See what your fund actually adds
PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF MFUS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MFUS | Replication |
|---|---|---|
| Annualized growth | 12.4% | 11.9% |
| Annualized volatility | 14.8% | 15.3% |
| Sharpe ratio | 0.87 | 0.81 |
| Maximum drawdown | 17.3% | 20.1% |
| Replication fit (R²) | 0.97 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model MFUS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 37.7% |
| VBR | Small-Cap · Value | 21.9% |
| MTUM | Factor · Momentum | 20.9% |
| SPHQ | Factor · Quality | 9.9% |
| LRGF | Factor · Multi-Factor | 9.6% |