BLUX vs. RAFE

Last updated Jul 15, 2026

BLUX (Bluemonte Dynamic Total Market ETF) and RAFE (PIMCO RAFI ESG U.S. ETF) are both Large Cap Blend Equities funds. Over the past year, BLUX returned 22.96% vs 27.32% for RAFE. Their correlation of 0.87 suggests significant overlap in exposure. BLUX charges 0.25%/yr vs 0.30%/yr for RAFE.

Performance

BLUX vs. RAFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Dynamic Total Market ETF (BLUX) and PIMCO RAFI ESG U.S. ETF (RAFE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with BLUX having a 14.70% return and RAFE slightly higher at 15.05%.

BLUX

• 1D: 0.44%
• 1M: 1.23%
• 6M: 10.75%
• YTD: 14.70%
• 1Y: 22.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RAFE

• 1D: -0.56%
• 1M: 1.02%
• 6M: 13.19%
• YTD: 15.05%
• 1Y: 27.32%
• 3Y*: 18.54%
• 5Y*: 11.38%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BLUX vs. RAFE - Yearly Performance Comparison

	2026 (YTD)	2025
BLUX Bluemonte Dynamic Total Market ETF	14.70%	12.62%
RAFE PIMCO RAFI ESG U.S. ETF	15.05%	15.48%

Correlation

The correlation between BLUX and RAFE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.87

The correlation between BLUX and RAFE has been stable across timeframes, ranging from 0.87 to 0.87 - a consistent structural relationship.

Return for Risk

BLUX vs. RAFE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLUX

BLUX Risk / Return Rank: 64
BLUX Sharpe Ratio Rank: 61
BLUX Sortino Ratio Rank: 61
BLUX Omega Ratio Rank: 59
BLUX Calmar Ratio Rank: 64
BLUX Martin Ratio Rank: 73

RAFE

RAFE Risk / Return Rank: 88
RAFE Sharpe Ratio Rank: 91
RAFE Sortino Ratio Rank: 91
RAFE Omega Ratio Rank: 88
RAFE Calmar Ratio Rank: 85
RAFE Martin Ratio Rank: 87

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.

BLUX vs. RAFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Dynamic Total Market ETF (BLUX) and PIMCO RAFI ESG U.S. ETF (RAFE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	BLUX	RAFE	Difference
Sharpe ratio: Return per unit of total volatility	1.62	2.42	-0.80
Sortino ratio: Return per unit of downside risk	2.31	3.39	-1.08
Omega ratio: Gain probability vs. loss probability	1.29	1.43	-0.14
Calmar ratio: Return relative to maximum drawdown	2.55	3.68	-1.13
Martin ratio: Return relative to average drawdown	10.59	14.34	-3.75

BLUX vs. RAFE - Sharpe Ratio Comparison

The current BLUX Sharpe Ratio is 1.62, which is lower than the RAFE Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of BLUX and RAFE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLUX vs. RAFE - Drawdown Comparison

The maximum BLUX drawdown since its inception was -9.03%, smaller than the maximum RAFE drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for BLUX and RAFE.

Drawdown Indicators

	BLUX	RAFE	Difference
Max Drawdown Largest peak-to-trough decline	-9.03%	-35.74%	+26.71%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-7.46%	-1.57%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.28%	—
Current Drawdown Current decline from peak	-0.54%	-0.62%	+0.08%
Average Drawdown Average peak-to-trough decline	-1.27%	-6.12%	+4.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	1.91%	+0.26%

Volatility

BLUX vs. RAFE - Volatility Comparison

Bluemonte Dynamic Total Market ETF (BLUX) has a higher volatility of 3.25% compared to PIMCO RAFI ESG U.S. ETF (RAFE) at 2.40%. This indicates that BLUX's price experiences larger fluctuations and is considered to be riskier than RAFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLUX	RAFE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	2.40%	+0.85%
Volatility (6M) Calculated over the trailing 6-month period	10.89%	8.61%	+2.28%
Volatility (1Y) Calculated over the trailing 1-year period	14.20%	11.34%	+2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.00%	15.07%	-1.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.00%	19.32%	-5.32%

BLUX vs. RAFE - Expense Ratio Comparison

BLUX has a 0.25% expense ratio, which is lower than RAFE's 0.30% expense ratio.

Dividends

BLUX vs. RAFE - Dividend Comparison

BLUX's dividend yield for the trailing twelve months is around 1.07%, less than RAFE's 1.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BLUX Bluemonte Dynamic Total Market ETF	1.07%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%
RAFE PIMCO RAFI ESG U.S. ETF	1.50%	1.67%	1.79%	1.81%	2.22%	1.42%	2.36%

Frequently Asked Questions

Can I hold both BLUX and RAFE in my portfolio?

BLUX and RAFE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLUX or RAFE?

BLUX has higher volatility (3.25%) compared to RAFE (2.40%). In terms of maximum drawdown, BLUX dropped -9.03% vs RAFE's -35.74%.

Which ETF is better, BLUX or RAFE?

On 1-year performance, RAFE leads with 27.32% vs 22.96% for BLUX. On fees, BLUX is cheaper at 0.25% per year. On volatility, RAFE has been the lower-risk option at 2.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUX or RAFE?

Over the 1-year period, RAFE has performed better with a 27.32% return vs 22.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUX or RAFE?

BLUX is cheaper with a 0.25% expense ratio, compared with 0.30% for RAFE.

Which ETF pays a higher dividend yield, BLUX or RAFE?

RAFE has the higher dividend yield at 1.50%, compared with 1.07% for BLUX.

What is the main difference between BLUX and RAFE?

They also come from different issuers: Bluemonte and PIMCO. Their fees differ too: 0.25% for BLUX and 0.30% for RAFE.

Which has better risk-adjusted returns?

RAFE currently has the higher Sharpe Ratio (2.42 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.