MFEM

PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF
*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.

PERFORMANCE [as of 05/16/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MFEM -7.38% -17.85% -16.70% -15.57% 4.96% -- --
MFEM (NAV) -9.07% -17.98% -17.34% -15.83% 4.75% -- --
RAFI Dynamic Multi-Factor Emerging Market Index -- -17.52% -16.94% -14.06% 5.79% 3.27% --
MSCI Emerging Markets Investable Market Index -- -17.82% -17.39% -19.81% 3.04% 2.48% 3.48%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MFEM Summary Data

PIMCO
08/31/17
Open-Ended Fund
0.49%
$78.77M
$516.28K
0.16%

MFEM Portfolio Data

$52.60B
9.13
1.12
36.60%
N/A
684

MFEM Index Data

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

MFEM Portfolio Management

0.49%
-1.50%
2.18%
-6.34%

MFEM Tax Exposures

20.00% / 39.60%
5.56%
Qualified dividends
No

MFEM Fund Structure

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

MFEM Factset Analytics Block Liquidity

As of 05/18/22
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

26,473
$516.28K
16,240
$314.11K
0.16%
$0.03
-0.17%
1.27% / -0.98%
None
24.00%
200,000
0.08
0.04%
5.37%
0
$19.12
1

MFEM Sector/Industry Breakdown


MFEM
Segment Benchmark
20.71%
--
10.69%
--
9.13%
--
8.05%
--
7.29%
--
7.12%
--
6.63%
--
5.90%
--
5.78%
--
5.07%
--

MFEM Top 10 Holdings[View All]

3.28%
1.58%
1.56%
1.41%
1.30%
1.30%
1.22%
1.21%
1.08%
1.06%
15.01%

MFEM Countries


MFEM
Segment Benchmark
18.07%
16.45%
17.33%
23.30%
16.55%
12.83%
13.40%
14.28%
6.95%
6.16%
5.01%
4.00%
4.38%
2.06%
3.67%
3.96%
3.34%
2.26%
2.22%
1.79%

MFEM Regions


MFEM
Segment Benchmark
75.05%
77.36%
11.53%
9.21%
8.68%
11.16%
4.49%
1.82%
0.25%
0.45%

MFEM Economic Development


MFEM
Segment Benchmark
53.38%
53.52%
46.62%
46.48%

MFEM Performance Statistics

0.50
0.65
0.58
0.68
0.81%
MSCI Emerging Markets Investable Market Index

MFEM Benchmark Comparison Holdings

684
3094
643
39.58%

MFEM Benchmark Comparison Summary


MFEM
Segment Benchmark
684
3094
$52.60B
$108.38B
9.13
13.94
1.12
1.80
3.73%
2.33%
Low
Low

MFEM Benchmark Comparison Market Cap Size


MFEM
Segment Benchmark
58.08%
63.62%
35.60%
25.12%
6.22%
10.22%
0.10%
1.04%