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MFEM vs. MINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFEM vs. MINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) and PIMCO Enhanced Short Maturity Active ETF (MINT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFEM achieves a 31.49% return, which is significantly higher than MINT's 1.81% return.


MFEM

1D
-1.14%
1M
9.48%
YTD
31.49%
6M
33.22%
1Y
54.64%
3Y*
23.28%
5Y*
8.84%
10Y*

MINT

1D
0.00%
1M
0.36%
YTD
1.81%
6M
2.20%
1Y
4.67%
3Y*
5.41%
5Y*
3.47%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFEM vs. MINT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFEM
PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF
31.49%25.33%4.73%15.14%-19.50%10.77%11.33%15.26%-14.64%4.82%
MINT
PIMCO Enhanced Short Maturity Active ETF
1.81%4.74%5.94%6.26%-1.01%-0.03%1.62%3.34%1.72%0.47%

Correlation

The correlation between MFEM and MINT is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.05

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

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2017

0.06

The correlation between MFEM and MINT shifts across timeframes, from -0.05 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MFEM vs. MINT — Risk / Return Rank

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

MFEM
MFEM Risk / Return Rank: 8383
Overall Rank
MFEM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MFEM Sortino Ratio Rank: 8282
Sortino Ratio Rank
MFEM Omega Ratio Rank: 8585
Omega Ratio Rank
MFEM Calmar Ratio Rank: 8181
Calmar Ratio Rank
MFEM Martin Ratio Rank: 8080
Martin Ratio Rank

MINT
MINT Risk / Return Rank: 100100
Overall Rank
MINT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MINT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MINT Omega Ratio Rank: 100100
Omega Ratio Rank
MINT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MINT Martin Ratio Rank: 100100
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.

MFEM vs. MINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) and PIMCO Enhanced Short Maturity Active ETF (MINT). 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.


MFEMMINTDifference
Sharpe ratioReturn per unit of total volatility

-14.22

Sortino ratioReturn per unit of downside risk

-61.83

Omega ratioGain probability vs. loss probability

1.53

20.53

-19.01

Calmar ratioReturn relative to maximum drawdown

4.27

94.30

-90.03

Martin ratioReturn relative to average drawdown

15.72

939.26

-923.54

MFEM vs. MINT - Sharpe Ratio Comparison

The current MFEM Sharpe Ratio is 2.87, which is lower than the MINT Sharpe Ratio of 17.09. The chart below compares the historical Sharpe Ratios of MFEM and MINT, 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


MFEMMINTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

17.09

-14.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

5.99

-5.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

2.47

-2.03

Drawdowns

MFEM vs. MINT - Drawdown Comparison

The maximum MFEM drawdown since its inception was -43.32%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for MFEM and MINT.


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Drawdown Indicators


MFEMMINTDifference

Max Drawdown

Largest peak-to-trough decline

-43.32%

-4.62%

-38.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-0.05%

-12.81%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-0.16%

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-31.39%

-2.42%

-28.97%

Max Drawdown (10Y)

Largest decline over 10 years

-4.62%

Current Drawdown

Current decline from peak

-1.14%

0.00%

-1.14%

Average Drawdown

Average peak-to-trough decline

-11.49%

-0.17%

-11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

0.00%

+3.49%

Volatility

MFEM vs. MINT - Volatility Comparison

PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) has a higher volatility of 8.47% compared to PIMCO Enhanced Short Maturity Active ETF (MINT) at 0.09%. This indicates that MFEM's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFEMMINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

0.09%

+8.38%

Volatility (6M)

Calculated over the trailing 6-month period

16.92%

0.20%

+16.72%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

0.27%

+18.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

0.58%

+16.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

0.95%

+18.45%

MFEM vs. MINT - Expense Ratio Comparison

MFEM has a 0.49% expense ratio, which is higher than MINT's 0.36% expense ratio.


Dividends

MFEM vs. MINT - Dividend Comparison

MFEM's dividend yield for the trailing twelve months is around 2.12%, less than MINT's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
MFEM
PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF
2.12%2.77%5.89%4.01%7.01%29.96%1.70%2.37%1.18%0.21%0.00%0.00%
MINT
PIMCO Enhanced Short Maturity Active ETF
4.28%4.63%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%

Frequently Asked Questions


MFEM and MINT have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MFEM has higher volatility (8.47%) compared to MINT (0.09%). In terms of maximum drawdown, MFEM dropped -43.32% vs MINT's -4.62%.

On 5-year performance, MFEM leads with 8.84% vs 3.47% for MINT. On fees, MINT is cheaper at 0.36% per year. On volatility, MINT has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MFEM has performed better with a 8.84% return vs 3.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MINT is cheaper with a 0.36% expense ratio, compared with 0.49% for MFEM.

MINT has the higher dividend yield at 4.28%, compared with 2.12% for MFEM.

MFEM is categorized as Emerging Markets Equities, while MINT is Ultrashort Bond. Their fees differ too: 0.49% for MFEM and 0.36% for MINT.

MINT currently has the higher Sharpe Ratio (17.09 vs 2.87), 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.

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