ZROZ vs VTWG

Comparison between PIMCO 25+ YEAR ZERO COUPON U.S. TREASURY INDEX EXCHANGE-TRADED FUND (ZROZ, ETF) and VANGUARD RUSSELL 2000 GROWTH INDEX FUND ETF SHARES (VTWG, ETF).

5-Year PerformanceVTWG has outperformed ZROZ, delivering a return of +5.1% compared to -11.4%

ZROZ vs VTWG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ZROZ(ETF)	VTWG(ETF)
Net Assets	$1.40B	$1.40B
Expense Ratio	0.15%	0.06%
Max Drawdown	67.48%	42.40%
Sharpe Ratio	-0.21	1.64
5Y Beta	0.11	1.21
P/E Ratio	N/A	86.13
Forward P/E	N/A	17.82
5Y Dividends CAGR	3.66%	12.75%
P/S Ratio	N/A	2.09
P/B Ratio	N/A	4.11

Net Assets

ZROZ

$1.40B

VTWG

$1.40B

Expense Ratio

ZROZ

0.15%

Winner

VTWG

0.06%

Max Drawdown

ZROZ

67.48%

Winner

VTWG

42.40%

Sharpe Ratio

ZROZ

-0.21

Winner

VTWG

1.64

5Y Beta

Winner

ZROZ

0.11

VTWG

1.21

P/E Ratio

ZROZ

N/A

VTWG

86.13

Forward P/E

ZROZ

N/A

VTWG

17.82

5Y Dividends CAGR

ZROZ

3.66%

Winner

VTWG

12.75%

P/S Ratio

ZROZ

N/A

VTWG

2.09

P/B Ratio

ZROZ

N/A

VTWG

4.11

ZROZ vs VTWG - Historical Returns

Returns include dividend reinvestment.

Period	ZROZ	VTWG
1 month	-1.33%	+11.68%
3 months	-0.95%	+7.74%
6 months	-4.75%	+15.51%
1 year	+0.27%	+41.60%
5 years(CAGR)	-11.36%	+5.15%
10 years(CAGR)	-3.79%	+11.63%
Max(CAGR)	+2.14%	+11.84%

ZROZ

-1.33%

Winner

VTWG

+11.68%

ZROZ

-0.95%

Winner

VTWG

+7.74%

ZROZ

-4.75%

Winner

VTWG

+15.51%

ZROZ

+0.27%

Winner

VTWG

+41.60%

5Y(CAGR)

ZROZ

-11.36%

Winner

VTWG

+5.15%

10Y(CAGR)

ZROZ

-3.79%

Winner

VTWG

+11.63%

Max(CAGR)

ZROZ

+2.14%

Winner

VTWG

+11.84%

ZROZ vs VTWG - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	ZROZ	VTWG
2026	-0.16%	+12.98%
2025	-1.87%	+12.58%
2024	-15.03%	+16.28%
2023	-1.52%	+19.64%
2022	-39.26%	-27.33%
2021	-4.79%	+4.39%
2020	+22.56%	+34.55%
2019	+20.05%	+28.92%
2018	-3.51%	-10.03%
2017	+13.87%	+21.89%
2016	-0.31%	+14.43%
2015	-7.39%	+0.17%
2014	+48.29%	+7.43%
2013	-19.11%	+39.98%
2012	+3.51%	+13.18%
2011	+61.75%	-4.95%
2010	+9.96%	+21.68%
2009	-6.29%	N/A

ZROZ vs VTWG Drawdown Comparison

The maximum drawdown for ZROZ was -62.94%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for VTWG was -42.07%, occurring on Jun 16, 2022. Recovery took 1169 trading sessions.

The current ZROZ drawdown is -59.76%. The current VTWG drawdown is -1.32%.

Rank	ZROZ	VTWG
#1	-62.94% Mar 9, 2020 - Oct 19, 2023	-42.07% Feb 9, 2021 - Oct 6, 2025
#2	-32.29% Jul 25, 2012 - Dec 11, 2014	-40.36% Feb 19, 2020 - Aug 7, 2020
#3	-28.88% Aug 26, 2010 - Aug 10, 2011	-29.43% Apr 29, 2011 - Sep 14, 2012
#4	-25.82% Jan 30, 2015 - Jun 27, 2016	-28.77% Jun 23, 2015 - Dec 8, 2016
#5	-25.21% Jul 8, 2016 - Aug 2, 2019	-28.53% Aug 31, 2018 - Jan 14, 2020
#6	-18.35% Oct 3, 2011 - Dec 19, 2011	-14.88% Jan 22, 2026 - Apr 17, 2026
#7	-17.49% Dec 19, 2011 - May 17, 2012	-14.50% Mar 4, 2014 - Dec 24, 2014
#8	-15.67% Nov 27, 2009 - May 6, 2010	-11.04% Sep 14, 2012 - Jan 2, 2013
#9	-12.23% Aug 28, 2019 - Feb 20, 2020	-10.08% Oct 15, 2025 - Dec 10, 2025
#10	-9.10% Aug 10, 2011 - Aug 18, 2011	-8.87% Jan 26, 2018 - Mar 9, 2018
#11	-8.29% May 6, 2010 - May 20, 2010	-7.87% Sep 2, 2020 - Oct 7, 2020
#12	-7.85% Sep 22, 2011 - Oct 3, 2011	-7.69% Jan 22, 2014 - Feb 24, 2014
#13	-7.18% Aug 19, 2011 - Sep 2, 2011	-7.51% Oct 12, 2020 - Nov 5, 2020
#14	-7.09% Jun 1, 2012 - Jul 20, 2012	-7.28% Mar 12, 2018 - May 16, 2018
#15	-6.88% Jul 1, 2010 - Aug 16, 2010	-6.12% Jul 25, 2017 - Sep 18, 2017

Correlation

Correlation between ZROZ and VTWG is 0.28 which considered as a very weak or no correlation - the stocks move independently of each other.

0.28

-101

Dividend Comparison (2009 - 2026)

ZROZ vs VTWG dividend yield comparison.

Year	ZROZ	VTWG
2026	1.30%	0.12%
2025	4.96%	0.64%
2024	4.58%	0.55%
2023	3.52%	0.79%
2022	2.76%	0.71%
2021	1.60%	0.54%
2020	1.68%	0.48%
2019	2.22%	0.72%
2018	2.06%	0.72%
2017	2.53%	0.64%
2016	3.00%	0.96%
2015	2.98%	0.72%
2014	2.60%	0.62%
2013	4.28%	0.56%
2012	3.16%	0.81%
2011	2.99%	0.30%
2010	4.55%	0.27%
2009	0.74%	0.00%