MFUS vs. BCD
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD).
MFUS and BCD 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. BCD is an actively managed fund by Abrdn Plc. It was launched on Mar 30, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFUS or BCD.
Key characteristics
| MFUS | BCD | |
|---|---|---|
| YTD Return | 10.87% | 8.27% |
| 1Y Return | 25.54% | 8.95% |
| 3Y Return (Ann) | 8.57% | 9.97% |
| 5Y Return (Ann) | 12.42% | 11.26% |
| Sharpe Ratio | 2.35 | 0.64 |
| Daily Std Dev | 11.20% | 12.05% |
| Max Drawdown | -35.21% | -29.79% |
| Current Drawdown | -1.58% | -13.81% |
Correlation
The correlation between MFUS and BCD is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MFUS vs. BCD - Performance Comparison
In the year-to-date period, MFUS achieves a 10.87% return, which is significantly higher than BCD's 8.27% 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. BCD - Expense Ratio Comparison
MFUS has a 0.30% expense ratio, which is higher than BCD's 0.29% expense ratio.
Risk-Adjusted Performance
MFUS vs. BCD - 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 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.
Dividends
MFUS vs. BCD - Dividend Comparison
MFUS's dividend yield for the trailing twelve months is around 1.66%, less than BCD's 4.17% 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% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 4.17% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% |
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 -29.79%. Use the drawdown chart below to compare losses from any high point for MFUS and BCD. For additional features, visit the drawdowns tool.
Volatility
MFUS vs. BCD - Volatility Comparison
PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) have volatilities of 2.95% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.