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DFAC vs. DFEOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAC and DFEOX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

DFAC vs. DFEOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Core Equity 2 ETF (DFAC) and DFA US Core Equity 1 Portfolio I (DFEOX). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
36.43%
39.77%
DFAC
DFEOX

Key characteristics

Sharpe Ratio

DFAC:

1.70

DFEOX:

1.85

Sortino Ratio

DFAC:

2.34

DFEOX:

2.53

Omega Ratio

DFAC:

1.32

DFEOX:

1.35

Calmar Ratio

DFAC:

2.66

DFEOX:

2.87

Martin Ratio

DFAC:

10.34

DFEOX:

11.52

Ulcer Index

DFAC:

2.13%

DFEOX:

2.06%

Daily Std Dev

DFAC:

12.94%

DFEOX:

12.82%

Max Drawdown

DFAC:

-23.12%

DFEOX:

-56.78%

Current Drawdown

DFAC:

-4.86%

DFEOX:

-4.37%

Returns By Period

In the year-to-date period, DFAC achieves a 20.07% return, which is significantly lower than DFEOX's 21.84% return.


DFAC

YTD

20.07%

1M

-1.78%

6M

8.31%

1Y

20.69%

5Y*

N/A

10Y*

N/A

DFEOX

YTD

21.84%

1M

-1.47%

6M

8.12%

1Y

22.41%

5Y*

13.66%

10Y*

11.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFAC vs. DFEOX - Expense Ratio Comparison

DFAC has a 0.19% expense ratio, which is higher than DFEOX'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%.


DFAC
Dimensional U.S. Core Equity 2 ETF
Expense ratio chart for DFAC: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for DFEOX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

DFAC vs. DFEOX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DFAC, currently valued at 1.70, compared to the broader market0.002.004.001.701.85
The chart of Sortino ratio for DFAC, currently valued at 2.34, compared to the broader market-2.000.002.004.006.008.0010.002.342.53
The chart of Omega ratio for DFAC, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.35
The chart of Calmar ratio for DFAC, currently valued at 2.66, compared to the broader market0.005.0010.0015.002.662.87
The chart of Martin ratio for DFAC, currently valued at 10.34, compared to the broader market0.0020.0040.0060.0080.00100.0010.3411.52
DFAC
DFEOX

The current DFAC Sharpe Ratio is 1.70, which is comparable to the DFEOX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of DFAC and DFEOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.70
1.85
DFAC
DFEOX

Dividends

DFAC vs. DFEOX - Dividend Comparison

DFAC's dividend yield for the trailing twelve months is around 0.74%, less than DFEOX's 0.87% yield.


TTM20232022202120202019201820172016201520142013
DFAC
Dimensional U.S. Core Equity 2 ETF
0.74%1.20%1.50%0.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFEOX
DFA US Core Equity 1 Portfolio I
0.87%1.43%1.57%1.12%1.36%1.41%1.67%1.58%1.72%1.74%1.48%1.38%

Drawdowns

DFAC vs. DFEOX - Drawdown Comparison

The maximum DFAC drawdown since its inception was -23.12%, smaller than the maximum DFEOX drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DFAC and DFEOX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.86%
-4.37%
DFAC
DFEOX

Volatility

DFAC vs. DFEOX - Volatility Comparison

Dimensional U.S. Core Equity 2 ETF (DFAC) and DFA US Core Equity 1 Portfolio I (DFEOX) have volatilities of 4.00% and 3.95%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.00%
3.95%
DFAC
DFEOX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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