MFDX vs. VXUS
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) and Vanguard Total International Stock ETF (VXUS).
MFDX and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both MFDX and VXUS 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 VXUS.
Correlation
The correlation between MFDX and VXUS is 0.95, 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. VXUS - Performance Comparison
Key characteristics
MFDX:
0.87
VXUS:
0.56
MFDX:
1.29
VXUS:
0.90
MFDX:
1.17
VXUS:
1.12
MFDX:
1.15
VXUS:
0.70
MFDX:
3.14
VXUS:
2.21
MFDX:
4.27%
VXUS:
4.27%
MFDX:
15.42%
VXUS:
16.84%
MFDX:
-35.50%
VXUS:
-35.97%
MFDX:
-1.94%
VXUS:
-4.59%
Returns By Period
In the year-to-date period, MFDX achieves a 9.45% return, which is significantly higher than VXUS's 4.37% return.
MFDX
9.45%
-1.94%
2.59%
13.44%
12.53%
N/A
VXUS
4.37%
-4.59%
-2.04%
9.35%
10.00%
4.61%
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MFDX vs. VXUS - Expense Ratio Comparison
MFDX has a 0.39% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
MFDX vs. VXUS — Risk-Adjusted Performance Rank
MFDX
VXUS
MFDX vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
MFDX's dividend yield for the trailing twelve months is around 3.19%, which matches VXUS's 3.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.18% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
MFDX vs. VXUS - Drawdown Comparison
The maximum MFDX drawdown since its inception was -35.50%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for MFDX and VXUS. For additional features, visit the drawdowns tool.
Volatility
MFDX vs. VXUS - Volatility Comparison
The current volatility for PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX) is 9.67%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 11.02%. This indicates that MFDX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.