DYFI vs. BLUI

Last updated Jun 4, 2026

DYFI (IDX Dynamic Fixed Income ETF) and BLUI (Bluemonte Diversified Income ETF) are both Multisector Bonds funds. A 0.75 correlation means they provide meaningful diversification when combined. DYFI charges 1.33%/yr vs 0.75%/yr for BLUI.

Performance

DYFI vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDX Dynamic Fixed Income ETF (DYFI) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYFI achieves a -0.13% return, which is significantly lower than BLUI's 3.27% return.

DYFI

• 1D: -0.11%
• 1M: 0.23%
• YTD: -0.13%
• 6M: 0.18%
• 1Y: 3.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: -0.19%
• 1M: 0.02%
• YTD: 3.27%
• 6M: 3.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DYFI vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
DYFI IDX Dynamic Fixed Income ETF	-0.13%	3.25%
BLUI Bluemonte Diversified Income ETF	3.27%	3.80%

Correlation

The correlation between DYFI and BLUI is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.75

DYFI vs. BLUI - Sectors Allocation Comparison

Sectors	DYFI	BLUI
Financial Services	99.4%	-
Energy	0.6%	46.7%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	0.3%
Consumer Defensive	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	51.0%
Technology	-	0.6%
Utilities	-	1.5%

Return for Risk

DYFI vs. BLUI — Risk / Return Rank

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

DYFI

DYFI Risk / Return Rank: 42
DYFI Sharpe Ratio Rank: 46
DYFI Sortino Ratio Rank: 45
DYFI Omega Ratio Rank: 49
DYFI Calmar Ratio Rank: 33
DYFI Martin Ratio Rank: 36

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.

DYFI vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDX Dynamic Fixed Income ETF (DYFI) and Bluemonte Diversified Income ETF (BLUI). 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.

	DYFI	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	1.59	—	—
Sortino ratio: Return per unit of downside risk	2.22	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	1.58	—	—
Martin ratio: Return relative to average drawdown	5.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DYFI	BLUI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	1.97	-1.70

Drawdowns

DYFI vs. BLUI - Drawdown Comparison

The maximum DYFI drawdown since its inception was -4.54%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for DYFI and BLUI.

Drawdown Indicators

	DYFI	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-4.54%	-2.43%	-2.11%
Max Drawdown (1Y) Largest decline over 1 year	-2.49%	—	—
Current Drawdown Current decline from peak	-1.07%	-0.43%	-0.64%
Average Drawdown Average peak-to-trough decline	-1.41%	-0.37%	-1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.71%	—	—

Volatility

Volatility by Period

	DYFI	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.01%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.48%	3.89%	-1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.38%	3.89%	-0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.38%	3.89%	-0.51%

DYFI vs. BLUI - Expense Ratio Comparison

DYFI has a 1.33% expense ratio, which is higher than BLUI's 0.75% expense ratio.

Dividends

DYFI vs. BLUI - Dividend Comparison

DYFI's dividend yield for the trailing twelve months is around 4.62%, less than BLUI's 4.72% yield.

Position	TTM	2025	2024
BLUI Bluemonte Diversified Income ETF	4.72%	2.91%	0.00%
DYFI IDX Dynamic Fixed Income ETF	4.62%	4.63%	5.93%

Frequently Asked Questions

Can I hold both DYFI and BLUI in my portfolio?

DYFI and BLUI have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DYFI or BLUI?

On fees, BLUI is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DYFI or BLUI?

BLUI is cheaper with a 0.75% expense ratio, compared with 1.33% for DYFI.

Which ETF pays a higher dividend yield, DYFI or BLUI?

BLUI has the higher dividend yield at 4.72%, compared with 4.62% for DYFI.

What is the main difference between DYFI and BLUI?

They also come from different issuers: IDX and Bluemonte. Their fees differ too: 1.33% for DYFI and 0.75% for BLUI.