MFDX vs. USD=X
MFDX (PIMCO RAFI Dynamic Multi-Factor International Equity ETF) is Foreign Large Cap Equities fund tracking the RAFI Dynamic Multi-Factor Developed Ex-U.S. Index, while USD=X (USD Cash) is a currency. Over the past 5 years, MFDX returned 10.33%/yr vs 0.00%/yr for USD=X.
Performance
MFDX vs. USD=X - Performance Comparison
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Returns By Period
MFDX
- 1D
- -0.66%
- 1M
- -2.18%
- 6M
- 4.32%
- YTD
- 8.08%
- 1Y
- 19.69%
- 3Y*
- 16.29%
- 5Y*
- 10.33%
- 10Y*
- —
- ALL TIME*
- 8.57%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
MFDX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 8.08% | 34.27% | 4.40% | 17.54% | -10.27% | 11.07% | 6.90% | 19.88% | -14.88% | 7.07% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
MFDX vs. USD=X — Risk / Return Rank
MFDX
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MFDX vs. USD=X - 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 USD Cash (USD=X). 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.
| MFDX | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.25 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | — | — |
| Martin ratioReturn relative to average drawdown | 7.09 | — | — |
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Drawdowns
MFDX vs. USD=X - Drawdown Comparison
The maximum MFDX drawdown since its inception was -36.05%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MFDX and USD=X.
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Drawdown Indicators
| MFDX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | 0.00% | -36.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | 0.00% | -10.66% |
Max Drawdown (3Y)Largest decline over 3 years | -11.62% | 0.00% | -11.62% |
Max Drawdown (5Y)Largest decline over 5 years | -25.58% | 0.00% | -25.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -3.31% | 0.00% | -3.31% |
Average DrawdownAverage peak-to-trough decline | -6.44% | 0.00% | -6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 0.00% | +2.78% |
Volatility
MFDX vs. USD=X - Volatility Comparison
PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) has a higher volatility of 3.61% compared to USD Cash (USD=X) at 0.00%. This indicates that MFDX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFDX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 0.00% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 0.00% | +12.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 0.00% | +14.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 0.00% | +15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 0.00% | +16.40% |
Frequently Asked Questions
MFDX has higher volatility (3.61%) compared to USD=X (0.00%). In terms of maximum drawdown, MFDX dropped -36.05% vs USD=X's 0.00%.
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