Performance analysis of MFEM (PIMCO RAFI DYNAMIC MULTI-FACTOR EMERGING MARKETS EQUITY ETF)
Annual Return
Over the past 3 years, MFEM has had an average annual return of +17.47%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, MFEM has had an average annual return of +7.53%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Sep 6, 2017, MFEM has had an average annual return of +7.12%, underperforming the benchmark SPY, which returned +15.12% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +19.08% | +25.33% | +4.73% | +15.11% | -19.53% | +10.80% | +11.34% | +15.25% | -14.63% | +4.82% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +9.57% | +9.56% | -9.87% | +11.72% | +7.42% | -5.41% | -3.06% | +19.08% | |||||
| 2025 | -0.55% | -0.70% | +1.55% | +0.47% | +4.72% | +6.30% | +0.54% | +2.69% | +4.06% | +2.21% | -0.18% | +1.94% | +25.33% |
| 2024 | -3.51% | +3.81% | +1.76% | +0.55% | +3.78% | +1.01% | -0.17% | +0.09% | +4.86% | -3.22% | -1.81% | -2.12% | +4.73% |
| 2023 | +7.85% | -5.44% | +2.28% | +1.01% | -2.29% | +4.68% | +6.58% | -5.37% | -2.05% | -4.90% | +8.28% | +5.01% | +15.11% |
| 2022 | -1.26% | -4.03% | -4.14% | -4.86% | +0.93% | -8.16% | +0.97% | -0.50% | -9.60% | +0.50% | +12.89% | -2.50% | -19.53% |
| 2021 | +2.75% | +2.20% | +1.23% | +3.40% | +3.03% | +0.93% | -3.02% | +1.99% | -3.26% | +0.85% | -3.75% | +4.37% | +10.80% |
| 2020 | -6.80% | -7.17% | -18.59% | +9.47% | +3.92% | +4.39% | +7.44% | +2.70% | -0.98% | -0.28% | +11.14% | +9.91% | +11.34% |
| 2019 | +7.82% | -1.29% | +0.27% | +1.33% | -3.82% | +5.39% | -2.57% | -3.54% | +1.67% | +3.14% | -0.30% | +7% | +15.25% |
| 2018 | +6.69% | -4.95% | -0.15% | -2.24% | -3.12% | -4.39% | +4.57% | -3.53% | +0.75% | -7.77% | +3.27% | -3.83% | -14.63% |
| 2017 | -2.47% | +3.53% | -0.83% | +4.68% | +4.82% |
Drawdown analysis of MFEM (PIMCO RAFI DYNAMIC MULTI-FACTOR EMERGING MARKETS EQUITY ETF)
The maximum drawdown for the MFEM was -43.31%, occurring on Mar 23, 2020. Recovery took 194 trading sessions.
The current MFEM drawdown is -10.47%.
Since Sep 6, 2017 MFEM has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.31% | Jan 26, 2018 | 541 | Mar 23, 2020 | 194 | Dec 28, 2020 | 735 |
| -31.39% | Jun 4, 2021 | 344 | Oct 14, 2022 | 489 | Sep 26, 2024 | 833 |
| -19.21% | Oct 7, 2024 | 125 | Apr 8, 2025 | 52 | Jun 24, 2025 | 177 |
| -12.86% | Feb 25, 2026 | 23 | Mar 30, 2026 | 22 | Apr 30, 2026 | 45 |
| -12.71% | Jun 2, 2026 | 32 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -7.46% | Feb 12, 2021 | 27 | Mar 24, 2021 | 23 | Apr 27, 2021 | 50 |
| -6.04% | Jan 21, 2021 | 6 | Jan 29, 2021 | 7 | Feb 9, 2021 | 13 |
| -6.02% | May 11, 2026 | 6 | May 19, 2026 | 4 | May 26, 2026 | 10 |
| -4.76% | May 7, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
| -4.47% | Sep 17, 2025 | 17 | Oct 10, 2025 | 6 | Oct 20, 2025 | 23 |
| -4.16% | Nov 12, 2025 | 6 | Nov 20, 2025 | 24 | Dec 26, 2025 | 30 |
| -3.96% | Sep 11, 2017 | 12 | Sep 27, 2017 | 13 | Oct 16, 2017 | 25 |
| -3.68% | Nov 24, 2017 | 9 | Dec 7, 2017 | 11 | Dec 22, 2017 | 20 |
| -3.64% | Jul 23, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
| -3.51% | Jan 29, 2026 | 5 | Feb 5, 2026 | 2 | Feb 9, 2026 | 7 |
| -3.15% | Apr 28, 2021 | 4 | May 4, 2021 | 3 | May 7, 2021 | 7 |
| -2.93% | Nov 6, 2017 | 7 | Nov 15, 2017 | 4 | Nov 21, 2017 | 11 |
| -2.34% | Oct 29, 2025 | 4 | Nov 4, 2025 | 5 | Nov 11, 2025 | 9 |
| -1.87% | Aug 22, 2025 | 8 | Sep 4, 2025 | 2 | Sep 8, 2025 | 10 |
| -1.76% | Jan 14, 2021 | 1 | Jan 15, 2021 | 1 | Jan 19, 2021 | 2 |
| -1.61% | Oct 16, 2017 | 8 | Oct 26, 2017 | 7 | Nov 6, 2017 | 15 |
| -1.54% | Jan 8, 2021 | 1 | Jan 11, 2021 | 3 | Jan 14, 2021 | 4 |
| -1.49% | May 6, 2026 | 1 | May 7, 2026 | 1 | May 8, 2026 | 2 |
| -1.33% | Sep 27, 2024 | 1 | Sep 30, 2024 | 2 | Oct 2, 2024 | 3 |
| -1.30% | Oct 2, 2024 | 1 | Oct 3, 2024 | 2 | Oct 7, 2024 | 3 |