Dimensional U.S. Targeted Value ETF (DFAT)
DFAT is an actively managed ETF by Dimensional Fund Advisors LP. DFAT launched on Jun 14, 2021 and has a 0.34% expense ratio.
ETF Info
US25434V6092
25434V609
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. 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.
Returns By Period
Dimensional U.S. Targeted Value ETF had a return of 14.29% year-to-date (YTD) and 28.92% in the last 12 months.
DFAT
14.29%
7.19%
12.99%
28.92%
N/A
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of DFAT, 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 | -3.36% | 2.39% | 5.33% | -6.08% | 5.30% | -3.25% | 10.03% | -2.21% | 0.05% | -1.65% | 14.29% | ||
| 2023 | 9.78% | -0.97% | -6.59% | -2.13% | -3.10% | 10.41% | 7.16% | -3.44% | -4.45% | -5.38% | 8.67% | 11.82% | 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% |
Expense Ratio
DFAT features an expense ratio of 0.34%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFAT is 57, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) 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. Targeted Value ETF provided a 1.21% dividend yield over the last twelve months, with an annual payout of $0.72 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.72 | $0.70 | $0.59 | $0.54 |
Dividend yield | 1.21% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.52 | |
| 2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $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.
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 20.01%, occurring on Sep 26, 2022. Recovery took 88 trading sessions.
The current Dimensional U.S. Targeted Value ETF drawdown is 1.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -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 |
| -9.26% | Jun 16, 2021 | 23 | Jul 19, 2021 | 57 | Oct 7, 2021 | 80 |
Volatility
Volatility Chart
The current Dimensional U.S. Targeted Value ETF volatility is 7.84%, 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.