Factor Indexes
MSCI Factor Indexes are designed to help investors seeking to build resilient portfolios and capture opportunities. The indexes aim to explain the drivers behind investment outcomes in a scalable, transparent and cost-effective manner.
Target benefitsGain insights into risk and return drivers
Better analyze investments
Understand the principles behind performance and risk when building your portfolio.
Build portfolio resiliency
Strengthen risk management with further insight into drivers of risk and return.
Express investment views
Explore potential for nuanced portfolio positioning and consistent returns by applying factors.
Featured indexesMore than 1,000 factor indexes — built with over 50 years of market intelligence
As of May 2024
Quantitative
Indexes designed to provide targeted, optimized exposures that reflect long only, extended long/short, and market neutral approaches.
Multiple-Factor
Designed to help investors seeking to maximize their exposure to multiple style factors while maintaining target market risk.
Value and Growth
Traditional style indexes built with advanced two-dimensional framework, relying on multiple variables to define each factor.
Minimum Volatility
Designed to inform risk reduction and asset allocation, especially during downturns.
High Dividend Yield
Designed to target companies with strong dividends that also appear undervalued.
Quality
Built to target companies with durable business models and sustainable competitive advantages.
Momentum
Designed to help investors seeking to ride prevailing trends by representing performance of high momentum companies.
Enhanced Value
Built to support investors seeking underpriced potential, designed to address value investing pitfalls.
Factor ESG
Designed to help investors who are developing strategies that satisfy factor allocation and sustainability targets.
Equal Weighted
Designed to help investors seeking to increase their size factor exposure with alternative to traditional market-cap weighted indexes.
Growth Target
Designed to help investors seeking targeted exposure to the growth factor.
Factor indexes performance scorecard and heat map
Equity factor performance updated daily, with color shading indicating each factor index’s performance relative to the parent benchmark.
- All returns over 1 year are annualized.
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Explore Factor IndexesView performance details, fact sheets and more
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For further details,
Factor index resources
Low volatility over the market cycle
Low volatility has historically performed well in turbulent markets — our factor research explains why.
Quality time
Learn about factor premia drivers — and why the quality factor has skyrocketed in popularity.
Finding value
See our evaluation of three generations of value indexes and harnessing the value factor’s potential.
Building your investment strategy around factors? We can help.
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