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RAFE vs. MFUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAFE vs. MFUS - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with RAFE having a 16.68% return and MFUS slightly lower at 16.05%.


RAFE

1D
-0.31%
1M
1.12%
6M
14.64%
YTD
16.68%
1Y
31.75%
3Y*
18.09%
5Y*
11.54%
10Y*
ALL TIME*
12.67%

MFUS

1D
0.02%
1M
-0.78%
6M
11.41%
YTD
16.05%
1Y
25.38%
3Y*
19.23%
5Y*
12.82%
10Y*
ALL TIME*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.61M$1.05M$936.81K
$564.44K$467.39K$607.84K

RAFE vs. MFUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RAFE
PIMCO RAFI ESG U.S. ETF
16.68%17.60%13.81%18.80%-13.76%30.16%5.29%0.43%
MFUS
PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF
16.05%16.02%20.17%12.19%-5.82%24.10%10.64%0.79%

Correlation

The correlation between RAFE and MFUS is 0.88, meaning they have usually moved in the same direction, including during past declines.


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

0.88

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2019

0.91

The correlation between RAFE and MFUS has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

RAFE vs. MFUS — Risk / Return Rank

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

RAFE
RAFE Risk / Return Rank: 9393
Overall Rank
RAFE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RAFE Sortino Ratio Rank: 9494
Sortino Ratio Rank
RAFE Omega Ratio Rank: 9393
Omega Ratio Rank
RAFE Calmar Ratio Rank: 9191
Calmar Ratio Rank
RAFE Martin Ratio Rank: 9292
Martin Ratio Rank

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
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.

RAFE vs. MFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI ESG U.S. ETF (RAFE) 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.

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.


RAFEMFUSDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.48

1.39

+0.09

Calmar ratioReturn relative to maximum drawdown

4.09

3.86

+0.23

Martin ratioReturn relative to average drawdown

16.26

14.64

+1.62

RAFE vs. MFUS - Sharpe Ratio Comparison

The current RAFE Sharpe Ratio is 2.67, which is comparable to the MFUS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of RAFE and MFUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RAFE vs. MFUS - Drawdown Comparison

The maximum RAFE drawdown since its inception was -35.74%, roughly equal to the maximum MFUS drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for RAFE and MFUS.


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Drawdown Indicators


RAFEMFUSDifference

Max Drawdown

Largest peak-to-trough decline

-35.74%

-35.21%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-6.39%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.36%

-15.39%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.28%

-18.22%

-6.06%

Current Drawdown

Current decline from peak

-0.96%

-2.61%

+1.65%

Average Drawdown

Average peak-to-trough decline

-6.08%

-3.95%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.68%

+0.19%

Volatility

RAFE vs. MFUS - Volatility Comparison

PIMCO RAFI ESG U.S. ETF (RAFE) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) have volatilities of 3.01% and 2.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAFEMFUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

2.93%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

9.11%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

11.43%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

15.02%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

17.28%

+1.99%

RAFE vs. MFUS - Expense Ratio Comparison

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


Dividends

RAFE vs. MFUS - Dividend Comparison

RAFE's dividend yield for the trailing twelve months is around 1.48%, more than MFUS's 1.38% yield.


PositionTTM202520242023202220212020201920182017
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%
RAFE
PIMCO RAFI ESG U.S. ETF
1.48%1.67%1.79%1.81%2.22%1.42%2.36%0.00%0.00%0.00%

Frequently Asked Questions


RAFE and MFUS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RAFE has higher volatility (3.01%) compared to MFUS (2.93%). In terms of maximum drawdown, RAFE dropped -35.74% vs MFUS's -35.21%.

On 5-year performance, MFUS leads with 12.82% vs 11.54% for RAFE. Both ETFs have the same 0.30% expense ratio. Their volatility is very similar. 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 11.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

RAFE has the higher dividend yield at 1.48%, compared with 1.38% for MFUS.

RAFE is categorized as Large Cap Blend Equities, while MFUS is Large Cap Growth Equities. RAFE tracks RAFI ESG US Index, while MFUS tracks RAFI Dynamic Multi-Factor U.S. Index​.

RAFE currently has the higher Sharpe Ratio (2.67 vs 2.16), 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

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