LDI vs. ZROZ

Last updated Apr 1, 2026

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.

Performance

LDI vs. ZROZ - Performance Comparison

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

LDI vs. ZROZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LDI loanDepot, Inc.	-31.40%	1.47%	-42.05%	113.33%	-64.95%	-76.72%
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund	-0.37%	-1.84%	-16.18%	1.19%	-41.28%	3.30%

Returns By Period

In the year-to-date period, LDI achieves a -31.40% return, which is significantly lower than ZROZ's -0.37% return.

LDI

• 1D: 5.19%
• 1M: -31.40%
• YTD: -31.40%
• 6M: -53.75%
• 1Y: 19.33%
• 3Y*: -4.10%
• 5Y*: -40.11%
• 10Y*: —

ZROZ

• 1D: -0.61%
• 1M: -6.35%
• YTD: -0.37%
• 6M: -3.49%
• 1Y: -6.32%
• 3Y*: -8.90%
• 5Y*: -11.00%
• 10Y*: -3.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LDI vs. ZROZ — Risk / Return Rank

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

LDI

LDI Risk / Return Rank: 51
LDI Sharpe Ratio Rank: 49
LDI Sortino Ratio Rank: 59
LDI Omega Ratio Rank: 53
LDI Calmar Ratio Rank: 48
LDI Martin Ratio Rank: 48

ZROZ

ZROZ Risk / Return Rank: 7
ZROZ Sharpe Ratio Rank: 6
ZROZ Sortino Ratio Rank: 6
ZROZ Omega Ratio Rank: 6
ZROZ Calmar Ratio Rank: 7
ZROZ Martin Ratio Rank: 8

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.

LDI vs. ZROZ - Risk-Adjusted Trends 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.

	LDI	ZROZ	Difference
Sharpe ratio Return per unit of total volatility	0.21	-0.33	+0.54
Sortino ratio Return per unit of downside risk	1.12	-0.34	+1.45
Omega ratio Gain probability vs. loss probability	1.12	0.96	+0.16
Calmar ratio Return relative to maximum drawdown	0.27	-0.30	+0.58
Martin ratio Return relative to average drawdown	0.54	-0.53	+1.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDI vs. ZROZ - Sharpe Ratio Comparison

The current LDI Sharpe Ratio is 0.21, which is higher than the ZROZ Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of LDI and ZROZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LDI	ZROZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	-0.33	+0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.52	-0.46	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.50	0.09	-0.60

Correlation

The correlation between LDI and ZROZ is 0.17, 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.

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 4.98%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LDI loanDepot, Inc.	0.00%	0.00%	0.00%	0.00%	4.85%	17.75%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund	4.98%	4.96%	4.58%	3.52%	2.76%	1.60%	1.68%	2.22%	2.06%	2.53%	3.00%	2.98%

Drawdowns

LDI vs. ZROZ - Drawdown Comparison

The maximum LDI drawdown since its inception was -96.47%, 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.

Drawdown Indicators

	LDI	ZROZ	Difference
Max Drawdown Largest peak-to-trough decline	-96.47%	-62.93%	-33.54%
Max Drawdown (1Y) Largest decline over 1 year	-70.83%	-15.63%	-55.20%
Max Drawdown (5Y) Largest decline over 5 years	-95.00%	-57.98%	-37.02%
Max Drawdown (10Y) Largest decline over 10 years	—	-62.93%	—
Current Drawdown Current decline from peak	-95.09%	-59.65%	-35.44%
Average Drawdown Average peak-to-trough decline	-86.91%	-23.66%	-63.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.71%	8.99%	+26.72%

Volatility

LDI vs. ZROZ - Volatility Comparison

loanDepot, Inc. (LDI) has a higher volatility of 15.01% compared to PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) at 5.79%. 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.

Volatility by Period

	LDI	ZROZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.01%	5.79%	+9.22%
Volatility (6M) Calculated over the trailing 6-month period	54.71%	10.85%	+43.86%
Volatility (1Y) Calculated over the trailing 1-year period	94.68%	19.16%	+75.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.14%	23.93%	+53.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.32%	22.09%	+58.23%