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USXF vs. MFUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

USXF vs. MFUS

Last updated Aug 2, 2026
Documentation

USXF (iShares ESG Advanced MSCI USA ETF) and MFUS (PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF) are both Large Cap Growth Equities funds - USXF tracks the MSCI USA Choice ESG Screened Index while MFUS tracks the RAFI Dynamic Multi-Factor U.S. Index​. Both are passively managed. Over the past 5 years, USXF returned 13.51%/yr vs 12.82%/yr for MFUS. Their correlation of 0.82 means they have usually moved in the same direction. USXF charges 0.10%/yr vs 0.30%/yr for MFUS.

Performance

USXF vs. MFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI USA ETF (USXF) 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 investments are quite close, with USXF having a 15.33% return and MFUS slightly higher at 16.05%.

USXF

1D
0.18%
1M
-1.67%
6M
12.80%
YTD
15.33%
1Y
22.27%
3Y*
22.53%
5Y*
13.51%
10Y*
—
ALL TIME*
18.07%

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)

MFUS

PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF
$1.61M$1.05M$936.81K

USXF

iShares ESG Advanced MSCI USA ETF
$4.83M$3.89M$4.14M

USXF vs. MFUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
USXF
iShares ESG Advanced MSCI USA ETF		15.33%16.97%26.16%31.65%-21.20%27.14%23.07%
MFUS
PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF		16.05%16.02%20.17%12.19%-5.82%24.10%21.98%

Correlation

The correlation between USXF and MFUS is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

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

0.78

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

0.82

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2020

0.82

The correlation between USXF and MFUS has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

USXF vs. MFUS - Sectors Allocation Comparison

Sectors
USXF
MFUS

Technology

55.3%
25.8%

Financial Services

14.7%
11.3%

Industrials

8.7%
12.5%

Consumer Cyclical

6.4%
9.3%

Healthcare

5.6%
14.7%

Real Estate

3.7%
2.0%

Communication Services

2.3%
4.6%

Basic Materials

2.2%
2.5%

Consumer Defensive

0.9%
9.3%

Utilities

0.1%
1.3%

Energy

0.1%
6.6%

Technology

USXF
55.3%
MFUS
25.8%

Financial Services

USXF
14.7%
MFUS
11.3%

Industrials

USXF
8.7%
MFUS
12.5%

Consumer Cyclical

USXF
6.4%
MFUS
9.3%

Healthcare

USXF
5.6%
MFUS
14.7%

Real Estate

USXF
3.7%
MFUS
2.0%

Communication Services

USXF
2.3%
MFUS
4.6%

Basic Materials

USXF
2.2%
MFUS
2.5%

Consumer Defensive

USXF
0.9%
MFUS
9.3%

Utilities

USXF
0.1%
MFUS
1.3%

Energy

USXF
0.1%
MFUS
6.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG Advanced MSCI USA ETF

PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF

Often compared with USXF:
USXF vs. SCHGUSXF vs. QQQUSXF vs. SPYXUSXF vs. ESGVUSXF vs. SPYUSXF vs. VOOUSXF vs. STLG
Often compared with MFUS:
MFUS vs. RWLMFUS vs. FNDXMFUS vs. VOOVMFUS vs. AVUSMFUS vs. SPYMFUS vs. AVLVMFUS vs. DGRW

Return for Risk

USXF vs. MFUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
USXF
USXF Risk / Return Rank: 4949
Overall Rank
USXF Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
USXF Sortino Ratio Rank: 4343
Sortino Ratio Rank
USXF Omega Ratio Rank: 4242
Omega Ratio Rank
USXF Calmar Ratio Rank: 5757
Calmar Ratio Rank
USXF Martin Ratio Rank: 6060
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.

USXF vs. MFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) 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.

USXFMFUSDifference
Sharpe ratioReturn per unit of total volatility
1.10
2.16

-1.06

Sortino ratioReturn per unit of downside risk
1.58
3.11

-1.54

Omega ratioGain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratioReturn relative to maximum drawdown

2.02

3.86

-1.84

Martin ratioReturn relative to average drawdown

7.03

14.64

-7.61

USXF vs. MFUS - Sharpe Ratio Comparison

The current USXF Sharpe Ratio is 1.10, which is lower than the MFUS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of USXF 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

USXF vs. MFUS - Drawdown Comparison

The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum MFUS drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for USXF and MFUS.

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Drawdown Indicators

USXFMFUSDifference

Max Drawdown

Largest peak-to-trough decline

-29.54%

-35.21%

+5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-6.39%

-3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-20.93%

-15.39%

-5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.54%

-18.22%

-11.32%

Current Drawdown

Current decline from peak

-4.99%

-2.61%

-2.38%

Average Drawdown

Average peak-to-trough decline

-6.34%

-3.95%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.68%

+1.25%

Volatility

USXF vs. MFUS - Volatility Comparison

iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 6.05% compared to PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) at 2.93%. This indicates that USXF's price experiences larger fluctuations and is considered to be riskier than MFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USXFMFUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

2.93%

+3.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.50%

9.11%

+6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

11.43%

+7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

15.02%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.38%

17.28%

+2.10%

USXF vs. MFUS - Expense Ratio Comparison

USXF has a 0.10% expense ratio, which is lower than MFUS's 0.30% expense ratio.

Dividends

USXF vs. MFUS - Dividend Comparison

USXF's dividend yield for the trailing twelve months is around 0.83%, less 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%
USXF
iShares ESG Advanced MSCI USA ETF		0.83%0.93%1.00%1.21%1.39%0.86%0.58%0.00%0.00%0.00%

Frequently Asked Questions

USXF and MFUS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USXF has higher volatility (6.05%) compared to MFUS (2.93%). In terms of maximum drawdown, USXF dropped -29.54% vs MFUS's -35.21%.

On 5-year performance, USXF leads with 13.51% vs 12.82% for MFUS. On fees, USXF is cheaper at 0.10% per year. On volatility, MFUS has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USXF has performed better with a 13.51% return vs 12.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USXF is cheaper with a 0.10% expense ratio, compared with 0.30% for MFUS.

MFUS has the higher dividend yield at 1.38%, compared with 0.83% for USXF.

USXF tracks MSCI USA Choice ESG Screened Index, while MFUS tracks RAFI Dynamic Multi-Factor U.S. Index​. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.10% for USXF and 0.30% for MFUS.

MFUS currently has the higher Sharpe Ratio (2.16 vs 1.10), 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.

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