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

Correlation

The correlation between DYNF and VUG 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.


-0.50.00.51.00.9

Performance

DYNF vs. VUG - 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 Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.36%
12.60%
DYNF
VUG

Key characteristics

Sharpe Ratio

DYNF:

2.28

VUG:

2.09

Sortino Ratio

DYNF:

3.03

VUG:

2.71

Omega Ratio

DYNF:

1.42

VUG:

1.38

Calmar Ratio

DYNF:

3.47

VUG:

2.78

Martin Ratio

DYNF:

15.16

VUG:

10.90

Ulcer Index

DYNF:

2.13%

VUG:

3.31%

Daily Std Dev

DYNF:

14.17%

VUG:

17.29%

Max Drawdown

DYNF:

-34.72%

VUG:

-50.68%

Current Drawdown

DYNF:

-2.15%

VUG:

-1.64%

Returns By Period

In the year-to-date period, DYNF achieves a 32.40% return, which is significantly lower than VUG's 35.96% return.


DYNF

YTD

32.40%

1M

0.10%

6M

12.07%

1Y

32.28%

5Y*

15.39%

10Y*

N/A

VUG

YTD

35.96%

1M

4.22%

6M

14.16%

1Y

36.09%

5Y*

19.09%

10Y*

15.92%

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DYNF vs. VUG - Expense Ratio Comparison

DYNF has a 0.30% expense ratio, which is higher than VUG's 0.04% expense ratio.


DYNF
BlackRock U.S. Equity Factor Rotation ETF
Expense ratio chart for DYNF: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

DYNF vs. VUG - 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 Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for DYNF, currently valued at 2.28, compared to the broader market0.002.004.002.282.09
The chart of Sortino ratio for DYNF, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.0010.003.032.71
The chart of Omega ratio for DYNF, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.38
The chart of Calmar ratio for DYNF, currently valued at 3.47, compared to the broader market0.005.0010.0015.003.472.78
The chart of Martin ratio for DYNF, currently valued at 15.16, compared to the broader market0.0020.0040.0060.0080.00100.0015.1610.90
DYNF
VUG

The current DYNF Sharpe Ratio is 2.28, which is comparable to the VUG Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DYNF and VUG, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.28
2.09
DYNF
VUG

Dividends

DYNF vs. VUG - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 0.65%, more than VUG's 0.45% yield.


TTM20232022202120202019201820172016201520142013
DYNF
BlackRock U.S. Equity Factor Rotation ETF
0.65%1.11%1.65%5.24%1.52%1.22%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.45%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

DYNF vs. VUG - Drawdown Comparison

The maximum DYNF drawdown since its inception was -34.72%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for DYNF and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.15%
-1.64%
DYNF
VUG

Volatility

DYNF vs. VUG - Volatility Comparison

The current volatility for BlackRock U.S. Equity Factor Rotation ETF (DYNF) is 3.85%, while Vanguard Growth ETF (VUG) has a volatility of 4.90%. This indicates that DYNF experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.85%
4.90%
DYNF
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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