ZSCCX vs. CZOVX
Compare and contrast key facts about Zacks Small-Cap Core Fund (ZSCCX) and Zacks All-Cap Core Fund (CZOVX).
ZSCCX is managed by Zacks. It was launched on Jun 30, 2011. CZOVX is managed by Zacks. It was launched on Dec 5, 2005.
Performance
ZSCCX vs. CZOVX - Performance Comparison
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ZSCCX vs. CZOVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZSCCX Zacks Small-Cap Core Fund | -1.81% | 10.25% | 27.77% | 17.94% | -11.84% | 32.60% | -1.42% | 21.20% | -12.29% | 14.04% |
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% |
Returns By Period
In the year-to-date period, ZSCCX achieves a -1.81% return, which is significantly higher than CZOVX's -5.60% return. Over the past 10 years, ZSCCX has underperformed CZOVX with an annualized return of 10.89%, while CZOVX has yielded a comparatively higher 12.51% annualized return.
ZSCCX
- 1D
- -1.04%
- 1M
- -5.90%
- YTD
- -1.81%
- 6M
- 0.70%
- 1Y
- 18.90%
- 3Y*
- 16.34%
- 5Y*
- 10.17%
- 10Y*
- 10.89%
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%
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ZSCCX vs. CZOVX - Expense Ratio Comparison
ZSCCX has a 1.39% expense ratio, which is higher than CZOVX's 1.00% expense ratio.
Return for Risk
ZSCCX vs. CZOVX — Risk / Return Rank
ZSCCX
CZOVX
ZSCCX vs. CZOVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Small-Cap Core Fund (ZSCCX) and Zacks All-Cap Core Fund (CZOVX). 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.
| ZSCCX | CZOVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.82 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.27 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.09 | +0.24 |
Martin ratioReturn relative to average drawdown | 4.72 | 5.08 | -0.36 |
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
| ZSCCX | CZOVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.82 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.63 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.71 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.74 | -0.26 |
Correlation
The correlation between ZSCCX and CZOVX is 0.81, 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
ZSCCX vs. CZOVX - Dividend Comparison
ZSCCX has not paid dividends to shareholders, while CZOVX's dividend yield for the trailing twelve months is around 2.45%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZSCCX Zacks Small-Cap Core Fund | 0.00% | 0.00% | 34.48% | 4.49% | 0.49% | 2.30% | 0.02% | 0.10% | 10.82% | 13.57% | 0.56% | 0.00% |
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% |
Drawdowns
ZSCCX vs. CZOVX - Drawdown Comparison
The maximum ZSCCX drawdown since its inception was -50.29%, which is greater than CZOVX's maximum drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for ZSCCX and CZOVX.
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Drawdown Indicators
| ZSCCX | CZOVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -32.97% | -17.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -11.07% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -23.68% | -0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | -32.97% | -17.32% |
Current DrawdownCurrent decline from peak | -8.32% | -8.49% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -4.03% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.38% | +0.99% |
Volatility
ZSCCX vs. CZOVX - Volatility Comparison
Zacks Small-Cap Core Fund (ZSCCX) has a higher volatility of 6.90% compared to Zacks All-Cap Core Fund (CZOVX) at 4.35%. This indicates that ZSCCX's price experiences larger fluctuations and is considered to be riskier than CZOVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZSCCX | CZOVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 4.35% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.81% | 9.07% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.74% | 17.16% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.82% | 16.49% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.10% | 17.58% | +6.52% |