DYNF vs. VUG
Compare and contrast key facts about BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Vanguard Growth ETF (VUG).
DYNF and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DYNF or VUG.
Performance
DYNF vs. VUG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with DYNF having a 32.01% return and VUG slightly lower at 30.43%.
DYNF
32.01%
2.12%
15.84%
39.59%
16.14%
N/A
VUG
30.43%
2.58%
15.17%
35.89%
19.11%
15.50%
Key characteristics
| DYNF | VUG | |
|---|---|---|
| Sharpe Ratio | 2.87 | 2.17 |
| Sortino Ratio | 3.79 | 2.83 |
| Omega Ratio | 1.52 | 1.40 |
| Calmar Ratio | 4.30 | 2.82 |
| Martin Ratio | 19.15 | 11.11 |
| Ulcer Index | 2.09% | 3.29% |
| Daily Std Dev | 13.95% | 16.83% |
| Max Drawdown | -34.72% | -50.68% |
| Current Drawdown | -0.59% | -1.19% |
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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.
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.
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.
Dividends
DYNF vs. VUG - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.58%, more than VUG's 0.49% 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% |
VUG Vanguard Growth ETF | 0.49% | 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.
Volatility
DYNF vs. VUG - Volatility Comparison
The current volatility for BlackRock U.S. Equity Factor Rotation ETF (DYNF) is 4.05%, while Vanguard Growth ETF (VUG) has a volatility of 5.29%. 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.