Performance analysis of MFDX (PIMCO RAFI DYNAMIC MULTI-FACTOR INTERNATIONAL EQUITY ETF)
Annual Return
Over the past 3 years, MFDX has had an average annual return of +16.83%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, MFDX has had an average annual return of +10.61%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Sep 6, 2017, MFDX has had an average annual return of +8.71%, underperforming the benchmark SPY, which returned +15.12% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +9.50% | +34.27% | +4.40% | +17.55% | -10.29% | +11.06% | +6.92% | +19.88% | -14.87% | +7.02% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.49% | +5.88% | -7.22% | +4.94% | +1.66% | -1.38% | +0.43% | +9.50% | |||||
| 2025 | +3.99% | +2.88% | +1.16% | +5.44% | +4.91% | +2.33% | -1.64% | +4.77% | +1.45% | +0.46% | +2.14% | +2.18% | +34.27% |
| 2024 | -0.61% | +1.93% | +3.89% | -3.07% | +4.54% | -2.30% | +4.12% | +2.84% | +1.66% | -5.03% | +0.64% | -3.70% | +4.40% |
| 2023 | +7.61% | -2.00% | +1.98% | +2.86% | -4.86% | +5.01% | +3.30% | -2.85% | -3.06% | -3.05% | +7.59% | +4.82% | +17.55% |
| 2022 | -1.13% | -1.77% | -0.30% | -5.33% | +3.04% | -8.93% | +3.57% | -4.63% | -9.42% | +5.63% | +11.25% | -0.82% | -10.29% |
| 2021 | -0.42% | +2.06% | +2.57% | +2.48% | +3.74% | -1.38% | +0.71% | +1.37% | -2.62% | +2.70% | -4.91% | +4.66% | +11.06% |
| 2020 | -2.34% | -8.52% | -14.84% | +7.50% | +5% | +2.79% | +2.58% | +4.97% | -1.51% | -3.37% | +12.64% | +4.93% | +6.92% |
| 2019 | +7.13% | +1.70% | +0.83% | +1.79% | -4.52% | +4.89% | -1.84% | -0.28% | +2.58% | +2.59% | +1.26% | +2.62% | +19.88% |
| 2018 | +4.30% | -4.67% | -0.54% | +1.44% | -2.01% | -1.53% | +2.05% | -1.95% | +1.04% | -7.41% | +0.08% | -6.12% | -14.87% |
| 2017 | +2.46% | +1.43% | +1.05% | +1.90% | +7.02% |
Drawdown analysis of MFDX (PIMCO RAFI DYNAMIC MULTI-FACTOR INTERNATIONAL EQUITY ETF)
The maximum drawdown for the MFDX was -36.05%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current MFDX drawdown is -2.04%.
Since Sep 6, 2017 MFDX has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.05% | Jan 26, 2018 | 541 | Mar 23, 2020 | 179 | Dec 4, 2020 | 720 |
| -25.60% | Jan 12, 2022 | 188 | Oct 12, 2022 | 295 | Dec 14, 2023 | 483 |
| -11.63% | Mar 19, 2025 | 14 | Apr 8, 2025 | 11 | Apr 24, 2025 | 25 |
| -10.66% | Feb 25, 2026 | 17 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -10.10% | Sep 26, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
| -7.09% | Sep 3, 2021 | 61 | Dec 1, 2021 | 29 | Jan 12, 2022 | 90 |
| -6.11% | Jul 16, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -6.02% | Jun 7, 2021 | 29 | Jul 19, 2021 | 19 | Aug 13, 2021 | 48 |
| -4.55% | Nov 12, 2025 | 6 | Nov 20, 2025 | 13 | Dec 10, 2025 | 19 |
| -4.47% | Mar 27, 2024 | 15 | Apr 18, 2024 | 16 | May 10, 2024 | 31 |
| -4.20% | Jan 8, 2021 | 14 | Jan 29, 2021 | 9 | Feb 11, 2021 | 23 |
| -3.52% | May 7, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
| -3.51% | Jul 23, 2025 | 6 | Jul 31, 2025 | 8 | Aug 12, 2025 | 14 |
| -3.49% | Aug 13, 2021 | 4 | Aug 19, 2021 | 10 | Sep 2, 2021 | 14 |
| -3.44% | May 21, 2024 | 17 | Jun 14, 2024 | 17 | Jul 11, 2024 | 34 |
| -3.31% | Feb 16, 2021 | 8 | Feb 26, 2021 | 12 | Mar 16, 2021 | 20 |
| -3.07% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -2.71% | Aug 22, 2025 | 6 | Sep 2, 2025 | 7 | Sep 11, 2025 | 13 |
| -2.71% | Oct 6, 2025 | 4 | Oct 10, 2025 | 11 | Oct 27, 2025 | 15 |
| -2.66% | Mar 17, 2021 | 5 | Mar 24, 2021 | 7 | Apr 5, 2021 | 12 |
| -2.54% | Feb 1, 2024 | 8 | Feb 13, 2024 | 5 | Feb 21, 2024 | 13 |
| -2.51% | Dec 27, 2023 | 13 | Jan 17, 2024 | 11 | Feb 1, 2024 | 24 |
| -2.50% | Jun 12, 2025 | 5 | Jun 20, 2025 | 4 | Jun 26, 2025 | 9 |
| -2.41% | Mar 7, 2025 | 4 | Mar 13, 2025 | 2 | Mar 17, 2025 | 6 |
| -2.33% | Nov 2, 2017 | 9 | Nov 15, 2017 | 8 | Nov 28, 2017 | 17 |