TCAF vs. DYNF
Compare and contrast key facts about T. Rowe Price Capital Appreciation Equity ETF (TCAF) and BlackRock U.S. Equity Factor Rotation ETF (DYNF).
TCAF and DYNF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TCAF is an actively managed fund by T. Rowe Price. It was launched on Jun 14, 2023. 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: TCAF or DYNF.
Key characteristics
| TCAF | DYNF | |
|---|---|---|
| YTD Return | 24.14% | 32.79% |
| 1Y Return | 34.17% | 45.30% |
| Sharpe Ratio | 3.13 | 3.39 |
| Sortino Ratio | 4.19 | 4.44 |
| Omega Ratio | 1.58 | 1.62 |
| Calmar Ratio | 6.01 | 5.17 |
| Martin Ratio | 24.78 | 23.10 |
| Ulcer Index | 1.45% | 2.08% |
| Daily Std Dev | 11.46% | 14.10% |
| Max Drawdown | -8.80% | -34.72% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TCAF and DYNF is 0.90, 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
TCAF vs. DYNF - Performance Comparison
In the year-to-date period, TCAF achieves a 24.14% return, which is significantly lower than DYNF's 32.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TCAF vs. DYNF - Expense Ratio Comparison
TCAF has a 0.31% expense ratio, which is higher than DYNF's 0.30% expense ratio.
Risk-Adjusted Performance
TCAF vs. DYNF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Equity ETF (TCAF) 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
TCAF vs. DYNF - Dividend Comparison
TCAF's dividend yield for the trailing twelve months is around 0.21%, less than DYNF's 0.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
TCAF T. Rowe Price Capital Appreciation Equity ETF | 0.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.57% | 1.11% | 1.65% | 5.24% | 1.52% | 1.22% |
Drawdowns
TCAF vs. DYNF - Drawdown Comparison
The maximum TCAF drawdown since its inception was -8.80%, smaller than the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for TCAF and DYNF. For additional features, visit the drawdowns tool.
Volatility
TCAF vs. DYNF - Volatility Comparison
The current volatility for T. Rowe Price Capital Appreciation Equity ETF (TCAF) is 3.65%, while BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a volatility of 4.15%. This indicates that TCAF 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.