BME vs. DYNF

Last updated Jun 4, 2026

BME (BlackRock Health Sciences Trust) is a stock, while DYNF (BlackRock U.S. Equity Factor Rotation ETF) is Large Cap Growth Equities fund actively managed by BlackRock. Over the past 5 years, BME returned 3.05%/yr vs 15.04%/yr for DYNF. At a 0.49 correlation, their price movements are largely independent.

Performance

BME vs. DYNF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Health Sciences Trust (BME) and BlackRock U.S. Equity Factor Rotation ETF (DYNF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BME achieves a -1.54% return, which is significantly lower than DYNF's 11.55% return.

BME

• 1D: -0.31%
• 1M: 0.87%
• YTD: -1.54%
• 6M: -0.16%
• 1Y: 17.61%
• 3Y*: 6.51%
• 5Y*: 3.05%
• 10Y*: 7.63%

DYNF

• 1D: -0.57%
• 1M: 5.74%
• YTD: 11.55%
• 6M: 11.74%
• 1Y: 30.19%
• 3Y*: 26.22%
• 5Y*: 15.04%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BME vs. DYNF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BME BlackRock Health Sciences Trust	-1.54%	17.87%	-0.08%	-1.08%	-4.62%	7.25%	18.64%	12.37%
DYNF BlackRock U.S. Equity Factor Rotation ETF	11.55%	20.00%	30.29%	36.25%	-20.27%	22.12%	13.47%	14.07%

Correlation

The correlation between BME and DYNF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019	0.49

The correlation between BME and DYNF shifts across timeframes, from 0.33 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BME vs. DYNF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BME

BME Risk / Return Rank: 74
BME Sharpe Ratio Rank: 79
BME Sortino Ratio Rank: 74
BME Omega Ratio Rank: 74
BME Calmar Ratio Rank: 69
BME Martin Ratio Rank: 75

DYNF

DYNF Risk / Return Rank: 73
DYNF Sharpe Ratio Rank: 73
DYNF Sortino Ratio Rank: 71
DYNF Omega Ratio Rank: 71
DYNF Calmar Ratio Rank: 69
DYNF Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BME vs. DYNF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust (BME) and BlackRock U.S. Equity Factor Rotation ETF (DYNF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BME	DYNF	Difference
Sharpe ratio: Return per unit of total volatility	1.40	2.44	-1.03
Sortino ratio: Return per unit of downside risk	2.01	3.32	-1.31
Omega ratio: Gain probability vs. loss probability	1.25	1.43	-0.18
Calmar ratio: Return relative to maximum drawdown	1.60	3.50	-1.90
Martin ratio: Return relative to average drawdown	4.97	16.97	-12.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BME vs. DYNF - Sharpe Ratio Comparison

The current BME Sharpe Ratio is 1.40, which is lower than the DYNF Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of BME and DYNF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BME	DYNF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	2.44	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.86	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.83	-0.32

Drawdowns

BME vs. DYNF - Drawdown Comparison

The maximum BME drawdown since its inception was -42.03%, which is greater than DYNF's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for BME and DYNF.

Drawdown Indicators

	BME	DYNF	Difference
Max Drawdown Largest peak-to-trough decline	-42.03%	-34.72%	-7.31%
Max Drawdown (1Y) Largest decline over 1 year	-11.03%	-8.67%	-2.36%
Max Drawdown (3Y) Largest decline over 3 years	-14.38%	-18.70%	+4.32%
Max Drawdown (5Y) Largest decline over 5 years	-18.26%	-28.65%	+10.39%
Max Drawdown (10Y) Largest decline over 10 years	-36.65%	—	—
Current Drawdown Current decline from peak	-6.17%	-0.57%	-5.60%
Average Drawdown Average peak-to-trough decline	-6.28%	-5.98%	-0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.55%	1.78%	+1.77%

Volatility

BME vs. DYNF - Volatility Comparison

BlackRock Health Sciences Trust (BME) has a higher volatility of 3.81% compared to BlackRock U.S. Equity Factor Rotation ETF (DYNF) at 3.27%. This indicates that BME's price experiences larger fluctuations and is considered to be riskier than DYNF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BME	DYNF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	3.27%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	9.95%	9.55%	+0.40%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	12.44%	+0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.12%	17.50%	-2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.88%	19.90%	-0.02%

Dividends

BME vs. DYNF - Dividend Comparison

BME's dividend yield for the trailing twelve months is around 8.02%, more than DYNF's 0.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BME BlackRock Health Sciences Trust	8.02%	7.65%	6.87%	6.32%	5.87%	5.03%	5.04%	5.65%	6.58%	6.58%	9.45%	17.04%
DYNF BlackRock U.S. Equity Factor Rotation ETF	0.89%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BME and DYNF in my portfolio?

BME and DYNF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BME or DYNF?

BME has higher volatility (3.81%) compared to DYNF (3.27%). In terms of maximum drawdown, BME dropped -42.03% vs DYNF's -34.72%.

Which has better risk-adjusted returns?

DYNF currently has the higher Sharpe Ratio (2.44 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.