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MINO vs. ZROZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MINO vs. ZROZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Municipal Income Opportunities Active Exchange-Traded Fund (MINO) 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, MINO achieves a 1.96% return, which is significantly higher than ZROZ's -1.07% return.


MINO

1D
-0.08%
1M
0.58%
YTD
1.96%
6M
2.19%
1Y
7.93%
3Y*
4.99%
5Y*
10Y*

ZROZ

1D
-0.48%
1M
1.55%
YTD
-1.07%
6M
-4.36%
1Y
3.89%
3Y*
-7.39%
5Y*
-11.62%
10Y*
-4.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MINO vs. ZROZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MINO
PIMCO Municipal Income Opportunities Active Exchange-Traded Fund
1.96%4.42%3.13%8.46%-10.43%0.28%
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
-1.07%-1.84%-16.18%1.19%-41.28%0.41%

Correlation

The correlation between MINO and ZROZ is 0.59, 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

0.59

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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2021

0.60

The correlation between MINO and ZROZ has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.

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Return for Risk

MINO vs. ZROZ — Risk / Return Rank

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

MINO
MINO Risk / Return Rank: 8181
Overall Rank
MINO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MINO Sortino Ratio Rank: 9292
Sortino Ratio Rank
MINO Omega Ratio Rank: 9292
Omega Ratio Rank
MINO Calmar Ratio Rank: 6666
Calmar Ratio Rank
MINO Martin Ratio Rank: 6565
Martin Ratio Rank

ZROZ
ZROZ Risk / Return Rank: 1212
Overall Rank
ZROZ Sharpe Ratio Rank: 1212
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.

MINO vs. ZROZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Municipal Income Opportunities Active Exchange-Traded Fund (MINO) 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.


MINOZROZDifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+4.01

Omega ratioGain probability vs. loss probability

1.63

1.05

+0.58

Calmar ratioReturn relative to maximum drawdown

3.30

0.28

+3.02

Martin ratioReturn relative to average drawdown

11.84

0.64

+11.20

MINO vs. ZROZ - Sharpe Ratio Comparison

The current MINO Sharpe Ratio is 2.92, which is higher than the ZROZ Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of MINO 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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Sharpe Ratios by Period


MINOZROZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

0.24

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.09

+0.23

Drawdowns

MINO vs. ZROZ - Drawdown Comparison

The maximum MINO drawdown since its inception was -15.24%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for MINO and ZROZ.


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Drawdown Indicators


MINOZROZDifference

Max Drawdown

Largest peak-to-trough decline

-15.24%

-62.93%

+47.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-14.02%

+11.61%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-28.62%

+23.28%

Max Drawdown (5Y)

Largest decline over 5 years

-57.98%

Max Drawdown (10Y)

Largest decline over 10 years

-62.93%

Current Drawdown

Current decline from peak

-0.22%

-59.93%

+59.71%

Average Drawdown

Average peak-to-trough decline

-4.25%

-24.04%

+19.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

6.12%

-5.45%

Volatility

MINO vs. ZROZ - Volatility Comparison

The current volatility for PIMCO Municipal Income Opportunities Active Exchange-Traded Fund (MINO) is 1.04%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 4.46%. This indicates that MINO 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


MINOZROZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

4.46%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

10.54%

-8.64%

Volatility (1Y)

Calculated over the trailing 1-year period

2.73%

16.25%

-13.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

23.90%

-19.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

22.06%

-17.51%

MINO vs. ZROZ - Expense Ratio Comparison

MINO has a 0.39% expense ratio, which is higher than ZROZ's 0.15% expense ratio.


Dividends

MINO vs. ZROZ - Dividend Comparison

MINO's dividend yield for the trailing twelve months is around 3.89%, less than ZROZ's 5.15% yield.


PositionTTM20252024202320222021202020192018201720162015
MINO
PIMCO Municipal Income Opportunities Active Exchange-Traded Fund
3.89%3.71%3.91%3.78%2.87%0.29%0.00%0.00%0.00%0.00%0.00%0.00%
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
5.15%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


MINO and ZROZ have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZROZ has higher volatility (4.46%) compared to MINO (1.04%). In terms of maximum drawdown, MINO dropped -15.24% vs ZROZ's -62.93%.

On 3-year performance, MINO leads with 4.99% vs -7.39% for ZROZ. On fees, ZROZ is cheaper at 0.15% per year. On volatility, MINO has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MINO has performed better with a 4.99% return vs -7.39%. 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 0.39% for MINO.

ZROZ has the higher dividend yield at 5.15%, compared with 3.89% for MINO.

MINO is categorized as Municipal Bonds, while ZROZ is Government Bonds. Their fees differ too: 0.39% for MINO and 0.15% for ZROZ.

MINO currently has the higher Sharpe Ratio (2.92 vs 0.24), 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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