NYSX vs. MFUS

Last updated Jun 5, 2026

NYSX (Global X NYSE 100 ETF) and MFUS (PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF) are both Large Cap Growth Equities funds - NYSX tracks the NYSE 100 Index while MFUS tracks the RAFI Dynamic Multi-Factor U.S. Index​. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. NYSX charges 0.09%/yr vs 0.30%/yr for MFUS.

Performance

NYSX vs. MFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NYSE 100 ETF (NYSX) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

NYSX

• 1D: -0.36%
• 1M: 11.23%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MFUS

• 1D: 0.19%
• 1M: 4.47%
• YTD: 16.59%
• 6M: 16.69%
• 1Y: 28.65%
• 3Y*: 22.52%
• 5Y*: 12.86%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NYSX vs. MFUS - Yearly Performance Comparison

	2026 (YTD)
NYSX Global X NYSE 100 ETF	34.86%
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	13.49%

Correlation

The correlation between NYSX and MFUS is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 27, 2026	0.67

Return for Risk

NYSX vs. MFUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFUS

MFUS Risk / Return Rank: 84
MFUS Sharpe Ratio Rank: 83
MFUS Sortino Ratio Rank: 86
MFUS Omega Ratio Rank: 81
MFUS Calmar Ratio Rank: 84
MFUS Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NYSX vs. MFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NYSE 100 ETF (NYSX) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	NYSX	MFUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.69	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	17.95	0.79	+17.16

Drawdowns

NYSX vs. MFUS - Drawdown Comparison

The maximum NYSX drawdown since its inception was -3.46%, smaller than the maximum MFUS drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for NYSX and MFUS.

Drawdown Indicators

	NYSX	MFUS	Difference
Max Drawdown Largest peak-to-trough decline	-3.46%	-35.21%	+31.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.39%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.22%	—
Current Drawdown Current decline from peak	-1.37%	0.00%	-1.37%
Average Drawdown Average peak-to-trough decline	-0.52%	-3.99%	+3.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.55%	—

Volatility

Volatility by Period

	NYSX	MFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.97%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.44%	10.71%	+10.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.44%	15.03%	+6.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.44%	17.35%	+4.09%

NYSX vs. MFUS - Expense Ratio Comparison

NYSX has a 0.09% expense ratio, which is lower than MFUS's 0.30% expense ratio.

Dividends

NYSX vs. MFUS - Dividend Comparison

NYSX has not paid dividends to shareholders, while MFUS's dividend yield for the trailing twelve months is around 1.35%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	1.35%	1.54%	1.45%	1.96%	2.07%	1.35%	1.72%	1.89%	1.69%	1.01%
NYSX Global X NYSE 100 ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NYSX and MFUS in my portfolio?

NYSX and MFUS have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NYSX or MFUS?

On fees, NYSX is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NYSX or MFUS?

NYSX is cheaper with a 0.09% expense ratio, compared with 0.30% for MFUS.

Which ETF pays a higher dividend yield, NYSX or MFUS?

MFUS has the higher dividend yield at 1.35%, compared with 0.00% for NYSX.

What is the main difference between NYSX and MFUS?

NYSX tracks NYSE 100 Index, while MFUS tracks RAFI Dynamic Multi-Factor U.S. Index​. They also come from different issuers: Global X and PIMCO. Their fees differ too: 0.09% for NYSX and 0.30% for MFUS.