MFDX

PIMCO RAFI Dynamic Multi-Factor International Equity ETF
*Unless otherwise stated, data provided by FactSet.

MFDX Fund Description

MFDX tracks an international, developed-market equity index that selects securities according to a combination of fundamental and technical factors.

MFDX Factset Analytics Insight

MFDX’s RAFI index aims for increased exposure to outperforming investment factors. The methodology calculates a fundamental weight—a stand-in for market cap—for each security in its universe, using four metrics: current book value, and the past five years of de-levered sales, cash flow, and dividends plus buybacks. Each security is also scored on five investment factors: value, low volatility, quality, momentum, and size. After screening out the smallest firms by fundamental weight, the index generates a sub-portfolio for each factor. For the value, quality, and low volatility portfolios, stocks are ranked by the factor score and the top 25% by fundamental weight are selected. The momentum portfolio selects the top 50%. The size portfolio includes all of the small-cap firms from other four portfolios. All sub-portfolios are weighted by fundamental weight. The factor portfolios are equally weighted, with subsequent adjustments made according to each factor’s momentum and long-term reversal signals. The index uses a rolling rebalance, only rebalancing 25% of each sub-portfolio every quarter. MFDX offers a distinctive take on factor investing.

MFDX MSCI ESG Analytics Insight

PIMCO RAFI Dynamic Multi-Factor International Equity ETF has an MSCI ESG Fund Rating of AA based on a score of 7.48 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. PIMCO RAFI Dynamic Multi-Factor International Equity ETF ranks in the 78th percentile within its peer group and in the 34th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

MFDX MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MFDX -0.13% 5.61% 11.63% 26.08% 9.86% -- --
MFDX (NAV) 2.70% 5.31% 11.75% 26.08% 10.05% -- --
MSCI World ex USA IMI 1.70% 5.13% 12.80% 28.43% 11.59% 10.01% 8.10%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MFDX Summary Data

Allianz
PIMCO
08/31/17
Open-Ended Fund
0.39%
$96.16M
$138.72K
0.10%

MFDX Portfolio Data

$44.57B
17.67
1.37
2.10%
N/A
1,169

MFDX Index Data

Tiered
Multi-Factor
MSCI World ex USA IMI

MFDX Portfolio Management

0.39%
--
--
--

MFDX Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MFDX Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

MFDX Factset Analytics Block Liquidity

As of 10/21/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of MFDX. MFDX is rated a 4 out of 5.

MFDX Tradability

4,691
$138.72K
3,101
$92.80K
0.10%
$0.03
0.18%
0.60% / -0.30%
None
25.00%
200,000
0.02
0.08%
0.03%
0
$30.10
4

MFDX Sector/Industry Breakdown


MFDX
Segment Benchmark
17.05%
16.07%
16.60%
12.43%
14.71%
21.45%
10.91%
8.33%
8.87%
8.83%
7.34%
10.02%
6.82%
4.22%
5.55%
3.25%
5.51%
10.52%
5.07%
2.75%

MFDX Top 10 Holdings[View All]

1.15%
0.97%
0.93%
0.89%
0.88%
0.86%
0.83%
0.76%
0.74%
0.71%
8.72%

MFDX Countries


MFDX
Segment Benchmark
27.93%
21.38%
14.90%
13.65%
7.26%
8.87%
7.22%
9.08%
6.95%
7.76%
5.38%
8.33%
4.99%
6.48%
4.47%
4.23%
3.42%
2.21%
3.29%
2.09%

MFDX Regions


MFDX
Segment Benchmark
53.71%
57.27%
36.61%
31.88%
9.31%
10.25%
0.37%
0.60%

MFDX Economic Development


MFDX
Segment Benchmark
100.00%
100.00%
0.00%
0.00%

MFDX Performance Statistics

0.66
0.89
0.88
1.01
0.47%
MSCI World ex USA IMI

MFDX MSCI ESG Ratings

7.48 / 10
33.97
77.54
9.83%
--
235.44

MFDX Benchmark Comparison Holdings

1,169
3485
1,129
52.23%

MFDX Benchmark Comparison Summary


MFDX
Segment Benchmark
1,169
3485
$44.57B
$69.53B
17.67
20.90
1.37
1.89
2.45%
2.23%
Low
Low

MFDX Benchmark Comparison Market Cap Size


MFDX
Segment Benchmark
63.31%
73.16%
27.59%
19.89%
8.69%
6.51%
0.42%
0.43%