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INMU vs. DYNF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 iShares U.S. Equity Factor Rotation Active ETF (DYNF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INMU achieves a 1.98% return, which is significantly lower than DYNF's 10.04% return.


INMU

1D
-0.04%
1M
1.41%
YTD
1.98%
6M
2.15%
1Y
7.12%
3Y*
4.60%
5Y*
1.85%
10Y*

DYNF

1D
-1.62%
1M
0.13%
YTD
10.04%
6M
8.91%
1Y
27.42%
3Y*
25.19%
5Y*
14.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INMU vs. DYNF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INMU
BlackRock Intermediate Muni Income Bond ETF
1.98%5.52%2.77%6.50%-7.78%2.84%
DYNF
iShares U.S. Equity Factor Rotation Active ETF
10.04%20.00%30.29%36.25%-20.27%13.11%

Correlation

The correlation between INMU and DYNF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2021

0.12

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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: 7979
Overall Rank
INMU Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
INMU Sortino Ratio Rank: 9393
Sortino Ratio Rank
INMU Omega Ratio Rank: 9595
Omega Ratio Rank
INMU Calmar Ratio Rank: 6060
Calmar Ratio Rank
INMU Martin Ratio Rank: 5757
Martin Ratio Rank

DYNF
DYNF Risk / Return Rank: 6868
Overall Rank
DYNF Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DYNF Sortino Ratio Rank: 6363
Sortino Ratio Rank
DYNF Omega Ratio Rank: 6565
Omega Ratio Rank
DYNF Calmar Ratio Rank: 6666
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 iShares U.S. Equity Factor Rotation Active 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.

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.


INMUDYNFDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.66

1.37

+0.28

Calmar ratioReturn relative to maximum drawdown

2.77

3.18

-0.41

Martin ratioReturn relative to average drawdown

9.32

14.86

-5.54

INMU vs. DYNF - Sharpe Ratio Comparison

The current INMU Sharpe Ratio is 2.89, which is higher than the DYNF Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of INMU and DYNF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-2.58%

-8.67%

+6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-4.88%

-18.70%

+13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-10.67%

-28.65%

+17.98%

Current Drawdown

Current decline from peak

-0.41%

-1.97%

+1.56%

Average Drawdown

Average peak-to-trough decline

-2.79%

-5.94%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.85%

-1.08%

Volatility

INMU vs. DYNF - Volatility Comparison

The current volatility for BlackRock Intermediate Muni Income Bond ETF (INMU) is 0.68%, while iShares U.S. Equity Factor Rotation Active ETF (DYNF) has a volatility of 5.38%. 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

0.68%

5.38%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

10.64%

-8.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.49%

13.24%

-10.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.61%

17.62%

-14.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.53%

19.91%

-16.38%

INMU vs. DYNF - Expense Ratio Comparison

INMU has a 0.30% expense ratio, which is higher than DYNF's 0.26% expense ratio.


Dividends

INMU vs. DYNF - Dividend Comparison

INMU's dividend yield for the trailing twelve months is around 3.35%, more than DYNF's 0.81% yield.


PositionTTM2025202420232022202120202019
DYNF
iShares U.S. Equity Factor Rotation Active ETF
0.81%1.01%0.65%1.11%1.66%2.89%1.52%1.22%
INMU
BlackRock Intermediate Muni Income Bond ETF
3.35%3.48%3.47%3.44%1.92%1.14%0.00%0.00%

Frequently Asked Questions


INMU and DYNF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DYNF has higher volatility (5.38%) compared to INMU (0.68%). In terms of maximum drawdown, INMU dropped -10.67% vs DYNF's -34.72%.

On 5-year performance, DYNF leads with 14.71% vs 1.85% for INMU. On fees, DYNF is cheaper at 0.26% per year. On volatility, INMU has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DYNF has performed better with a 14.71% return vs 1.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DYNF is cheaper with a 0.26% expense ratio, compared with 0.30% for INMU.

INMU has the higher dividend yield at 3.35%, compared with 0.81% for DYNF.

INMU is categorized as Municipal Bonds, while DYNF is Large Cap Blend Equities. They also come from different issuers: BlackRock and iShares. Their fees differ too: 0.30% for INMU and 0.26% for DYNF.

INMU currently has the higher Sharpe Ratio (2.89 vs 2.09), 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.

Portfolio Optimizer

Find the right allocation for INMU and DYNF

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