DCOR vs. ^SP500TR

Last updated Jun 3, 2026

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 29.82% vs 29.76% for ^SP500TR. With a 0.96 correlation, they move nearly in lockstep.

Performance

DCOR vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DCOR having a 12.29% return and ^SP500TR slightly lower at 11.72%.

DCOR

• 1D: 0.45%
• 1M: 4.63%
• YTD: 12.29%
• 6M: 13.03%
• 1Y: 29.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^SP500TR

• 1D: 0.13%
• 1M: 5.38%
• YTD: 11.72%
• 6M: 12.09%
• 1Y: 29.76%
• 3Y*: 22.77%
• 5Y*: 14.29%
• 10Y*: 15.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DCOR vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	12.29%	15.96%	21.19%	7.83%
^SP500TR S&P 500 Total Return	11.72%	17.88%	25.02%	7.28%

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 14, 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.

Return for Risk

DCOR vs. ^SP500TR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DCOR

DCOR Risk / Return Rank: 77
DCOR Sharpe Ratio Rank: 77
DCOR Sortino Ratio Rank: 77
DCOR Omega Ratio Rank: 76
DCOR Calmar Ratio Rank: 72
DCOR Martin Ratio Rank: 81

^SP500TR

^SP500TR Risk / Return Rank: 84
^SP500TR Sharpe Ratio Rank: 82
^SP500TR Sortino Ratio Rank: 84
^SP500TR Omega Ratio Rank: 83
^SP500TR Calmar Ratio Rank: 81
^SP500TR Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	DCOR	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	2.54	2.52	+0.01
Sortino ratio Return per unit of downside risk	3.48	3.43	+0.06
Omega ratio Gain probability vs. loss probability	1.46	1.46	0.00
Calmar ratio Return relative to maximum drawdown	3.67	3.41	+0.26
Martin ratio Return relative to average drawdown	16.39	15.97	+0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCOR vs. ^SP500TR - Sharpe Ratio Comparison

The current DCOR Sharpe Ratio is 2.54, which is comparable to the ^SP500TR Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of DCOR and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DCOR	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.54	2.52	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.85	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.65	+0.79

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.

Drawdown Indicators

	DCOR	^SP500TR	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.20%	-8.17%	+5.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	1.90%	-0.05%

Volatility

DCOR vs. ^SP500TR - Volatility Comparison

Dimensional US Core Equity 1 ETF (DCOR) and S&P 500 Total Return (^SP500TR) have volatilities of 2.84% and 2.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCOR	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.84%	2.83%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	8.78%	8.98%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	11.82%	11.86%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	16.90%	-1.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.16%	18.07%	-2.91%

Frequently Asked Questions

Can I hold both DCOR and ^SP500TR in my portfolio?

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.

Which is riskier, DCOR or ^SP500TR?

DCOR has higher volatility (2.84%) compared to ^SP500TR (2.83%). In terms of maximum drawdown, DCOR dropped -19.10% vs ^SP500TR's -55.25%.

Which has better risk-adjusted returns?

DCOR currently has the higher Sharpe Ratio (2.54 vs 2.52), 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.