BRNY vs. FAAR
Compare and contrast key facts about Burney U.S. Factor Rotation ETF (BRNY) and First Trust Alternative Absolute Return Strategy ETF (FAAR).
BRNY and FAAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRNY is an actively managed fund by Alpha Architect. It was launched on Oct 13, 2022. FAAR is an actively managed fund by First Trust. It was launched on May 18, 2016.
Performance
BRNY vs. FAAR - Performance Comparison
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BRNY vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | -2.07% | 22.02% | 28.84% | 22.36% | 8.91% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 25.98% | 8.07% | 5.97% | -5.63% | -0.34% |
Returns By Period
In the year-to-date period, BRNY achieves a -2.07% return, which is significantly lower than FAAR's 25.98% return.
BRNY
- 1D
- 0.23%
- 1M
- -0.36%
- YTD
- -2.07%
- 6M
- 1.53%
- 1Y
- 22.47%
- 3Y*
- 22.90%
- 5Y*
- —
- 10Y*
- —
FAAR
- 1D
- 1.19%
- 1M
- 7.97%
- YTD
- 25.98%
- 6M
- 25.53%
- 1Y
- 30.67%
- 3Y*
- 10.59%
- 5Y*
- 9.59%
- 10Y*
- —
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BRNY vs. FAAR - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Return for Risk
BRNY vs. FAAR — Risk / Return Rank
BRNY
FAAR
BRNY vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
| BRNY | FAAR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 2.01 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.70 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.78 | -0.74 |
Martin ratioReturn relative to average drawdown | 8.14 | 8.15 | -0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRNY | FAAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.01 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.46 | +0.90 |
Correlation
The correlation between BRNY and FAAR is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BRNY vs. FAAR - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.38%, less than FAAR's 9.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.38% | 0.30% | 0.23% | 0.68% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.13% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
Drawdowns
BRNY vs. FAAR - Drawdown Comparison
The maximum BRNY drawdown since its inception was -19.14%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for BRNY and FAAR.
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Drawdown Indicators
| BRNY | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -18.03% | -1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -7.92% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -4.97% | 0.00% | -4.97% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -7.96% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.93% | -0.99% |
Volatility
BRNY vs. FAAR - Volatility Comparison
Burney U.S. Factor Rotation ETF (BRNY) and First Trust Alternative Absolute Return Strategy ETF (FAAR) have volatilities of 5.53% and 5.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRNY | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 5.60% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.92% | 10.65% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.99% | 15.33% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 13.01% | +4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 11.54% | +5.51% |