SCRZX Performance — Small Cap Core Portfolio, Class Z
Data updated: 2026-08-26
SCRZX returned +22.63% year to date and +34.22% over one year to Jun 2026. Annualised returns are +16.11% over 3 years and +7.92% over 5 years. The fund beat its US Small Blend category average: $100 invested three years ago grew to $157, against $156 for the category, and to $134 over one year, against $133. Volatility over the past three years was 19.32% a year. In the 12 months to Jun 2026 the fund took in a net $29.5M, and assets reached $861.11M.
SCRZX Growth of $100
What $100 invested in Small Cap Core Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | SCRZX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $134 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $157 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $146 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $206 | $209 |
SCRZX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +22.63% |
| 1 year | +34.22% |
| 3 years (annualised) | +16.11% |
| 5 years (annualised) | +7.92% |
SCRZX Annual Returns
Calendar-year total returns of Small Cap Core Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +22.63% |
| 2025 | +7.54% |
| 2024 | +7.65% |
| 2023 | +20.96% |
| 2022 | −18.88% |
| 2021 | +23.25% |
| 2020 | +12.42% |
| 2019 (Jul–Dec) | +6.55% |
SCRZX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.9% | +1.0% | −4.6% | +11.0% | +3.1% | +6.1% | — | — | — | — | — | — |
| 2025 | +3.5% | −6.1% | −6.6% | −2.7% | +6.0% | +4.9% | +1.0% | +5.4% | +2.1% | −0.3% | +2.0% | −0.9% |
| 2024 | −2.8% | +5.0% | +3.3% | −7.8% | +5.4% | −1.7% | +9.8% | −1.4% | +1.4% | −2.4% | +9.8% | −9.1% |
| 2023 | +9.2% | −1.1% | −4.2% | −0.5% | −1.6% | +8.4% | +4.9% | −3.3% | −5.3% | −6.0% | +9.0% | +12.0% |
| 2022 | −8.6% | +0.9% | −0.9% | −8.7% | +1.9% | −8.5% | +10.8% | −4.3% | −9.4% | +11.4% | +4.2% | −6.5% |
| 2021 | +2.4% | +8.6% | +2.1% | +3.6% | −0.1% | −0.1% | −1.6% | +2.8% | −1.8% | +4.8% | −3.5% | +4.7% |
| 2020 | −3.7% | −9.6% | −22.5% | +14.1% | +7.2% | +2.6% | +3.7% | +4.5% | −3.3% | +2.1% | +15.3% | +7.6% |
| 2019 | — | — | — | — | — | — | +0.5% | −5.0% | +2.3% | +2.5% | +4.3% | +2.0% |
SCRZX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 19.32%
- 3-year Sharpe ratio: 0.60 (vs 4.5% risk-free rate)
- Best month: +12.05% (Dec 2023)
- Worst month: −9.13% (Dec 2024)
SCRZX Fund Flows
Monthly money in and out of Small Cap Core Portfolio, from SEC Form N-PORT.
- 12-month net flow: $29.5M
- 12-month gross sales (incl. reinvestments): $121.8M
- Sales ÷ redemptions: 1.32×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $7.3M | $6.8M | $527K |
| May 2026 | $4.4M | $7.6M | −$3.2M |
| Apr 2026 | $4.0M | $6.0M | −$2.1M |
| Mar 2026 | $4.5M | $26.7M | −$22.1M |
| Feb 2026 | $5.0M | $5.0M | −$41K |
| Jan 2026 | $5.2M | $9.2M | −$4.0M |
| Dec 2025 | $75.4M | $6.7M | $68.7M |
| Nov 2025 | $4.0M | $6.9M | −$3.0M |
| Oct 2025 | $4.0M | $4.1M | −$79K |
| Sep 2025 | $2.7M | $3.1M | −$451K |
| Aug 2025 | $2.6M | $4.1M | −$1.4M |
| Jul 2025 | $2.7M | $5.9M | −$3.3M |
SCRZX Assets Under Management
Net assets of Small Cap Core Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $861.11M |
| 2026-03-31 | $713.80M |
| 2025-12-31 | $732.75M |
| 2025-09-30 | $732.92M |
| 2025-06-30 | $679.57M |
| 2025-03-31 | $633.48M |
| 2024-12-31 | $699.06M |
| 2024-09-30 | $742.21M |
| 2024-06-30 | $677.78M |
| 2024-03-31 | $715.33M |
| 2023-12-31 | $717.51M |
| 2023-09-30 | $645.04M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.