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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PIMCO RAFI ESG U.S. ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
PIMCO RAFI ESG U.S. ETF (RAFE) has returned -0.90% so far this year and 16.61% over the past 12 months.
PIMCO RAFI ESG U.S. ETF
- 1D
- 2.17%
- 1M
- -4.75%
- YTD
- -0.90%
- 6M
- 3.09%
- 1Y
- 16.61%
- 3Y*
- 15.03%
- 5Y*
- 9.22%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 19, 2019, RAFE's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, your investment would double in approximately 6.1 years.
Historically, 64% of months were positive and 36% 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 51% 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% | -0.90% | |||||||||
| 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 0.32%, beta of 0.86, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since December 20, 2019.
- This ETF participated in 96.28% of S&P 500 Index downside but only 90.84% 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
- 0.32%
- Beta
- 0.86
- R²
- 0.82
- Upside Capture
- 90.84%
- Downside Capture
- 96.28%
Expense Ratio
RAFE has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RAFE ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PIMCO RAFI ESG U.S. ETF (RAFE) and compare them to a chosen benchmark (S&P 500 Index).
| RAFE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.90 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.39 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.40 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.68 | 6.61 | +0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore RAFE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
PIMCO RAFI ESG U.S. ETF provided a 1.68% dividend yield over the last twelve months, with an annual payout of $0.70 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.70 | $0.70 | $0.65 | $0.59 | $0.62 | $0.47 | $0.61 |
Dividend yield | 1.68% | 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 | $0.00 | |||||||||
| 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 5.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.74% | Feb 13, 2020 | 27 | Mar 23, 2020 | 172 | Nov 24, 2020 | 199 |
| -24.28% | Jan 5, 2022 | 194 | Oct 12, 2022 | 302 | Dec 26, 2023 | 496 |
| -16.36% | Feb 20, 2025 | 34 | Apr 8, 2025 | 57 | Jul 1, 2025 | 91 |
| -8% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -7.46% | Feb 12, 2026 | 32 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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