DFAT vs. ITOT
Compare and contrast key facts about Dimensional U.S. Targeted Value ETF (DFAT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
DFAT and ITOT 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. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAT or ITOT.
Performance
DFAT vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, DFAT achieves a 16.14% return, which is significantly lower than ITOT's 26.27% return.
DFAT
16.14%
9.44%
13.66%
31.01%
N/A
N/A
ITOT
26.27%
4.08%
14.07%
33.69%
15.18%
12.82%
Key characteristics
| DFAT | ITOT | |
|---|---|---|
| Sharpe Ratio | 1.55 | 2.68 |
| Sortino Ratio | 2.31 | 3.57 |
| Omega Ratio | 1.28 | 1.49 |
| Calmar Ratio | 3.18 | 3.97 |
| Martin Ratio | 8.03 | 17.14 |
| Ulcer Index | 3.86% | 1.97% |
| Daily Std Dev | 19.96% | 12.56% |
| Max Drawdown | -20.01% | -55.21% |
| Current Drawdown | 0.00% | -0.37% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFAT vs. ITOT - Expense Ratio Comparison
DFAT has a 0.34% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Correlation
The correlation between DFAT and ITOT is 0.81, 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.
Risk-Adjusted Performance
DFAT vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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. ITOT - Dividend Comparison
DFAT's dividend yield for the trailing twelve months is around 1.19%, which matches ITOT's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAT Dimensional U.S. Targeted Value ETF | 1.19% | 1.34% | 1.34% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
DFAT vs. ITOT - Drawdown Comparison
The maximum DFAT drawdown since its inception was -20.01%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for DFAT and ITOT. For additional features, visit the drawdowns tool.
Volatility
DFAT vs. ITOT - Volatility Comparison
Dimensional U.S. Targeted Value ETF (DFAT) has a higher volatility of 7.94% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.18%. This indicates that DFAT's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.