MFUS vs. VOOV
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) and Vanguard S&P 500 Value ETF (VOOV).
MFUS and VOOV 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. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010. Both MFUS and VOOV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFUS or VOOV.
Key characteristics
| MFUS | VOOV | |
|---|---|---|
| YTD Return | 11.91% | 7.63% |
| 1Y Return | 26.91% | 24.60% |
| 3Y Return (Ann) | 8.85% | 9.75% |
| 5Y Return (Ann) | 12.70% | 12.97% |
| Sharpe Ratio | 2.53 | 2.42 |
| Daily Std Dev | 11.17% | 10.90% |
| Max Drawdown | -35.21% | -37.31% |
| Current Drawdown | -0.65% | -0.27% |
Correlation
The correlation between MFUS and VOOV is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MFUS vs. VOOV - Performance Comparison
In the year-to-date period, MFUS achieves a 11.91% return, which is significantly higher than VOOV's 7.63% 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. VOOV - Expense Ratio Comparison
MFUS has a 0.30% expense ratio, which is higher than VOOV's 0.10% expense ratio.
Risk-Adjusted Performance
MFUS vs. VOOV - 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 Vanguard S&P 500 Value ETF (VOOV). 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. VOOV - Dividend Comparison
MFUS's dividend yield for the trailing twelve months is around 1.65%, less than VOOV's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 1.65% | 1.96% | 2.07% | 1.35% | 1.72% | 1.89% | 1.99% | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOV Vanguard S&P 500 Value ETF | 1.70% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
Drawdowns
MFUS vs. VOOV - Drawdown Comparison
The maximum MFUS drawdown since its inception was -35.21%, smaller than the maximum VOOV drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for MFUS and VOOV. For additional features, visit the drawdowns tool.
Volatility
MFUS vs. VOOV - Volatility Comparison
PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) has a higher volatility of 2.99% compared to Vanguard S&P 500 Value ETF (VOOV) at 2.38%. This indicates that MFUS's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.