MFDX vs. JQUA
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) and JPMorgan U.S. Quality Factor ETF (JQUA).
MFDX and JQUA 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. JQUA is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017. Both MFDX and JQUA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFDX or JQUA.
Correlation
The correlation between MFDX and JQUA is 0.73, 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.
Performance
MFDX vs. JQUA - Performance Comparison
Key characteristics
MFDX:
0.87
JQUA:
0.46
MFDX:
1.29
JQUA:
0.75
MFDX:
1.17
JQUA:
1.11
MFDX:
1.15
JQUA:
0.46
MFDX:
3.14
JQUA:
2.10
MFDX:
4.27%
JQUA:
3.65%
MFDX:
15.42%
JQUA:
16.78%
MFDX:
-35.50%
JQUA:
-32.92%
MFDX:
-1.94%
JQUA:
-11.59%
Returns By Period
In the year-to-date period, MFDX achieves a 9.45% return, which is significantly higher than JQUA's -6.24% return.
MFDX
9.45%
-1.94%
2.59%
13.44%
12.53%
N/A
JQUA
-6.24%
-5.90%
-6.36%
8.57%
15.33%
N/A
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MFDX vs. JQUA - Expense Ratio Comparison
MFDX has a 0.39% expense ratio, which is higher than JQUA's 0.12% expense ratio.
Risk-Adjusted Performance
MFDX vs. JQUA — Risk-Adjusted Performance Rank
MFDX
JQUA
MFDX vs. JQUA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) and JPMorgan U.S. Quality Factor ETF (JQUA). 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.
Dividends
MFDX vs. JQUA - Dividend Comparison
MFDX's dividend yield for the trailing twelve months is around 3.19%, more than JQUA's 1.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 3.19% | 3.16% | 3.12% | 2.85% | 2.99% | 1.58% | 2.88% | 2.98% | 0.71% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.41% | 1.24% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% |
Drawdowns
MFDX vs. JQUA - Drawdown Comparison
The maximum MFDX drawdown since its inception was -35.50%, which is greater than JQUA's maximum drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for MFDX and JQUA. For additional features, visit the drawdowns tool.
Volatility
MFDX vs. JQUA - Volatility Comparison
The current volatility for PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) is 9.67%, while JPMorgan U.S. Quality Factor ETF (JQUA) has a volatility of 12.09%. This indicates that MFDX experiences smaller price fluctuations and is considered to be less risky than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.