- ISIN
- US25434V7082
- CUSIP
- 25434V708
- Issuer
- Dimensional
- Inception Date
- Oct 4, 2007
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $47B
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
DFAC Performance Chart
Dimensional U.S. Core Equity 2 ETF (DFAC) is up 11.9% since the beginning of the year. DFAC is currently trading at $44 per share. Investors who bought $1,000 worth of DFAC shares 5 years ago would now be looking at an investment worth $1,773.
Loading charts...
Returns By Period
Dimensional U.S. Core Equity 2 ETF (DFAC) has returned 11.90% so far this year and 28.74% over the past 12 months.
Dimensional U.S. Core Equity 2 ETF
- 1D
- -0.02%
- 1M
- 1.38%
- YTD
- 11.90%
- 6M
- 10.98%
- 1Y
- 28.74%
- 3Y*
- 20.04%
- 5Y*
- 12.14%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFAC Monthly Returns History
Based on dividend-adjusted daily data since Jun 14, 2021, DFAC's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Oct 2022 with a return of +9.9%, while the worst month was Sep 2022 at -9.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFAC closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.2%, while the worst single day was Apr 3, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.75% | 0.66% | -4.86% | 9.14% | 4.20% | -0.00% | 11.90% | ||||||
| 2025 | 3.12% | -1.93% | -5.46% | -2.18% | 6.14% | 4.96% | 2.23% | 3.03% | 2.45% | 1.17% | 1.18% | 0.51% | 15.66% |
| 2024 | 0.14% | 5.12% | 4.05% | -4.73% | 4.73% | 1.43% | 3.38% | 1.50% | 1.64% | -0.82% | 7.17% | -4.84% | 19.61% |
| 2023 | 7.00% | -2.19% | 0.52% | 0.63% | -1.25% | 7.60% | 3.94% | -2.30% | -4.63% | -3.28% | 8.72% | 6.48% | 21.96% |
| 2022 | -5.38% | -1.24% | 2.11% | -7.80% | 0.94% | -8.88% | 9.06% | -3.46% | -9.00% | 9.85% | 5.65% | -5.44% | -14.93% |
| 2021 | 1.33% | 0.41% | 2.55% | -4.08% | 5.95% | -1.31% | 4.70% | 9.55% |
Benchmark Metrics
Dimensional U.S. Core Equity 2 ETF has an annualized alpha of 0.23%, beta of 0.98, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since June 14, 2021.
- With beta of 0.98 and R2 of 0.95, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.23%
- Beta
- 0.98
- R²
- 0.95
- Upside Capture
- 97.83%
- Downside Capture
- 97.70%
Expense Ratio
DFAC has an expense ratio of 0.17%, which is considered low.
Return for Risk
Risk / Return Rank
DFAC ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional U.S. Core Equity 2 ETF (DFAC) and compare them to S&P 500 Index.
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.
| DFAC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 2.78 | +0.62 |
| Martin ratioReturn relative to average drawdown | 14.87 | 12.44 | +2.43 |
Dividends
Dividend History
Dimensional U.S. Core Equity 2 ETF provided a 0.91% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.40 | $0.39 | $0.36 | $0.35 | $0.36 | $0.25 |
Dividend yield | 0.91% | 0.97% | 1.03% | 1.20% | 1.50% | 0.88% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional U.S. Core Equity 2 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.10 | ||||||
| 2025 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.39 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.36 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.35 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.36 |
| 2021 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.25 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Dimensional U.S. Core Equity 2 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Dimensional U.S. Core Equity 2 ETF was 23.12%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.
The current Dimensional U.S. Core Equity 2 ETF drawdown is 0.79%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -23.12%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -20.02%Apr 2025 | 4mo 4d | 2mo 26d | 7moDec 2024 - Jul 2025 |
2026 pullback2026 | -8.49%Mar 2026 | 1mo 18d | 16d | 2mo 4dFeb 2026 - Apr 2026 |
2024 pullback2024 | -8.27%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2024 pullback2024 | -5.82%Apr 2024 | 18d | 26d | 1mo 14dApr 2024 - May 2024 |
Drawdown Indicators
| DFAC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.12% | -56.78% | +33.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.49% | -9.10% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -18.90% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.12% | -25.43% | +2.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.79% | -1.80% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -10.71% | +5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.03% | -0.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DFAC
Add Dimensional U.S. Core Equity 2 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with DFAC