MFUS vs. AVUS
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and Avantis U.S. Equity ETF (AVUS).
MFUS and AVUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MFUS is a passively managed fund by PIMCO that tracks the performance of the RAFI Dynamic Multi-Factor U.S. Index. It was launched on Aug 31, 2017. AVUS is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFUS or AVUS.
Key characteristics
| MFUS | AVUS | |
|---|---|---|
| YTD Return | 10.87% | 9.53% |
| 1Y Return | 25.54% | 28.56% |
| 3Y Return (Ann) | 8.57% | 8.39% |
| Sharpe Ratio | 2.35 | 2.42 |
| Daily Std Dev | 11.20% | 12.15% |
| Max Drawdown | -35.21% | -37.04% |
| Current Drawdown | -1.58% | -0.49% |
Correlation
The correlation between MFUS and AVUS 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
MFUS vs. AVUS - Performance Comparison
In the year-to-date period, MFUS achieves a 10.87% return, which is significantly higher than AVUS's 9.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MFUS vs. AVUS - Expense Ratio Comparison
MFUS has a 0.30% expense ratio, which is higher than AVUS's 0.15% expense ratio.
Risk-Adjusted Performance
MFUS vs. AVUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and Avantis U.S. Equity ETF (AVUS). 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
MFUS vs. AVUS - Dividend Comparison
MFUS's dividend yield for the trailing twelve months is around 1.66%, more than AVUS's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 1.66% | 1.96% | 2.07% | 1.35% | 1.72% | 1.89% | 1.99% | 1.01% |
AVUS Avantis U.S. Equity ETF | 1.29% | 1.41% | 1.59% | 1.08% | 1.19% | 0.35% | 0.00% | 0.00% |
Drawdowns
MFUS vs. AVUS - Drawdown Comparison
The maximum MFUS drawdown since its inception was -35.21%, roughly equal to the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for MFUS and AVUS. For additional features, visit the drawdowns tool.
Volatility
MFUS vs. AVUS - Volatility Comparison
The current volatility for PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) is 2.98%, while Avantis U.S. Equity ETF (AVUS) has a volatility of 3.37%. This indicates that MFUS experiences smaller price fluctuations and is considered to be less risky than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.