PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ)

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PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) is up 0.2% since the beginning of the year. ZROZ is currently trading at $64 per share. Investors who bought $1,000 worth of ZROZ shares 5 years ago would now be looking at an investment worth $533.

PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has returned 0.21% so far this year and 3.09% over the past 12 months. Over the last ten years, ZROZ has returned -4.26% per year, falling short of the S&P 500 Index benchmark, which averaged 13.53% annually.

Based on dividend-adjusted daily data since Nov 4, 2009, ZROZ's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 49% of months were positive and 51% were negative. The best month was Sep 2011 with a return of +26.0%, while the worst month was Apr 2022 at -13.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, ZROZ closed higher 51% of trading days. The best single day was Mar 20, 2020 with a return of +8.9%, while the worst single day was Aug 11, 2011 at -9.1%.

PIMCO 25+ Year Zero Coupon US Treasury Index Fund has an annualized alpha of 10.54%, beta of -0.39, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since November 04, 2009.

• This ETF tended to rise when S&P 500 Index fell (downside capture of -29.06%), but participation in market rallies was also limited (-3.41%) - a profile typical of counter-cyclical assets.
• Beta of -0.39 may look defensive, but with R2 of 0.08 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.08 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

ZROZ has an expense ratio of 0.15%, which is considered low.

ZROZ ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

PIMCO 25+ Year Zero Coupon US Treasury Index Fund provided a 5.08% dividend yield over the last twelve months, with an annual payout of $3.23 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for PIMCO 25+ Year Zero Coupon US Treasury Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the PIMCO 25+ Year Zero Coupon US Treasury Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PIMCO 25+ Year Zero Coupon US Treasury Index Fund was 62.93%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current PIMCO 25+ Year Zero Coupon US Treasury Index Fund drawdown is 59.41%.

The chart below shows the rolling one-month volatility.