DYFI vs. BLUI

Last updated Jun 24, 2026

DYFI (IDX Dynamic Fixed Income ETF) and BLUI (Bluemonte Diversified Income ETF) are both Multisector Bonds funds. Over the past year, DYFI returned 3.27% vs 7.60% for BLUI. A 0.74 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 0.02% return, which is significantly lower than BLUI's 3.65% return.

DYFI

• 1D: 0.04%
• 1M: 0.48%
• YTD: 0.02%
• 6M: 0.32%
• 1Y: 3.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: 0.34%
• 1M: 0.03%
• YTD: 3.65%
• 6M: 3.78%
• 1Y: 7.60%
• 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	0.02%	3.45%
BLUI Bluemonte Diversified Income ETF	3.65%	3.60%

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 (1Y) Calculated over the trailing 1-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.74

The correlation between DYFI and BLUI has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.

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: 36
DYFI Sharpe Ratio Rank: 40
DYFI Sortino Ratio Rank: 38
DYFI Omega Ratio Rank: 41
DYFI Calmar Ratio Rank: 28
DYFI Martin Ratio Rank: 32

BLUI

BLUI Risk / Return Rank: 71
BLUI Sharpe Ratio Rank: 66
BLUI Sortino Ratio Rank: 70
BLUI Omega Ratio Rank: 72
BLUI Calmar Ratio Rank: 69
BLUI Martin Ratio Rank: 78

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.

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.

	DYFI	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.96	-0.64
Sortino ratio: Return per unit of downside risk	1.82	2.88	-1.05
Omega ratio: Gain probability vs. loss probability	1.25	1.38	-0.14
Calmar ratio: Return relative to maximum drawdown	1.32	3.14	-1.82
Martin ratio: Return relative to average drawdown	4.39	13.68	-9.29

DYFI vs. BLUI - Sharpe Ratio Comparison

The current DYFI Sharpe Ratio is 1.31, which is lower than the BLUI Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of DYFI and BLUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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%	-2.43%	-0.06%
Current Drawdown Current decline from peak	-0.92%	-0.13%	-0.79%
Average Drawdown Average peak-to-trough decline	-1.40%	-0.36%	-1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	0.56%	+0.19%

Volatility

DYFI vs. BLUI - Volatility Comparison

The current volatility for IDX Dynamic Fixed Income ETF (DYFI) is 0.74%, while Bluemonte Diversified Income ETF (BLUI) has a volatility of 1.07%. This indicates that DYFI experiences smaller price fluctuations and is considered to be less risky than BLUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYFI	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.74%	1.07%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	2.09%	3.08%	-0.99%
Volatility (1Y) Calculated over the trailing 1-year period	2.51%	3.91%	-1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.37%	3.91%	-0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.37%	3.91%	-0.54%

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 4.61%, less than BLUI's 4.70% yield.

Position	TTM	2025	2024
BLUI Bluemonte Diversified Income ETF	4.70%	2.91%	0.00%
DYFI IDX Dynamic Fixed Income ETF	4.61%	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 is riskier, DYFI or BLUI?

BLUI has higher volatility (1.07%) compared to DYFI (0.74%). In terms of maximum drawdown, DYFI dropped -4.54% vs BLUI's -2.43%.

Which ETF is better, DYFI or BLUI?

On 1-year performance, BLUI leads with 7.60% vs 3.27% for DYFI. On fees, BLUI is cheaper at 0.75% per year. On volatility, DYFI has been the lower-risk option at 0.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYFI or BLUI?

Over the 1-year period, BLUI has performed better with a 7.60% return vs 3.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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 4.70%, compared with 4.61% 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.

Which has better risk-adjusted returns?

BLUI currently has the higher Sharpe Ratio (1.96 vs 1.31), 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.