DYNF vs. PTY
DYNF (iShares U.S. Equity Factor Rotation Active ETF) and PTY (PIMCO Corporate & Income Opportunity Fund) are both funds - DYNF is a Large Cap Blend Equities fund actively managed by iShares, while PTY is a Corporate Bonds fund managed by PIMCO. Over the past 5 years, DYNF returned 14.62%/yr vs -0.75%/yr for PTY. At a 0.37 correlation, their price movements are largely independent. DYNF charges 0.26%/yr vs 1.19%/yr for PTY.
Performance
DYNF vs. PTY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DYNF achieves a 9.88% return, which is significantly higher than PTY's -3.70% return.
DYNF
- 1D
- 0.57%
- 1M
- 0.54%
- YTD
- 9.88%
- 6M
- 10.36%
- 1Y
- 28.69%
- 3Y*
- 24.87%
- 5Y*
- 14.62%
- 10Y*
- —
PTY
- 1D
- 0.26%
- 1M
- -0.51%
- YTD
- -3.70%
- 6M
- -3.85%
- 1Y
- -4.11%
- 3Y*
- 7.73%
- 5Y*
- -0.75%
- 10Y*
- 8.71%
DYNF vs. PTY - 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% | 14.75% |
PTY PIMCO Corporate & Income Opportunity Fund | -3.70% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 16.93% |
Correlation
The correlation between DYNF and PTY is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2019 | 0.37 |
The correlation between DYNF and PTY shifts across timeframes, from 0.26 (3 years) to 0.37 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DYNF vs. PTY — Risk / Return Rank
DYNF
PTY
DYNF vs. PTY - 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 PIMCO Corporate & Income Opportunity Fund (PTY). 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 | PTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.52 | ||
| Sortino ratioReturn per unit of downside risk | +3.32 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.92 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | -0.29 | +3.45 |
| Martin ratioReturn relative to average drawdown | 14.77 | -0.57 | +15.34 |
Loading charts...
Drawdowns
DYNF vs. PTY - Drawdown Comparison
The maximum DYNF drawdown since its inception was -34.72%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for DYNF and PTY.
Loading charts...
Drawdown Indicators
| DYNF | PTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.72% | -60.86% | +26.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -15.44% | +6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -16.04% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | -41.38% | +12.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.55% | — |
Current DrawdownCurrent decline from peak | -2.06% | -12.60% | +10.54% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -8.61% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 7.89% | -6.04% |
Volatility
DYNF vs. PTY - Volatility Comparison
iShares U.S. Equity Factor Rotation Active ETF (DYNF) has a higher volatility of 4.91% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 2.64%. This indicates that DYNF's price experiences larger fluctuations and is considered to be riskier than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DYNF | PTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 2.64% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 7.49% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 10.80% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 17.39% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 21.19% | -1.28% |
DYNF vs. PTY - Expense Ratio Comparison
DYNF has a 0.26% expense ratio, which is lower than PTY's 1.19% expense ratio.
Dividends
DYNF vs. PTY - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.90%, less than PTY's 12.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
PTY PIMCO Corporate & Income Opportunity Fund | 12.15% | 11.05% | 9.92% | 10.77% | 13.12% | 9.16% | 8.74% | 8.37% | 10.63% | 9.48% | 12.09% | 11.92% |
Frequently Asked Questions
DYNF and PTY have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DYNF has higher volatility (4.91%) compared to PTY (2.64%). In terms of maximum drawdown, DYNF dropped -34.72% vs PTY's -60.86%.
DYNF currently has the higher Sharpe Ratio (2.10 vs -0.42), 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.
Find the right allocation for DYNF and PTY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer