MFUS vs. PYLD
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD).
MFUS and PYLD 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. PYLD is an actively managed fund by PIMCO. It was launched on Jun 21, 2023.
Performance
MFUS vs. PYLD - Performance Comparison
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MFUS vs. PYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 3.90% | 16.02% | 20.17% | 10.27% |
PYLD PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund | -0.61% | 9.57% | 7.69% | 5.60% |
Returns By Period
In the year-to-date period, MFUS achieves a 3.90% return, which is significantly higher than PYLD's -0.61% return.
MFUS
- 1D
- 0.72%
- 1M
- -3.47%
- YTD
- 3.90%
- 6M
- 5.07%
- 1Y
- 18.98%
- 3Y*
- 17.41%
- 5Y*
- 11.81%
- 10Y*
- —
PYLD
- 1D
- 0.31%
- 1M
- -1.68%
- YTD
- -0.61%
- 6M
- 0.98%
- 1Y
- 6.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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MFUS vs. PYLD - Expense Ratio Comparison
MFUS has a 0.30% expense ratio, which is lower than PYLD's 0.55% expense ratio.
Return for Risk
MFUS vs. PYLD — Risk / Return Rank
MFUS
PYLD
MFUS vs. PYLD - 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 PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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 | PYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.77 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.76 | 2.47 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.91 | -0.27 |
Martin ratioReturn relative to average drawdown | 8.15 | 7.76 | +0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MFUS | PYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.77 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 2.01 | -1.30 |
Correlation
The correlation between MFUS and PYLD is 0.33, 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.
Dividends
MFUS vs. PYLD - Dividend Comparison
MFUS's dividend yield for the trailing twelve months is around 1.52%, less than PYLD's 6.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 1.52% | 1.54% | 1.45% | 1.96% | 2.07% | 1.35% | 1.72% | 1.89% | 1.69% | 1.01% |
PYLD PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund | 6.37% | 6.21% | 6.40% | 2.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MFUS vs. PYLD - Drawdown Comparison
The maximum MFUS drawdown since its inception was -35.21%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for MFUS and PYLD.
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Drawdown Indicators
| MFUS | PYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -4.52% | -30.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -3.25% | -8.37% |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | — | — |
Current DrawdownCurrent decline from peak | -3.61% | -1.98% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -0.64% | -3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 0.80% | +1.53% |
Volatility
MFUS vs. PYLD - Volatility Comparison
PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) has a higher volatility of 4.35% compared to PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) at 1.66%. This indicates that MFUS's price experiences larger fluctuations and is considered to be riskier than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFUS | PYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 1.66% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 2.13% | +6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 3.44% | +12.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 4.00% | +11.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.45% | 4.00% | +13.45% |