ROUS vs. DYNF
Compare and contrast key facts about Hartford Multifactor US Equity ETF (ROUS) and BlackRock U.S. Equity Factor Rotation ETF (DYNF).
ROUS and DYNF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROUS is a passively managed fund by The Hartford that tracks the performance of the Hartford Multi-factor Large Cap Index. It was launched on Feb 25, 2015. DYNF is an actively managed fund by Blackrock Financial Management. It was launched on Mar 19, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROUS or DYNF.
Key characteristics
| ROUS | DYNF | |
|---|---|---|
| YTD Return | 8.26% | 11.86% |
| 1Y Return | 22.25% | 37.34% |
| 3Y Return (Ann) | 8.06% | 10.57% |
| 5Y Return (Ann) | 11.16% | 14.44% |
| Sharpe Ratio | 2.24 | 2.68 |
| Daily Std Dev | 10.00% | 13.79% |
| Max Drawdown | -35.51% | -34.72% |
| Current Drawdown | -1.48% | -0.81% |
Correlation
The correlation between ROUS and DYNF 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.
Performance
ROUS vs. DYNF - Performance Comparison
In the year-to-date period, ROUS achieves a 8.26% return, which is significantly lower than DYNF's 11.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ROUS vs. DYNF - Expense Ratio Comparison
ROUS has a 0.19% expense ratio, which is lower than DYNF's 0.30% expense ratio.
Risk-Adjusted Performance
ROUS vs. DYNF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) 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.
Dividends
ROUS vs. DYNF - Dividend Comparison
ROUS's dividend yield for the trailing twelve months is around 1.70%, more than DYNF's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 1.70% | 1.91% | 1.88% | 1.38% | 2.01% | 2.12% | 1.89% | 1.54% | 1.97% | 1.62% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.71% | 1.11% | 1.66% | 5.24% | 1.52% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ROUS vs. DYNF - Drawdown Comparison
The maximum ROUS drawdown since its inception was -35.51%, roughly equal to the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for ROUS and DYNF. For additional features, visit the drawdowns tool.
Volatility
ROUS vs. DYNF - Volatility Comparison
The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 2.61%, while BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a volatility of 4.43%. This indicates that ROUS 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.