SEMG vs. MFUS

Last updated Jun 4, 2026

SEMG (Suncoast Select Growth ETF) and MFUS (PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF) are both Large Cap Growth Equities funds. SEMG is actively managed, while MFUS is passively managed. Over the past year, SEMG returned 3.68% vs 28.04% for MFUS. A 0.58 correlation means they provide meaningful diversification when combined. SEMG charges 0.60%/yr vs 0.30%/yr for MFUS.

Performance

SEMG vs. MFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suncoast Select Growth ETF (SEMG) 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

In the year-to-date period, SEMG achieves a -2.89% return, which is significantly lower than MFUS's 16.37% return.

SEMG

• 1D: -0.80%
• 1M: 1.87%
• YTD: -2.89%
• 6M: -1.44%
• 1Y: 3.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MFUS

• 1D: 0.03%
• 1M: 5.72%
• YTD: 16.37%
• 6M: 16.58%
• 1Y: 28.04%
• 3Y*: 22.25%
• 5Y*: 12.82%
• 10Y*: —

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

SEMG vs. MFUS - Yearly Performance Comparison

	2026 (YTD)	2025
SEMG Suncoast Select Growth ETF	-2.89%	8.27%
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	16.37%	12.49%

Correlation

The correlation between SEMG and MFUS is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (All Time) Calculated using the full available price history since May 15, 2025	0.58

The correlation between SEMG and MFUS has been stable across timeframes, ranging from 0.57 to 0.58 - a consistent structural relationship.

SEMG vs. MFUS - Sectors Allocation Comparison

Sectors	SEMG	MFUS
Technology	39.1%	21.8%
Communication Services	19.1%	5.3%
Financial Services	17.5%	12.6%
Healthcare	13.2%	13.5%
Industrials	6.7%	12.6%
Consumer Cyclical	4.5%	10.6%
Basic Materials	-	2.8%
Consumer Defensive	-	10.3%
Energy	-	7.0%
Real Estate	-	1.8%
Utilities	-	1.7%

Return for Risk

SEMG vs. MFUS — Risk / Return Rank

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

SEMG

SEMG Risk / Return Rank: 13
SEMG Sharpe Ratio Rank: 13
SEMG Sortino Ratio Rank: 13
SEMG Omega Ratio Rank: 12
SEMG Calmar Ratio Rank: 12
SEMG Martin Ratio Rank: 13

MFUS

MFUS Risk / Return Rank: 82
MFUS Sharpe Ratio Rank: 80
MFUS Sortino Ratio Rank: 83
MFUS Omega Ratio Rank: 78
MFUS Calmar Ratio Rank: 83
MFUS Martin Ratio Rank: 86

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.

SEMG vs. MFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncoast Select Growth ETF (SEMG) 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.

	SEMG	MFUS	Difference
Sharpe ratio: Return per unit of total volatility	0.28	2.63	-2.35
Sortino ratio: Return per unit of downside risk	0.48	3.77	-3.29
Omega ratio: Gain probability vs. loss probability	1.06	1.47	-0.41
Calmar ratio: Return relative to maximum drawdown	0.23	4.41	-4.18
Martin ratio: Return relative to average drawdown	0.75	18.13	-17.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEMG vs. MFUS - Sharpe Ratio Comparison

The current SEMG Sharpe Ratio is 0.28, which is lower than the MFUS Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of SEMG 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.

Sharpe Ratios by Period

	SEMG	MFUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	2.63	-2.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.79	-0.41

Drawdowns

SEMG vs. MFUS - Drawdown Comparison

The maximum SEMG drawdown since its inception was -15.80%, smaller than the maximum MFUS drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for SEMG and MFUS.

Drawdown Indicators

	SEMG	MFUS	Difference
Max Drawdown Largest peak-to-trough decline	-15.80%	-35.21%	+19.41%
Max Drawdown (1Y) Largest decline over 1 year	-15.80%	-6.39%	-9.41%
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	-3.86%	0.00%	-3.86%
Average Drawdown Average peak-to-trough decline	-3.36%	-4.00%	+0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	1.55%	+3.38%

Volatility

SEMG vs. MFUS - Volatility Comparison

Suncoast Select Growth ETF (SEMG) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) have volatilities of 3.14% and 3.19%, 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.

Volatility by Period

	SEMG	MFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.14%	3.19%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	9.89%	8.22%	+1.67%
Volatility (1Y) Calculated over the trailing 1-year period	13.04%	10.72%	+2.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.00%	15.03%	-2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.00%	17.35%	-4.35%

SEMG vs. MFUS - Expense Ratio Comparison

SEMG has a 0.60% expense ratio, which is higher than MFUS's 0.30% expense ratio.

Dividends

SEMG vs. MFUS - Dividend Comparison

SEMG's dividend yield for the trailing twelve months is around 0.05%, less than MFUS's 1.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	1.36%	1.54%	1.45%	1.96%	2.07%	1.35%	1.72%	1.89%	1.69%	1.01%
SEMG Suncoast Select Growth ETF	0.05%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SEMG and MFUS in my portfolio?

SEMG and MFUS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEMG or MFUS?

MFUS has higher volatility (3.19%) compared to SEMG (3.14%). In terms of maximum drawdown, SEMG dropped -15.80% vs MFUS's -35.21%.

Which ETF is better, SEMG or MFUS?

On 1-year performance, MFUS leads with 28.04% vs 3.68% for SEMG. On fees, MFUS is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEMG or MFUS?

Over the 1-year period, MFUS has performed better with a 28.04% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEMG or MFUS?

MFUS is cheaper with a 0.30% expense ratio, compared with 0.60% for SEMG.

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

MFUS has the higher dividend yield at 1.36%, compared with 0.05% for SEMG.

What is the main difference between SEMG and MFUS?

They also come from different issuers: Suncoast and PIMCO. Their fees differ too: 0.60% for SEMG and 0.30% for MFUS.

Which has better risk-adjusted returns?

MFUS currently has the higher Sharpe Ratio (2.63 vs 0.28), 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.