BRNY vs. AAUS

Last updated Jun 26, 2026

BRNY (Burney U.S. Factor Rotation ETF) and AAUS (Alpha Architect US Equity ETF) are both exchange-traded funds - BRNY is a fund fund actively managed by Alpha Architect, while AAUS is a Large Cap Blend Equities fund actively managed by Alpha Architect. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. BRNY charges 0.79%/yr vs 0.15%/yr for AAUS.

Performance

BRNY vs. AAUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burney U.S. Factor Rotation ETF (BRNY) and Alpha Architect US Equity ETF (AAUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRNY achieves a 14.86% return, which is significantly higher than AAUS's 6.04% return.

BRNY

• 1D: 0.42%
• 1M: 1.77%
• YTD: 14.86%
• 6M: 13.31%
• 1Y: 30.97%
• 3Y*: 27.78%
• 5Y*: —
• 10Y*: —

AAUS

• 1D: -0.20%
• 1M: -2.66%
• YTD: 6.04%
• 6M: 4.81%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BRNY vs. AAUS - Yearly Performance Comparison

	2026 (YTD)	2025
BRNY Burney U.S. Factor Rotation ETF	14.86%	11.62%
AAUS Alpha Architect US Equity ETF	6.04%	10.11%

Correlation

The correlation between BRNY and AAUS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.90

Return for Risk

BRNY vs. AAUS — Risk / Return Rank

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

BRNY

BRNY Risk / Return Rank: 75
BRNY Sharpe Ratio Rank: 76
BRNY Sortino Ratio Rank: 74
BRNY Omega Ratio Rank: 73
BRNY Calmar Ratio Rank: 74
BRNY Martin Ratio Rank: 77

AAUS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BRNY vs. AAUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and Alpha Architect US Equity ETF (AAUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BRNY	AAUS	Difference
Sharpe ratio: Return per unit of total volatility	2.11	—	—
Sortino ratio: Return per unit of downside risk	2.88	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	3.33	—	—
Martin ratio: Return relative to average drawdown	12.80	—	—

Drawdowns

BRNY vs. AAUS - Drawdown Comparison

The maximum BRNY drawdown since its inception was -19.14%, which is greater than AAUS's maximum drawdown of -9.13%. Use the drawdown chart below to compare losses from any high point for BRNY and AAUS.

Drawdown Indicators

	BRNY	AAUS	Difference
Max Drawdown Largest peak-to-trough decline	-19.14%	-9.13%	-10.01%
Max Drawdown (1Y) Largest decline over 1 year	-9.34%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	—	—
Current Drawdown Current decline from peak	-1.29%	-3.86%	+2.57%
Average Drawdown Average peak-to-trough decline	-2.76%	-1.39%	-1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	—	—

Volatility

Volatility by Period

	BRNY	AAUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.77%	12.87%	+1.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	12.87%	+4.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.22%	12.87%	+4.35%

BRNY vs. AAUS - Expense Ratio Comparison

BRNY has a 0.79% expense ratio, which is higher than AAUS's 0.15% expense ratio.

Dividends

BRNY vs. AAUS - Dividend Comparison

BRNY's dividend yield for the trailing twelve months is around 0.20%, less than AAUS's 0.35% yield.

Position	TTM	2025	2024	2023	2022
AAUS Alpha Architect US Equity ETF	0.35%	0.37%	0.00%	0.00%	0.00%
BRNY Burney U.S. Factor Rotation ETF	0.20%	0.30%	0.23%	0.68%	0.22%

Frequently Asked Questions

Can I hold both BRNY and AAUS in my portfolio?

BRNY and AAUS have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BRNY or AAUS?

On fees, AAUS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRNY or AAUS?

AAUS is cheaper with a 0.15% expense ratio, compared with 0.79% for BRNY.

Which ETF pays a higher dividend yield, BRNY or AAUS?

AAUS has the higher dividend yield at 0.35%, compared with 0.20% for BRNY.

What is the main difference between BRNY and AAUS?

Their fees differ too: 0.79% for BRNY and 0.15% for AAUS.