Summary
MFUS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.57% Volatility 15.85% Sharpe 0.89
Official loaded data — not a live quote.

PIMCO RAFI DYNAMIC MULTI-FACTOR U.S. EQUITY ETF

Symbol: MFUS

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 31/08/2017

Latest date: 20/07/2026

Current price: $64.57

Expense ratio: 0.29%

Assets under management
$290.0M
-0.95% 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

-2.86%

Ann. -34.58% (Sharpe / Sortino numerator)

Volatility

15.23%

Sharpe ratio

-2.509

VaR 95%

-1.26%

CVaR 95%: -1.44%
Max drawdown: -5.68%
Sortino ratio: -4.577
Calmar ratio: -6.09

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

4.90%

Ann. 11.60% (Sharpe / Sortino numerator)

Volatility

12.85%

Sharpe ratio

0.621

VaR 95%

-1.25%

CVaR 95%: -1.41%
Max drawdown: -6.79%
Sortino ratio: 0.999
Calmar ratio: 1.71

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

12.50%

Ann. 10.11% (Sharpe / Sortino numerator)

Volatility

11.89%

Sharpe ratio

0.545

VaR 95%

-1.24%

CVaR 95%: -1.48%
Max drawdown: -6.79%
Sortino ratio: 0.850
Calmar ratio: 1.49

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

22.57%

Ann. 17.69% (Sharpe / Sortino numerator)

Volatility

15.85%

Sharpe ratio

0.887

VaR 95%

-1.26%

CVaR 95%: -2.23%
Max drawdown: -7.88%
Sortino ratio: 1.106
Calmar ratio: 2.25

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

37.99%

Ann. 13.90% (Sharpe / Sortino numerator)

Volatility

14.20%

Sharpe ratio

0.723

VaR 95%

-1.29%

CVaR 95%: -1.99%
Max drawdown: -15.39%
Sortino ratio: 0.956
Calmar ratio: 0.90

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

69.17%

Ann. 17.35% (Sharpe / Sortino numerator)

Volatility

13.36%

Sharpe ratio

1.027

VaR 95%

-1.25%

CVaR 95%: -1.82%
Max drawdown: -15.39%
Sortino ratio: 1.424
Calmar ratio: 1.13

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

2.468%

08/04/2026
Worst day

-2.17%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $65.19 $65.19 $64.56 $64.57 3,500
17/07/2026 $65.09 $65.14 $64.80 $64.80 8,500
16/07/2026 $65.28 $65.28 $64.94 $65.13 5,900
15/07/2026 $65.47 $65.47 $64.75 $65.15 29,900
14/07/2026 $66.07 $66.07 $65.46 $65.50 7,500
13/07/2026 $65.83 $65.84 $65.53 $65.61 5,600
10/07/2026 $65.61 $66.01 $65.61 $65.97 5,700
09/07/2026 $66.05 $66.07 $65.83 $65.84 8,500
08/07/2026 $65.38 $65.38 $65.10 $65.33 1,300
07/07/2026 $65.88 $65.88 $65.39 $65.54 5,800