DFAC vs. DFUV

In the year-to-date period, DFAC achieves a -4.19% return, which is significantly lower than DFUV's -1.76% return.

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DFAC has a 0.19% expense ratio, which is lower than DFUV's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

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

The current DFAC Sharpe Ratio is 0.51, which is higher than the DFUV Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of DFAC and DFUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFAC's dividend yield for the trailing twelve months is around 1.13%, less than DFUV's 1.74% yield.

The maximum DFAC drawdown since its inception was -23.11%, which is greater than DFUV's maximum drawdown of -17.60%. Use the drawdown chart below to compare losses from any high point for DFAC and DFUV. For additional features, visit the drawdowns tool.

Dimensional U.S. Core Equity 2 ETF (DFAC) has a higher volatility of 14.04% compared to Dimensional US Marketwide Value ETF (DFUV) at 12.84%. This indicates that DFAC's price experiences larger fluctuations and is considered to be riskier than DFUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.