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MFDX vs. SPDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFDX vs. SPDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFDX achieves a 8.03% return, which is significantly higher than SPDN's -5.89% return.


MFDX

1D
0.29%
1M
-2.47%
YTD
8.03%
6M
10.99%
1Y
20.50%
3Y*
17.76%
5Y*
9.63%
10Y*

SPDN

1D
-0.11%
1M
0.11%
YTD
-5.89%
6M
-5.63%
1Y
-14.82%
3Y*
-12.12%
5Y*
-8.55%
10Y*
-12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFDX vs. SPDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFDX
PIMCO RAFI Dynamic Multi-Factor International Equity ETF
8.03%34.27%4.40%17.54%-10.27%11.07%6.90%19.88%-14.88%7.07%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-5.89%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-8.22%

Correlation

The correlation between MFDX and SPDN is -0.70, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.70

Correlation (3Y)
Calculated over the trailing 3-year period

-0.67

Correlation (5Y)
Calculated over the trailing 5-year period

-0.73

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2017

-0.76

The correlation between MFDX and SPDN has been stable across timeframes, ranging from -0.76 to -0.67 - a consistent structural relationship.

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Return for Risk

MFDX vs. SPDN — Risk / Return Rank

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

MFDX
MFDX Risk / Return Rank: 4747
Overall Rank
MFDX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MFDX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MFDX Omega Ratio Rank: 4747
Omega Ratio Rank
MFDX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MFDX Martin Ratio Rank: 4949
Martin Ratio Rank

SPDN
SPDN Risk / Return Rank: 11
Overall Rank
SPDN Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 11
Sortino Ratio Rank
SPDN Omega Ratio Rank: 11
Omega Ratio Rank
SPDN Calmar Ratio Rank: 22
Calmar Ratio Rank
SPDN Martin Ratio Rank: 11
Martin Ratio Rank
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.

MFDX vs. SPDN - 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 Direxion Daily S&P 500 Bear 1x Shares (SPDN). 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.


MFDXSPDNDifference
Sharpe ratioReturn per unit of total volatility

+2.69

Sortino ratioReturn per unit of downside risk

+3.82

Omega ratioGain probability vs. loss probability

1.27

0.81

+0.46

Calmar ratioReturn relative to maximum drawdown

1.93

-0.84

+2.77

Martin ratioReturn relative to average drawdown

7.62

-1.53

+9.15

MFDX vs. SPDN - Sharpe Ratio Comparison

The current MFDX Sharpe Ratio is 1.48, which is higher than the SPDN Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of MFDX and SPDN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MFDXSPDNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-1.21

+2.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

-0.51

+1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

-0.69

+1.22

Drawdowns

MFDX vs. SPDN - Drawdown Comparison

The maximum MFDX drawdown since its inception was -36.05%, smaller than the maximum SPDN drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for MFDX and SPDN.


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Drawdown Indicators


MFDXSPDNDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

-75.31%

+39.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-17.73%

+7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-11.62%

-38.24%

+26.62%

Max Drawdown (5Y)

Largest decline over 5 years

-25.58%

-43.85%

+18.27%

Max Drawdown (10Y)

Largest decline over 10 years

-75.31%

Current Drawdown

Current decline from peak

-3.36%

-74.65%

+71.29%

Average Drawdown

Average peak-to-trough decline

-6.49%

-48.57%

+42.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

9.71%

-7.01%

Volatility

MFDX vs. SPDN - Volatility Comparison

PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) has a higher volatility of 4.25% compared to Direxion Daily S&P 500 Bear 1x Shares (SPDN) at 3.55%. This indicates that MFDX's price experiences larger fluctuations and is considered to be riskier than SPDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFDXSPDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.55%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

9.44%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

12.33%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

16.90%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

18.05%

-1.63%

MFDX vs. SPDN - Expense Ratio Comparison

MFDX has a 0.39% expense ratio, which is lower than SPDN's 0.50% expense ratio.


Dividends

MFDX vs. SPDN - Dividend Comparison

MFDX's dividend yield for the trailing twelve months is around 2.84%, less than SPDN's 4.01% yield.


PositionTTM202520242023202220212020201920182017
MFDX
PIMCO RAFI Dynamic Multi-Factor International Equity ETF
2.84%2.97%3.16%3.12%2.85%2.99%1.58%2.88%2.13%0.71%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
4.01%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%

Frequently Asked Questions


MFDX and SPDN have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MFDX has higher volatility (4.25%) compared to SPDN (3.55%). In terms of maximum drawdown, MFDX dropped -36.05% vs SPDN's -75.31%.

On 5-year performance, MFDX leads with 9.63% vs -8.55% for SPDN. On fees, MFDX is cheaper at 0.39% per year. On volatility, SPDN has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MFDX has performed better with a 9.63% return vs -8.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MFDX is cheaper with a 0.39% expense ratio, compared with 0.50% for SPDN.

SPDN has the higher dividend yield at 4.01%, compared with 2.84% for MFDX.

MFDX is categorized as Foreign Large Cap Equities, while SPDN is Inverse Equities. MFDX tracks RAFI Dynamic Multi-Factor Developed Ex-U.S. Index, while SPDN tracks S&P 500 Index. They also come from different issuers: PIMCO and Direxion. Their fees differ too: 0.39% for MFDX and 0.50% for SPDN.

MFDX currently has the higher Sharpe Ratio (1.48 vs -1.21), 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.

Portfolio Optimizer

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