DFAC vs. DCOR

Last updated Jun 23, 2026

DFAC (Dimensional U.S. Core Equity 2 ETF) and DCOR (Dimensional US Core Equity 1 ETF) are both Large Cap Blend Equities funds from Dimensional. Both are actively managed. Over the past year, DFAC returned 28.74% vs 27.70% for DCOR. With a 0.99 correlation, they move nearly in lockstep. DFAC charges 0.17%/yr vs 0.14%/yr for DCOR.

Performance

DFAC vs. DCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Core Equity 2 ETF (DFAC) and Dimensional US Core Equity 1 ETF (DCOR). 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 DFAC having a 11.90% return and DCOR slightly lower at 11.35%.

DFAC

• 1D: -0.02%
• 1M: 1.38%
• YTD: 11.90%
• 6M: 10.98%
• 1Y: 28.74%
• 3Y*: 20.04%
• 5Y*: 12.14%
• 10Y*: —

DCOR

• 1D: -0.23%
• 1M: 1.10%
• YTD: 11.35%
• 6M: 10.48%
• 1Y: 27.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFAC vs. DCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFAC Dimensional U.S. Core Equity 2 ETF	11.90%	15.66%	19.61%	8.23%
DCOR Dimensional US Core Equity 1 ETF	11.35%	15.96%	21.19%	7.96%

Correlation

The correlation between DFAC and DCOR is 0.99 - 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	0.99
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.99

The correlation between DFAC and DCOR has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

DFAC vs. DCOR - Sectors Allocation Comparison

Sectors	DFAC	DCOR
Technology	31.2%	31.9%
Financial Services	13.8%	13.8%
Industrials	12.4%	11.6%
Consumer Cyclical	10.6%	10.3%
Healthcare	9.1%	8.8%
Communication Services	7.8%	8.7%
Energy	5.3%	5.0%
Consumer Defensive	4.7%	4.7%
Basic Materials	3.2%	2.7%
Utilities	1.8%	2.2%
Real Estate	0.2%	0.2%

Return for Risk

DFAC vs. DCOR — Risk / Return Rank

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

DFAC

DFAC Risk / Return Rank: 74
DFAC Sharpe Ratio Rank: 75
DFAC Sortino Ratio Rank: 73
DFAC Omega Ratio Rank: 72
DFAC Calmar Ratio Rank: 70
DFAC Martin Ratio Rank: 79

DCOR

DCOR Risk / Return Rank: 73
DCOR Sharpe Ratio Rank: 73
DCOR Sortino Ratio Rank: 71
DCOR Omega Ratio Rank: 71
DCOR Calmar Ratio Rank: 70
DCOR Martin Ratio Rank: 79

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.

DFAC vs. DCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Core Equity 2 ETF (DFAC) and Dimensional US Core Equity 1 ETF (DCOR). 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.

	DFAC	DCOR	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.26	+0.04
Sortino ratio: Return per unit of downside risk	3.14	3.08	+0.06
Omega ratio: Gain probability vs. loss probability	1.41	1.40	+0.01
Calmar ratio: Return relative to maximum drawdown	3.40	3.37	+0.03
Martin ratio: Return relative to average drawdown	14.87	14.76	+0.11

DFAC vs. DCOR - Sharpe Ratio Comparison

The current DFAC Sharpe Ratio is 2.30, which is comparable to the DCOR Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DFAC and DCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFAC vs. DCOR - Drawdown Comparison

The maximum DFAC drawdown since its inception was -23.12%, which is greater than DCOR's maximum drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for DFAC and DCOR.

Drawdown Indicators

	DFAC	DCOR	Difference
Max Drawdown Largest peak-to-trough decline	-23.12%	-19.10%	-4.02%
Max Drawdown (1Y) Largest decline over 1 year	-8.49%	-8.26%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.12%	—	—
Current Drawdown Current decline from peak	-0.79%	-0.87%	+0.08%
Average Drawdown Average peak-to-trough decline	-5.41%	-2.18%	-3.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	1.88%	+0.06%

Volatility

DFAC vs. DCOR - Volatility Comparison

Dimensional U.S. Core Equity 2 ETF (DFAC) and Dimensional US Core Equity 1 ETF (DCOR) have volatilities of 4.35% and 4.39%, 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

	DFAC	DCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.35%	4.39%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	9.65%	9.52%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.59%	12.34%	+0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	15.21%	+1.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	15.21%	+1.93%

DFAC vs. DCOR - Expense Ratio Comparison

DFAC has a 0.17% expense ratio, which is higher than DCOR's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DFAC vs. DCOR - Dividend Comparison

DFAC's dividend yield for the trailing twelve months is around 0.91%, which matches DCOR's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021
DCOR Dimensional US Core Equity 1 ETF	0.91%	0.97%	0.98%	0.40%	0.00%	0.00%
DFAC Dimensional U.S. Core Equity 2 ETF	0.91%	0.97%	1.03%	1.20%	1.50%	0.88%

Frequently Asked Questions

Can I hold both DFAC and DCOR in my portfolio?

With a correlation of 0.99, DFAC and DCOR 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, DFAC or DCOR?

DCOR has higher volatility (4.39%) compared to DFAC (4.35%). In terms of maximum drawdown, DFAC dropped -23.12% vs DCOR's -19.10%.

Which ETF is better, DFAC or DCOR?

On 1-year performance, DFAC leads with 28.74% vs 27.70% for DCOR. On fees, DCOR is cheaper at 0.14% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFAC or DCOR?

Over the 1-year period, DFAC has performed better with a 28.74% return vs 27.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFAC or DCOR?

DCOR is cheaper with a 0.14% expense ratio, compared with 0.17% for DFAC.

Which ETF pays a higher dividend yield, DFAC or DCOR?

DFAC and DCOR have nearly identical dividend yields, around 0.91%.

What is the main difference between DFAC and DCOR?

Their fees differ too: 0.17% for DFAC and 0.14% for DCOR.

Which has better risk-adjusted returns?

DFAC currently has the higher Sharpe Ratio (2.30 vs 2.26), 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.