ZSCCX vs. LMSIX
ZSCCX (Zacks Small-Cap Core Fund) and LMSIX (Franklin U.S. Small Cap Equity Fund) are both Small Cap Blend Equities funds. Over the past 10 years, ZSCCX returned 12.63%/yr vs 11.14%/yr for LMSIX. Their correlation of 0.94 means they have usually moved in the same direction. ZSCCX charges 1.39%/yr vs 1.03%/yr for LMSIX.
Performance
ZSCCX vs. LMSIX - Performance Comparison
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Returns By Period
In the year-to-date period, ZSCCX achieves a 23.02% return, which is significantly higher than LMSIX's 19.73% return. Over the past 10 years, ZSCCX has outperformed LMSIX with an annualized return of 12.63%, while LMSIX has yielded a comparatively lower 11.14% annualized return.
ZSCCX
- 1D
- 2.34%
- 1M
- -3.40%
- 6M
- 19.37%
- YTD
- 23.02%
- 1Y
- 39.41%
- 3Y*
- 21.53%
- 5Y*
- 14.20%
- 10Y*
- 12.63%
- ALL TIME*
- 12.47%
LMSIX
- 1D
- 1.15%
- 1M
- -0.16%
- 6M
- 14.39%
- YTD
- 19.73%
- 1Y
- 40.26%
- 3Y*
- 18.86%
- 5Y*
- 11.07%
- 10Y*
- 11.14%
- ALL TIME*
- 8.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ZSCCX vs. LMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZSCCX Zacks Small-Cap Core Fund | 23.02% | 10.25% | 27.77% | 17.94% | -11.84% | 32.60% | -1.42% | 21.20% | -12.29% | 14.04% |
LMSIX Franklin U.S. Small Cap Equity Fund | 19.73% | 20.19% | 9.90% | 18.80% | -15.16% | 29.12% | 11.29% | 20.75% | -15.61% | 8.81% |
Correlation
The correlation between ZSCCX and LMSIX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2011 | 0.94 |
The correlation between ZSCCX and LMSIX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
ZSCCX vs. LMSIX — Risk / Return Rank
ZSCCX
LMSIX
ZSCCX vs. LMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Small-Cap Core Fund (ZSCCX) and Franklin U.S. Small Cap Equity Fund (LMSIX). 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.
| ZSCCX | LMSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 4.06 | -0.34 |
| Martin ratioReturn relative to average drawdown | 10.71 | 14.06 | -3.35 |
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Drawdowns
ZSCCX vs. LMSIX - Drawdown Comparison
The maximum ZSCCX drawdown since its inception was -50.29%, smaller than the maximum LMSIX drawdown of -61.16%. Use the drawdown chart below to compare losses from any high point for ZSCCX and LMSIX.
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Drawdown Indicators
| ZSCCX | LMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -61.16% | +10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -9.22% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -26.80% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -27.66% | +3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | -50.26% | -0.03% |
Current DrawdownCurrent decline from peak | -7.38% | -1.29% | -6.09% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -10.82% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.66% | +0.64% |
Volatility
ZSCCX vs. LMSIX - Volatility Comparison
Zacks Small-Cap Core Fund (ZSCCX) has a higher volatility of 6.34% compared to Franklin U.S. Small Cap Equity Fund (LMSIX) at 3.88%. This indicates that ZSCCX's price experiences larger fluctuations and is considered to be riskier than LMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZSCCX | LMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 3.88% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 15.07% | 13.52% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 18.70% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 21.87% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.23% | 23.45% | +0.78% |
ZSCCX vs. LMSIX - Expense Ratio Comparison
ZSCCX has a 1.39% expense ratio, which is higher than LMSIX's 1.03% expense ratio.
Dividends
ZSCCX vs. LMSIX - Dividend Comparison
ZSCCX has not paid dividends to shareholders, while LMSIX's dividend yield for the trailing twelve months is around 6.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMSIX Franklin U.S. Small Cap Equity Fund | 6.73% | 6.35% | 4.05% | 3.70% | 5.18% | 21.64% | 3.60% | 1.48% | 11.17% | 8.85% | 4.79% | 7.52% |
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% |
Frequently Asked Questions
ZSCCX and LMSIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZSCCX has higher volatility (6.34%) compared to LMSIX (3.88%). In terms of maximum drawdown, ZSCCX dropped -50.29% vs LMSIX's -61.16%.
LMSIX currently has the higher Sharpe Ratio (2.00 vs 1.77), 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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