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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional US Large Cap 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 US Large Cap Value ETF (DFLV) has returned 4.77% so far this year and 18.79% over the past 12 months.
Dimensional US Large Cap Value ETF
- 1D
- 1.85%
- 1M
- -3.65%
- YTD
- 4.77%
- 6M
- 9.37%
- 1Y
- 18.79%
- 3Y*
- 15.27%
- 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 Dec 7, 2022, DFLV's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, your investment would double in approximately 5.1 years.
Historically, 63% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +7.7%, while the worst month was Dec 2024 at -7.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFLV closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.91% | 3.65% | -3.65% | 4.77% | |||||||||
| 2025 | 4.33% | 0.26% | -2.27% | -4.87% | 2.68% | 4.38% | 0.87% | 4.28% | 1.28% | -0.24% | 2.62% | 1.97% | 15.90% |
| 2024 | 0.78% | 3.74% | 6.39% | -4.33% | 2.51% | -1.28% | 4.91% | 1.32% | 0.70% | -0.49% | 6.36% | -7.47% | 12.88% |
| 2023 | 6.44% | -3.26% | -2.39% | 1.06% | -4.55% | 7.59% | 4.13% | -2.82% | -3.01% | -4.07% | 7.65% | 6.22% | 12.31% |
| 2022 | -0.67% | -0.67% |
Benchmark Metrics
Dimensional US Large Cap Value ETF has an annualized alpha of 0.94%, beta of 0.79, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since December 08, 2022.
- This ETF participated in 89.99% of S&P 500 Index downside but only 83.21% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.94%
- Beta
- 0.79
- R²
- 0.68
- Upside Capture
- 83.21%
- Downside Capture
- 89.99%
Expense Ratio
DFLV has an expense ratio of 0.22%, which is considered low.
Return for Risk
Risk / Return Rank
DFLV ranks 64 for risk / return — better than 64% 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 US Large Cap Value ETF (DFLV) and compare them to a chosen benchmark (S&P 500 Index).
| DFLV | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.90 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.39 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.40 | +0.22 |
Martin ratioReturn relative to average drawdown | 7.17 | 6.61 | +0.56 |
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 DFLV 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 US Large Cap Value ETF provided a 1.55% dividend yield over the last twelve months, with an annual payout of $0.55 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.55 | $0.55 | $0.50 | $0.47 | $0.03 |
Dividend yield | 1.55% | 1.61% | 1.65% | 1.72% | 0.11% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional US Large Cap 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 | $0.13 | $0.13 | |||||||||
| 2025 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.55 |
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.47 |
| 2022 | $0.03 | $0.03 |
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 US Large Cap 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 US Large Cap Value ETF was 16.80%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current Dimensional US Large Cap Value ETF drawdown is 3.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.8% | Nov 26, 2024 | 90 | Apr 8, 2025 | 94 | Aug 22, 2025 | 184 |
| -11.29% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -11.21% | Feb 3, 2023 | 30 | Mar 17, 2023 | 86 | Jul 21, 2023 | 116 |
| -6.1% | Aug 1, 2024 | 3 | Aug 5, 2024 | 14 | Aug 23, 2024 | 17 |
| -5.48% | Feb 12, 2026 | 32 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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