- Issuer
- Dimensional
- Inception Date
- Mar 20, 2026
- Region
- North America (U.S.)
- Category
- Small Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Micro-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $8B
Highlights
- Avg. Volume (1M)
- 26K
- Avg. Volume Value (1M)
- $1.53M
Share Price Chart
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Performance
DFMC Performance Chart
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Returns By Period
Dimensional US Micro Cap Portfolio ETF
- 1D
- -0.20%
- 1M
- -0.45%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DFMC Monthly Returns History
Based on dividend-adjusted daily data since Mar 23, 2026, DFMC's average daily return is +0.20%, while the average monthly return is +3.77%. At this rate, an investment would double in approximately 1.6 years.
Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +10.0%, while the worst month was Jul 2026 at -1.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.
On a daily basis, DFMC closed higher 62% of trading days. The best single day was Apr 8, 2026 with a return of +2.5%, while the worst single day was May 15, 2026 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.42% | 9.96% | 1.48% | 7.84% | -1.84% | 19.82% |
Benchmark Metrics
Dimensional US Micro Cap Portfolio ETF has an annualized alpha of 22.48%, beta of 0.77, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since March 23, 2026.
- This ETF captured 76.11% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -587.13%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 22.48% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 22.48%
- Beta
- 0.77
- R²
- 0.54
- Upside Capture
- 76.11%
- Downside Capture
- -587.13%
Expense Ratio
DFMC has an expense ratio of 0.41%, placing it in the medium range.
Return for Risk
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dimensional US Micro Cap Portfolio ETF (DFMC) 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.
| DFMC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.00 | — |
| Martin ratioReturn relative to average drawdown | — | 8.49 | — |
Dividends
Dividend History
Dimensional US Micro Cap Portfolio ETF provided a 0.22% dividend yield over the last twelve months, with an annual payout of $0.13 per share.
| Period | TTM |
|---|---|
| Dividend | $0.13 |
Dividend yield | 0.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional US Micro Cap Portfolio 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 | $0.13 | $0.00 | $0.13 |
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 Micro Cap Portfolio 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 Micro Cap Portfolio ETF was 4.29%, occurring on May 19, 2026. Recovery took 4 trading sessions.
The current Dimensional US Micro Cap Portfolio ETF drawdown is 1.84%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-4.29%May 2026 | 12d | 7d | 19dMay 2026 - May 2026 | — |
-3.01%Mar 2026 | 4d | 2d | 6dMar 2026 - Apr 2026 | — |
-2.80%Jul 2026 | 7d | — | 1mo 3dJul 2026 - now | — |
-1.59%Jun 2026 | 1d | 6d | 6dJun 2026 - Jun 2026 | — |
-1.54%Apr 2026 | 1d | 1d | 2dApr 2026 - Apr 2026 | — |
Drawdown Indicators
| DFMC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.29% | -56.78% | +52.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.84% | -1.58% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -0.91% | -10.70% | +9.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.14% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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