MFEM

PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF
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51
*Unless otherwise stated, data provided by FactSet.

MFEM Fund Description

MFEM tracks an index of emerging-market companies that are selected and weighted by a combination of fundamental and technical factors.

MFEM Factset Analytics Insight

MFEM aims for increased exposure to outperforming investment factors in the emerging-market space. The methodology calculates a “fundamental weight”—a stand-in for market-cap—for each security in its universe, using four fundamental metrics: current book value, and the last 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. These factors are used to create five sub-portfolios within the fund, with each stock potentially appearing in multiple sub-portfolios. 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 the other portfolios. All sub-portfolios are weighted by fundamental weight.The factor portfolios are equal-weighted to start, with the weights then adjusted based on momentum and long-term reversal signals. The index uses a rolling rebalance, only rebalancing 25% of each sub-portfolio every quarter. MFEM charges a reasonable fee for its methodology, though market-weighted alternatives are available for a fraction of the price.

MFEM MSCI ESG Analytics Insight

PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF has an MSCI ESG Fund Rating of B based on a score of 2.81 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 Emerging Markets Equity ETF ranks in the 6th percentile within its peer group and in the 8th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

MFEM CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MFEM 3.52% 1.23% 10.02% 2.66% -- -- --
MFEM (NAV) 3.93% 1.33% 10.45% 3.05% -- -- --
MSCI Emerging Markets Investable Market Index 4.67% -1.62% 10.79% 0.15% 8.80% 2.02% 5.79%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MFEM Top 10 Countries

MFEM Top 10 Sectors

MFEM Top 10 Holdings [View All]

MFEM Summary Data

Allianz
PIMCO
08/31/17
Open-Ended Fund
0.49%
$475.65M
$216.47K
0.13%

MFEM Portfolio Data

$31.60B
12.21
1.11
3.15%
07/01/19
602

MFEM Index Data

RAFI Dynamic Multi-Factor Emerging Market Index
Tiered
Multi-Factor
MSCI Emerging Markets Investable Market Index

MFEM Portfolio Management

0.49%
--
--
--

MFEM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MFEM Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

MFEM Factset Analytics Block Liquidity

As of 07/16/19
5
4
3
2
1

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

MFEM Tradability

9,219
$216.47K
5,964
$143.55K
0.13%
$0.03
0.19%
1.35% / -0.76%
None
31.00%
200,000
0.03
0.05%
11.30%
--
$24.14
1

MFEM Sector/Industry Breakdown


MFEM
Segment Benchmark
20.79%
29.12%
14.25%
24.98%
13.45%
7.59%
13.04%
7.50%
9.30%
7.33%
8.75%
6.89%
7.60%
4.10%
6.22%
3.03%
5.46%
6.34%
1.15%
3.11%

MFEM TOP 10 HOLDINGS[View All]

2.20%
1.78%
1.75%
1.49%
1.39%
1.31%
1.20%
17.21%

MFEM Countries


MFEM
Segment Benchmark
19.41%
12.39%
14.73%
11.58%
11.77%
20.24%
11.75%
7.42%
10.05%
3.53%
7.86%
10.18%
6.40%
5.83%
4.24%
2.99%
2.85%
2.24%
2.56%
2.50%

MFEM Regions


MFEM
Segment Benchmark
64.72%
70.56%
15.89%
11.57%
12.68%
6.08%
6.44%
11.03%
0.27%
0.76%

MFEM Economic Development


MFEM
Segment Benchmark
52.73%
54.38%
47.27%
45.62%

MFEM Performance Statistics

0.67
0.80
0.77
0.76
0.51%
MSCI Emerging Markets Investable Market Index

MFEM MSCI ESG Ratings

B
2.81 / 10
8.25
5.86
4.85%
2.53%
583.76

MFEM BENCHMARK COMPARISON HOLDINGS

602
2769
554
41.54%

MFEM BENCHMARK COMPARISON SUMMARY


MFEM
Segment Benchmark
602
2769
$31.60B
$73.79B
12.21
13.23
1.11
1.53
3.67%
2.79%
Low
Low

MFEM BENCHMARK COMPARISON MARKET CAP SIZE


MFEM
Segment Benchmark
57.44%
57.43%
34.93%
28.86%
7.40%
11.26%
0.23%
2.44%