MFEM vs. VOO
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) and Vanguard S&P 500 ETF (VOO).
MFEM and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MFEM is a passively managed fund by PIMCO that tracks the performance of the RAFI Dynamic Multi-Factor Emerging Market Index. It was launched on Aug 31, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both MFEM and VOO 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: MFEM or VOO.
Performance
MFEM vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, MFEM achieves a 7.20% return, which is significantly lower than VOO's 26.16% return.
MFEM
7.20%
-3.94%
-0.69%
13.19%
5.44%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| MFEM | VOO | |
|---|---|---|
| Sharpe Ratio | 0.87 | 2.70 |
| Sortino Ratio | 1.28 | 3.60 |
| Omega Ratio | 1.16 | 1.50 |
| Calmar Ratio | 0.76 | 3.90 |
| Martin Ratio | 3.89 | 17.65 |
| Ulcer Index | 3.25% | 1.86% |
| Daily Std Dev | 14.46% | 12.19% |
| Max Drawdown | -42.28% | -33.99% |
| Current Drawdown | -7.65% | -0.86% |
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MFEM vs. VOO - Expense Ratio Comparison
MFEM has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between MFEM and VOO is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
MFEM vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) and Vanguard S&P 500 ETF (VOO). 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
MFEM vs. VOO - Dividend Comparison
MFEM's dividend yield for the trailing twelve months is around 5.60%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFEM PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | 5.60% | 4.01% | 7.01% | 29.96% | 1.70% | 2.37% | 2.99% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MFEM vs. VOO - Drawdown Comparison
The maximum MFEM drawdown since its inception was -42.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MFEM and VOO. For additional features, visit the drawdowns tool.
Volatility
MFEM vs. VOO - Volatility Comparison
PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) has a higher volatility of 4.53% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that MFEM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.