- ISIN
- US72202L3630
- CUSIP
- 72202L363
- Issuer
- PIMCO
- Inception Date
- Aug 31, 2017
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities, Multi-factor
- 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
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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.
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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.16% | 3.43% | -4.24% | 7.42% | 4.04% | 1.92% | 17.50% | ||||||
| 2025 | 4.38% | 0.90% | -3.85% | -1.16% | 4.43% | 3.58% | -0.17% | 3.17% | 2.58% | -0.47% | 1.66% | 0.23% | 16.02% |
| 2024 | 2.05% | 5.83% | 4.30% | -5.16% | 3.95% | 2.29% | 3.06% | 2.10% | 1.77% | -1.55% | 5.84% | -5.19% | 20.17% |
| 2023 | 4.58% | -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
- R²
- 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.
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.
| MFUS | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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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 9d | 7mo 21d | 9moFeb 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -19.63%Dec 2018 | 3mo 1d | 7mo 4d | 10mo 5dSep 2018 - Jul 2019 |
Bear market2022 | -18.22%Sep 2022 | 5mo 12d | 1y 2mo | 1y 7moApr 2022 - Dec 2023 |
2025 selloff2025 | -15.39%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 |
2018 pullback2018 | -8.95%Mar 2018 | 1mo 22d | 4mo 5d | 5mo 27dJan 2018 - Jul 2018 |
Drawdown Indicators
| MFUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.71% | -2.49% | +1.78% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -10.72% | +6.74% |
Ulcer IndexDepth 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.
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