DYNF vs. BRNY
DYNF (iShares U.S. Equity Factor Rotation Active ETF) and BRNY (Burney U.S. Factor Rotation ETF) are both exchange-traded funds - DYNF is a Large Cap Blend Equities fund actively managed by iShares, while BRNY is a fund fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, DYNF returned 25.19%/yr vs 27.59%/yr for BRNY. Their correlation of 0.88 suggests significant overlap in exposure. DYNF charges 0.26%/yr vs 0.79%/yr for BRNY.
Performance
DYNF vs. BRNY - Performance Comparison
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Returns By Period
In the year-to-date period, DYNF achieves a 10.04% return, which is significantly lower than BRNY's 14.17% return.
DYNF
- 1D
- -1.62%
- 1M
- 0.13%
- YTD
- 10.04%
- 6M
- 8.91%
- 1Y
- 27.42%
- 3Y*
- 25.19%
- 5Y*
- 14.71%
- 10Y*
- —
BRNY
- 1D
- -1.88%
- 1M
- 3.00%
- YTD
- 14.17%
- 6M
- 12.91%
- 1Y
- 31.23%
- 3Y*
- 27.59%
- 5Y*
- —
- 10Y*
- —
DYNF vs. BRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DYNF iShares U.S. Equity Factor Rotation Active ETF | 10.04% | 20.00% | 30.29% | 36.25% | 4.96% |
BRNY Burney U.S. Factor Rotation ETF | 14.17% | 22.02% | 28.84% | 22.36% | 5.16% |
Correlation
The correlation between DYNF and BRNY 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 (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2022 | 0.88 |
The correlation between DYNF and BRNY has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
DYNF vs. BRNY — Risk / Return Rank
DYNF
BRNY
DYNF vs. BRNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Equity Factor Rotation Active ETF (DYNF) and Burney U.S. Factor Rotation ETF (BRNY). 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.
| DYNF | BRNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.36 | -0.18 |
| Martin ratioReturn relative to average drawdown | 14.86 | 12.92 | +1.94 |
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Drawdowns
DYNF vs. BRNY - Drawdown Comparison
The maximum DYNF drawdown since its inception was -34.72%, which is greater than BRNY's maximum drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for DYNF and BRNY.
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Drawdown Indicators
| DYNF | BRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.72% | -19.14% | -15.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -9.34% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -19.14% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | — | — |
Current DrawdownCurrent decline from peak | -1.97% | -1.88% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -2.76% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.42% | -0.57% |
Volatility
DYNF vs. BRNY - Volatility Comparison
The current volatility for iShares U.S. Equity Factor Rotation Active ETF (DYNF) is 5.38%, while Burney U.S. Factor Rotation ETF (BRNY) has a volatility of 6.98%. This indicates that DYNF experiences smaller price fluctuations and is considered to be less risky than BRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DYNF | BRNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 6.98% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 11.95% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 14.86% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 17.24% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 17.24% | +2.67% |
DYNF vs. BRNY - Expense Ratio Comparison
DYNF has a 0.26% expense ratio, which is lower than BRNY's 0.79% expense ratio.
Dividends
DYNF vs. BRNY - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.81%, more than BRNY's 0.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.20% | 0.30% | 0.23% | 0.68% | 0.22% | 0.00% | 0.00% | 0.00% |
DYNF iShares U.S. Equity Factor Rotation Active ETF | 0.81% | 1.01% | 0.65% | 1.11% | 1.66% | 2.89% | 1.52% | 1.22% |
Frequently Asked Questions
DYNF and BRNY 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.
BRNY has higher volatility (6.98%) compared to DYNF (5.38%). In terms of maximum drawdown, DYNF dropped -34.72% vs BRNY's -19.14%.
On 3-year performance, BRNY leads with 27.59% vs 25.19% for DYNF. On fees, DYNF is cheaper at 0.26% per year. On volatility, DYNF has been the lower-risk option at 5.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BRNY has performed better with a 27.59% return vs 25.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DYNF is cheaper with a 0.26% expense ratio, compared with 0.79% for BRNY.
DYNF has the higher dividend yield at 0.81%, compared with 0.20% for BRNY.
They also come from different issuers: iShares and Alpha Architect. Their fees differ too: 0.26% for DYNF and 0.79% for BRNY.
BRNY currently has the higher Sharpe Ratio (2.12 vs 2.09), 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.
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