ZROZ vs. PHYS

In the year-to-date period, ZROZ achieves a -11.30% return, which is significantly lower than PHYS's 27.93% return. Over the past 10 years, ZROZ has underperformed PHYS with an annualized return of -2.26%, while PHYS has yielded a comparatively higher 7.53% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) and Sprott Physical Gold Trust (PHYS). 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 ZROZ Sharpe Ratio is -0.54, which is lower than the PHYS Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of ZROZ and PHYS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ZROZ's dividend yield for the trailing twelve months is around 4.19%, while PHYS has not paid dividends to shareholders.

The maximum ZROZ drawdown since its inception was -62.93%, which is greater than PHYS's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for ZROZ and PHYS. For additional features, visit the drawdowns tool.

PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a higher volatility of 6.41% compared to Sprott Physical Gold Trust (PHYS) at 5.31%. This indicates that ZROZ's price experiences larger fluctuations and is considered to be riskier than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.