PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM)
Description
The investment seeks to track the performance of the RAFI Dynamic Multi-Factor Emerging Market Index. The MFEM ETF contains 699 constituents. It is focused on blend holdings in the Asia-Pacific region.
Price $16.49 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 40.55% |
| Expense ratio | 0.49% |
| Average spread | 0.182% |
| 1Y roundtrip cost | 0.672% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.3% | -4.0% | -4.1% | -4.9% | 0.9% | -8.2% | 1.0% | -0.5% | -9.6% | 1.3% | -29.4% | ||
| 2021 | 2.8% | 2.2% | 1.2% | 3.4% | 3.0% | 0.9% | -3.0% | 2.0% | -3.3% | 0.9% | -3.8% | 4.3% | 10.7% |
| 2020 | -6.8% | -7.2% | -18.6% | 9.5% | 3.9% | 4.4% | 7.5% | 2.7% | -1.0% | -0.3% | 11.1% | 9.9% | 15.2% |
| 2019 | 7.8% | -1.3% | 0.3% | 1.3% | -3.8% | 5.4% | -2.6% | -3.5% | 1.7% | 3.1% | -0.3% | 7.0% | 15.1% |
| 2018 | 6.7% | -4.9% | -0.1% | -2.2% | -3.1% | -4.4% | 4.6% | -3.5% | 0.8% | -7.8% | 3.3% | -2.1% | -12.9% |
| 2017 | -32.7% | 3.5% | -0.8% | 4.7% | -25.3% | ||||||||
| 9.2% | -15.2% | -21.4% | 7.1% | 0.9% | -1.8% | 7.4% | -2.9% | -44.1% | 0.8% | 9.5% | 23.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.10 | 0.19 | 0.29 | 0.58 | |||||||||
| 2021 | 0.03 | 0.19 | 0.60 | 4.54 | 5.36 | ||||||||
| 2020 | 0.07 | 0.11 | 0.08 | 0.20 | 0.46 | ||||||||
| 2019 | 0.09 | 0.15 | 0.07 | 0.28 | 0.59 | ||||||||
| 2018 | 0.01 | 0.12 | 0.12 | 0.40 | 0.66 | ||||||||
| 2017 | 0.05 | 0.05 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.30 | 0.00 | 0.00 | 0.76 | 0.00 | 0.00 | 1.17 | 0.00 | 5.47 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| iShares MSCI India ETF | 4.48% |
| Infosys Limited Sponsored ADR | 3.55% |
| Public Joint-Stock Company Gazprom | 3.09% |
| Oil company LUKOIL PJSC | 1.74% |
| Hyundai Motor Company | 1.73% |
| Taiwan Semiconductor Manufacturing Co., Ltd. | 1.73% |
| Kia Corporation | 1.58% |
| SK Innovation Co., Ltd | 1.54% |
| Vale S.A. | 1.46% |
| POSCO | 1.38% |
| HDFC Bank Limited Sponsored ADR | 1.36% |
| MediaTek Inc | 1.35% |
| Innolux Corp. | 1.21% |
| Tata Motors Limited Sponsored ADR | 1.11% |
| United Microelectronics Corp. | 0.95% |
| Top 15 Weights | 28.26% |
Compare with similar ETFs
| MFEM | EMXC | FRDM | JHEM | KEMX | WWJD | |
|---|---|---|---|---|---|---|
| Product name | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | iShares MSCI Emerging Markets ex-China ETF | Freedom 100 Emerging Markets ETF | John Hancock Multifactor Emerging Markets ETF | KraneShares MSCI Emerging Markets ex China Index ETF | Inspire International ESG ETF |
| Issuer | PIMCO | iShares | Alpha Architect | John Hancock | KraneShares | Inspire |
| Price | $16.49 | $46.34 | $25.485 | $21.63 | $22.93 | $22.546 |
| Expense Ratio | 0.49% |  0.25% | 0.49% | 0.49% | 0.25% |  0.8% |
| Average Spread | 0.182% | 0.108% | 0.471% | 0.185% | 0.174% | 0.532% |
| AUM | $71,537,900 | $1,237,980,000 | $79,732,200 | $511,333,000 | $18,255,200 | $69,735,200 |
| Shares | 4,338,261 | 26,715,173 | 3,128,593 | 23,640,000 | 796,129 | 3,093,017 |
| Average Daily Volume | 39,279 | 427,423 | 63,589 | 66,790 | 3,737 | 30,253 |
| 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 | 2017-07-18 | 2019-05-23 | 2018-09-27 | 2019-04-12 | 2019-09-30 |
| Index Tracked | RAFI Dynamic Multi-Factor Emerging Market Index | MSCI Emerging Markets ex China Index | Life + Liberty Freedom 100 Emerging Markets Index | John Hancock Dimensional Emerging Markets Index | MSCI Emerging Markets ex China Index | Inspire Global Hope Ex-US Index |
| Category | Emerging Markets Equities | Emerging Markets Equities | Foreign Large Cap Equities | Emerging Markets 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 | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific | Europe |
| Countries | Broad | Broad | Broad | Broad | Broad | Broad |
| Annual Dividend Rate | $6.687 | $1.332 | $0.5 | $0.727 | $1.491 | $4.573 |
| Annual Dividend Yield | 0.406% | 0.029% | 0.020% | 0.034% | 0.065% | 0.203% |
| Number of Holdings | 699 | 681 | 100 | 697 | 289 | 184 |
| YTD Return | -26.30% | -22.83% | -23.05% | -24.96% | -26.36% | -26.21% |
| Beta | 0.31 | 0.71 | 0.94 | 0.78 | 0.86 | 0.81 |
| Upside Beta | 0.01 | 0.32 | 0.65 | 0.55 | 0.57 | 0.45 |
| Downside Beta | -0.26 | 0.07 | 0.12 | 0.12 | -0.04 | -0.46 |
| Volatility 1Y | 18.43% | 19.07% | 22.62% | 20.20% | 19.76% | 21.08% |
| Sharpe Ratio 3Y | -0.15 | -0.09 | -0.09 | -0.29 | -0.13 | -0.04 |
| Treynor Ratio 3Y | -0.01 | 0.00 | 0.00 | -0.01 | 0.00 | 0.00 |