DYNF vs. VYMI

Last updated Jun 14, 2026

DYNF (iShares U.S. Equity Factor Rotation Active ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - DYNF is a Large Cap Blend Equities fund actively managed by iShares, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. DYNF is actively managed, while VYMI is passively managed. Over the past 5 years, DYNF returned 14.62%/yr vs 12.29%/yr for VYMI. A 0.71 correlation means they provide meaningful diversification when combined. DYNF charges 0.26%/yr vs 0.07%/yr for VYMI.

Performance

DYNF vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Equity Factor Rotation Active ETF (DYNF) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYNF achieves a 9.88% return, which is significantly lower than VYMI's 12.90% return.

DYNF

• 1D: 0.57%
• 1M: 0.54%
• YTD: 9.88%
• 6M: 10.36%
• 1Y: 28.69%
• 3Y*: 24.87%
• 5Y*: 14.62%
• 10Y*: —

VYMI

• 1D: 0.54%
• 1M: 2.62%
• YTD: 12.90%
• 6M: 14.90%
• 1Y: 31.26%
• 3Y*: 21.73%
• 5Y*: 12.29%
• 10Y*: 11.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DYNF vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DYNF iShares U.S. Equity Factor Rotation Active ETF	9.88%	20.00%	30.29%	36.25%	-20.27%	22.12%	13.47%	14.75%
VYMI Vanguard International High Dividend Yield ETF	12.90%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	6.56%

Correlation

The correlation between DYNF and VYMI is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since Mar 21, 2019	0.71

The correlation between DYNF and VYMI shifts across timeframes, from 0.59 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.

DYNF vs. VYMI - Sectors Allocation Comparison

Sectors	DYNF	VYMI
Technology	40.1%	4.3%
Financial Services	14.9%	41.9%
Communication Services	10.7%	4.0%
Industrials	8.4%	6.6%
Consumer Cyclical	7.1%	6.5%
Healthcare	6.1%	6.6%
Energy	5.0%	9.5%
Utilities	2.8%	5.6%
Real Estate	2.0%	1.3%
Consumer Defensive	1.7%	7.0%
Basic Materials	0.8%	6.8%

Return for Risk

DYNF vs. VYMI — Risk / Return Rank

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

DYNF

DYNF Risk / Return Rank: 76
DYNF Sharpe Ratio Rank: 76
DYNF Sortino Ratio Rank: 73
DYNF Omega Ratio Rank: 74
DYNF Calmar Ratio Rank: 71
DYNF Martin Ratio Rank: 84

VYMI

VYMI Risk / Return Rank: 76
VYMI Sharpe Ratio Rank: 82
VYMI Sortino Ratio Rank: 80
VYMI Omega Ratio Rank: 80
VYMI Calmar Ratio Rank: 68
VYMI Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DYNF vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Equity Factor Rotation Active ETF (DYNF) and Vanguard International High Dividend Yield ETF (VYMI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DYNF	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.26	-0.16
Sortino ratio: Return per unit of downside risk	2.82	3.08	-0.26
Omega ratio: Gain probability vs. loss probability	1.38	1.41	-0.03
Calmar ratio: Return relative to maximum drawdown	3.15	2.96	+0.19
Martin ratio: Return relative to average drawdown	14.77	11.60	+3.17

DYNF vs. VYMI - Sharpe Ratio Comparison

The current DYNF Sharpe Ratio is 2.10, which is comparable to the VYMI Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DYNF and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DYNF vs. VYMI - Drawdown Comparison

The maximum DYNF drawdown since its inception was -34.72%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DYNF and VYMI.

Drawdown Indicators

	DYNF	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-34.72%	-40.00%	+5.28%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-10.14%	+1.47%
Max Drawdown (3Y) Largest decline over 3 years	-18.70%	-12.84%	-5.86%
Max Drawdown (5Y) Largest decline over 5 years	-28.65%	-24.05%	-4.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-40.00%	—
Current Drawdown Current decline from peak	-2.06%	0.00%	-2.06%
Average Drawdown Average peak-to-trough decline	-5.96%	-6.30%	+0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	2.59%	-0.74%

Volatility

DYNF vs. VYMI - Volatility Comparison

iShares U.S. Equity Factor Rotation Active ETF (DYNF) has a higher volatility of 4.91% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.40%. This indicates that DYNF's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYNF	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	4.40%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	11.15%	-0.78%
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	13.33%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.58%	14.90%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.91%	16.85%	+3.06%

DYNF vs. VYMI - Expense Ratio Comparison

DYNF has a 0.26% expense ratio, which is higher than VYMI's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DYNF vs. VYMI - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 0.90%, less than VYMI's 3.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DYNF iShares U.S. Equity Factor Rotation Active ETF	0.90%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.39%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both DYNF and VYMI in my portfolio?

DYNF and VYMI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYNF or VYMI?

DYNF has higher volatility (4.91%) compared to VYMI (4.40%). In terms of maximum drawdown, DYNF dropped -34.72% vs VYMI's -40.00%.

Which ETF is better, DYNF or VYMI?

On 5-year performance, DYNF leads with 14.62% vs 12.29% for VYMI. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 4.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYNF or VYMI?

Over the 5-year period, DYNF has performed better with a 14.62% return vs 12.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYNF or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.26% for DYNF.

Which ETF pays a higher dividend yield, DYNF or VYMI?

VYMI has the higher dividend yield at 3.39%, compared with 0.90% for DYNF.

What is the main difference between DYNF and VYMI?

DYNF is categorized as Large Cap Blend Equities, while VYMI is Dividend. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.26% for DYNF and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.26 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.