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ZSCCX vs. RYOTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZSCCX vs. RYOTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Small-Cap Core Fund (ZSCCX) and Royce Micro Cap Series Fund (RYOTX). The values are adjusted to include any dividend payments, if applicable.

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ZSCCX vs. RYOTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZSCCX
Zacks Small-Cap Core Fund
0.53%10.25%27.77%17.94%-11.84%32.60%-1.42%21.20%-12.29%14.04%
RYOTX
Royce Micro Cap Series Fund
9.23%13.51%13.24%19.51%-22.66%30.36%24.56%21.19%-9.09%5.29%

Returns By Period

In the year-to-date period, ZSCCX achieves a 0.53% return, which is significantly lower than RYOTX's 9.23% return. Both investments have delivered pretty close results over the past 10 years, with ZSCCX having a 11.15% annualized return and RYOTX not far ahead at 11.46%.


ZSCCX

1D
2.38%
1M
-4.90%
YTD
0.53%
6M
3.54%
1Y
21.34%
3Y*
17.26%
5Y*
10.31%
10Y*
11.15%

RYOTX

1D
2.99%
1M
-7.15%
YTD
9.23%
6M
10.78%
1Y
45.50%
3Y*
17.84%
5Y*
7.08%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZSCCX vs. RYOTX - Expense Ratio Comparison

ZSCCX has a 1.39% expense ratio, which is higher than RYOTX's 1.20% expense ratio.


Return for Risk

ZSCCX vs. RYOTX — Risk / Return Rank

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

ZSCCX
ZSCCX Risk / Return Rank: 5050
Overall Rank
ZSCCX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ZSCCX Sortino Ratio Rank: 4848
Sortino Ratio Rank
ZSCCX Omega Ratio Rank: 3636
Omega Ratio Rank
ZSCCX Calmar Ratio Rank: 6767
Calmar Ratio Rank
ZSCCX Martin Ratio Rank: 5656
Martin Ratio Rank

RYOTX
RYOTX Risk / Return Rank: 8686
Overall Rank
RYOTX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
RYOTX Sortino Ratio Rank: 8585
Sortino Ratio Rank
RYOTX Omega Ratio Rank: 7575
Omega Ratio Rank
RYOTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RYOTX Martin Ratio Rank: 9191
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.

ZSCCX vs. RYOTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Small-Cap Core Fund (ZSCCX) and Royce Micro Cap Series Fund (RYOTX). 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.


ZSCCXRYOTXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.73

-0.73

Sortino ratio

Return per unit of downside risk

1.51

2.37

-0.86

Omega ratio

Gain probability vs. loss probability

1.19

1.31

-0.11

Calmar ratio

Return relative to maximum drawdown

1.77

3.26

-1.49

Martin ratio

Return relative to average drawdown

6.25

11.42

-5.17

ZSCCX vs. RYOTX - Sharpe Ratio Comparison

The current ZSCCX Sharpe Ratio is 1.00, which is lower than the RYOTX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of ZSCCX and RYOTX, 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


ZSCCXRYOTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.73

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.30

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.50

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.59

-0.10

Correlation

The correlation between ZSCCX and RYOTX 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

ZSCCX vs. RYOTX - Dividend Comparison

ZSCCX has not paid dividends to shareholders, while RYOTX's dividend yield for the trailing twelve months is around 13.68%.


TTM20252024202320222021202020192018201720162015
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%
RYOTX
Royce Micro Cap Series Fund
13.68%14.94%12.20%6.97%5.10%23.10%7.40%2.72%13.95%7.76%11.41%12.99%

Drawdowns

ZSCCX vs. RYOTX - Drawdown Comparison

The maximum ZSCCX drawdown since its inception was -50.29%, smaller than the maximum RYOTX drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for ZSCCX and RYOTX.


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Drawdown Indicators


ZSCCXRYOTXDifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-56.86%

+6.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-13.59%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-23.91%

-35.84%

+11.93%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

-44.87%

-5.42%

Current Drawdown

Current decline from peak

-6.14%

-7.15%

+1.01%

Average Drawdown

Average peak-to-trough decline

-7.17%

-9.47%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.88%

-0.49%

Volatility

ZSCCX vs. RYOTX - Volatility Comparison

The current volatility for Zacks Small-Cap Core Fund (ZSCCX) is 7.23%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 9.07%. This indicates that ZSCCX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZSCCXRYOTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

9.07%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

17.62%

-3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

21.82%

26.53%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.84%

23.39%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.11%

23.03%

+1.08%