DYNF vs. SCHG
Compare and contrast key facts about BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Schwab U.S. Large-Cap Growth ETF (SCHG).
DYNF and SCHG 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. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DYNF or SCHG.
Performance
DYNF vs. SCHG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DYNF having a 31.42% return and SCHG slightly higher at 32.53%.
DYNF
31.42%
1.57%
15.02%
39.43%
16.05%
N/A
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
Key characteristics
| DYNF | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.25 |
| Sortino Ratio | 3.68 | 2.93 |
| Omega Ratio | 1.51 | 1.41 |
| Calmar Ratio | 4.17 | 3.09 |
| Martin Ratio | 18.55 | 12.27 |
| Ulcer Index | 2.09% | 3.11% |
| Daily Std Dev | 13.96% | 17.00% |
| Max Drawdown | -34.72% | -34.59% |
| Current Drawdown | -1.03% | -1.51% |
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DYNF vs. SCHG - Expense Ratio Comparison
DYNF has a 0.30% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between DYNF and SCHG is 0.91, 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. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.58%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.58% | 1.11% | 1.65% | 5.24% | 1.52% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
DYNF vs. SCHG - Drawdown Comparison
The maximum DYNF drawdown since its inception was -34.72%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DYNF and SCHG. For additional features, visit the drawdowns tool.
Volatility
DYNF vs. SCHG - Volatility Comparison
The current volatility for BlackRock U.S. Equity Factor Rotation ETF (DYNF) is 4.21%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.78%. This indicates that DYNF experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.