MFUS vs. STPZ
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and PIMCO 1-5 Year US TIPS Index ETF (STPZ).
MFUS and STPZ 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. STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009. Both MFUS and STPZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MFUS vs. STPZ - Performance Comparison
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MFUS vs. STPZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 3.16% | 16.02% | 20.17% | 12.19% | -5.82% | 24.10% | 10.64% | 26.17% | -7.30% | 11.20% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 0.83% | 6.40% | 4.30% | 4.28% | -4.49% | 5.64% | 5.44% | 4.83% | 0.04% | -0.19% |
Returns By Period
In the year-to-date period, MFUS achieves a 3.16% return, which is significantly higher than STPZ's 0.83% return.
MFUS
- 1D
- 2.23%
- 1M
- -4.24%
- YTD
- 3.16%
- 6M
- 4.62%
- 1Y
- 18.18%
- 3Y*
- 17.13%
- 5Y*
- 11.65%
- 10Y*
- —
STPZ
- 1D
- 0.07%
- 1M
- -0.12%
- YTD
- 0.83%
- 6M
- 1.08%
- 1Y
- 3.83%
- 3Y*
- 4.47%
- 5Y*
- 3.05%
- 10Y*
- 2.82%
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MFUS vs. STPZ - Expense Ratio Comparison
MFUS has a 0.30% expense ratio, which is higher than STPZ's 0.20% expense ratio.
Return for Risk
MFUS vs. STPZ — Risk / Return Rank
MFUS
STPZ
MFUS vs. STPZ - 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 1-5 Year US TIPS Index ETF (STPZ). 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 | STPZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.61 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.30 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.92 | -1.26 |
Martin ratioReturn relative to average drawdown | 8.28 | 8.71 | -0.43 |
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 | STPZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.61 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.93 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.89 | -0.18 |
Correlation
The correlation between MFUS and STPZ is 0.11, 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. STPZ - Dividend Comparison
MFUS's dividend yield for the trailing twelve months is around 1.49%, less than STPZ's 3.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 1.49% | 1.54% | 1.45% | 1.96% | 2.07% | 1.35% | 1.72% | 1.89% | 1.69% | 1.01% | 0.00% | 0.00% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 3.59% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
Drawdowns
MFUS vs. STPZ - Drawdown Comparison
The maximum MFUS drawdown since its inception was -35.21%, which is greater than STPZ's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for MFUS and STPZ.
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Drawdown Indicators
| MFUS | STPZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -6.77% | -28.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -1.35% | -10.27% |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | -6.70% | -11.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.77% | — |
Current DrawdownCurrent decline from peak | -4.30% | -0.37% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -1.32% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 0.45% | +1.87% |
Volatility
MFUS vs. STPZ - Volatility Comparison
PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) has a higher volatility of 4.39% compared to PIMCO 1-5 Year US TIPS Index ETF (STPZ) at 0.72%. This indicates that MFUS's price experiences larger fluctuations and is considered to be riskier than STPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFUS | STPZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 0.72% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 1.21% | +7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 2.38% | +13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 3.30% | +11.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.45% | 2.98% | +14.47% |