PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM)

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The chart shows the growth of an initial investment of $10,000 in PIMCO RAFI Dynamic Multi-Factor Emerging Markets 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.

PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) has returned 8.20% so far this year and 35.23% over the past 12 months.

Based on dividend-adjusted daily data since Sep 6, 2017, MFEM's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +12.9%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MFEM closed higher 53% 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 -12.5%.

PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF has an annualized alpha of -2.20%, beta of 0.76, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since September 07, 2017.

• This ETF participated in 83.78% of S&P 500 Index downside but only 64.48% of its upside — more exposed to losses than it benefited from rallies.
• This ETF had an annualized alpha of -2.20% versus S&P 500 Index — delivering less than market exposure alone would predict.

MFEM has an expense ratio of 0.49%, placing it in the medium range.

MFEM 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.

The table below present risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) and compare them to a chosen benchmark (S&P 500 Index).

PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF provided a 2.56% dividend yield over the last twelve months, with an annual payout of $0.64 per share.

The table displays the monthly dividend distributions for PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the PIMCO RAFI Dynamic Multi-Factor Emerging Markets 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 Emerging Markets Equity ETF was 43.32%, occurring on Mar 23, 2020. Recovery took 194 trading sessions.

The current PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF drawdown is 10.31%.

The chart below shows the rolling one-month volatility.