VXUS vs. DYNF

Last updated Jun 16, 2026

VXUS (Vanguard Total International Stock ETF) and DYNF (iShares U.S. Equity Factor Rotation Active ETF) are both exchange-traded funds - VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index, while DYNF is a Large Cap Blend Equities fund actively managed by iShares. VXUS is passively managed, while DYNF is actively managed. Over the past 5 years, VXUS returned 8.83%/yr vs 15.35%/yr for DYNF. A 0.78 correlation means they provide meaningful diversification when combined. VXUS charges 0.05%/yr vs 0.26%/yr for DYNF.

Performance

VXUS vs. DYNF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and iShares U.S. Equity Factor Rotation Active ETF (DYNF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VXUS achieves a 15.42% return, which is significantly higher than DYNF's 12.25% return.

VXUS

• 1D: 1.52%
• 1M: 4.66%
• YTD: 15.42%
• 6M: 16.87%
• 1Y: 32.10%
• 3Y*: 18.53%
• 5Y*: 8.83%
• 10Y*: 10.23%

DYNF

• 1D: 2.16%
• 1M: 2.71%
• YTD: 12.25%
• 6M: 12.86%
• 1Y: 31.46%
• 3Y*: 25.36%
• 5Y*: 15.35%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. DYNF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VXUS Vanguard Total International Stock ETF	15.42%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	9.11%
DYNF iShares U.S. Equity Factor Rotation Active ETF	12.25%	20.00%	30.29%	36.25%	-20.27%	22.12%	13.47%	14.75%

Correlation

The correlation between VXUS and DYNF is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Mar 21, 2019	0.78

The correlation between VXUS and DYNF has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

VXUS vs. DYNF - Sectors Allocation Comparison

Sectors	VXUS	DYNF
Financial Services	22.3%	14.9%
Technology	18.1%	40.1%
Industrials	16.1%	8.4%
Consumer Cyclical	8.4%	7.1%
Basic Materials	7.6%	0.8%
Healthcare	7.1%	6.1%
Energy	5.2%	5.0%
Consumer Defensive	5.0%	1.7%
Communication Services	4.4%	10.7%
Utilities	3.2%	2.8%
Real Estate	2.6%	2.0%

Return for Risk

VXUS vs. DYNF — Risk / Return Rank

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

VXUS

VXUS Risk / Return Rank: 67
VXUS Sharpe Ratio Rank: 69
VXUS Sortino Ratio Rank: 67
VXUS Omega Ratio Rank: 70
VXUS Calmar Ratio Rank: 63
VXUS Martin Ratio Rank: 67

DYNF

DYNF Risk / Return Rank: 82
DYNF Sharpe Ratio Rank: 84
DYNF Sortino Ratio Rank: 82
DYNF Omega Ratio Rank: 82
DYNF Calmar Ratio Rank: 78
DYNF Martin Ratio Rank: 88

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.

VXUS vs. DYNF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.

	VXUS	DYNF	Difference
Sharpe ratio: Return per unit of total volatility	2.01	2.41	-0.41
Sortino ratio: Return per unit of downside risk	2.73	3.23	-0.50
Omega ratio: Gain probability vs. loss probability	1.37	1.43	-0.06
Calmar ratio: Return relative to maximum drawdown	2.86	3.65	-0.79
Martin ratio: Return relative to average drawdown	11.00	17.10	-6.10

VXUS vs. DYNF - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 2.01, which is comparable to the DYNF Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of VXUS 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.

Drawdowns

VXUS vs. DYNF - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, roughly equal to the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for VXUS and DYNF.

Drawdown Indicators

	VXUS	DYNF	Difference
Max Drawdown Largest peak-to-trough decline	-35.97%	-34.72%	-1.25%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-8.67%	-2.60%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	-18.70%	+5.12%
Max Drawdown (5Y) Largest decline over 5 years	-29.44%	-28.65%	-0.79%
Max Drawdown (10Y) Largest decline over 10 years	-35.97%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.20%	-5.96%	-2.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	1.85%	+1.08%

Volatility

VXUS vs. DYNF - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.87% compared to iShares U.S. Equity Factor Rotation Active ETF (DYNF) at 5.25%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than DYNF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VXUS	DYNF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	5.25%	+1.62%
Volatility (6M) Calculated over the trailing 6-month period	14.09%	10.57%	+3.52%
Volatility (1Y) Calculated over the trailing 1-year period	16.11%	13.14%	+2.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	17.61%	-1.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	19.92%	-2.71%

VXUS vs. DYNF - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than DYNF's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VXUS vs. DYNF - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.63%, more than DYNF's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DYNF iShares U.S. Equity Factor Rotation Active ETF	1.06%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.63%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both VXUS and DYNF in my portfolio?

VXUS and DYNF have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VXUS or DYNF?

VXUS has higher volatility (6.87%) compared to DYNF (5.25%). In terms of maximum drawdown, VXUS dropped -35.97% vs DYNF's -34.72%.

Which ETF is better, VXUS or DYNF?

On 5-year performance, DYNF leads with 15.35% vs 8.83% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, DYNF has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VXUS or DYNF?

Over the 5-year period, DYNF has performed better with a 15.35% return vs 8.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VXUS or DYNF?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.26% for DYNF.

Which ETF pays a higher dividend yield, VXUS or DYNF?

VXUS has the higher dividend yield at 2.63%, compared with 1.06% for DYNF.

What is the main difference between VXUS and DYNF?

VXUS is categorized as Global Equities, while DYNF is Large Cap Blend Equities. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VXUS and 0.26% for DYNF.

Which has better risk-adjusted returns?

DYNF currently has the higher Sharpe Ratio (2.41 vs 2.01), 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.