MFDX vs. EFAV
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
MFDX and EFAV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MFDX is a passively managed fund by PIMCO that tracks the performance of the RAFI Dynamic Multi-Factor Developed Ex-U.S. Index. It was launched on Aug 31, 2017. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011. Both MFDX and EFAV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MFDX vs. EFAV - Performance Comparison
Loading graphics...
MFDX vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 3.63% | 34.27% | 4.40% | 17.54% | -10.27% | 11.07% | 6.90% | 19.88% | -14.88% | 7.02% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 5.94% | 26.00% | 5.30% | 12.52% | -15.11% | 7.20% | -0.06% | 16.67% | -5.74% | 3.70% |
Returns By Period
In the year-to-date period, MFDX achieves a 3.63% return, which is significantly lower than EFAV's 5.94% return.
MFDX
- 1D
- 3.05%
- 1M
- -7.22%
- YTD
- 3.63%
- 6M
- 8.66%
- 1Y
- 28.57%
- 3Y*
- 16.66%
- 5Y*
- 10.03%
- 10Y*
- —
EFAV
- 1D
- 1.98%
- 1M
- -3.69%
- YTD
- 5.94%
- 6M
- 9.18%
- 1Y
- 21.13%
- 3Y*
- 14.12%
- 5Y*
- 7.53%
- 10Y*
- 6.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MFDX vs. EFAV - Expense Ratio Comparison
MFDX has a 0.39% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Return for Risk
MFDX vs. EFAV — Risk / Return Rank
MFDX
EFAV
MFDX vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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.
| MFDX | EFAV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.74 | +0.10 |
Sortino ratioReturn per unit of downside risk | 2.47 | 2.33 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.88 | -0.28 |
Martin ratioReturn relative to average drawdown | 10.63 | 10.58 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MFDX | EFAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.74 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.65 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.55 | -0.04 |
Correlation
The correlation between MFDX and EFAV is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MFDX vs. EFAV - Dividend Comparison
MFDX's dividend yield for the trailing twelve months is around 2.86%, less than EFAV's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 2.86% | 2.97% | 3.16% | 3.12% | 2.85% | 2.99% | 1.58% | 2.88% | 2.13% | 0.71% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.02% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
Drawdowns
MFDX vs. EFAV - Drawdown Comparison
The maximum MFDX drawdown since its inception was -36.05%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for MFDX and EFAV.
Loading graphics...
Drawdown Indicators
| MFDX | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -27.56% | -8.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -7.14% | -3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -25.58% | -27.46% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -7.30% | -3.69% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -4.78% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 1.94% | +0.67% |
Volatility
MFDX vs. EFAV - Volatility Comparison
PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) has a higher volatility of 7.29% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 5.19%. This indicates that MFDX's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFDX | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 5.19% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 7.57% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 12.22% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 11.74% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 13.21% | +3.21% |