PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS)
Description
The investment seeks to track the performance of the RAFI Dynamic Multi-Factor U.S. Index. The MFUS ETF contains 905 constituents. It is focused on blend holdings in the North America region.
Price $35.68 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.99% |
| Expense ratio | 0.3% |
| Average spread | 0.42% |
| 1Y roundtrip cost | 0.72% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -3.0% | -0.8% | 3.9% | -5.1% | 1.6% | -8.7% | 6.1% | -2.2% | -8.5% | 4.9% | -11.8% | ||
| 2021 | -0.1% | 3.3% | 4.3% | 4.1% | 2.4% | 1.1% | -0.1% | 1.9% | -2.9% | 5.1% | -1.8% | 4.7% | 22.2% |
| 2020 | -1.3% | -9.4% | -14.9% | 11.8% | 4.6% | 0.6% | 5.0% | 5.9% | -2.5% | -2.0% | 12.2% | 3.7% | 13.7% |
| 2019 | 7.9% | 2.9% | 1.2% | 2.7% | -5.5% | 6.6% | 1.4% | -0.1% | 2.0% | 0.3% | 2.8% | 1.9% | 24.1% |
| 2018 | 4.8% | -3.8% | -1.7% | 0.8% | 2.0% | 0.8% | 2.6% | 2.7% | 0.7% | -6.2% | 0.2% | -9.2% | -6.3% |
| 2017 | 2.4% | 3.9% | 2.0% | 8.3% | |||||||||
| 8.3% | -7.7% | -7.3% | 14.4% | 5.2% | 0.3% | 15.1% | 8.3% | -11.2% | 4.4% | 17.2% | 3.0% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.18 | 0.18 | 0.20 | 0.56 | |||||||||
| 2021 | 0.13 | 0.13 | 0.15 | 0.15 | 0.56 | ||||||||
| 2020 | 0.17 | 0.20 | 0.03 | 0.18 | 0.58 | ||||||||
| 2019 | 0.11 | 0.13 | 0.05 | 0.30 | 0.59 | ||||||||
| 2018 | 0.02 | 0.14 | 0.08 | 0.27 | 0.50 | ||||||||
| 2017 | 0.28 | 0.28 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.61 | 0.00 | 0.00 | 0.78 | 0.00 | 0.00 | 0.51 | 0.00 | 1.17 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Exxon Mobil Corporation | 2.22% |
| Chevron Corporation | 1.97% |
| Walmart Inc. | 1.83% |
| Ford Motor Company | 1.68% |
| General Motors Company | 1.48% |
| Citigroup Inc. | 1.43% |
| Target Corporation | 1.33% |
| International Business Machines Corporation | 0.98% |
| Pfizer Inc. | 0.95% |
| CVS Health Corporation | 0.93% |
| Johnson & Johnson | 0.92% |
| General Electric Company | 0.89% |
| Capital One Financial Corporation | 0.87% |
| Oracle Corporation | 0.80% |
| Walt Disney Company | 0.80% |
| Top 15 Weights | 19.08% |
Compare with similar ETFs
| MFUS | EUSA | JPUS | KOKU | LSAF | MIDF | |
|---|---|---|---|---|---|---|
| Product name | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | iShares MSCI USA ETF | JPMorgan Diversified Return U.S. Equity ETF | Xtrackers MSCI Kokusai Equity ETF | LeaderShares AlphaFactor US Core Equity ETF | iShares Edge MSCI Multifactor USA Mid-Cap ETF |
| Issuer | PIMCO | iShares | JPMorgan | Xtrackers | LeaderShares | iShares |
| Price | $35.6825 | $69.34 | $87.68 | $65.6427 | $27.9814 | $36.68 |
| Expense Ratio | 0.3% |  0.09% | 0.18% | 0.09% |  0.75% | 0.25% |
| Average Spread | 0.420% | 0.058% | 0.057% | 0.396% | 0.429% | 0.136% |
| AUM | $74,942,800 | $385,378,000 | $611,443,000 | $509,156,000 | $101,840,000 | $5,384,550 |
| Shares | 2,100,268 | 5,557,800 | 6,973,569 | 7,756,477 | 3,639,566 | 146,798 |
| Average Daily Volume | 9,617 | 23,867 | 11,090 | 340 | 25,109 | 3,489 |
| 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 | 2010-05-05 | 2015-09-29 | 2020-04-08 | 2018-10-02 | 2019-06-04 |
| Index Tracked | RAFI Dynamic Multi-Factor U.S. Index | MSCI USA Equal Weighted Index | JP Morgan Diversified Factor US Equity Index | MSCI Kokusai Index | AlphaFactor U.S. Core Equity Index | MSCI USA Mid Cap Diversified Multiple-Factor Index |
| Category | Large Cap Growth Equities | All Cap Equities | Large Cap Blend Equities | Large Cap Growth Equities | All Cap Equities | Mid Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | Broad | U.S. | U.S. |
| Annual Dividend Rate | $0.71 | $1.297 | $1.563 | $1.633 | $1.413 | $0 |
| Annual Dividend Yield | 0.020% | 0.019% | 0.018% | 0.025% | 0.050% | 0.000% |
| Number of Holdings | 905 | 627 | 358 | 1248 | 99 | 86 |
| YTD Return | -12.37% | -21.51% | -16.55% | -23.46% | -19.48% | -10.25% |
| Beta | 0.90 | 0.98 | 0.92 | 0.95 | 1.08 | 1.01 |
| Upside Beta | 0.53 | 0.05 | 0.57 | 0.50 | 0.73 | 0.66 |
| Downside Beta | 0.45 | -0.25 | -0.05 | -0.18 | 0.57 | 0.44 |
| Volatility 1Y | 19.83% | 23.22% | 19.36% | 22.00% | 25.01% | 21.39% |
| Sharpe Ratio 3Y | 0.54 | 0.39 | 0.42 | 0.00 | 0.27 | 0.85 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 | 0.01 |