MFUS vs. BCD
MFUS (PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF) and BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) are both exchange-traded funds - MFUS is a Large Cap Growth Equities fund tracking the RAFI Dynamic Multi-Factor U.S. Index, while BCD is a Commodities fund actively managed by Aberdeen. MFUS is passively managed, while BCD is actively managed. Over the past 5 years, MFUS returned 12.86%/yr vs 11.82%/yr for BCD. At a 0.29 correlation, their price movements are largely independent. MFUS charges 0.30%/yr vs 0.29%/yr for BCD.
Performance
MFUS vs. BCD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MFUS achieves a 16.59% return, which is significantly lower than BCD's 19.57% return.
MFUS
- 1D
- 0.19%
- 1M
- 4.47%
- YTD
- 16.59%
- 6M
- 16.69%
- 1Y
- 28.65%
- 3Y*
- 22.52%
- 5Y*
- 12.86%
- 10Y*
- —
BCD
- 1D
- -0.72%
- 1M
- -2.04%
- YTD
- 19.57%
- 6M
- 19.32%
- 1Y
- 30.65%
- 3Y*
- 14.01%
- 5Y*
- 11.82%
- 10Y*
- —
MFUS vs. BCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 16.59% | 16.02% | 20.17% | 12.19% | -5.82% | 24.10% | 10.64% | 26.17% | -7.30% | 11.20% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 19.57% | 15.71% | 6.20% | -7.58% | 18.38% | 31.87% | 4.76% | 7.34% | -8.65% | 3.78% |
Correlation
The correlation between MFUS and BCD is 0.00, 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 | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2017 | 0.29 |
Over the past year, the correlation between MFUS and BCD has dropped to 0.00 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MFUS vs. BCD — Risk / Return Rank
MFUS
BCD
MFUS vs. BCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.
| MFUS | BCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.41 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 4.26 | +0.24 |
| Martin ratioReturn relative to average drawdown | 18.52 | 12.04 | +6.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MFUS | BCD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 2.24 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.77 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.66 | +0.13 |
Drawdowns
MFUS vs. BCD - Drawdown Comparison
The maximum MFUS drawdown since its inception was -35.21%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for MFUS and BCD.
Loading charts...
Drawdown Indicators
| MFUS | BCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -29.81% | -5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.39% | -7.22% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.39% | -10.50% | -4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | -23.03% | +4.81% |
Current DrawdownCurrent decline from peak | 0.00% | -4.30% | +4.30% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -9.85% | +5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 2.55% | -1.00% |
Volatility
MFUS vs. BCD - Volatility Comparison
The current volatility for PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) is 2.97%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 4.38%. This indicates that MFUS experiences smaller price fluctuations and is considered to be less risky than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MFUS | BCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 4.38% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 11.77% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 13.74% | -3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 15.40% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 13.90% | +3.45% |
MFUS vs. BCD - Expense Ratio Comparison
MFUS has a 0.30% expense ratio, which is higher than BCD's 0.29% expense ratio.
Dividends
MFUS vs. BCD - Dividend Comparison
MFUS's dividend yield for the trailing twelve months is around 1.35%, less than BCD's 14.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 14.40% | 17.21% | 3.60% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% |
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 1.35% | 1.54% | 1.45% | 1.96% | 2.07% | 1.35% | 1.72% | 1.89% | 1.69% | 1.01% |
Frequently Asked Questions
MFUS and BCD have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCD has higher volatility (4.38%) compared to MFUS (2.97%). In terms of maximum drawdown, MFUS dropped -35.21% vs BCD's -29.81%.
On 5-year performance, MFUS leads with 12.86% vs 11.82% for BCD. On fees, BCD is cheaper at 0.29% per year. On volatility, MFUS has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, MFUS has performed better with a 12.86% return vs 11.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BCD is cheaper with a 0.29% expense ratio, compared with 0.30% for MFUS.
BCD has the higher dividend yield at 14.40%, compared with 1.35% for MFUS.
MFUS is categorized as Large Cap Growth Equities, while BCD is Commodities. They also come from different issuers: PIMCO and Aberdeen. Their fees differ too: 0.30% for MFUS and 0.29% for BCD.
MFUS currently has the higher Sharpe Ratio (2.69 vs 2.24), 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.
Find the right allocation for MFUS and BCD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer