DFAC vs. DFEOX
DFAC (Dimensional U.S. Core Equity 2 ETF) and DFEOX (DFA US Core Equity 1 Portfolio I) are both Large Cap Blend Equities funds from Dimensional. Over the past 5 years, DFAC returned 11.79%/yr vs 12.12%/yr for DFEOX. Their 0.99 correlation means they have historically moved very closely together. DFAC charges 0.17%/yr vs 0.14%/yr for DFEOX.
Performance
DFAC vs. DFEOX - Performance Comparison
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Returns By Period
In the year-to-date period, DFAC achieves a 12.94% return, which is significantly higher than DFEOX's 11.80% return.
DFAC
- 1D
- 0.36%
- 1M
- 0.54%
- 6M
- 9.91%
- YTD
- 12.94%
- 1Y
- 24.65%
- 3Y*
- 17.80%
- 5Y*
- 11.79%
- 10Y*
- —
- ALL TIME*
- 11.85%
DFEOX
- 1D
- 1.21%
- 1M
- 0.00%
- 6M
- 9.03%
- YTD
- 11.80%
- 1Y
- 22.86%
- 3Y*
- 18.05%
- 5Y*
- 12.12%
- 10Y*
- 14.11%
- ALL TIME*
- 10.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $101.45M | $95.42M | $89.67M | |
| $0.00 | $0.00 | $0.00 |
DFAC vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFAC Dimensional U.S. Core Equity 2 ETF | 12.94% | 15.66% | 19.61% | 21.96% | -14.93% | 9.55% |
DFEOX DFA US Core Equity 1 Portfolio I | 11.80% | 16.00% | 21.35% | 22.97% | -14.99% | 9.55% |
Correlation
The correlation between DFAC and DFEOX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2021 | 0.99 |
The correlation between DFAC and DFEOX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
DFAC vs. DFEOX — Risk / Return Rank
DFAC
DFEOX
DFAC vs. DFEOX - Risk-Adjusted Trends 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.
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 | DFEOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.51 | +0.17 |
| Martin ratioReturn relative to average drawdown | 11.71 | 11.08 | +0.63 |
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Drawdowns
DFAC vs. DFEOX - Drawdown Comparison
The maximum DFAC drawdown since its inception was -23.12%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFAC and DFEOX.
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Drawdown Indicators
| DFAC | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.12% | -56.77% | +33.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.49% | -8.28% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -19.24% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.12% | -22.86% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.55% | — |
Current DrawdownCurrent decline from peak | -0.27% | -0.95% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -7.14% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.87% | +0.07% |
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 2.99% and 2.92%, 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.
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Volatility by Period
| DFAC | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.92% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 9.40% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 12.03% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 16.91% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 17.96% | -0.95% |
DFAC vs. DFEOX - Expense Ratio Comparison
DFAC has a 0.17% 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%.
Dividends
DFAC vs. DFEOX - Dividend Comparison
DFAC's dividend yield for the trailing twelve months is around 0.91%, less than DFEOX's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAC Dimensional U.S. Core Equity 2 ETF | 0.91% | 0.97% | 1.03% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEOX DFA US Core Equity 1 Portfolio I | 0.98% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Frequently Asked Questions
With a correlation of 0.97, DFAC and DFEOX 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.
DFAC has higher volatility (2.99%) compared to DFEOX (2.92%). In terms of maximum drawdown, DFAC dropped -23.12% vs DFEOX's -56.77%.
DFAC currently has the higher Sharpe Ratio (1.80 vs 1.73), 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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