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MSCI diversified multiple-factor indexes

Trade instinct for insight

Factors are key drivers of risk and return and through advancements in data and technology can be accessed through Factor Indexes. Factor indexes offer investors a basis to seek the return premium historically provided by certain factor-based strategies.

MSCI Diversified Multiple-Factor Indexes select stocks based on intuitive, well known investment concepts.


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MSCI Diversified Multiple-Factor Indexes are broadly diversified, systematic and replicable. These innovative indexes are designed to maximize exposure to four factors – Value, Momentum, Quality and Low Size – while maintaining a risk profile similar to that of the underlying parent index.

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To understand how our experts constructed the index, understand our methodology and factor optimization and see how the index is designed to provide diversification benefits over single-factor indexes:

Read our research paper

Maximizing Factor Exposure While Controlling Volatility

Available indexes


Awards 2021

Awards 2021

Equity Factor Index Provider of the Year at Professional Pensions Investment Awards 2021

Research insight

Research insight

Multi-factor index fund allocations are increasingly becoming the preferred approach to factor investing.

MSCI Japan Equity Factor Models

MSCI Japan Equity Factor Models

Leverage factors like sustainability, crowding and machine learning for building more resilient portfolios as market conditions change.