DFAT vs. DFAC
Compare and contrast key facts about Dimensional U.S. Targeted Value ETF (DFAT) and Dimensional U.S. Core Equity 2 ETF (DFAC).
DFAT and DFAC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAT is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021. DFAC is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAT or DFAC.
Key characteristics
| DFAT | DFAC | |
|---|---|---|
| YTD Return | -1.08% | 4.91% |
| 1Y Return | 23.65% | 24.26% |
| Sharpe Ratio | 1.18 | 1.88 |
| Daily Std Dev | 19.22% | 12.46% |
| Max Drawdown | -20.01% | -23.11% |
| Current Drawdown | -5.09% | -4.23% |
Correlation
The correlation between DFAT and DFAC is 0.91, 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.
Performance
DFAT vs. DFAC - Performance Comparison
In the year-to-date period, DFAT achieves a -1.08% return, which is significantly lower than DFAC's 4.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFAT vs. DFAC - Expense Ratio Comparison
DFAT has a 0.34% expense ratio, which is higher than DFAC's 0.19% expense ratio.
Risk-Adjusted Performance
DFAT vs. DFAC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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.
Dividends
DFAT vs. DFAC - Dividend Comparison
DFAT's dividend yield for the trailing twelve months is around 1.31%, more than DFAC's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
DFAT Dimensional U.S. Targeted Value ETF | 1.31% | 1.34% | 1.34% | 1.13% |
DFAC Dimensional U.S. Core Equity 2 ETF | 1.17% | 1.20% | 1.50% | 0.88% |
Drawdowns
DFAT vs. DFAC - Drawdown Comparison
The maximum DFAT drawdown since its inception was -20.01%, smaller than the maximum DFAC drawdown of -23.11%. Use the drawdown chart below to compare losses from any high point for DFAT and DFAC. For additional features, visit the drawdowns tool.
Volatility
DFAT vs. DFAC - Volatility Comparison
Dimensional U.S. Targeted Value ETF (DFAT) has a higher volatility of 5.25% compared to Dimensional U.S. Core Equity 2 ETF (DFAC) at 3.66%. This indicates that DFAT's price experiences larger fluctuations and is considered to be riskier than DFAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.