Zoroark is meant to have low defence and special defence; that's how it is for the entire species.
The Zorua (now Zoroark) you got from the Sage was previously N's Zoroark, and all of N's Pokemon have near perfect IVs (30 in each stat). If you don't know what IVs are, they're short for "Individual Values", which is basically a predetermined number system that dictates how well your Pokemon will perform in battle. The maximum IVs for any stat is 31, so N's Zoroark will perform very well in battle.
Click here for a longer explanation of IVs.
Take a look at Zoroark's base stats
Zoroark cannot achieve any higher in its defences, because that's just how it was made. Investing anything in its defences is a waste of your time.
Competitively, what you want for your Zoroark is speed and attack, not for it to take damage. It's there to sweep your opponents as fast as possible without it taking much damage. You'll need another Pokemon to take damage for it, probably something like Bronzong or Cofagrigus, either of which will be able to take Zoroark's weaknesses.
One way to make sure a Pokemon does better in battle is EVs (Effort Values).
Click here for a guide in EV training & information.
For Zoroark, you will need to EV train Speed and either Attack or Special Attack (depending on what set you want to run. Since the better attack moves need to be bred onto a Zoroark, I suggest you choose a special based moveset.
Zoroark @ Life Orb/ Leftovers
EVs: 252 Sp. Atk, 252 Speed, 4 HP
Nature: (whatever your Zoroark has)
- Night Daze
- Focus Blast
- Nasty Plot