Summary
MFEM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 54.64% Volatility 18.98% Sharpe 1.59
Official loaded data — not a live quote.

PIMCO RAFI DYNAMIC MULTI-FACTOR EMERGING MARKETS EQUITY ETF

Symbol: MFEM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 31/08/2017

Latest date: 03/06/2026

Current price: $30.22

Expense ratio: 0.49%

Assets under management
$147.0M
-0.98% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

9.48%

Ann. -64.88% (Sharpe / Sortino numerator)

Volatility

35.26%

Sharpe ratio

-1.943

VaR 95%

-3.70%

CVaR 95%: -4.89%
Max drawdown: -6.32%
Sortino ratio: -2.517
Calmar ratio: -10.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.16%

Ann. 26.41% (Sharpe / Sortino numerator)

Volatility

26.17%

Sharpe ratio

0.871

VaR 95%

-2.92%

CVaR 95%: -3.96%
Max drawdown: -13.38%
Sortino ratio: 1.020
Calmar ratio: 1.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

33.22%

Ann. 24.62% (Sharpe / Sortino numerator)

Volatility

20.87%

Sharpe ratio

1.006

VaR 95%

-2.40%

CVaR 95%: -3.44%
Max drawdown: -13.38%
Sortino ratio: 1.166
Calmar ratio: 1.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

54.64%

Ann. 33.88% (Sharpe / Sortino numerator)

Volatility

18.98%

Sharpe ratio

1.594

VaR 95%

-1.50%

CVaR 95%: -3.06%
Max drawdown: -13.38%
Sortino ratio: 1.878
Calmar ratio: 2.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

60.03%

Ann. 17.76% (Sharpe / Sortino numerator)

Volatility

16.87%

Sharpe ratio

0.838

VaR 95%

-1.58%

CVaR 95%: -2.60%
Max drawdown: -19.22%
Sortino ratio: 1.053
Calmar ratio: 0.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

86.51%

Ann. 16.05% (Sharpe / Sortino numerator)

Volatility

15.67%

Sharpe ratio

0.792

VaR 95%

-1.43%

CVaR 95%: -2.31%
Max drawdown: -19.22%
Sortino ratio: 1.056
Calmar ratio: 0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.181%

Best day

5.006%

08/04/2026
Worst day

-5.258%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.52 $30.52 $30.18 $30.22 9,000
02/06/2026 $30.37 $30.60 $30.33 $30.57 8,400
01/06/2026 $30.12 $30.59 $30.12 $30.54 9,500
29/05/2026 $29.98 $29.98 $29.78 $29.85 6,700
28/05/2026 $29.08 $29.68 $29.08 $29.53 12,900
27/05/2026 $29.68 $29.68 $29.24 $29.49 29,200
26/05/2026 $29.31 $29.68 $29.31 $29.68 4,200
22/05/2026 $28.55 $28.59 $28.33 $28.33 8,700
21/05/2026 $28.03 $28.36 $27.97 $28.22 3,300
20/05/2026 $27.38 $27.83 $27.38 $27.79 5,300