- Issuer
- Dimensional
- Inception Date
- Nov 1, 2023
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $527M
Highlights
- Avg. Volume (1M)
- 11K
- Avg. Volume Value (1M)
- $893.51K
Share Price Chart
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Performance
DFVX Performance Chart
Dimensional US Large Cap Vector ETF (DFVX) is up 13.4% since the beginning of the year. DFVX is currently trading at $84 per share.
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Returns By Period
Dimensional US Large Cap Vector ETF (DFVX) has returned 13.39% so far this year and 23.19% over the past 12 months.
Dimensional US Large Cap Vector ETF
- 1D
- 1.45%
- 1M
- 1.68%
- 6M
- 8.85%
- YTD
- 13.39%
- 1Y
- 23.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.51%
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%
DFVX Monthly Returns History
Based on dividend-adjusted daily data since Nov 2, 2023, DFVX's average daily return is +0.08%, while the average monthly return is +1.69%. At this rate, an investment would double in approximately 3.4 years.
Historically, 76% of months were positive and 24% were negative. The best month was Apr 2026 with a return of +8.2%, while the worst month was Mar 2026 at -4.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFVX closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.17% | 1.14% | -4.83% | 8.20% | 2.83% | -0.24% | 1.88% | 13.39% | |||||
| 2025 | 5.16% | -1.66% | -4.74% | -2.62% | 5.94% | 4.55% | 1.60% | 1.97% | 2.22% | 0.53% | 1.55% | 0.42% | 15.35% |
| 2024 | 1.53% | 5.62% | 4.27% | -4.54% | 2.56% | 1.62% | 1.97% | 1.90% | 1.79% | -0.98% | 6.08% | -4.75% | 17.72% |
| 2023 | 5.52% | 5.05% | 10.84% |
Benchmark Metrics
Dimensional US Large Cap Vector ETF has an annualized alpha of 1.98%, beta of 0.84, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since November 02, 2023.
- This ETF participated in 93.19% of S&P 500 Index downside but only 91.99% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.98%
- Beta
- 0.84
- R²
- 0.90
- Upside Capture
- 91.99%
- Downside Capture
- 93.19%
Expense Ratio
DFVX has an expense ratio of 0.22%, which is considered low.
Return for Risk
Risk / Return Rank
DFVX ranks 81 for risk / return — above 81% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dimensional US Large Cap Vector ETF (DFVX) 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.
| DFVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.00 | +0.96 |
| Martin ratioReturn relative to average drawdown | 12.70 | 8.49 | +4.20 |
Dividends
Dividend History
Dimensional US Large Cap Vector ETF provided a 1.14% dividend yield over the last twelve months, with an annual payout of $0.96 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.96 | $0.90 | $0.79 | $0.18 |
Dividend yield | 1.14% | 1.21% | 1.22% | 0.32% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional US Large Cap Vector 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 | $0.25 | $0.00 | $0.00 | $0.23 | $0.00 | $0.49 | |||||
| 2025 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.20 | $0.90 |
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.28 | $0.79 |
| 2023 | $0.18 | $0.18 |
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 Vector 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 Vector ETF was 16.71%, occurring on Apr 8, 2025. Recovery took 56 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-16.71%Apr 2025 | 1mo 17d | 2mo 23d | 4mo 10dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-7.17%Mar 2026 | 1mo 18d | 15d | 2mo 3dFeb 2026 - Apr 2026 | — |
-6.66%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 | — |
-5.05%Dec 2024 | 16d | 1mo 5d | 1mo 21dDec 2024 - Jan 2025 | — |
-4.77%May 2024 | 1mo | 2mo 5d | 3mo 5dApr 2024 - Jul 2024 | — |
Drawdown Indicators
| DFVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -56.78% | +40.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -9.10% | +1.93% |
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 | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -10.70% | +8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.14% | -0.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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