Multifactorial Optimization (MFO) and Evolutionary Transfer Optimization (ETO) are new optimization challenging paradigms for which the multi-Objective Particle Swarm Optimization system (MOPSO) may be interesting despite limitations. MOPSO has been widely used in static/dynamic multi-objective optimization problems, while its potentials for multi-task optimization are not completely unveiled. This paper proposes a new Distributed Multifactorial Particle Swarm Optimization algorithm (DMFPSO) for multi-task optimization. This new system has a distributed architecture on a set of sub-swarms that are dynamically constructed based on the number of optimization tasks affected by each particle skill factor. DMFPSO is designed to deal with the issues of handling convergence and diversity concepts separately. DMFPSO uses Beta function to provide two optimized profiles with a dynamic switching behaviour. The first profile, Beta-1, is used for the exploration which aims to explore the search space toward potential solutions, while the second Beta-2 function is used for convergence enhancement. This new system is tested on 36 benchmarks provided by the CEC’2021 Evolutionary Transfer Multi-Objective Optimization Competition. Comparatives with the state-of-the-art methods are done using the Inverted General Distance (IGD) and Mean Inverted General Distance (MIGD) metrics. Based on the MSS metric, this proposal has the best results on most tested problems.