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TILT vs. DYNF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILT vs. DYNF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and BlackRock U.S. Equity Factor Rotation ETF (DYNF). The values are adjusted to include any dividend payments, if applicable.

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TILT vs. DYNF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TILT
FlexShares Morningstar US Market Factor Tilt Index Fund
-2.73%16.59%19.88%24.70%-17.25%27.61%16.05%12.31%
DYNF
BlackRock U.S. Equity Factor Rotation ETF
-4.07%20.00%30.29%36.25%-20.27%22.12%13.47%14.07%

Returns By Period

In the year-to-date period, TILT achieves a -2.73% return, which is significantly higher than DYNF's -4.07% return.


TILT

1D
2.64%
1M
-4.75%
YTD
-2.73%
6M
0.23%
1Y
18.78%
3Y*
17.01%
5Y*
9.89%
10Y*
12.78%

DYNF

1D
3.10%
1M
-4.43%
YTD
-4.07%
6M
-1.24%
1Y
20.58%
3Y*
22.69%
5Y*
12.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILT vs. DYNF - Expense Ratio Comparison

TILT has a 0.25% expense ratio, which is lower than DYNF's 0.30% expense ratio.


Return for Risk

TILT vs. DYNF — Risk / Return Rank

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

TILT
TILT Risk / Return Rank: 6262
Overall Rank
TILT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TILT Sortino Ratio Rank: 6060
Sortino Ratio Rank
TILT Omega Ratio Rank: 6464
Omega Ratio Rank
TILT Calmar Ratio Rank: 5959
Calmar Ratio Rank
TILT Martin Ratio Rank: 7070
Martin Ratio Rank

DYNF
DYNF Risk / Return Rank: 7373
Overall Rank
DYNF Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DYNF Sortino Ratio Rank: 7070
Sortino Ratio Rank
DYNF Omega Ratio Rank: 7171
Omega Ratio Rank
DYNF Calmar Ratio Rank: 7575
Calmar Ratio Rank
DYNF Martin Ratio Rank: 8383
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.

TILT vs. DYNF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) 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.


TILTDYNFDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.14

-0.13

Sortino ratio

Return per unit of downside risk

1.53

1.68

-0.15

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.48

1.86

-0.38

Martin ratio

Return relative to average drawdown

7.08

8.87

-1.80

TILT vs. DYNF - Sharpe Ratio Comparison

The current TILT Sharpe Ratio is 1.01, which is comparable to the DYNF Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TILT 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


TILTDYNFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.14

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.74

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.72

+0.06

Correlation

The correlation between TILT and DYNF is 0.94, 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.


Dividends

TILT vs. DYNF - Dividend Comparison

TILT's dividend yield for the trailing twelve months is around 1.22%, more than DYNF's 1.03% yield.


TTM20252024202320222021202020192018201720162015
TILT
FlexShares Morningstar US Market Factor Tilt Index Fund
1.22%1.15%1.23%1.44%1.60%1.16%1.49%1.54%1.97%1.55%1.60%1.98%
DYNF
BlackRock U.S. Equity Factor Rotation ETF
1.03%1.01%0.65%1.11%1.66%2.89%1.52%1.22%0.00%0.00%0.00%0.00%

Drawdowns

TILT vs. DYNF - Drawdown Comparison

The maximum TILT drawdown since its inception was -38.46%, which is greater than DYNF's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for TILT and DYNF.


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Drawdown Indicators


TILTDYNFDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-34.72%

-3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-11.45%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

-28.65%

+4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-38.46%

Current Drawdown

Current decline from peak

-6.09%

-5.83%

-0.26%

Average Drawdown

Average peak-to-trough decline

-4.27%

-6.11%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.40%

+0.33%

Volatility

TILT vs. DYNF - Volatility Comparison

The current volatility for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) is 5.13%, while BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a volatility of 5.52%. This indicates that TILT 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


TILTDYNFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

5.52%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

9.97%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.69%

18.19%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

17.49%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

20.05%

-1.30%