MFEM Performance — PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF
Data updated: 2026-09-14
MFEM returned +21.99% year to date and +36.48% over one year to Jun 2026. Annualised returns are +20.07% over 3 years and +7.58% over 5 years. The fund trailed its Emerging Markets Equity category average: $100 invested three years ago grew to $173, against $179 for the category, and to $136 over one year, against $141. Volatility over the past three years was 16.56% a year. In the 12 months to Jun 2026 the fund took in a net $5.6M, and assets reached $149.92M.
MFEM Growth of $100
What $100 invested in PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | MFEM | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $136 | $141 |
| 3 years (Jul 2023 – Jun 2026) | $173 | $179 |
| 5 years (Jul 2021 – Jun 2026) | $144 | $144 |
| Since data start (Jul 2019 – Jun 2026) | $193 | $195 |
MFEM Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +21.99% |
| 1 year | +36.48% |
| 3 years (annualised) | +20.07% |
| 5 years (annualised) | +7.58% |
MFEM Annual Returns
Calendar-year total returns of PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +21.99% |
| 2025 | +25.72% |
| 2024 | +4.93% |
| 2023 | +14.34% |
| 2022 | −19.41% |
| 2021 | +11.12% |
| 2020 | +12.02% |
| 2019 (Jul–Dec) | +4.33% |
MFEM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +9.4% | +8.7% | −10.6% | +12.5% | +8.2% | −5.8% | — | — | — | — | — | — |
| 2025 | +0.1% | −0.9% | +1.3% | +0.7% | +4.7% | +6.1% | +0.9% | +2.3% | +3.2% | +3.0% | −0.4% | +2.4% |
| 2024 | −3.0% | +4.0% | +1.0% | +0.2% | +3.4% | +2.0% | −0.1% | +0.3% | +4.6% | −4.4% | −1.4% | −1.5% |
| 2023 | +6.1% | −4.9% | +2.5% | +0.8% | −2.6% | +4.6% | +6.7% | −5.5% | −1.4% | −4.5% | +8.2% | +4.7% |
| 2022 | −1.5% | −5.2% | −2.7% | −5.4% | +1.1% | −8.8% | +1.1% | +0.2% | −9.4% | +0.3% | +13.0% | −2.2% |
| 2021 | +2.5% | +2.2% | +1.3% | +3.6% | +2.7% | +1.4% | −3.4% | +2.2% | −3.0% | +0.8% | −4.7% | +5.7% |
| 2020 | −6.1% | −7.2% | −19.0% | +10.3% | +3.4% | +4.9% | +8.3% | +0.9% | −1.0% | +0.5% | +10.6% | +10.1% |
| 2019 | — | — | — | — | — | — | −2.5% | −4.2% | +2.3% | +3.1% | −0.8% | +6.7% |
MFEM Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 16.56%
- 3-year Sharpe ratio: 0.94 (vs 4.5% risk-free rate)
- Best month: +12.49% (Apr 2026)
- Worst month: −10.57% (Mar 2026)
MFEM Fund Flows
Monthly money in and out of PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF, from SEC Form N-PORT.
- 12-month net flow: $5.6M
- 12-month gross sales (incl. reinvestments): $14.3M
- Sales ÷ redemptions: 1.65×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $9.9M | $0 | $9.9M |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $4.4M | $0 | $4.4M |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $8.7M | −$8.7M |
MFEM Assets Under Management
Net assets of PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $149.92M |
| 2026-03-31 | $131.45M |
| 2025-12-31 | $114.34M |
| 2025-09-30 | $110.28M |
| 2025-06-30 | $108.74M |
| 2025-03-31 | $98.02M |
| 2024-12-31 | $97.51M |
| 2024-09-30 | $108.97M |
| 2024-06-30 | $105.00M |
| 2024-03-31 | $96.20M |
| 2023-12-31 | $94.38M |
| 2023-09-30 | $89.14M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.