PIMCO RAFI Dynamic Multi-Factor U.S. Equity
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
The PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF is a smart beta strategy that seeks to track the investment results of the RAFI Dynamic Multi-Factor U.S. Index. The fund is designed to provide investors with the benefits of dynamically-weighted exposure to multiple equity factors, including value, quality, low volatility. |
Category | US Equities |
Fund Sponsor | PIMCO |
Website | www.pimcoetfs.com |
Inception date | Aug 31, 2017 |
Assets (mns) | $129 |
Currency | USD |
Expense ratio | 29 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Multi-Factor |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 863 |
Wgt avg mkt cap (mns) | $136,297 |
Large cap (>$10bn) | 83.7% |
Mid cap ($2-10bn) | 14.2% |
Small cap (<$2bn) | 2.2% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
VERIZON COMMUNICATIONS INC | 2.5 % |
WAL-MART STORES INC | 2.5 % |
PROCTER & GAMBLE CO/THE | 2.4 % |
WALT DISNEY CO/THE | 1.9 % |
TARGET CORP | 1.8 % |
PEPSICO INC | 1.8 % |
COCA-COLA CO/THE | 1.8 % |
INTL BUSINESS MACHINES CORP | 1.8 % |
CVS CAREMARK CORP | 1.7 % |
AT&T INC | 1.6 % | Total | 19.8 % |
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UNITED STATES | 96.4 % |
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BRITAIN | 1.2 % |
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IRELAND | 0.9 % |
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SWITZERLAND | 0.5 % |
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BERMUDA | 0.2 % |
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CANADA | 0.1 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
23.8% | 12.4% | -- | -- | 10.6% |
versus... | Beta | R-squared |
S&P500 | 0.90 | 96% |
MSCI EAFE | 0.90 | 72% |
MSCI Emg. Mkts. | 0.62 | 53% |
Recent close | $30.67 |
30d moving avg. | $30.48 |
Annualized volatility | 13.0% |
Short interest (ETF) | 0.1% |
Relative strength (RSI) | 63 |
Avg. volume (thou.) | 6 |
Turnover | 0.1% |
Bid/Ask (% of price) | 0.17% |
ADV underlying (mns) | $116,567 |
FINDING ALTERNATIVE FUNDS
Below is a list of 20 potential alternatives to the PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF based on the alternatives' overlap in portfolio holdings with MFUS. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | MFUS | Expense: | 29 bp | ALTAR Score™: | 6.3% |
Ticker | Fund Name |
Overlap1 vs MFUS (%) |
Expense ratio (bp) |
Savings vs MFUS (bp) |
ALTAR Score™ (%) |
ALTAR vs MFUS (%) |
FNDB | Schwab Fundamental Broad Mkt | 57.5 | 25 | 4 | 6.0 | -0.3 |
FNDX | Schwab Fundamental Large Cap | 56.6 | 25 | 4 | 6.0 | -0.3 |
PRF | Invesco FTSE-RAFI U.S. 1000 | 55.6 | 39 | -10 | 6.6 | +0.3 |
DTD | WisdomTree Total Dividend | 55.1 | 28 | 1 | 6.6 | +0.3 |
MMTM | SPDR S&P1500 Momentum Tilt | 54.3 | 12 | 17 | 5.4 | -0.9 |
OMOM | Invesco Russell 1000 Momentum Factor ETF | 53.8 | 19 | 10 | 5.3 | -1.0 |
IYY | iShares DJ US Total Market | 52.9 | 20 | 9 | 5.7 | -0.6 |
SCHK | Schwab 1000 Index | 52.8 | 5 | 24 | 5.9 | -0.4 |
DYNF | BlackRock U.S. Equity Factor Rotation | 52.6 | 30 | -1 | 6.5 | +0.2 |
JHML | John Hancock Multifactor Large Cap | 52.6 | 34 | -5 | 6.0 | -0.3 |
QUS | SPDR MSCI USA Quality Mix | 52.5 | 15 | 14 | 6.0 | -0.3 |
IWB | iShares Russell 1000 | 52.5 | 15 | 14 | 5.7 | -0.5 |
SPLG | SPDR Portfolio Large Cap | 52.5 | 3 | 26 | 5.8 | -0.5 |
VONE | Vanguard Russell 1000 | 52.4 | 12 | 17 | 5.8 | -0.5 |
SPTM | SPDR Portfolio Total Stock Market | 52.4 | 3 | 26 | 5.7 | -0.6 |
VLU | SPDR S&P 1500 Value Tilt | 52.2 | 12 | 17 | 7.4 | +1.1 |
SCHX | Schwab U.S. Large-Cap | 52.2 | 3 | 26 | 5.8 | -0.5 |
SCHB | Schwab U.S. Broad Market | 52.1 | 3 | 26 | 5.7 | -0.6 |
VTI | Vanguard Total Market | 52.0 | 3 | 26 | 5.7 | -0.6 |
ITOT | iShares Core S&P Total US | 52.0 | 3 | 26 | 5.6 | -0.6 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2014 | 2015 | 2016 | 2017 | 2018 | 2019E | 2020E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2018 | 2019E | 2020E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
PIMCO RAFI Dynamic Multi-Factor U.S. Equity | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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