PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) Sortino Ratio: 1.76
MFUS's Sortino Ratio of 1.76 indicates that for each unit of downside volatility, it generates 1.76 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
MFUS Sortino Ratio Rank
MFUS ranks above 67.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
MFUS Sortino Ratio Market Positioning
The chart shows MFUS's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.80 or lower
- Yellow zone (middle 50%): 0.80 to 2.03
- Green zone (top 25%): 2.03 or higher
- Top 1%: 10.03+
- Median: 1.44 — half of all investments score higher
How it compares to other similar ETFs
The table compares PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF's Sortino Ratio with other ETFs in the Large Cap Growth Equities, Multi-factor category across multiple time periods, showing how MFUS's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| DARP | Grizzle Growth ETF | 2.74 | |||
| MFDX | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 2.62 | |||
| MFEM | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | 2.48 | |||
| AAVM | Alpha Architect Global Factor Equity ETF | 2.36 | |||
| IQM | Franklin Intelligent Machines ETF | 2.33 | |||
| FMTM | MarketDesk Focused U.S. Momentum ETF | 2.20 | |||
| ATFV | Alger 35 ETF | 2.20 | |||
| IOO | iShares Global 100 ETF | 2.13 | |||
| XT | iShares Exponential Technologies ETF | 2.07 | |||
| ALTL | Pacer Lunt Large Cap Alternator ETF | 2.06 | |||
| MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 1.76 |
Historical Sortino Ratio
The chart shows MFUS's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when MFUS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore MFUS risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.