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INMU vs. DYNF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INMU vs. DYNF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Intermediate Muni Income Bond ETF (INMU) and BlackRock U.S. Equity Factor Rotation ETF (DYNF). The values are adjusted to include any dividend payments, if applicable.

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INMU vs. DYNF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INMU
BlackRock Intermediate Muni Income Bond ETF
-0.03%5.52%2.77%6.50%-7.78%2.84%
DYNF
BlackRock U.S. Equity Factor Rotation ETF
-3.16%20.00%30.29%36.25%-20.27%14.71%

Returns By Period

In the year-to-date period, INMU achieves a -0.03% return, which is significantly higher than DYNF's -3.16% return.


INMU

1D
0.21%
1M
-2.38%
YTD
-0.03%
6M
1.59%
1Y
4.63%
3Y*
3.98%
5Y*
1.73%
10Y*

DYNF

1D
0.95%
1M
-3.65%
YTD
-3.16%
6M
-0.32%
1Y
21.29%
3Y*
23.07%
5Y*
13.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INMU vs. DYNF - Expense Ratio Comparison

Both INMU and DYNF have an expense ratio of 0.30%.


Return for Risk

INMU vs. DYNF — Risk / Return Rank

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

INMU
INMU Risk / Return Rank: 6060
Overall Rank
INMU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
INMU Sortino Ratio Rank: 5151
Sortino Ratio Rank
INMU Omega Ratio Rank: 7373
Omega Ratio Rank
INMU Calmar Ratio Rank: 5959
Calmar Ratio Rank
INMU Martin Ratio Rank: 5454
Martin Ratio Rank

DYNF
DYNF Risk / Return Rank: 7070
Overall Rank
DYNF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DYNF Sortino Ratio Rank: 6666
Sortino Ratio Rank
DYNF Omega Ratio Rank: 6969
Omega Ratio Rank
DYNF Calmar Ratio Rank: 7171
Calmar Ratio Rank
DYNF Martin Ratio Rank: 7979
Martin Ratio Rank
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.

INMU vs. DYNF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Intermediate Muni Income Bond ETF (INMU) and BlackRock U.S. Equity Factor Rotation ETF (DYNF). 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.


INMUDYNFDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.17

-0.10

Sortino ratio

Return per unit of downside risk

1.37

1.73

-0.36

Omega ratio

Gain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratio

Return relative to maximum drawdown

1.51

1.90

-0.39

Martin ratio

Return relative to average drawdown

5.35

8.99

-3.65

INMU vs. DYNF - Sharpe Ratio Comparison

The current INMU Sharpe Ratio is 1.07, which is comparable to the DYNF Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of INMU and DYNF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


INMUDYNFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.17

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.75

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.73

-0.22

Correlation

The correlation between INMU and DYNF is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

INMU vs. DYNF - Dividend Comparison

INMU's dividend yield for the trailing twelve months is around 3.43%, more than DYNF's 1.02% yield.


TTM2025202420232022202120202019
INMU
BlackRock Intermediate Muni Income Bond ETF
3.13%3.48%3.47%3.44%1.92%1.14%0.00%0.00%
DYNF
BlackRock U.S. Equity Factor Rotation ETF
1.02%1.01%0.65%1.11%1.66%2.89%1.52%1.22%

Drawdowns

INMU vs. DYNF - Drawdown Comparison

The maximum INMU drawdown since its inception was -10.67%, smaller than the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for INMU and DYNF.


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Drawdown Indicators


INMUDYNFDifference

Max Drawdown

Largest peak-to-trough decline

-10.67%

-34.72%

+24.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-11.45%

+8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-10.67%

-28.65%

+17.98%

Current Drawdown

Current decline from peak

-2.38%

-4.94%

+2.56%

Average Drawdown

Average peak-to-trough decline

-2.86%

-6.11%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.42%

-1.53%

Volatility

INMU vs. DYNF - Volatility Comparison

The current volatility for BlackRock Intermediate Muni Income Bond ETF (INMU) is 1.25%, while BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a volatility of 5.59%. This indicates that INMU experiences smaller price fluctuations and is considered to be less risky than DYNF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INMUDYNFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

5.59%

-4.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

10.02%

-8.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

18.21%

-13.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

17.49%

-13.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

20.05%

-16.47%