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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional U.S. Targeted Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dimensional U.S. Targeted Value ETF (DFAT) has returned 5.24% so far this year and 23.33% over the past 12 months.
Dimensional U.S. Targeted Value ETF
- 1D
- 2.01%
- 1M
- -3.73%
- YTD
- 5.24%
- 6M
- 8.08%
- 1Y
- 23.33%
- 3Y*
- 13.66%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 14, 2021, DFAT's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.
Historically, 48% of months were positive and 52% were negative. The best month was Oct 2022 with a return of +13.9%, while the worst month was Jun 2022 at -10.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DFAT closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 3, 2025 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.52% | 2.63% | -3.73% | 5.24% | |||||||||
| 2025 | 3.02% | -4.48% | -5.70% | -4.70% | 5.62% | 4.59% | 0.83% | 8.18% | -0.64% | -2.16% | 3.69% | 1.23% | 8.73% |
| 2024 | -3.36% | 2.39% | 5.33% | -6.08% | 5.30% | -3.25% | 10.03% | -2.21% | 0.05% | -1.65% | 10.86% | -7.90% | 7.80% |
| 2023 | 9.78% | -0.97% | -6.59% | -2.13% | -3.10% | 10.41% | 7.16% | -3.44% | -4.45% | -5.38% | 8.67% | 11.83% | 20.86% |
| 2022 | -4.15% | 2.59% | -0.13% | -6.12% | 3.52% | -10.78% | 9.70% | -2.13% | -9.42% | 13.86% | 5.72% | -5.93% | -6.23% |
| 2021 | -1.84% | -1.41% | 2.67% | -1.85% | 4.80% | -2.28% | 5.21% | 5.08% |
Benchmark Metrics
Dimensional U.S. Targeted Value ETF has an annualized alpha of -0.15%, beta of 1.01, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since June 15, 2021.
- With beta of 1.01 and R² of 0.64, 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
- -0.15%
- Beta
- 1.01
- R²
- 0.64
- Upside Capture
- 97.32%
- Downside Capture
- 101.37%
Expense Ratio
DFAT has an expense ratio of 0.28%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFAT ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) and compare them to a chosen benchmark (S&P 500 Index).
| DFAT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.90 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.39 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.40 | +0.20 |
Martin ratioReturn relative to average drawdown | 5.87 | 6.61 | -0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DFAT risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Dimensional U.S. Targeted Value ETF provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.97 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.97 | $0.92 | $0.73 | $0.70 | $0.59 | $0.54 |
Dividend yield | 1.56% | 1.55% | 1.31% | 1.34% | 1.34% | 1.13% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional U.S. Targeted Value 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 | $0.21 | $0.21 | |||||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.24 | $0.92 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.21 | $0.73 |
| 2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.70 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.18 | $0.59 |
| 2021 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.31 | $0.54 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dimensional U.S. Targeted Value 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. Targeted Value ETF was 26.12%, occurring on Apr 8, 2025. Recovery took 170 trading sessions.
The current Dimensional U.S. Targeted Value ETF drawdown is 6.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.12% | Nov 26, 2024 | 90 | Apr 8, 2025 | 170 | Dec 10, 2025 | 260 |
| -20.01% | Nov 17, 2021 | 215 | Sep 26, 2022 | 88 | Feb 1, 2023 | 303 |
| -16.46% | Feb 3, 2023 | 63 | May 4, 2023 | 59 | Jul 31, 2023 | 122 |
| -13.76% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -9.76% | Aug 1, 2024 | 5 | Aug 7, 2024 | 64 | Nov 6, 2024 | 69 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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