REMVX vs. ZROZ
REMVX (RBC Emerging Markets Value Equity Fund) and ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Fund) are both funds - REMVX is a Emerging Markets Equities fund managed by RBC, while ZROZ is a Government Bonds fund tracking the ICE BofA Long U.S. Treasury Principal STRIPS Index. Over the past 5 years, REMVX returned 10.00%/yr vs -14.47%/yr for ZROZ. Their -0.08 correlation means they have often moved in opposite directions in the past. REMVX charges 0.95%/yr vs 0.15%/yr for ZROZ.
Performance
REMVX vs. ZROZ - Performance Comparison
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Returns By Period
In the year-to-date period, REMVX achieves a 18.48% return, which is significantly higher than ZROZ's -7.23% return.
REMVX
- 1D
- 3.80%
- 1M
- -2.33%
- 6M
- 6.94%
- YTD
- 18.48%
- 1Y
- 44.34%
- 3Y*
- 21.30%
- 5Y*
- 10.00%
- 10Y*
- —
- ALL TIME*
- 9.83%
ZROZ
- 1D
- -1.24%
- 1M
- -7.20%
- 6M
- -6.41%
- YTD
- -7.23%
- 1Y
- -7.54%
- 3Y*
- -8.06%
- 5Y*
- -14.47%
- 10Y*
- -5.40%
- ALL TIME*
- 1.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $41.31M | $45.82M | $40.38M |
REMVX vs. ZROZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
REMVX RBC Emerging Markets Value Equity Fund | 18.48% | 47.31% | 4.58% | 11.03% | -16.99% | 3.71% | 18.03% | 16.00% | -11.48% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | -7.23% | -1.84% | -16.18% | 1.19% | -41.28% | -5.22% | 24.57% | 21.22% | 2.38% |
Correlation
The correlation between REMVX and ZROZ is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | -0.08 |
The correlation between REMVX and ZROZ shifts across timeframes, from -0.08 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
REMVX vs. ZROZ — Risk / Return Rank
REMVX
ZROZ
REMVX vs. ZROZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC Emerging Markets Value Equity Fund (REMVX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| REMVX | ZROZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.95 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | -0.39 | +3.18 |
| Martin ratioReturn relative to average drawdown | 8.79 | -0.82 | +9.61 |
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Drawdowns
REMVX vs. ZROZ - Drawdown Comparison
The maximum REMVX drawdown since its inception was -36.92%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for REMVX and ZROZ.
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Drawdown Indicators
| REMVX | ZROZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.92% | -62.93% | +26.01% |
Max Drawdown (1Y)Largest decline over 1 year | -15.08% | -14.90% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.15% | -26.42% | +8.27% |
Max Drawdown (5Y)Largest decline over 5 years | -33.45% | -57.98% | +24.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.93% | — |
Current DrawdownCurrent decline from peak | -10.37% | -62.42% | +52.05% |
Average DrawdownAverage peak-to-trough decline | -11.26% | -24.38% | +13.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.75% | 7.18% | -2.43% |
Volatility
REMVX vs. ZROZ - Volatility Comparison
RBC Emerging Markets Value Equity Fund (REMVX) has a higher volatility of 9.11% compared to PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) at 4.20%. This indicates that REMVX'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.
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Volatility by Period
| REMVX | ZROZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 4.20% | +4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 21.34% | 11.11% | +10.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.19% | 15.45% | +7.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.03% | 23.76% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.11% | 21.96% | -1.85% |
REMVX vs. ZROZ - Expense Ratio Comparison
REMVX has a 0.95% expense ratio, which is higher than ZROZ's 0.15% expense ratio.
Dividends
REMVX vs. ZROZ - Dividend Comparison
REMVX's dividend yield for the trailing twelve months is around 1.72%, less than ZROZ's 5.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REMVX RBC Emerging Markets Value Equity Fund | 1.72% | 2.03% | 5.02% | 4.02% | 7.02% | 13.30% | 0.38% | 3.82% | 2.51% | 0.00% | 0.00% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 5.59% | 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
REMVX and ZROZ have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REMVX has higher volatility (9.11%) compared to ZROZ (4.20%). In terms of maximum drawdown, REMVX dropped -36.92% vs ZROZ's -62.93%.
REMVX currently has the higher Sharpe Ratio (1.81 vs -0.38), 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.
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