DYNF vs. VTI
Compare and contrast key facts about BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Vanguard Total Stock Market ETF (VTI).
DYNF and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DYNF or VTI.
Performance
DYNF vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, DYNF achieves a 32.01% return, which is significantly higher than VTI's 25.64% return.
DYNF
32.01%
2.12%
15.84%
39.59%
16.14%
N/A
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| DYNF | VTI | |
|---|---|---|
| Sharpe Ratio | 2.87 | 2.68 |
| Sortino Ratio | 3.79 | 3.57 |
| Omega Ratio | 1.52 | 1.49 |
| Calmar Ratio | 4.30 | 3.91 |
| Martin Ratio | 19.15 | 17.13 |
| Ulcer Index | 2.09% | 1.96% |
| Daily Std Dev | 13.95% | 12.51% |
| Max Drawdown | -34.72% | -55.45% |
| Current Drawdown | -0.59% | -0.84% |
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DYNF vs. VTI - Expense Ratio Comparison
DYNF has a 0.30% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between DYNF and VTI is 0.97, 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.58%, less than VTI's 1.27% 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DYNF vs. VTI - Drawdown Comparison
The maximum DYNF drawdown since its inception was -34.72%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DYNF and VTI. For additional features, visit the drawdowns tool.
Volatility
DYNF vs. VTI - Volatility Comparison
BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.05% and 4.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.