LDI vs. ZROZ

In the year-to-date period, LDI achieves a -35.78% return, which is significantly lower than ZROZ's -4.95% return.

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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.

The current LDI Sharpe Ratio is -0.35, which is comparable to the ZROZ Sharpe Ratio of -0.30. 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.

LDI has not paid dividends to shareholders, while ZROZ's dividend yield for the trailing twelve months is around 4.88%.

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.

loanDepot, Inc. (LDI) has a higher volatility of 19.45% compared to PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) at 5.87%. 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.