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TENJ vs. DYNF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TENJ vs. DYNF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap 10% Target Buffer Jun ETF (TENJ) 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, TENJ achieves a 7.91% return, which is significantly lower than DYNF's 11.85% return.


TENJ

1D
-0.15%
1M
0.86%
YTD
7.91%
6M
7.71%
1Y
3Y*
5Y*
10Y*

DYNF

1D
-0.01%
1M
1.78%
YTD
11.85%
6M
11.36%
1Y
30.86%
3Y*
25.88%
5Y*
15.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TENJ vs. DYNF - Yearly Performance Comparison


Correlation

The correlation between TENJ and DYNF is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 22, 2025

0.95

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Return for Risk

TENJ vs. DYNF — Risk / Return Rank

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

TENJ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DYNF
DYNF Risk / Return Rank: 7777
Overall Rank
DYNF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DYNF Sortino Ratio Rank: 7474
Sortino Ratio Rank
DYNF Omega Ratio Rank: 7575
Omega Ratio Rank
DYNF Calmar Ratio Rank: 7373
Calmar Ratio Rank
DYNF Martin Ratio Rank: 8484
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.

TENJ vs. DYNF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap 10% Target Buffer Jun ETF (TENJ) 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.


TENJDYNFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.58

Martin ratioReturn relative to average drawdown

16.77

TENJ vs. DYNF - Sharpe Ratio Comparison


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Drawdowns

TENJ vs. DYNF - Drawdown Comparison

The maximum TENJ drawdown since its inception was -5.51%, smaller than the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for TENJ and DYNF.


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Drawdown Indicators


TENJDYNFDifference

Max Drawdown

Largest peak-to-trough decline

-5.51%

-34.72%

+29.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

Current Drawdown

Current decline from peak

-0.31%

-0.35%

+0.04%

Average Drawdown

Average peak-to-trough decline

-0.82%

-5.95%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

Volatility

TENJ vs. DYNF - Volatility Comparison


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Volatility by Period


TENJDYNFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

8.48%

13.15%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.48%

17.60%

-9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.48%

19.91%

-11.43%

TENJ vs. DYNF - Expense Ratio Comparison

TENJ has a 0.50% expense ratio, which is higher than DYNF's 0.26% expense ratio.


Dividends

TENJ vs. DYNF - Dividend Comparison

TENJ's dividend yield for the trailing twelve months is around 0.26%, less than DYNF's 0.80% yield.


PositionTTM2025202420232022202120202019
DYNF
iShares U.S. Equity Factor Rotation Active ETF
0.80%1.01%0.65%1.11%1.66%2.89%1.52%1.22%
TENJ
iShares Large Cap 10% Target Buffer Jun ETF
0.26%0.28%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, TENJ and DYNF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DYNF is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DYNF is cheaper with a 0.26% expense ratio, compared with 0.50% for TENJ.

DYNF has the higher dividend yield at 0.80%, compared with 0.26% for TENJ.

TENJ is categorized as Defined Outcome, while DYNF is Large Cap Blend Equities. They also come from different issuers: BlackRock and iShares. Their fees differ too: 0.50% for TENJ and 0.26% for DYNF.

Portfolio Optimizer

Find the right allocation for TENJ and DYNF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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