VGSH vs DYNF

Comparison between VANGUARD SHORT-TERM TREASURY INDEX FUND ETF SHARES (VGSH, ETF) and ISHARES U.S. EQUITY FACTOR ROTATION ACTIVE ETF (DYNF, ETF).

5-Year PerformanceDYNF has outperformed VGSH, delivering a return of +14.6% compared to +1.8%

VGSH vs DYNF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VGSH(ETF)	DYNF(ETF)
Net Assets	$33B	$30B
Expense Ratio	0.03%	0.26%
Max Drawdown	8.05%	34.72%
Sharpe Ratio	-0.16	2.08
5Y Beta	-0.02	0.98
P/E Ratio	N/A	25.67
Forward P/E	N/A	21.12
PEG Ratio	N/A	0.41
5Y Dividends CAGR	23.40%	10.01%
5Y EPS CAGR	N/A	26.61%
Debt to Equity	N/A	18.43%
P/S Ratio	N/A	4.03
P/B Ratio	N/A	4.57

Net Assets

Winner

VGSH

$33B

DYNF

$30B

Expense Ratio

Winner

VGSH

0.03%

DYNF

0.26%

Max Drawdown

Winner

VGSH

8.05%

DYNF

34.72%

Sharpe Ratio

VGSH

-0.16

Winner

DYNF

2.08

5Y Beta

Winner

VGSH

-0.02

DYNF

0.98

P/E Ratio

VGSH

N/A

DYNF

25.67

Forward P/E

VGSH

N/A

DYNF

21.12

PEG Ratio

VGSH

N/A

DYNF

0.41

5Y Dividends CAGR

Winner

VGSH

23.40%

DYNF

10.01%

5Y EPS CAGR

VGSH

N/A

DYNF

26.61%

Debt to Equity

VGSH

N/A

DYNF

18.43%

P/S Ratio

VGSH

N/A

DYNF

4.03

P/B Ratio

VGSH

N/A

DYNF

4.57

VGSH vs DYNF - Historical Returns

Returns include dividend reinvestment.

Period	VGSH	DYNF
1 month	+0.15%	+8.39%
3 months	+0.18%	+6.45%
6 months	+1.17%	+10.49%
1 year	+3.65%	+33.72%
5 years(CAGR)	+1.83%	+14.60%
10 years(CAGR)	+1.74%	N/A
Max(CAGR)	+1.41%	+16.18%

VGSH

+0.15%

Winner

DYNF

+8.39%

VGSH

+0.18%

Winner

DYNF

+6.45%

VGSH

+1.17%

Winner

DYNF

+10.49%

VGSH

+3.65%

Winner

DYNF

+33.72%

5Y(CAGR)

VGSH

+1.83%

Winner

DYNF

+14.60%

10Y(CAGR)

VGSH

+1.74%

DYNF

N/A

Max(CAGR)

VGSH

+1.41%

Winner

DYNF

+16.18%

VGSH vs DYNF - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	VGSH	DYNF
2026	+0.53%	+8.30%
2025	+5.09%	+20.22%
2024	+4.14%	+31.87%
2023	+4.23%	+37.33%
2022	-3.73%	-20.66%
2021	-0.64%	+23.80%
2020	+3.04%	+12.91%
2019	+3.56%	+14.07%
2018	+1.60%	N/A
2017	+0.45%	N/A
2016	+1.15%	N/A
2015	+0.44%	N/A
2014	+0.51%	N/A
2013	+0.34%	N/A
2012	+0.52%	N/A
2011	+1.48%	N/A
2010	+2.13%	N/A
2009	-0.52%	N/A

VGSH vs DYNF Drawdown Comparison

The maximum drawdown for VGSH was -5.70%, occurring on Oct 20, 2022. Recovery took 773 trading sessions.

The maximum drawdown for DYNF was -34.72%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.

The current VGSH drawdown is -0.21%.

Rank	VGSH	DYNF
#1	-5.70% Apr 20, 2021 - May 15, 2024	-34.72% Feb 19, 2020 - Sep 2, 2020
#2	-1.09% Sep 7, 2017 - Nov 19, 2018	-28.59% Nov 16, 2021 - Dec 8, 2023
#3	-0.97% Sep 24, 2024 - Jan 24, 2025	-18.70% Feb 19, 2025 - Jun 25, 2025
#4	-0.94% Jul 5, 2016 - Jul 28, 2017	-9.31% Jul 16, 2024 - Sep 19, 2024
#5	-0.88% Feb 27, 2026 - Mar 26, 2026	-8.67% Feb 9, 2026 - Apr 14, 2026
#6	-0.83% Nov 3, 2010 - May 5, 2011	-8.08% Sep 2, 2020 - Oct 12, 2020
#7	-0.74% Dec 1, 2009 - Jan 22, 2010	-7.30% Oct 12, 2020 - Nov 9, 2020
#8	-0.73% Apr 30, 2025 - Jun 23, 2025	-5.87% Mar 21, 2024 - May 15, 2024
#9	-0.72% Oct 14, 2015 - Feb 2, 2016	-5.53% Jul 26, 2019 - Oct 25, 2019
#10	-0.65% Sep 4, 2019 - Oct 2, 2019	-5.49% Sep 3, 2021 - Oct 19, 2021
#11	-0.60% Mar 2, 2010 - May 4, 2010	-5.12% Apr 30, 2019 - Jun 18, 2019
#12	-0.53% Oct 15, 2014 - Jan 14, 2015	-4.93% Oct 29, 2025 - Dec 10, 2025
#13	-0.48% Mar 9, 2020 - Mar 20, 2020	-4.90% Feb 12, 2021 - Mar 12, 2021
#14	-0.47% Feb 11, 2016 - Apr 7, 2016	-4.65% Dec 6, 2024 - Jan 23, 2025
#15	-0.47% Jan 15, 2015 - Apr 1, 2015	-4.08% Jan 20, 2021 - Feb 5, 2021

Correlation

Correlation between VGSH and DYNF is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2009 - 2026)

VGSH vs DYNF dividend yield comparison.

Year	VGSH	DYNF
2026	1.23%	0.24%
2025	4.00%	1.01%
2024	4.18%	0.65%
2023	3.31%	1.11%
2022	1.15%	1.66%
2021	0.66%	2.89%
2020	1.74%	1.52%
2019	2.28%	1.21%
2018	1.79%	0.00%
2017	1.10%	0.00%
2016	0.84%	0.00%
2015	0.69%	0.00%
2014	0.46%	0.00%
2013	0.34%	0.00%
2012	0.52%	0.00%
2011	0.76%	0.00%
2010	0.78%	0.00%
2009	0.08%	0.00%