Dimensional U.S. Core Equity 2 ETF (DFAC)
DFAC is an actively managed ETF by Dimensional Fund Advisors LP. DFAC launched on Jun 14, 2021 and has a 0.19% expense ratio.
ETF Info
US25434V7082
25434V708
Jun 14, 2021
North America (U.S.)
1x
No Index (Active)
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional U.S. Core Equity 2 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Dimensional U.S. Core Equity 2 ETF had a return of 22.24% year-to-date (YTD) and 31.49% in the last 12 months.
DFAC
22.24%
1.72%
11.56%
31.49%
N/A
N/A
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of DFAC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.14% | 5.12% | 4.05% | -4.73% | 4.73% | 1.43% | 3.38% | 1.50% | 1.64% | -0.82% | 22.24% | ||
| 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 | 1.29% | 0.41% | 2.55% | -4.08% | 5.95% | -1.31% | 4.70% | 9.51% |
Expense Ratio
DFAC has an expense ratio of 0.19%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DFAC is 79, placing it in the top 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Dimensional U.S. Core Equity 2 ETF (DFAC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Dimensional U.S. Core Equity 2 ETF provided a 1.01% dividend yield over the last twelve months, with an annual payout of $0.36 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.36 | $0.35 | $0.36 | $0.26 |
Dividend yield | 1.01% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.26 | |
| 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 | $0.26 |
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.
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 1.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.12% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -8.27% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -5.82% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.54% | Nov 17, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -4.49% | Sep 3, 2021 | 12 | Sep 21, 2021 | 21 | Oct 20, 2021 | 33 |
Volatility
Volatility Chart
The current Dimensional U.S. Core Equity 2 ETF volatility is 4.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.