PortfoliosLab logoPortfoliosLab logo
ISIN
US72202L3630
CUSIP
72202L363
Issuer
PIMCO
Inception Date
Aug 31, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
RAFI Dynamic Multi-Factor U.S. Index​
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$268M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

MFUS Performance Chart

PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) is up 17.5% since the beginning of the year. MFUS is currently trading at $66 per share. Investors who bought $1,000 worth of MFUS shares 5 years ago would now be looking at an investment worth $1,908.


Loading charts...

S&P 500 Index

Returns By Period

PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) has returned 17.50% so far this year and 29.54% over the past 12 months.


PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF

1D
0.70%
1M
3.68%
YTD
17.50%
6M
17.42%
1Y
29.54%
3Y*
21.41%
5Y*
13.79%
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFUS Monthly Returns History

Based on dividend-adjusted daily data since Sep 6, 2017, MFUS's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Oct 2022 with a return of +12.6%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MFUS closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Mar 16, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.16%3.43%-4.24%7.42%4.04%1.92%17.50%
20254.38%0.90%-3.85%-1.16%4.43%3.58%-0.17%3.17%2.58%-0.47%1.66%0.23%16.02%
20242.05%5.83%4.30%-5.16%3.95%2.29%3.06%2.10%1.77%-1.55%5.84%-5.19%20.17%
20234.58%-3.24%-0.76%0.82%-4.35%7.52%2.79%-1.08%-3.96%-3.09%7.75%5.67%12.19%
2022-3.01%-0.82%3.88%-5.11%1.63%-8.74%6.14%-2.17%-8.48%12.58%5.08%-4.74%-5.82%
2021-0.05%3.35%4.27%4.14%2.43%1.15%-0.10%1.92%-2.91%5.08%-1.80%4.70%24.10%

Benchmark Metrics

PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF has an annualized alpha of 2.09%, beta of 0.85, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since September 06, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.63%) than losses (86.95%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.09% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.85 and R2 of 0.88, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.09%
Beta
0.85
0.88
Upside Capture
89.63%
Downside Capture
86.95%

Expense Ratio

MFUS has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MFUS ranks 86 for risk / return — in the top 86% 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.


MFUS Risk / Return Rank: 8686
Overall Rank
MFUS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MFUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
MFUS Omega Ratio Rank: 8484
Omega Ratio Rank
MFUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
MFUS Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MFUSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.13

Calmar ratioReturn relative to maximum drawdown

4.66

2.66

+2.01

Martin ratioReturn relative to average drawdown

18.96

11.86

+7.09

Dividends

Dividend History

PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF provided a 1.34% dividend yield over the last twelve months, with an annual payout of $0.89 per share.


1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.89$0.87$0.72$0.82$0.79$0.56$0.58$0.59$0.43$0.28

Dividend yield

1.34%1.54%1.45%1.96%2.07%1.35%1.72%1.89%1.69%1.01%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.25$0.00$0.00$0.25
2025$0.00$0.00$0.00$0.23$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.22$0.87
2024$0.00$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.23$0.72
2023$0.00$0.00$0.00$0.21$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.20$0.82
2022$0.00$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.23$0.79
2021$0.00$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.15$0.56

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO RAFI Dynamic Multi-Factor U.S. 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 U.S. Equity ETF was 35.21%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF drawdown is 0.71%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-35.21%Mar 2020
1mo 9d7mo 21d
9moFeb 2020 - Nov 2020
Rate-hike selloffLate 2018
-19.63%Dec 2018
3mo 1d7mo 4d
10mo 5dSep 2018 - Jul 2019
Bear market2022
-18.22%Sep 2022
5mo 12d1y 2mo
1y 7moApr 2022 - Dec 2023
2025 selloff2025
-15.39%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
2018 pullback2018
-8.95%Mar 2018
1mo 22d4mo 5d
5mo 27dJan 2018 - Jul 2018

Drawdown Indicators


MFUSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-56.78%

+21.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-9.10%

+2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-15.39%

-18.90%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.22%

-25.43%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.71%

-2.49%

+1.78%

Average Drawdown

Average peak-to-trough decline

-3.98%

-10.72%

+6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

2.03%

-0.46%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with MFUS

Add PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with MFUS