LDI vs. ZROZ
Compare and contrast key facts about loanDepot, Inc. (LDI) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ).
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: LDI or ZROZ.
Correlation
The correlation between LDI and ZROZ is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LDI vs. ZROZ - Performance Comparison
Key characteristics
LDI:
-0.43
ZROZ:
-0.31
LDI:
-0.26
ZROZ:
-0.29
LDI:
0.97
ZROZ:
0.97
LDI:
-0.33
ZROZ:
-0.11
LDI:
-1.10
ZROZ:
-0.63
LDI:
28.31%
ZROZ:
10.63%
LDI:
72.97%
ZROZ:
21.78%
LDI:
-95.92%
ZROZ:
-62.93%
LDI:
-94.12%
ZROZ:
-58.74%
Returns By Period
In the year-to-date period, LDI achieves a -16.67% return, which is significantly lower than ZROZ's -0.04% return.
LDI
-16.67%
-4.49%
-38.41%
-32.27%
N/A
N/A
ZROZ
-0.04%
1.37%
-16.19%
-6.78%
-12.24%
-2.95%
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Risk-Adjusted Performance
LDI vs. ZROZ — Risk-Adjusted Performance Rank
LDI
ZROZ
LDI vs. ZROZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for loanDepot, Inc. (LDI) 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
LDI vs. ZROZ - Dividend Comparison
LDI has not paid dividends to shareholders, while ZROZ's dividend yield for the trailing twelve months is around 4.58%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDI loanDepot, Inc. | 0.00% | 0.00% | 0.00% | 4.85% | 17.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.58% | 4.58% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% |
Drawdowns
LDI vs. ZROZ - Drawdown Comparison
The maximum LDI drawdown since its inception was -95.92%, which is greater than ZROZ's maximum drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for LDI and ZROZ. For additional features, visit the drawdowns tool.
Volatility
LDI vs. ZROZ - Volatility Comparison
loanDepot, Inc. (LDI) has a higher volatility of 11.57% compared to PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) at 6.44%. This indicates that LDI's price experiences larger fluctuations and is considered to be riskier than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.