ZSCCX vs. VSCIX
ZSCCX (Zacks Small-Cap Core Fund) and VSCIX (Vanguard Small-Cap Index Fund Institutional Shares) are both Small Cap Blend Equities funds. Over the past 10 years, ZSCCX returned 12.63%/yr vs 10.95%/yr for VSCIX. Their correlation of 0.92 means they have usually moved in the same direction. ZSCCX charges 1.39%/yr vs 0.03%/yr for VSCIX.
Performance
ZSCCX vs. VSCIX - 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 VSCIX's 15.46% return. Over the past 10 years, ZSCCX has outperformed VSCIX with an annualized return of 12.63%, while VSCIX has yielded a comparatively lower 10.95% 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%
VSCIX
- 1D
- 0.91%
- 1M
- -1.56%
- 6M
- 10.36%
- YTD
- 15.46%
- 1Y
- 26.15%
- 3Y*
- 13.95%
- 5Y*
- 7.49%
- 10Y*
- 10.95%
- ALL TIME*
- 9.25%
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. VSCIX - 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% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 15.46% | 8.85% | 12.96% | 19.52% | -17.60% | 17.74% | 19.07% | 27.40% | -9.33% | 16.25% |
Correlation
The correlation between ZSCCX and VSCIX is 0.85, 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. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2011 | 0.92 |
The correlation between ZSCCX and VSCIX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
ZSCCX vs. VSCIX — Risk / Return Rank
ZSCCX
VSCIX
ZSCCX vs. VSCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Small-Cap Core Fund (ZSCCX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). 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 | VSCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 2.56 | +1.16 |
| Martin ratioReturn relative to average drawdown | 10.71 | 9.41 | +1.30 |
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Drawdowns
ZSCCX vs. VSCIX - Drawdown Comparison
The maximum ZSCCX drawdown since its inception was -50.29%, smaller than the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for ZSCCX and VSCIX.
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Drawdown Indicators
| ZSCCX | VSCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -59.66% | +9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -8.97% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -25.25% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -28.13% | +4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | -41.81% | -8.48% |
Current DrawdownCurrent decline from peak | -7.38% | -2.35% | -5.03% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -10.08% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.45% | +0.85% |
Volatility
ZSCCX vs. VSCIX - Volatility Comparison
Zacks Small-Cap Core Fund (ZSCCX) has a higher volatility of 6.34% compared to Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) at 3.31%. This indicates that ZSCCX's price experiences larger fluctuations and is considered to be riskier than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZSCCX | VSCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 3.31% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.07% | 11.97% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 16.47% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 20.67% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.23% | 21.52% | +2.71% |
ZSCCX vs. VSCIX - Expense Ratio Comparison
ZSCCX has a 1.39% expense ratio, which is higher than VSCIX's 0.03% expense ratio.
Dividends
ZSCCX vs. VSCIX - Dividend Comparison
ZSCCX has not paid dividends to shareholders, while VSCIX's dividend yield for the trailing twelve months is around 1.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.22% | 1.34% | 1.31% | 1.55% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% |
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 VSCIX have a correlation of 0.85, 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 VSCIX (3.31%). In terms of maximum drawdown, ZSCCX dropped -50.29% vs VSCIX's -59.66%.
ZSCCX currently has the higher Sharpe Ratio (1.77 vs 1.40), 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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