DCOR vs. ^SP500TR
DCOR (Dimensional US Core Equity 1 ETF) is Large Cap Blend Equities fund actively managed by Dimensional, while ^SP500TR (S&P 500 Total Return) is an index. Over the past year, DCOR returned 25.01% vs 23.73% for ^SP500TR. With a 0.96 correlation, they move nearly in lockstep.
Performance
DCOR vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, DCOR achieves a 9.96% return, which is significantly higher than ^SP500TR's 8.22% return.
DCOR
- 1D
- -1.25%
- 1M
- -0.16%
- YTD
- 9.96%
- 6M
- 8.83%
- 1Y
- 25.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
^SP500TR
- 1D
- -1.44%
- 1M
- -1.34%
- YTD
- 8.22%
- 6M
- 7.24%
- 1Y
- 23.73%
- 3Y*
- 20.82%
- 5Y*
- 13.16%
- 10Y*
- 15.64%
DCOR vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DCOR Dimensional US Core Equity 1 ETF | 9.96% | 15.96% | 21.19% | 7.96% |
^SP500TR S&P 500 Total Return | 8.22% | 17.88% | 25.02% | 7.42% |
Correlation
The correlation between DCOR and ^SP500TR is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023 | 0.96 |
The correlation between DCOR and ^SP500TR has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.
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Return for Risk
DCOR vs. ^SP500TR — Risk / Return Rank
DCOR
^SP500TR
DCOR vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) and S&P 500 Total Return (^SP500TR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| DCOR | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.68 | +0.36 |
| Martin ratioReturn relative to average drawdown | 13.29 | 12.05 | +1.24 |
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Drawdowns
DCOR vs. ^SP500TR - Drawdown Comparison
The maximum DCOR drawdown since its inception was -19.10%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for DCOR and ^SP500TR.
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Drawdown Indicators
| DCOR | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.10% | -55.25% | +36.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -8.89% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -2.11% | -3.13% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -8.16% | +5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.97% | -0.08% |
Volatility
DCOR vs. ^SP500TR - Volatility Comparison
The current volatility for Dimensional US Core Equity 1 ETF (DCOR) is 4.58%, while S&P 500 Total Return (^SP500TR) has a volatility of 4.90%. This indicates that DCOR experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCOR | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.90% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 9.93% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 12.57% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 17.00% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 18.08% | -2.86% |
Frequently Asked Questions
With a correlation of 0.96, DCOR and ^SP500TR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
^SP500TR has higher volatility (4.90%) compared to DCOR (4.58%). In terms of maximum drawdown, DCOR dropped -19.10% vs ^SP500TR's -55.25%.
DCOR currently has the higher Sharpe Ratio (2.03 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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