PIMCO RAFI Dynamic Multi-Factor International Equity ETF

PIMCO RAFI Dynamic Multi-Factor International Equity ETF (MFDX)

Description

The investment seeks to track the performance of the RAFI Dynamic Multi-Factor Developed Ex-U.S. Index. The MFDX ETF contains 1169 constituents. It is focused on blend holdings in the Europe region.

Price $22.55 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	4.12%
Expense ratio	0.39%
Average spread	0.133%
1Y roundtrip cost	0.523%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-1.1%	-1.8%	-0.3%	-5.3%	3.0%	-8.9%	3.6%	-4.6%	-9.4%	1.7%			-23.2%
2021	-0.4%	2.1%	2.6%	2.5%	3.7%	-1.4%	0.7%	1.4%	-2.6%	2.7%	-4.9%	4.7%	11.0%
2020	-2.3%	-8.5%	-14.8%	7.5%	5.0%	2.8%	2.6%	5.0%	-1.5%	-3.4%	12.6%	4.9%	9.8%
2019	7.1%	1.7%	0.8%	1.8%	-4.5%	4.9%	-1.8%	-0.3%	2.6%	2.6%	1.3%	2.6%	18.8%
2018	4.3%	-4.7%	-0.5%	1.4%	-2.0%	-1.5%	2.0%	-2.0%	1.0%	-7.4%	0.1%	-5.3%	-14.5%
2017										1.4%	1.0%	1.9%	4.4%
	7.5%	-11.2%	-12.3%	7.9%	5.2%	-4.2%	7.1%	-0.5%	-9.9%	-2.4%	10.1%	8.8%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022				0.10			0.31			0.11			0.52
2021				0.10			0.24			0.13		0.41	0.88
2020				0.11			0.13			0.03		0.16	0.43
2019				0.09			0.22			0.16		0.28	0.75
2018							0.25			0.23		0.19	0.67
2017												0.19	0.19
	0.00	0.00	0.00	0.40	0.00	0.00	1.15	0.00	0.00	0.66	0.00	1.23

Sectors and Top Holdings

Security	% Assets
Royal Dutch Shell Plc Class A	1.07%
BP p.l.c.	0.95%
Hitachi,Ltd.	0.89%
Glencore plc	0.88%
Banco Santander, S.A.	0.87%
Societe Generale S.A. Class A	0.87%
Eni S.p.A.	0.86%
ASML Holding NV	0.77%
ArcelorMittal SA	0.76%
Volkswagen AG Pref	0.75%
Koninklijke Ahold Delhaize N.V.	0.64%
Diageo plc	0.61%
Novo Nordisk A/S Class B	0.61%
Bayerische Motoren Werke AG	0.59%
Nestle S.A.	0.59%
Top 15 Weights	11.71%

Compare with similar ETFs

	MFDX	GSID	IQSI	JHMD	PQIN	TPIF
Product name	PIMCO RAFI Dynamic Multi-Factor International Equity ETF	Goldman Sachs MarketBeta International Equity ETF	IQ Candriam ESG International Equity ETF	John Hancock Multifactor Developed International ETF	PGIM QMA Strategic Alpha International Equity ETF	Timothy Plan International ETF
Issuer	PIMCO	Goldman Sachs	IndexIQ	John Hancock	PGIM	Timothy
Price	$22.55	$41.1799	$21.5621	$24.5	$42.222	$20.5
Expense Ratio	0.39%	0.2%	0.15%	0.39%	0.29%	0.62%
Average Spread	0.133%	0.267%	0.139%	0.327%	0.403%	0.488%
AUM	$72,618,600	$254,882,000	$150,745,000	$376,587,000	$29,188,500	$57,857,900
Shares	3,220,339	6,189,481	6,991,208	15,370,903	691,311	2,822,335
Average Daily Volume	16,176	6,273	22,741	57,088	70	23,827
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2017-08-31	2020-05-12	2019-12-17	2016-12-15	2018-12-04	2019-12-02
Index Tracked	RAFI Dynamic Multi-Factor Developed Ex-U.S. Index	Solactive GBS Developed Markets ex North America Large & Mid Cap Index	IQ Candriam ESG International Equity Index	John Hancock Dimensional Developed International Index	No Underlying Index	Victory International Volatility Weighted BRI Index
Category	Foreign Large Cap Equities	Foreign Large Cap Equities	Foreign Large Cap Equities	Foreign Large Cap Equities	Foreign Large Cap Equities	Foreign Large Cap Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps
Value or Growth	Blend	Blend	Blend	Blend	Blend	Blend
Region	Europe	Europe	Europe	Europe	Europe	Europe
Countries	Broad	Broad	Broad	Broad	Broad	Broad
Annual Dividend Rate	$0.93	$1.188	$0.852	$1.054	$4.851	$0.684
Annual Dividend Yield	0.041%	0.029%	0.040%	0.043%	0.115%	0.033%
Number of Holdings	1169	979	658	738	439	383
YTD Return	-21.72%	-25.76%	-26.21%	-25.86%	-25.18%	-27.98%
Beta	0.61	0.75	0.79	0.62	0.56	0.72
Upside Beta	0.24	0.30	0.48	0.27	0.32	0.40
Downside Beta	0.05	-0.49	-0.45	-0.07	-0.20	-0.51
Volatility 1Y	18.94%	20.09%	20.46%	20.44%	18.40%	19.60%
Sharpe Ratio 3Y	-0.20	0.00	0.00	-0.28	-0.37	0.00
Treynor Ratio 3Y	0.00	0.00	0.00	-0.01	-0.01	0.00

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