BIAZX vs. ZROZ
Compare and contrast key facts about Brown Advisory Mortgage Securities Fund (BIAZX) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ).
BIAZX is managed by Brown Advisory Funds. It was launched on Dec 25, 2013. ZROZ is a passively managed fund by PIMCO that tracks the performance of the BofA Merrill Lynch Long Treasury Principal STRIPS Index. It was launched on Oct 30, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAZX or ZROZ.
Correlation
The correlation between BIAZX and ZROZ is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BIAZX vs. ZROZ - Performance Comparison
Key characteristics
BIAZX:
0.51
ZROZ:
-0.42
BIAZX:
0.75
ZROZ:
-0.46
BIAZX:
1.09
ZROZ:
0.95
BIAZX:
0.25
ZROZ:
-0.15
BIAZX:
1.24
ZROZ:
-0.87
BIAZX:
2.25%
ZROZ:
10.45%
BIAZX:
5.48%
ZROZ:
21.60%
BIAZX:
-15.94%
ZROZ:
-62.93%
BIAZX:
-6.59%
ZROZ:
-59.20%
Returns By Period
In the year-to-date period, BIAZX achieves a 0.07% return, which is significantly higher than ZROZ's -1.17% return. Over the past 10 years, BIAZX has outperformed ZROZ with an annualized return of 1.04%, while ZROZ has yielded a comparatively lower -3.27% annualized return.
BIAZX
0.07%
1.43%
-1.70%
3.83%
-0.42%
1.04%
ZROZ
-1.17%
3.20%
-15.78%
-7.23%
-12.07%
-3.27%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BIAZX vs. ZROZ - Expense Ratio Comparison
BIAZX has a 0.49% expense ratio, which is higher than ZROZ's 0.15% expense ratio.
Risk-Adjusted Performance
BIAZX vs. ZROZ — Risk-Adjusted Performance Rank
BIAZX
ZROZ
BIAZX vs. ZROZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Mortgage Securities Fund (BIAZX) 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.
Dividends
BIAZX vs. ZROZ - Dividend Comparison
BIAZX's dividend yield for the trailing twelve months is around 4.38%, less than ZROZ's 4.63% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAZX Brown Advisory Mortgage Securities Fund | 4.38% | 4.43% | 3.66% | 2.34% | 0.74% | 0.99% | 2.12% | 2.76% | 2.04% | 2.31% | 2.83% | 2.51% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.63% | 4.58% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% |
Drawdowns
BIAZX vs. ZROZ - Drawdown Comparison
The maximum BIAZX drawdown since its inception was -15.94%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for BIAZX and ZROZ. For additional features, visit the drawdowns tool.
Volatility
BIAZX vs. ZROZ - Volatility Comparison
The current volatility for Brown Advisory Mortgage Securities Fund (BIAZX) is 1.47%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 6.03%. This indicates that BIAZX 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.