I plan to build zeromq-4.1.2 in rawhide later this week which bumps the soname. I'll also rebuild the dependencies of it:

# dnf repoquery --disablerepo=* --enablerepo=rawhide --whatrequires "libzmq.so.4()(64bit)"
Last metadata expiration check performed 0:19:12 ago on Sun Jun 21 22:58:01 2015.
airinv-0:1.00.1-1.fc23.x86_64
airsched-0:1.00.0-12.fc23.x86_64
czmq-0:2.2.0-5.fc23.x86_64
czmq-devel-0:2.2.0-5.fc23.x86_64
groonga-plugin-suggest-0:5.0.4-1.fc23.x86_64
pdns-backend-remote-0:3.4.5-1.fc23.x86_64
php-zmq-0:1.0.8-6.fc22.x86_64
python-zmq-0:14.4.1-1.fc22.x86_64
python3-zmq-0:14.4.1-1.fc22.x86_64
simcrs-0:1.00.0-11.fc23.x86_64
simfqt-0:1.00.0-11.fc23.x86_64
travelccm-0:1.00.1-10.fc23.x86_64
uwsgi-logger-zeromq-0:2.0.9-8.fc23.x86_64
uwsgi-plugin-mongrel2-0:2.0.9-8.fc23.x86_64
zeromq-ada-0:2.1.0-17.24032011git.fc23.x86_64
zeromq-devel-0:4.0.5-4.fc23.x86_64


Given the output of abidiff, I don't expect any trouble with the rebuild:
$ abidiff libzmq.so.4.0.0 libzmq.so.5.0.0 
ELF SONAME changed
Functions changes summary: 0 Removed, 0 Changed, 0 Added function
Variables changes summary: 0 Removed, 0 Changed, 0 Added variable
Function symbols changes summary: 0 Removed, 2 Added function symbols not referenced by debug info
Variable symbols changes summary: 0 Removed, 0 Added function symbol not referenced by debug info

SONAME changed from 'libzmq.so.4' to 'libzmq.so.5'

2 Added function symbols not referenced by debug info:

  zmq_has
  zmq_msg_gets

The full changelog can be found at [1].

Greetings,
    Tom

[1] https://raw.githubusercontent.com/zeromq/zeromq4-1/master/NEWS