CZOVX vs. ZDIVX
CZOVX (Zacks All-Cap Core Fund) and ZDIVX (Zacks Dividend Fund) are both mutual funds - CZOVX is a Large Cap Blend Equities fund managed by Zacks, while ZDIVX is a Large Cap Value Equities fund managed by Zacks. Over the past 10 years, CZOVX returned 14.63%/yr vs 11.00%/yr for ZDIVX. Their correlation of 0.83 suggests significant overlap in exposure. CZOVX charges 1.00%/yr vs 1.30%/yr for ZDIVX.
Performance
CZOVX vs. ZDIVX - Performance Comparison
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Returns By Period
In the year-to-date period, CZOVX achieves a 11.92% return, which is significantly higher than ZDIVX's 10.04% return. Over the past 10 years, CZOVX has outperformed ZDIVX with an annualized return of 14.63%, while ZDIVX has yielded a comparatively lower 11.00% annualized return.
CZOVX
- 1D
- 0.09%
- 1M
- 1.20%
- YTD
- 11.92%
- 6M
- 10.75%
- 1Y
- 25.73%
- 3Y*
- 20.95%
- 5Y*
- 12.90%
- 10Y*
- 14.63%
ZDIVX
- 1D
- 0.45%
- 1M
- 1.01%
- YTD
- 10.04%
- 6M
- 9.38%
- 1Y
- 21.31%
- 3Y*
- 16.81%
- 5Y*
- 10.51%
- 10Y*
- 11.00%
CZOVX vs. ZDIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | 11.92% | 15.61% | 24.75% | 23.62% | -18.23% | 29.23% | 15.24% | 29.34% | -5.32% | 22.01% |
ZDIVX Zacks Dividend Fund | 10.04% | 15.24% | 16.03% | 4.36% | -2.11% | 25.17% | -0.56% | 24.88% | -6.01% | 16.20% |
Correlation
The correlation between CZOVX and ZDIVX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.83 |
The correlation between CZOVX and ZDIVX shifts across timeframes, from 0.67 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CZOVX vs. ZDIVX — Risk / Return Rank
CZOVX
ZDIVX
CZOVX vs. ZDIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) and Zacks Dividend Fund (ZDIVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CZOVX | ZDIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.24 | -0.06 |
| Martin ratioReturn relative to average drawdown | 14.28 | 12.11 | +2.17 |
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Drawdowns
CZOVX vs. ZDIVX - Drawdown Comparison
The maximum CZOVX drawdown since its inception was -32.97%, smaller than the maximum ZDIVX drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for CZOVX and ZDIVX.
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Drawdown Indicators
| CZOVX | ZDIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -35.27% | +2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.49% | -6.93% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -18.17% | -14.07% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -17.18% | -6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -35.27% | +2.30% |
Current DrawdownCurrent decline from peak | -0.75% | -0.80% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -3.88% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.85% | +0.04% |
Volatility
CZOVX vs. ZDIVX - Volatility Comparison
Zacks All-Cap Core Fund (CZOVX) has a higher volatility of 4.74% compared to Zacks Dividend Fund (ZDIVX) at 2.94%. This indicates that CZOVX's price experiences larger fluctuations and is considered to be riskier than ZDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CZOVX | ZDIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 2.94% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 7.54% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.65% | 9.94% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 13.52% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 16.24% | +1.44% |
CZOVX vs. ZDIVX - Expense Ratio Comparison
CZOVX has a 1.00% expense ratio, which is lower than ZDIVX's 1.30% expense ratio.
Dividends
CZOVX vs. ZDIVX - Dividend Comparison
CZOVX's dividend yield for the trailing twelve months is around 2.06%, less than ZDIVX's 3.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | 2.06% | 2.31% | 13.81% | 27.08% | 12.67% | 5.83% | 5.45% | 9.19% | 11.09% | 8.16% | 7.84% | 5.91% |
ZDIVX Zacks Dividend Fund | 3.36% | 3.70% | 5.88% | 6.01% | 6.32% | 3.97% | 2.81% | 2.51% | 6.66% | 3.30% | 1.59% | 2.85% |
Frequently Asked Questions
CZOVX and ZDIVX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CZOVX has higher volatility (4.74%) compared to ZDIVX (2.94%). In terms of maximum drawdown, CZOVX dropped -32.97% vs ZDIVX's -35.27%.
ZDIVX currently has the higher Sharpe Ratio (2.27 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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