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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


The FaCS Report

The FaCS Report

The FaCS report allows investors to understand what is driving their investments and help them build better portfolios. In this report, we help investors compare point in time and historical factor exposures (10+ years) of 8,000+ Stocks, 11,000+ Mutual Funds and 1,500+ ETFs 

Research insight

Research insight

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

Press release

Press release

Research has shown that stocks reflecting certain factors have, over time, provided a higher return than the overall market. MSCI Diversified Multiple-Factor Indexes use Barra risk tools to construct indexes that track the performance of four of these factors while keeping risk at the level of an underlying parent index.