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AGZ vs. ZROZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGZ vs. ZROZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Agency Bond ETF (AGZ) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGZ achieves a 0.66% return, which is significantly lower than ZROZ's 3.38% return. Over the past 10 years, AGZ has outperformed ZROZ with an annualized return of 1.82%, while ZROZ has yielded a comparatively lower -3.96% annualized return.


AGZ

1D
0.26%
1M
0.62%
YTD
0.66%
6M
0.66%
1Y
3.65%
3Y*
4.29%
5Y*
1.29%
10Y*
1.82%

ZROZ

1D
2.17%
1M
6.83%
YTD
3.38%
6M
1.48%
1Y
4.12%
3Y*
-6.82%
5Y*
-11.27%
10Y*
-3.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZ vs. ZROZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGZ
iShares Agency Bond ETF
0.66%6.05%3.08%5.18%-7.77%-1.05%5.77%5.51%1.32%2.01%
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
3.38%-1.84%-16.18%1.19%-41.28%-5.22%24.57%21.22%-5.43%14.77%

Correlation

The correlation between AGZ and ZROZ is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2009

0.65

The correlation between AGZ and ZROZ has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

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Return for Risk

AGZ vs. ZROZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGZ
AGZ Risk / Return Rank: 5252
Overall Rank
AGZ Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AGZ Sortino Ratio Rank: 5050
Sortino Ratio Rank
AGZ Omega Ratio Rank: 4646
Omega Ratio Rank
AGZ Calmar Ratio Rank: 6262
Calmar Ratio Rank
AGZ Martin Ratio Rank: 5555
Martin Ratio Rank

ZROZ
ZROZ Risk / Return Rank: 1212
Overall Rank
ZROZ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ZROZ Sortino Ratio Rank: 1212
Sortino Ratio Rank
ZROZ Omega Ratio Rank: 1111
Omega Ratio Rank
ZROZ Calmar Ratio Rank: 1212
Calmar Ratio Rank
ZROZ Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGZ vs. ZROZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Agency Bond ETF (AGZ) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGZZROZDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.26

1.05

+0.21

Calmar ratioReturn relative to maximum drawdown

2.71

0.29

+2.41

Martin ratioReturn relative to average drawdown

8.49

0.64

+7.85

AGZ vs. ZROZ - Sharpe Ratio Comparison

The current AGZ Sharpe Ratio is 1.44, which is higher than the ZROZ Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of AGZ and ZROZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGZ vs. ZROZ - Drawdown Comparison

The maximum AGZ drawdown since its inception was -11.01%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for AGZ and ZROZ.


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Drawdown Indicators


AGZZROZDifference

Max Drawdown

Largest peak-to-trough decline

-11.01%

-62.93%

+51.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-14.02%

+12.67%

Max Drawdown (3Y)

Largest decline over 3 years

-1.85%

-28.62%

+26.77%

Max Drawdown (5Y)

Largest decline over 5 years

-10.66%

-57.98%

+47.32%

Max Drawdown (10Y)

Largest decline over 10 years

-11.01%

-62.93%

+51.92%

Current Drawdown

Current decline from peak

-0.29%

-58.13%

+57.84%

Average Drawdown

Average peak-to-trough decline

-1.61%

-24.16%

+22.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

6.41%

-5.98%

Volatility

AGZ vs. ZROZ - Volatility Comparison

The current volatility for iShares Agency Bond ETF (AGZ) is 0.70%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 4.01%. This indicates that AGZ experiences smaller price fluctuations and is considered to be less risky than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGZZROZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

4.01%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

10.93%

-8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.55%

15.88%

-13.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.55%

23.85%

-20.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.03%

22.04%

-19.01%

AGZ vs. ZROZ - Expense Ratio Comparison

AGZ has a 0.20% expense ratio, which is higher than ZROZ's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AGZ vs. ZROZ - Dividend Comparison

AGZ's dividend yield for the trailing twelve months is around 3.71%, less than ZROZ's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
AGZ
iShares Agency Bond ETF
3.71%3.75%3.48%3.14%1.56%0.96%2.25%2.32%2.15%1.58%1.52%1.30%
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
4.93%4.96%4.58%3.52%2.76%1.60%1.68%2.22%2.06%2.53%3.00%2.98%

Frequently Asked Questions


AGZ and ZROZ have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZROZ has higher volatility (4.01%) compared to AGZ (0.70%). In terms of maximum drawdown, AGZ dropped -11.01% vs ZROZ's -62.93%.

On 10-year performance, AGZ leads with 1.82% vs -3.96% for ZROZ. On fees, ZROZ is cheaper at 0.15% per year. On volatility, AGZ has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGZ has performed better with a 1.82% return vs -3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZROZ is cheaper with a 0.15% expense ratio, compared with 0.20% for AGZ.

ZROZ has the higher dividend yield at 4.93%, compared with 3.71% for AGZ.

AGZ tracks Bloomberg U.S. Agency Bond Index (USD), while ZROZ tracks ICE BofA Long U.S. Treasury Principal STRIPS Index. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.20% for AGZ and 0.15% for ZROZ.

AGZ currently has the higher Sharpe Ratio (1.44 vs 0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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