Zacks All-Cap Core Fund
Zacks Trust

Average annual returns

No trailing-return data available for this share class.

Risk statistics

27 months through Feb. 28, 2026
Volatility (ann.)
10.98%
Sharpe
1.92
Sortino
3.76
Max drawdown
-8.63%
Best month
6.20%
Worst month
-5.51%
Beta vs VTSAX
0.99
Correlation
0.98

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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