DYNF vs. FRDM
DYNF (iShares U.S. Equity Factor Rotation Active ETF) and FRDM (Freedom 100 Emerging Markets ETF) are both exchange-traded funds - DYNF is a Large Cap Blend Equities fund actively managed by iShares, while FRDM is a Emerging Markets Diversified fund tracking the Life + Liberty Freedom 100 Emerging Markets Index. DYNF is actively managed, while FRDM is passively managed. Over the past 5 years, DYNF returned 14.62%/yr vs 18.68%/yr for FRDM. A 0.68 correlation means they provide meaningful diversification when combined. DYNF charges 0.26%/yr vs 0.49%/yr for FRDM.
Performance
DYNF vs. FRDM - Performance Comparison
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Returns By Period
In the year-to-date period, DYNF achieves a 9.88% return, which is significantly lower than FRDM's 40.13% return.
DYNF
- 1D
- 0.57%
- 1M
- 0.54%
- YTD
- 9.88%
- 6M
- 10.36%
- 1Y
- 28.69%
- 3Y*
- 24.87%
- 5Y*
- 14.62%
- 10Y*
- —
FRDM
- 1D
- 0.49%
- 1M
- 9.04%
- YTD
- 40.13%
- 6M
- 46.37%
- 1Y
- 87.32%
- 3Y*
- 34.29%
- 5Y*
- 18.68%
- 10Y*
- —
DYNF vs. FRDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DYNF iShares U.S. Equity Factor Rotation Active ETF | 9.88% | 20.00% | 30.29% | 36.25% | -20.27% | 22.12% | 13.47% | 13.18% |
FRDM Freedom 100 Emerging Markets ETF | 40.13% | 61.27% | 1.70% | 22.77% | -14.45% | 6.13% | 16.90% | 12.23% |
Correlation
The correlation between DYNF and FRDM 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 (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 23, 2019 | 0.68 |
The correlation between DYNF and FRDM has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.
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Return for Risk
DYNF vs. FRDM — Risk / Return Rank
DYNF
FRDM
DYNF vs. FRDM - 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 Freedom 100 Emerging Markets ETF (FRDM). 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 | FRDM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.54 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 5.02 | -1.87 |
| Martin ratioReturn relative to average drawdown | 14.77 | 19.36 | -4.59 |
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Drawdowns
DYNF vs. FRDM - Drawdown Comparison
The maximum DYNF drawdown since its inception was -34.72%, smaller than the maximum FRDM drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for DYNF and FRDM.
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Drawdown Indicators
| DYNF | FRDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.72% | -40.49% | +5.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -16.87% | +8.20% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -16.87% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | -29.25% | +0.60% |
Current DrawdownCurrent decline from peak | -2.06% | -4.36% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -7.09% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 4.37% | -2.52% |
Volatility
DYNF vs. FRDM - Volatility Comparison
The current volatility for iShares U.S. Equity Factor Rotation Active ETF (DYNF) is 4.91%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 14.27%. This indicates that DYNF experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DYNF | FRDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 14.27% | -9.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 24.39% | -14.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 26.86% | -13.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 21.35% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 23.09% | -3.18% |
DYNF vs. FRDM - Expense Ratio Comparison
DYNF has a 0.26% expense ratio, which is lower than FRDM's 0.49% expense ratio.
Dividends
DYNF vs. FRDM - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.90%, less than FRDM's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DYNF iShares U.S. Equity Factor Rotation Active ETF | 0.90% | 1.01% | 0.65% | 1.11% | 1.66% | 2.89% | 1.52% | 1.22% |
FRDM Freedom 100 Emerging Markets ETF | 1.56% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% |
Frequently Asked Questions
DYNF and FRDM 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.
FRDM has higher volatility (14.27%) compared to DYNF (4.91%). In terms of maximum drawdown, DYNF dropped -34.72% vs FRDM's -40.49%.
On 5-year performance, FRDM leads with 18.68% vs 14.62% for DYNF. On fees, DYNF is cheaper at 0.26% per year. On volatility, DYNF has been the lower-risk option at 4.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FRDM has performed better with a 18.68% return vs 14.62%. 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 0.49% for FRDM.
FRDM has the higher dividend yield at 1.56%, compared with 0.90% for DYNF.
DYNF is categorized as Large Cap Blend Equities, while FRDM is Emerging Markets Diversified. They also come from different issuers: iShares and Freedom Funds. Their fees differ too: 0.26% for DYNF and 0.49% for FRDM.
FRDM currently has the higher Sharpe Ratio (3.15 vs 2.10), 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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