HFXI vs MFEM

HFXI vs MFEM
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Quick Verdict

HFXI has a lower expense ratio. MFEM delivered stronger 1-year returns. HFXI offers more diversification with 876 holdings.

Lower Fees: HFXIHigher Returns: MFEMMore Diversified: HFXI

Side-by-Side Comparison

MetricHFXIMFEMWinner
Expense Ratio0.20%0.49%
AUM$2.1B$156M
Dividend Yield3.39%2.39%
Holdings876701
YTD Return+17.30%+21.80%
1Y Return+29.54%+33.81%
3Y Return (annualized)+21.69%+20.43%
5Y Return (annualized)+12.45%+8.97%
Volatility (annualized)13.8%17.7%
Max Drawdown-34.2%-45.3%
Fund FamilyINDEXIQ ETF TRUSTPIMCO (US)
CategoryEquityEquity
InceptionJul 22, 2015Aug 31, 2017

HFXI vs MFEM Performance

NYLI FTSE International Equity Currency Neutral ETF (HFXI) is a ETF from INDEXIQ ETF TRUST and PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) is a ETF from PIMCO (US). Over the past year HFXI returned +29.54% while MFEM returned +33.81%. Year to date, HFXI is up 17.30% versus a gain of 21.80% for MFEM.

Over three years, HFXI compounded at +21.69% per year against +20.43% for MFEM; over five years the annualized figures are +12.45% and +8.97% respectively. Across the full 9-year window we track, HFXI has the edge at +7.92% annualized vs +6.84%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

MFEM has been the more volatile fund, with annualized monthly volatility of 17.7% compared with 13.8% for HFXI. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -34.2% for HFXI and -45.3% for MFEM. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.86. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

HFXI charges 0.20% per year while MFEM charges 0.49%. On a $10,000 position that is $20 vs $49 annually, a gap of $29 per year that compounds over a long holding period. On income, HFXI currently yields 3.39% against 2.39% for MFEM.

Holdings Overlap

4.0%overlap

HFXI and MFEM share 14 holdings out of 1231 unique holdings combined, representing a 4.0% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in HFXIWeight in MFEMDifference
005930:KR3.51%1.41%2.10%
000660:KR2.71%1.64%1.07%
005490:KR0.09%0.71%0.62%
034730:KRProProPro
055550:KRProProPro
000270:KRProProPro
086790:KRProProPro
028260:KRProProPro
KGH:PLProProPro
267250:KRProProPro
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Frequently Asked Questions

Which is cheaper, HFXI or MFEM?

HFXI has an expense ratio of 0.20% while MFEM charges 0.49%. HFXI is the cheaper option. On a $10,000 investment, that is $29 per year of difference.

Which performed better, HFXI or MFEM?

Over the past year HFXI returned +29.54% vs +33.81% for MFEM, so MFEM leads on 1-year performance. Over the longest common window we track (9 years), HFXI annualized +7.92% vs +6.84% for MFEM. Past performance does not guarantee future results.

Which is riskier, HFXI or MFEM?

MFEM has been the more volatile fund at 17.7% annualized versus 13.8% for HFXI. Worst drawdown: HFXI -34.2% vs MFEM -45.3%.

Should I hold both HFXI and MFEM?

HFXI and MFEM have a monthly-return correlation of 0.86, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between HFXI and MFEM?

HFXI and MFEM share 14 common holdings with a 4.0% weight overlap. Combined, they hold 1231 unique securities.

Which pays a higher dividend, HFXI or MFEM?

HFXI yields 3.39% while MFEM yields 2.39%, so HFXI currently pays the higher dividend yield.

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