PortfoliosLab logoPortfoliosLab logo
MFUS vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFUS vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with MFUS having a 16.05% return and BCD slightly higher at 16.41%.


MFUS

1D
0.02%
1M
-1.31%
6M
11.41%
YTD
16.05%
1Y
24.56%
3Y*
19.23%
5Y*
12.82%
10Y*
ALL TIME*
13.36%

BCD

1D
-0.06%
1M
5.53%
6M
7.33%
YTD
16.41%
1Y
28.06%
3Y*
10.83%
5Y*
10.65%
10Y*
ALL TIME*
8.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.39M$1.55M$2.26M
$1.61M$1.05M$936.81K

MFUS vs. BCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFUS
PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF
16.05%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
16.41%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 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.04

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2017

0.28

Over the past year, the correlation between MFUS and BCD has dropped to 0.04 - well below their long-term average of 0.28, 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

Compare historical risk-adjusted metric ranks over the past 12 months.

MFUS
MFUS Risk / Return Rank: 8989
Overall Rank
MFUS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MFUS Sortino Ratio Rank: 8989
Sortino Ratio Rank
MFUS Omega Ratio Rank: 8888
Omega Ratio Rank
MFUS Calmar Ratio Rank: 9090
Calmar Ratio Rank
MFUS Martin Ratio Rank: 9090
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 7575
Overall Rank
BCD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 8181
Sortino Ratio Rank
BCD Omega Ratio Rank: 8383
Omega Ratio Rank
BCD Calmar Ratio Rank: 6464
Calmar Ratio Rank
BCD Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MFUSBCDDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

3.86

2.22

+1.64

Martin ratioReturn relative to average drawdown

14.64

7.25

+7.38

MFUS vs. BCD - Sharpe Ratio Comparison

The current MFUS Sharpe Ratio is 2.16, which is comparable to the BCD Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of MFUS and BCD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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


MFUSBCDDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-29.81%

-5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-12.70%

+6.31%

Max Drawdown (3Y)

Largest decline over 3 years

-15.39%

-12.70%

-2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.22%

-23.03%

+4.81%

Current Drawdown

Current decline from peak

-2.61%

-6.83%

+4.22%

Average Drawdown

Average peak-to-trough decline

-3.95%

-9.83%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

3.88%

-2.20%

Volatility

MFUS vs. BCD - Volatility Comparison

The current volatility for PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) is 2.93%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 3.93%. 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


MFUSBCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

3.93%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

11.95%

-2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.43%

14.22%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

15.36%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

13.91%

+3.37%

MFUS vs. BCD - Expense Ratio Comparison

Both MFUS and BCD have an expense ratio of 0.30%.


Dividends

MFUS vs. BCD - Dividend Comparison

MFUS's dividend yield for the trailing twelve months is around 1.38%, less than BCD's 14.79% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.79%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
1.38%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 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCD has higher volatility (3.93%) compared to MFUS (2.93%). In terms of maximum drawdown, MFUS dropped -35.21% vs BCD's -29.81%.

On 5-year performance, MFUS leads with 12.82% vs 10.65% for BCD. Both ETFs have the same 0.30% expense ratio. On volatility, MFUS has been the lower-risk option at 2.93%. 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 12.82% return vs 10.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MFUS and BCD have the same expense ratio: 0.30% per year.

BCD has the higher dividend yield at 14.79%, compared with 1.38% for MFUS.

MFUS is categorized as Large Cap Growth Equities, while BCD is Commodities. MFUS tracks RAFI Dynamic Multi-Factor U.S. Index​, while BCD tracks Bloomberg Commodity Index 3 Month Forward Total Return. They also come from different issuers: PIMCO and Aberdeen.

MFUS currently has the higher Sharpe Ratio (2.16 vs 1.98), 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.

Portfolio Optimizer

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