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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PIMCO RAFI Dynamic Multi-Factor International Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) has returned 3.63% so far this year and 28.57% over the past 12 months.
PIMCO RAFI Dynamic Multi-Factor International Equity ETF
- 1D
- 3.05%
- 1M
- -7.22%
- YTD
- 3.63%
- 6M
- 8.66%
- 1Y
- 28.57%
- 3Y*
- 16.66%
- 5Y*
- 10.03%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 6, 2017, MFDX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +12.7%, while the worst month was Mar 2020 at -14.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, MFDX closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 16, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.49% | 5.88% | -7.22% | 3.63% | |||||||||
| 2025 | 3.99% | 2.87% | 1.16% | 5.43% | 4.91% | 2.33% | -1.64% | 4.77% | 1.45% | 0.47% | 2.14% | 2.17% | 34.27% |
| 2024 | -0.61% | 1.93% | 3.89% | -3.07% | 4.55% | -2.30% | 4.12% | 2.84% | 1.66% | -5.03% | 0.64% | -3.69% | 4.40% |
| 2023 | 7.61% | -2.00% | 1.98% | 2.87% | -4.87% | 5.01% | 3.29% | -2.84% | -3.06% | -3.07% | 7.59% | 4.81% | 17.54% |
| 2022 | -1.12% | -1.77% | -0.30% | -5.32% | 3.04% | -8.93% | 3.58% | -4.63% | -9.42% | 5.64% | 11.25% | -0.81% | -10.27% |
| 2021 | -0.42% | 2.07% | 2.57% | 2.48% | 3.73% | -1.37% | 0.72% | 1.37% | -2.63% | 2.70% | -4.91% | 4.66% | 11.07% |
Benchmark Metrics
PIMCO RAFI Dynamic Multi-Factor International Equity ETF has an annualized alpha of -0.04%, beta of 0.71, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 07, 2017.
- This ETF participated in 79.65% of S&P 500 Index downside but only 68.87% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.04%
- Beta
- 0.71
- R²
- 0.69
- Upside Capture
- 68.87%
- Downside Capture
- 79.65%
Expense Ratio
MFDX has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MFDX ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) and compare them to a chosen benchmark (S&P 500 Index).
| MFDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.90 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.47 | 1.39 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.40 | +1.20 |
Martin ratioReturn relative to average drawdown | 10.63 | 6.61 | +4.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MFDX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
PIMCO RAFI Dynamic Multi-Factor International Equity ETF provided a 2.86% dividend yield over the last twelve months, with an annual payout of $1.14 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.14 | $1.14 | $0.93 | $0.91 | $0.73 | $0.88 | $0.43 | $0.75 | $0.48 | $0.19 |
Dividend yield | 2.86% | 2.97% | 3.16% | 3.12% | 2.85% | 2.99% | 1.58% | 2.88% | 2.13% | 0.71% |
Monthly Dividends
The table displays the monthly dividend distributions for PIMCO RAFI Dynamic Multi-Factor International Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.21 | $0.00 | $0.33 | $1.14 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.25 | $0.00 | $0.15 | $0.93 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.20 | $0.00 | $0.18 | $0.91 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.11 | $0.00 | $0.21 | $0.73 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.13 | $0.00 | $0.41 | $0.88 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the PIMCO RAFI Dynamic Multi-Factor International Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PIMCO RAFI Dynamic Multi-Factor International Equity ETF was 36.05%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current PIMCO RAFI Dynamic Multi-Factor International Equity ETF drawdown is 7.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.05% | Jan 29, 2018 | 541 | Mar 23, 2020 | 179 | Dec 4, 2020 | 720 |
| -25.58% | Jan 13, 2022 | 188 | Oct 12, 2022 | 295 | Dec 14, 2023 | 483 |
| -11.62% | Mar 20, 2025 | 14 | Apr 8, 2025 | 11 | Apr 24, 2025 | 25 |
| -10.66% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -10.11% | Sep 27, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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