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DYNF vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 1.0

Performance

DYNF vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%140.00%NovemberDecember2025FebruaryMarchApril
114.56%
104.00%
DYNF
VTI

Key characteristics

Sharpe Ratio

DYNF:

0.71

VTI:

0.50

Sortino Ratio

DYNF:

1.09

VTI:

0.84

Omega Ratio

DYNF:

1.16

VTI:

1.12

Calmar Ratio

DYNF:

0.75

VTI:

0.52

Martin Ratio

DYNF:

2.96

VTI:

2.14

Ulcer Index

DYNF:

4.71%

VTI:

4.72%

Daily Std Dev

DYNF:

19.68%

VTI:

20.04%

Max Drawdown

DYNF:

-34.72%

VTI:

-55.45%

Current Drawdown

DYNF:

-10.63%

VTI:

-10.95%

Returns By Period

In the year-to-date period, DYNF achieves a -6.31% return, which is significantly higher than VTI's -6.86% return.


DYNF

YTD

-6.31%

1M

-4.83%

6M

-4.80%

1Y

12.45%

5Y*

17.14%

10Y*

N/A

VTI

YTD

-6.86%

1M

-5.12%

6M

-5.25%

1Y

8.76%

5Y*

15.45%

10Y*

11.34%

*Annualized

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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.


Expense ratio chart for DYNF: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DYNF: 0.30%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

DYNF vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DYNF
The Risk-Adjusted Performance Rank of DYNF is 7373
Overall Rank
The Sharpe Ratio Rank of DYNF is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DYNF is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DYNF is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DYNF is 7777
Calmar Ratio Rank
The Martin Ratio Rank of DYNF is 7373
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6262
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DYNF, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.00
DYNF: 0.71
VTI: 0.50
The chart of Sortino ratio for DYNF, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.00
DYNF: 1.09
VTI: 0.84
The chart of Omega ratio for DYNF, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
DYNF: 1.16
VTI: 1.12
The chart of Calmar ratio for DYNF, currently valued at 0.75, compared to the broader market0.002.004.006.008.0010.0012.00
DYNF: 0.75
VTI: 0.52
The chart of Martin ratio for DYNF, currently valued at 2.96, compared to the broader market0.0020.0040.0060.00
DYNF: 2.96
VTI: 2.14

The current DYNF Sharpe Ratio is 0.71, which is higher than the VTI Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DYNF and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.71
0.50
DYNF
VTI

Dividends

DYNF vs. VTI - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 0.97%, less than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
DYNF
BlackRock U.S. Equity Factor Rotation ETF
0.97%0.66%1.11%1.65%5.24%1.52%1.22%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.63%
-10.95%
DYNF
VTI

Volatility

DYNF vs. VTI - Volatility Comparison

The current volatility for BlackRock U.S. Equity Factor Rotation ETF (DYNF) is 13.72%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.84%. This indicates that DYNF experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.72%
14.84%
DYNF
VTI