The Best Multi-factor ETFs
The table below compares the performance and other essential indicators like dividend yield and expense ratio of Multi-factor ETFs.
Multi-factor ETFs are exchange-traded funds that incorporate multiple investment factors or strategies to construct portfolios. These factors, which are quantitative characteristics of stocks, can include value, growth, momentum, quality, low volatility, and size, among others. Multi-factor ETFs employ a systematic, rules-based approach to select and weigh their holdings. By balancing exposure to different factors, these ETFs seek to benefit from the unique strengths of each factor and reduce the impact of any single factor's underperformance.
- Number of ETFs
- 16
- Avg. Expense Ratio
- 0.33%
- Avg. Dividend Yield
- 1.47%
- Avg. 1 Year Return
- 23.76%
- Median Risk/Return Score
- 59 / 100
The Best Multi-factor ETFs
16 results
Best Multi-factor ETFs by Risk/Return Score
The top Multi-factor ETFs by PortfoliosLab Risk/Return Score are VFMF (88) and VSMV (87).
The score measures risk-adjusted performance over the past year, accounting for volatility, drawdown, and return consistency.
| Symbol | Name | Risk / Return Rank | AUM | Inception |
|---|---|---|---|---|
| Vanguard U.S. Multifactor ETF | 88 | 606.00M | Feb 2018 | |
| VictoryShares US Multi-Factor Minimum Volatility E... | 87 | 156.26M | Jun 2017 | |
| PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 85 | 251.20M | Aug 2017 | |
| Invesco S&P 500 QVM Multi-factor ETF | 71 | 1.61B | Jun 2021 | |
| PIMCO RAFI Dynamic Multi-Factor Emerging Markets E... | 71 | 146.99M | Aug 2017 |
Best-Performing Multi-factor ETFs Over 5 Years
The top Multi-factor ETFs is VFMF (13.40%).
Across the lineup, Multi-factor ETFs show an average 1-year return of 23.76% and an average 5-year return of 9.51%, providing a clearer view of performance across different investment horizons.
| Symbol | Name | Return 5Y | AUM | Inception |
|---|---|---|---|---|
| Vanguard U.S. Multifactor ETF | 13.40% | 606.00M | Feb 2018 | |
| Global X Adaptive U.S. Factor ETF | 13.07% | 851.50M | Aug 2018 | |
| PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 12.59% | 251.20M | Aug 2017 | |
| VictoryShares US Multi-Factor Minimum Volatility E... | 11.06% | 156.26M | Jun 2017 | |
| PIMCO RAFI Dynamic Multi-Factor International Equi... | 9.59% | 440.69M | Aug 2017 |
Lowest-Cost Multi-factor ETFs
The top Multi-factor ETFs is QVML (0.11%).
With an average expense ratio of 0.33%, Multi-factor ETFs remain a low-cost option for investors seeking broad market exposure, sector allocations, and diversified portfolio building blocks.
| Symbol | Name | Expense Ratio | AUM | Inception |
|---|---|---|---|---|
| Invesco S&P 500 QVM Multi-factor ETF | 0.11% | 1.61B | Jun 2021 | |
| Invesco S&P MidCap 400 QVM Multi-factor ETF | 0.15% | 420.06M | Jun 2021 | |
| Invesco S&P SmallCap 600 QVM Multi-factor ETF | 0.15% | 236.75M | Jun 2021 | |
| Xtrackers Russell US Multifactor ETF | 0.17% | 273.07M | Nov 2015 | |
| Vanguard U.S. Multifactor ETF | 0.18% | 606.00M | Feb 2018 |
Highest-Yield Multi-factor ETFs
The top Multi-factor ETFs is MFDX (2.83%).
Across the lineup, Multi-factor ETFs show an average dividend yield of 1.47%, offering investors a steady stream of income through regular dividend payments, making them attractive for income-seeking portfolios.
| Symbol | Name | Dividend Yield | AUM | Inception |
|---|---|---|---|---|
| PIMCO RAFI Dynamic Multi-Factor International Equi... | 2.83% | 440.69M | Aug 2017 | |
| Global X Adaptive U.S. Factor ETF | 2.73% | 851.50M | Aug 2018 | |
| PIMCO RAFI Dynamic Multi-Factor Emerging Markets E... | 2.27% | 146.99M | Aug 2017 | |
| Alpha Architect Global Factor Equity ETF | 1.80% | 22.06M | May 2017 | |
| Xtrackers Russell US Multifactor ETF | 1.45% | 273.07M | Nov 2015 |
Top ETFs Categories
Leveraged Equities · 530 ETFsEurope Equities · 514 ETFsGlobal Equities · 453 ETFsLarge Cap Blend Equities · 442 ETFsDerivative Income · 430 ETFsTechnology Equities · 378 ETFsDefined Outcome · 330 ETFsS&P 500 · 280 ETFsLarge Cap Growth Equities · 243 ETFsDividend · 213 ETFsEmerging Markets Equities · 209 ETFsForeign Large Cap Equities · 206 ETFsCorporate Bonds · 199 ETFsAsia Pacific Equities · 187 ETFsCryptocurrency · 179 ETFsGovernment Bonds · 173 ETFsHigh Yield Bonds · 173 ETFsLarge Cap Value Equities · 172 ETFsMunicipal Bonds · 153 ETFsOptions Trading · 153 ETFsEnergy Equities · 150 ETFsHealth & Biotech Equities · 133 ETFsNasdaq-100 · 129 ETFsREIT · 128 ETFsPrecious Metals · 124 ETFsDiversified Portfolio · 118 ETFsChina Equities · 115 ETFsEuropean Government Bonds · 114 ETFsFinancials Equities · 114 ETFsJapan Equities · 114 ETFs
Top ETFs Comparisons
Compare the top ETFs symbols based on PortfoliosLab usage data.
SPGP vs. GARPSPGP vs. VOOSPGP vs. SPYSPGP vs. QQQSPGP vs. PAVEVFMF vs. VFMOVFMF vs. VOOVFMF vs. VTIVFMF vs. AVUVVFMF vs. VFMFXAUSF vs. SPYAUSF vs. EYLDAUSF vs. GVALAUSF vs. VOOAUSF vs. ONEVQVML vs. QVMSQVML vs. VOOQVML vs. QUSQVML vs. QWLDQVML vs. HYMUVSMV vs. USMVVSMV vs. LGLVVSMV vs. FVVSMV vs. SPYVSMV vs. VOOMFDX vs. HWWA.LMFDX vs. VXUSMFDX vs. IGROMFDX vs. AVLVMFDX vs. AVDVMFUS vs. RWLMFUS vs. FNDXMFUS vs. VOOVMFUS vs. AVUSMFUS vs. SPYUSMF vs. DYNFUSMF vs. SCHMUSMF vs. SFLRUSMF vs. SPMOUSMF vs. SPYPSC vs. IJRPSC vs. VBKPSC vs. VBPSC vs. QQQPSC vs. VIOVPALC vs. PAMCPALC vs. ROUSPALC vs. SPYPALC vs. AFLGPALC vs. EWZ
Risk vs. Return Scatterplot
The Risk vs. Return Scatterplot allows you to quickly compare funds, stocks, and ETFs in one view. It displays the yearly return of an instrument on one axis and the risk (volatility) on the other.
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5 Years