Performance analysis of MFUS (PIMCO RAFI DYNAMIC MULTI-FACTOR U.S. EQUITY ETF)
Annual Return
Over the past 3 years, MFUS has had an average annual return of +19.71%, outperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, MFUS has had an average annual return of +13.20%, outperforming the benchmark SPY, which returned +12.73% annual.
Since Sep 6, 2017, MFUS has had an average annual return of +13.46%, underperforming the benchmark SPY, which returned +15.12% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +16.65% | +16.02% | +20.18% | +12.19% | -5.85% | +24.09% | +10.67% | +26.17% | -7.28% | +11.20% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.16% | +3.43% | -4.24% | +7.42% | +4.04% | +3.35% | -2.10% | +16.65% | |||||
| 2025 | +4.38% | +0.90% | -3.85% | -1.16% | +4.43% | +3.59% | -0.18% | +3.17% | +2.58% | -0.47% | +1.65% | +0.23% | +16.02% |
| 2024 | +2.05% | +5.83% | +4.30% | -5.16% | +3.95% | +2.29% | +3.06% | +2.10% | +1.77% | -1.55% | +5.84% | -5.19% | +20.18% |
| 2023 | +4.58% | -3.24% | -0.75% | +0.81% | -4.35% | +7.51% | +2.79% | -1.08% | -3.96% | -3.09% | +7.75% | +5.67% | +12.19% |
| 2022 | -3.01% | -0.82% | +3.88% | -5.11% | +1.64% | -8.75% | +6.13% | -2.17% | -8.47% | +12.56% | +5.08% | -4.75% | -5.85% |
| 2021 | -0.05% | +3.34% | +4.27% | +4.13% | +2.43% | +1.15% | -0.10% | +1.91% | -2.91% | +5.07% | -1.80% | +4.70% | +24.09% |
| 2020 | -1.31% | -9.41% | -14.91% | +11.85% | +4.58% | +0.56% | +5.04% | +5.92% | -2.49% | -2.03% | +12.19% | +3.71% | +10.67% |
| 2019 | +7.88% | +2.92% | +1.18% | +2.67% | -5.47% | +6.57% | +1.44% | -0.09% | +2.03% | +0.30% | +2.79% | +1.88% | +26.17% |
| 2018 | +4.78% | -3.77% | -1.67% | +1.55% | +1.99% | +0.81% | +2.57% | +2.74% | +0.67% | -6.16% | +0.16% | -10.18% | -7.28% |
| 2017 | +2.51% | +2.37% | +3.92% | +1.97% | +11.20% |
Drawdown analysis of MFUS (PIMCO RAFI DYNAMIC MULTI-FACTOR U.S. EQUITY ETF)
The maximum drawdown for the MFUS was -35.21%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current MFUS drawdown is -2.10%.
Since Sep 6, 2017 MFUS has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.21% | Feb 12, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -19.63% | Sep 21, 2018 | 64 | Dec 24, 2018 | 147 | Jul 26, 2019 | 211 |
| -18.22% | Apr 20, 2022 | 113 | Sep 30, 2022 | 302 | Dec 13, 2023 | 415 |
| -15.39% | Feb 19, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
| -8.96% | Jan 29, 2018 | 38 | Mar 23, 2018 | 86 | Jul 26, 2018 | 124 |
| -8.23% | Jan 4, 2022 | 34 | Feb 23, 2022 | 39 | Apr 20, 2022 | 73 |
| -6.91% | Jul 16, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.39% | Feb 11, 2026 | 32 | Mar 30, 2026 | 9 | Apr 13, 2026 | 41 |
| -6.37% | Nov 16, 2021 | 10 | Dec 1, 2021 | 23 | Jan 4, 2022 | 33 |
| -5.94% | Mar 28, 2024 | 15 | Apr 19, 2024 | 37 | Jun 12, 2024 | 52 |
| -5.89% | Nov 29, 2024 | 27 | Jan 10, 2025 | 17 | Feb 5, 2025 | 44 |
| -4.81% | Jul 26, 2019 | 6 | Aug 5, 2019 | 22 | Sep 5, 2019 | 28 |
| -4.67% | Jun 8, 2021 | 28 | Jul 19, 2021 | 16 | Aug 10, 2021 | 44 |
| -4.51% | Oct 27, 2025 | 18 | Nov 20, 2025 | 5 | Nov 28, 2025 | 23 |
| -4.37% | May 7, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
| -4.06% | Sep 2, 2021 | 12 | Sep 21, 2021 | 18 | Oct 15, 2021 | 30 |
| -4.03% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -3.96% | Feb 24, 2021 | 6 | Mar 4, 2021 | 4 | Mar 10, 2021 | 10 |
| -3.68% | Mar 15, 2021 | 7 | Mar 24, 2021 | 7 | Apr 5, 2021 | 14 |
| -3.55% | Jun 30, 2026 | 13 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -3.52% | Jan 17, 2020 | 9 | Jan 31, 2020 | 8 | Feb 12, 2020 | 17 |
| -3.49% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -3.39% | Oct 16, 2024 | 11 | Oct 31, 2024 | 4 | Nov 6, 2024 | 15 |
| -3.08% | Sep 12, 2019 | 14 | Oct 2, 2019 | 13 | Oct 21, 2019 | 27 |
| -2.88% | Oct 3, 2025 | 5 | Oct 10, 2025 | 10 | Oct 24, 2025 | 15 |