PIMCO RAFI Dynamic Multi-Factor International Equity ETF
Ticker
MFDX
ISIN
-
Price
USD 30.15
Change Today
+0.02 / 0.066 %
Price 1 year ago
26.88 / 12.178 %
Morningstar
4
52 Week Low
26.83
52 Week High
32.58
200 Day Moving Average 30.21
30.21
50-day Moving Average
31.25
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.46 |
| Sortino Ratio | 0.46 |
| Maximum Drawdown | -1.59% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -26.83 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.73 |
| Volatility | 3.637% |
| Alpha | +3.06 |
| Beta | None |
| R Squared | +96.26 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 6.611% |
| Average Annual Volatility | 16.745% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.30 |
| Maximum Drawdown | -36.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.18 |
Company information
Summary
The investment seeks to track the investment results of the RAFI Dynamic Multi-Factor Developed Ex-U.S. Index. The fund seeks to achieve its investment objective by investing at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the RAFI Dynamic Multi-Factor Developed Ex-U.S. Index. The underlying index is constructed by the index provider using a rules-based approach to construct factor portfolios within the underlying index. The underlying index consists of "factor portfolios," each of which emphasizes one of the following factors: value, low volatility, quality, momentum and size.
Market
US
Category
Foreign Large Blend
Expense Ratio
0.39%
Fund family
PIMCO
Morningstar
4
Yield
0.028800001
Exchange
PCX
| Sector | Weight |
|---|---|
| Industrials | 15.71% |
| Financial services | 13.41% |
| Consumer cyclical | 11.72% |
| Consumer defensive | 10.44% |
| Basic materials | 8.87% |
| Energy | 8.26% |
| Communication services | 7.76% |
| Healthcare | 7.53% |
| Technology | 6.25% |
| Utilities | 5.07% |
| Realestate | 3.26% |
| Country | Ratio |
|---|---|
| Japan | 25.78 |
| United Kingdom | 14.52 |
| France | 7.95 |
| Canada | 7.16 |
| Germany | 6.68 |
| Switzerland | 5.45 |
| Australia | 5.18 |
| Spain | 4.72 |
| Netherlands | 4.34 |
| Italy | 3.14 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| SHEL.L | Shell PLC | 1.48% |
| BP..L | BP PLC | 1.46% |
| GLE.PA | Societe Generale SA | 0.98% |
| GLEN | Glencore PLC | 0.95% |
| VOD.L | Vodafone Group PLC | 0.93% |
| ENI.MI | Eni SpA | 0.91% |
| DGE.L | Diageo PLC | 0.83% |
| TTE.PA | TotalEnergies SE | 0.73% |
| CP.TO | Canadian Pacific Railway Ltd | 0.7% |
| 6501 | Hitachi Ltd | 0.7% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IE00B8BXGM71.IR | Old Mut FTSE RAFI All Wld Idx CHybrid | IE00B8BXGM71 | YHD | 4 | -1.36 | +1.07 | |
| ISDX | Invesco RAFI Strategic Developed ex-US ETF | NGM | 0.23% | 5 | +6.07 | -- | |
| ISEM | Invesco RAFI Strategic Emerging Markets ETF | IE00B23D957 | NGM | 0.35% | 4 | +2.51 | -- |
| IUS | Invesco RAFI Strategic US ETF | US46138J742 | NGM | 0.19% | 5 | +6.95 | -- |
| IUSS | Invesco RAFI Strategic US Small Company ETF | WC1JZV2JQ4Z | NGM | 0.23% | 5 | +12.60 | -- |
| MFDX | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | PCX | 0.39% | 4 | +3.06 | ||
| MFEM | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | US72202L389 | PCX | 0.51% | 4 | -8.82 | |
| MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | PCX | 0.29% | 4 | +8.69 | ||
| PEF.PA | Invesco FTSE RAFI Europe UCITS ETF | IE00B23D8X81 | PAR | 0.39% | 4 | -1.26 | |
| PEF.SW | Invesco FTSE RAFI EUROPE | IE00B23D8X81 | EBS | 0.39% | 4 | ||
| PEH.PA | Invesco FTSE RAFI Emerging Markets UCITS ETF | IE00B23D9570 | PAR | 0.49% | 4 | +0.12 | |
| PEHH.SW | Invesco FTSE RAFI Emerging | IE00B23D9570 | EBS | 0.49% | 4 | ||
| PFT.PA | Invesco FTSE RAFI US 1000 UCITS ETF | IE00B23D8S39 | PAR | 0.39% | 4 | -0.73 | |
| PFT.SW | Invesco FTSE RAFI US 1000 | IE00B23D8S39 | EBS | 0.39% | 4 | ||
| PRF | Invesco FTSE RAFI US 1000 ETF | IE00B23D8S3 | PCX | 0.39% | 4 | +6.74 | |
| PRUS.L | Invesco FTSE RAFI US 1000 UCITS ETF | IE00B23D8S3 | LSE | 0.39% | 4 | -0.73 | |
| PSRE.L | Invesco FTSE RAFI Europe UCITS ETF | IE00B23D8X8 | LSE | 0.39% | 4 | -1.26 | |
| PSRF.L | Invesco FTSE RAFI US 1000 UCITS ETF | IE00B23D8S3 | LSE | 0.39% | 4 | ||
| PSRM.L | Invesco FTSE RAFI Emerging Markets UCITS ETF | IE00B23D957 | LSE | 0.49% | 4 | ||
| PSRW.L | Invesco FTSE RAFI All World 3000 UCITS ETF | IE00B23LNQ0 | LSE | 0.39% | 4 | +0.67 | |
| PSRW.PA | Invesco FTSE RAFI All World 3000 UCITS ETF | IE00B23LNQ02 | PAR | 0.39% | 4 | +0.67 | |
| PSRW.SW | Invesco FTSE RAFI ALL-WORL | IE00B23LNQ02 | EBS | 0.39% | 4 | ||
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| QOZ.AX | BetaShares FTSE RAFI Australia 200 ETF | IE00B7KQ7B6 | 0.30% | 4 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.