PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX)
MFDX is a passive ETF by PIMCO tracking the investment results of the RAFI Dynamic Multi-Factor Developed Ex-U.S. Index. MFDX launched on Aug 31, 2017 and has a 0.39% expense ratio.
ETF Info
| ISIN | US72202L3713 |
|---|---|
| CUSIP | 72202L371 |
| Issuer | PIMCO |
| Inception Date | Aug 31, 2017 |
| Region | Developed Markets (Broad) |
| Category | Foreign Large Cap Equities, Multi-factor |
| Leveraged | 1x |
| Index Tracked | RAFI Dynamic Multi-Factor Developed Ex-U.S. Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
MFDX features an expense ratio of 0.39%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: MFDX vs. QVML, MFDX vs. AVLV, MFDX vs. AVDV, MFDX vs. AVUV, MFDX vs. FNDF
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.
Returns By Period
PIMCO RAFI Dynamic Multi-Factor International Equity ETF had a return of 6.65% year-to-date (YTD) and 16.52% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.65% | 25.45% |
| 1 month | -4.35% | 2.91% |
| 6 months | 0.35% | 14.05% |
| 1 year | 16.52% | 35.64% |
| 5 years (annualized) | 6.66% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of MFDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.61% | 1.93% | 3.89% | -3.07% | 4.55% | -2.30% | 4.12% | 2.84% | 1.66% | -5.03% | 6.65% | ||
| 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% |
| 2020 | -2.35% | -8.52% | -14.84% | 7.47% | 5.00% | 2.79% | 2.59% | 4.97% | -1.52% | -3.38% | 12.65% | 4.94% | 6.90% |
| 2019 | 7.14% | 1.69% | 0.83% | 1.80% | -4.52% | 4.89% | -1.83% | -0.28% | 2.58% | 2.58% | 1.26% | 2.62% | 19.88% |
| 2018 | 4.29% | -4.67% | -0.53% | 1.44% | -2.01% | -1.53% | 2.03% | -1.96% | 1.05% | -7.41% | 0.08% | -5.32% | -14.15% |
| 2017 | 2.46% | 1.44% | 1.05% | 1.90% | 7.02% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MFDX is 46, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
PIMCO RAFI Dynamic Multi-Factor International Equity ETF provided a 3.18% dividend yield over the last twelve months, with an annual payout of $0.96 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.96 | $0.91 | $0.73 | $0.88 | $0.43 | $0.75 | $0.67 | $0.19 |
Dividend yield | 3.18% | 3.12% | 2.85% | 2.99% | 1.58% | 2.88% | 2.98% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.25 | $0.00 | $0.78 | |
| 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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.03 | $0.00 | $0.16 | $0.43 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.16 | $0.00 | $0.28 | $0.75 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.23 | $0.00 | $0.19 | $0.67 |
| 2017 | $0.19 | $0.19 |
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.
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 35.50%, occurring on Mar 23, 2020. Recovery took 174 trading sessions.
The current PIMCO RAFI Dynamic Multi-Factor International Equity ETF drawdown is 6.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.5% | Jan 29, 2018 | 541 | Mar 23, 2020 | 174 | Nov 27, 2020 | 715 |
| -25.58% | Jan 13, 2022 | 188 | Oct 12, 2022 | 295 | Dec 14, 2023 | 483 |
| -7.09% | Sep 7, 2021 | 61 | Dec 1, 2021 | 29 | Jan 12, 2022 | 90 |
| -6.91% | Sep 27, 2024 | 33 | Nov 12, 2024 | — | — | — |
| -6.1% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current PIMCO RAFI Dynamic Multi-Factor International Equity ETF volatility is 3.77%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.