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ZSCCX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZSCCX vs. SSLCX - Performance Comparison

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

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ZSCCX vs. SSLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SSLCX
DWS Small Cap Core Fund
0.38%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%

Returns By Period

In the year-to-date period, ZSCCX achieves a -1.81% return, which is significantly lower than SSLCX's 0.38% return. Over the past 10 years, ZSCCX has outperformed SSLCX with an annualized return of 10.89%, while SSLCX has yielded a comparatively lower 9.91% 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%

SSLCX

1D
-1.07%
1M
-3.24%
YTD
0.38%
6M
-2.12%
1Y
8.58%
3Y*
8.94%
5Y*
5.62%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZSCCX vs. SSLCX - Expense Ratio Comparison

ZSCCX has a 1.39% expense ratio, which is higher than SSLCX's 0.95% expense ratio.


Return for Risk

ZSCCX vs. SSLCX — Risk / Return Rank

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

ZSCCX
ZSCCX Risk / Return Rank: 4444
Overall Rank
ZSCCX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ZSCCX Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZSCCX Omega Ratio Rank: 3434
Omega Ratio Rank
ZSCCX Calmar Ratio Rank: 5656
Calmar Ratio Rank
ZSCCX Martin Ratio Rank: 4747
Martin Ratio Rank

SSLCX
SSLCX Risk / Return Rank: 1919
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 1919
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. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Small-Cap Core Fund (ZSCCX) and DWS Small Cap Core Fund (SSLCX). 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.


ZSCCXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.50

+0.35

Sortino ratio

Return per unit of downside risk

1.32

0.81

+0.51

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

1.33

0.62

+0.71

Martin ratio

Return relative to average drawdown

4.72

2.03

+2.69

ZSCCX vs. SSLCX - Sharpe Ratio Comparison

The current ZSCCX Sharpe Ratio is 0.85, which is higher than the SSLCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ZSCCX and SSLCX, 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


ZSCCXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.50

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.32

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.47

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.37

+0.11

Correlation

The correlation between ZSCCX and SSLCX 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. SSLCX - Dividend Comparison

ZSCCX has not paid dividends to shareholders, while SSLCX's dividend yield for the trailing twelve months is around 1.20%.


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%
SSLCX
DWS Small Cap Core Fund
1.20%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Drawdowns

ZSCCX vs. SSLCX - Drawdown Comparison

The maximum ZSCCX drawdown since its inception was -50.29%, smaller than the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for ZSCCX and SSLCX.


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Drawdown Indicators


ZSCCXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-63.14%

+12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-10.06%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.91%

-22.57%

-1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

-48.07%

-2.22%

Current Drawdown

Current decline from peak

-8.32%

-5.55%

-2.77%

Average Drawdown

Average peak-to-trough decline

-7.17%

-11.38%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.09%

+0.28%

Volatility

ZSCCX vs. SSLCX - Volatility Comparison

Zacks Small-Cap Core Fund (ZSCCX) has a higher volatility of 6.90% compared to DWS Small Cap Core Fund (SSLCX) at 4.67%. This indicates that ZSCCX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZSCCXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

4.67%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

11.01%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

21.74%

17.54%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.82%

17.64%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.10%

21.06%

+3.04%