PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ)
ZROZ is a passive ETF by PIMCO tracking the investment results of the BofA Merrill Lynch Long Treasury Principal STRIPS Index. ZROZ launched on Oct 30, 2009 and has a 0.15% expense ratio.
ETF Info
| ISIN | US72201R8824 |
|---|---|
| CUSIP | 72201R882 |
| Issuer | PIMCO |
| Inception Date | Oct 30, 2009 |
| Region | North America (U.S.) |
| Category | Government Bonds |
| Leveraged | 1x |
| Index Tracked | BofA Merrill Lynch Long Treasury Principal STRIPS Index |
| Home Page | www.pimco.com |
| Asset Class | Bond |
Expense Ratio
ZROZ has an expense ratio of 0.15%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: ZROZ vs. TLT, ZROZ vs. EDV, ZROZ vs. GOVZ, ZROZ vs. SPY, ZROZ vs. ^TNX, ZROZ vs. IDTL.L, ZROZ vs. VTI, ZROZ vs. BOND, ZROZ vs. 1000, ZROZ vs. PHYS
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PIMCO 25+ Year Zero Coupon US Treasury Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
PIMCO 25+ Year Zero Coupon US Treasury Index Fund had a return of -12.98% year-to-date (YTD) and 1.84% in the last 12 months. Over the past 10 years, PIMCO 25+ Year Zero Coupon US Treasury Index Fund had an annualized return of -1.57%, while the S&P 500 had an annualized return of 11.39%, indicating that PIMCO 25+ Year Zero Coupon US Treasury Index Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -12.98% | 25.48% |
| 1 month | -5.61% | 2.14% |
| 6 months | -2.48% | 12.76% |
| 1 year | 1.84% | 33.14% |
| 5 years (annualized) | -9.77% | 13.96% |
| 10 years (annualized) | -1.57% | 11.39% |
Monthly Returns
The table below presents the monthly returns of ZROZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -5.53% | -2.65% | 0.99% | -10.27% | 4.06% | 2.51% | 4.64% | 3.69% | 2.21% | -7.46% | -12.98% | ||
| 2023 | 10.55% | -6.12% | 5.69% | 0.06% | -4.61% | 1.43% | -4.08% | -5.15% | -12.39% | -9.16% | 16.02% | 13.43% | 1.19% |
| 2022 | -4.45% | -2.78% | -6.27% | -13.43% | -3.99% | -1.28% | 2.16% | -5.04% | -10.90% | -10.38% | 9.96% | -3.53% | -41.28% |
| 2021 | -5.43% | -8.61% | -6.60% | 3.62% | 0.17% | 6.50% | 5.21% | -0.39% | -3.91% | 4.65% | 3.97% | -3.06% | -5.22% |
| 2020 | 11.15% | 9.85% | 7.33% | 2.66% | -3.64% | 0.52% | 6.82% | -7.55% | 0.52% | -4.89% | 2.72% | -1.44% | 24.57% |
| 2019 | 0.67% | -2.24% | 8.06% | -3.20% | 10.92% | 0.52% | 0.51% | 17.59% | -4.15% | -1.58% | -0.42% | -4.87% | 21.22% |
| 2018 | -4.80% | -4.97% | 4.66% | -3.17% | 3.33% | 0.98% | -2.16% | 1.75% | -4.41% | -5.79% | 2.74% | 8.27% | -4.61% |
| 2017 | 1.08% | 2.34% | -1.18% | 1.31% | 3.32% | 1.55% | -1.58% | 5.17% | -3.34% | 0.38% | 1.29% | 3.83% | 14.77% |
| 2016 | 9.15% | 4.08% | 0.10% | -1.79% | 1.35% | 10.07% | 3.81% | -0.59% | -2.94% | -6.80% | -11.81% | -0.51% | 2.07% |
| 2015 | 16.00% | -10.07% | 1.17% | -5.68% | -4.17% | -6.71% | 7.17% | -0.91% | 2.10% | -0.47% | -1.21% | -1.07% | -6.13% |
| 2014 | 10.14% | 0.89% | 1.79% | 3.41% | 4.66% | -0.08% | 1.34% | 7.59% | -3.93% | 4.34% | 4.14% | 6.13% | 47.74% |
| 2013 | -5.06% | 1.25% | -1.03% | 8.10% | -10.32% | -4.67% | -3.95% | -1.33% | -0.49% | 1.90% | -4.96% | -1.53% | -20.92% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ZROZ is 9, indicating that it is in the bottom 9% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
PIMCO 25+ Year Zero Coupon US Treasury Index Fund provided a 4.27% dividend yield over the last twelve months, with an annual payout of $3.08 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.08 | $3.00 | $2.41 | $2.44 | $2.74 | $2.96 | $3.27 | $3.07 | $3.26 | $3.26 | $2.40 | $3.55 |
Dividend yield | 4.27% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% | 4.28% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.76 | $0.00 | $2.30 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.71 | $0.00 | $0.78 | $3.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.63 | $0.00 | $0.62 | $2.41 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.63 | $0.00 | $0.64 | $2.44 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.57 | $0.00 | $0.65 | $2.74 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.70 | $0.00 | $0.86 | $2.96 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.77 | $0.00 | $0.95 | $3.27 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.77 | $0.00 | $0.78 | $3.07 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $1.00 | $0.00 | $1.11 | $3.26 |
| 2015 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.93 | $3.26 |
| 2014 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.76 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.78 | $2.40 |
| 2013 | $0.77 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $1.24 | $3.55 |
Drawdowns
Drawdowns Chart
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.
Worst Drawdowns
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 57.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.93% | Mar 10, 2020 | 911 | Oct 19, 2023 | — | — | — |
| -32.28% | Jul 26, 2012 | 269 | Aug 21, 2013 | 331 | Dec 12, 2014 | 600 |
| -28.86% | Aug 27, 2010 | 116 | Feb 10, 2011 | 125 | Aug 10, 2011 | 241 |
| -25.82% | Feb 2, 2015 | 102 | Jun 26, 2015 | 252 | Jun 27, 2016 | 354 |
| -25.21% | Jul 11, 2016 | 111 | Dec 14, 2016 | 660 | Aug 1, 2019 | 771 |
Volatility
Volatility Chart
The current PIMCO 25+ Year Zero Coupon US Treasury Index Fund volatility is 8.57%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.