yield for the trailing twelve months is around 2.45%, while YFSIX has not paid dividends to shareholders.
| 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% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Drawdowns
CZOVX vs. YFSIX - Drawdown Comparison
The maximum CZOVX drawdown since its inception was -32.97%, smaller than the maximum YFSIX drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for CZOVX and YFSIX.
Loading graphics...
Drawdown Indicators
| CZOVX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -35.10% | +2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -14.20% | +3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -25.14% | +1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | — | — |
Current DrawdownCurrent decline from peak | -8.49% | -11.03% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -4.93% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 4.38% | -2.00% |
Volatility
CZOVX vs. YFSIX - Volatility Comparison
The current volatility for Zacks All-Cap Core Fund (CZOVX) is 4.35%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that CZOVX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CZOVX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 9.23% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 19.89% | -10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 21.29% | -4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 15.11% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 16.20% | +1.38% |