Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund) | -4.04% | -12.28% | -12.37% | -15.93% | -1.99% | 1.47% | NA | 2.22% |
Data as of 07/11/2025, AR inception is 11/04/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund) | 11/04/2009 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.73 | -12.28 | -12.37 | -15.93 | -1.99 | 1.47 | NA | 2.22 | -4.04 | -16.18 | 1.19 | -41.28 | -5.22 | 24.57 | 21.22 | -4.62 | 14.77 | 1.55 | -6.13 | 47.74 | -20.91 | 0.96 | 60.36 | 9.92 | -6.29 |
| Sharpe Ratio | NA | -0.67 | -0.61 | -0.74 | -0.15 | NA | NA | 0.05 | -0.45 | -0.89 | -0.09 | -1.46 | -0.27 | 0.83 | 1.12 | -0.42 | 0.94 | 0.07 | -0.25 | 2.82 | -0.99 | 0.04 | 1.78 | 0.34 | -1.40 |
| Standard Deviation(%) | NA | 23.12 | 25.86 | 24.15 | 22.35 | NA | NA | 23.58 | 23.61 | 22.20 | 27.45 | 29.43 | 19.53 | 29.34 | 17.64 | 14.31 | 15.10 | 19.95 | 24.75 | 16.92 | 21.15 | 22.97 | 33.81 | 28.61 | 24.47 |
| Draw Down(%) | NA | 26.10 | 40.89 | 62.26 | 62.93 | NA | NA | 62.93 | 15.95 | 19.50 | 32.52 | 47.81 | 20.62 | 21.23 | 12.22 | 15.52 | 7.13 | 25.21 | 25.82 | 8.21 | 26.07 | 16.37 | 18.35 | 25.47 | 12.29 |
| Yield(%) | 0.00 | 4.13 | 2.79 | 1.55 | 2.80 | 3.73 | 3.18 | 4.24 | 2.29 | 3.73 | 3.34 | 1.64 | 1.50 | 2.02 | 2.61 | 2.75 | 2.81 | 2.35 | 2.68 | 2.88 | 3.33 | 3.17 | 4.66 | 4.79 | 0.69 |
Data as of 07/11/2025, AR inception is 11/04/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund) |
-24.34%
Oct 2020 - Oct 2023 |
-15.49%
May 2020 - May 2025 |
-4.45%
Jan 2015 - Jan 2025 |
1.42%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund) |
21.21%
Apr 2010 - Apr 2013 |
18.81%
Jan 2010 - Jan 2015 |
13.56%
Mar 2010 - Mar 2020 |
3.48%
Mar 2010 - Mar 2025 |
Annualized Rolling Returns Comparison Chart