- Issuer
- PIMCO
- Inception Date
- Dec 18, 2019
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- RAFI ESG US Index
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $140M
Share Price Chart
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Performance
RAFE Performance Chart
PIMCO RAFI ESG U.S. ETF (RAFE) is up 12.9% since the beginning of the year. RAFE is currently trading at $47 per share. Investors who bought $1,000 worth of RAFE shares 5 years ago would now be looking at an investment worth $1,667.
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Returns By Period
PIMCO RAFI ESG U.S. ETF (RAFE) has returned 12.89% so far this year and 29.24% over the past 12 months.
PIMCO RAFI ESG U.S. ETF
- 1D
- 1.70%
- 1M
- 3.91%
- YTD
- 12.89%
- 6M
- 11.96%
- 1Y
- 29.24%
- 3Y*
- 18.77%
- 5Y*
- 10.76%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 1.75%
- 1M
- -0.09%
- YTD
- 8.02%
- 6M
- 7.15%
- 1Y
- 22.78%
- 3Y*
- 19.45%
- 5Y*
- 11.73%
- 10Y*
- 13.53%
RAFE Monthly Returns History
Based on dividend-adjusted daily data since Dec 19, 2019, RAFE's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RAFE closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.79% | 2.22% | -4.75% | 7.51% | 5.74% | 0.21% | 12.89% | ||||||
| 2025 | 3.41% | 1.04% | -4.34% | -2.63% | 3.47% | 4.72% | -0.17% | 4.22% | 3.05% | 1.47% | 1.76% | 0.74% | 17.60% |
| 2024 | 1.13% | 4.00% | 4.01% | -6.06% | 3.75% | 2.12% | 2.14% | 2.09% | 1.75% | -1.79% | 4.92% | -4.39% | 13.81% |
| 2023 | 4.97% | -2.82% | 1.48% | 1.22% | -1.53% | 6.12% | 2.90% | -2.78% | -3.96% | -1.59% | 8.98% | 5.30% | 18.80% |
| 2022 | -2.63% | -3.46% | 1.66% | -6.20% | 1.46% | -8.20% | 5.82% | -3.39% | -9.20% | 10.64% | 6.11% | -5.24% | -13.76% |
| 2021 | 0.38% | 5.32% | 6.98% | 3.34% | 3.14% | -0.88% | 0.97% | 2.00% | -3.62% | 5.44% | -1.58% | 5.76% | 30.16% |
Benchmark Metrics
PIMCO RAFI ESG U.S. ETF has an annualized alpha of 0.60%, beta of 0.86, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since December 19, 2019.
- This ETF participated in 94.55% of S&P 500 Index downside but only 89.85% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.86 and R2 of 0.82, 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
- 0.60%
- Beta
- 0.86
- R²
- 0.82
- Upside Capture
- 89.85%
- Downside Capture
- 94.55%
Expense Ratio
RAFE has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RAFE 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 ESG U.S. ETF (RAFE) 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.
| RAFE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 2.52 | +1.42 |
| Martin ratioReturn relative to average drawdown | 15.23 | 11.31 | +3.91 |
Dividends
Dividend History
PIMCO RAFI ESG U.S. ETF provided a 1.50% dividend yield over the last twelve months, with an annual payout of $0.71 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.71 | $0.70 | $0.65 | $0.59 | $0.62 | $0.47 | $0.61 |
Dividend yield | 1.50% | 1.67% | 1.79% | 1.81% | 2.22% | 1.42% | 2.36% |
Monthly Dividends
The table displays the monthly dividend distributions for PIMCO RAFI ESG U.S. 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 | $0.19 | $0.00 | $0.00 | $0.19 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.00 | $0.17 | $0.70 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.15 | $0.00 | $0.17 | $0.65 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.16 | $0.59 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.19 | $0.62 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.14 | $0.47 |
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 ESG U.S. 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 ESG U.S. ETF was 35.74%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current PIMCO RAFI ESG U.S. ETF drawdown is 1.14%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.74%Mar 2020 | 1mo 9d | 8mo 6d | 9mo 15dFeb 2020 - Nov 2020 |
Bear market2022 | -24.28%Oct 2022 | 9mo 10d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -16.36%Apr 2025 | 1mo 17d | 2mo 24d | 4mo 11dFeb 2025 - Jul 2025 |
2024 pullback2024 | -8.00%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 |
2026 pullback2026 | -7.46%Mar 2026 | 1mo 16d | 18d | 2mo 4dFeb 2026 - Apr 2026 |
Drawdown Indicators
| RAFE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.74% | -56.78% | +21.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.46% | -9.10% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -18.90% | +2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -24.28% | -25.43% | +1.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.14% | -2.83% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -6.20% | -10.72% | +4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.02% | -0.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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