DYNF vs. BRNY
Compare and contrast key facts about BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Burney U.S. Factor Rotation ETF (BRNY).
DYNF and BRNY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYNF is an actively managed fund by Blackrock Financial Management. It was launched on Mar 19, 2019. BRNY is an actively managed fund by Alpha Architect. It was launched on Oct 13, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DYNF or BRNY.
Performance
DYNF vs. BRNY - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DYNF having a 31.42% return and BRNY slightly higher at 31.43%.
DYNF
31.42%
1.57%
15.02%
39.43%
16.05%
N/A
BRNY
31.43%
4.06%
15.70%
41.98%
N/A
N/A
Key characteristics
| DYNF | BRNY | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.93 |
| Sortino Ratio | 3.68 | 3.83 |
| Omega Ratio | 1.51 | 1.52 |
| Calmar Ratio | 4.17 | 4.49 |
| Martin Ratio | 18.55 | 19.95 |
| Ulcer Index | 2.09% | 2.08% |
| Daily Std Dev | 13.96% | 14.17% |
| Max Drawdown | -34.72% | -10.96% |
| Current Drawdown | -1.03% | -1.80% |
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DYNF vs. BRNY - Expense Ratio Comparison
DYNF has a 0.30% expense ratio, which is lower than BRNY's 0.79% expense ratio.
Correlation
The correlation between DYNF and BRNY is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
DYNF vs. BRNY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Equity Factor Rotation 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.
Dividends
DYNF vs. BRNY - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.58%, more than BRNY's 0.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.58% | 1.11% | 1.65% | 5.24% | 1.52% | 1.22% |
BRNY Burney U.S. Factor Rotation ETF | 0.35% | 0.69% | 0.22% | 0.00% | 0.00% | 0.00% |
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 -10.96%. Use the drawdown chart below to compare losses from any high point for DYNF and BRNY. For additional features, visit the drawdowns tool.
Volatility
DYNF vs. BRNY - Volatility Comparison
The current volatility for BlackRock U.S. Equity Factor Rotation ETF (DYNF) is 4.21%, while Burney U.S. Factor Rotation ETF (BRNY) has a volatility of 5.06%. 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.