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DFAT vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DFAT vs. VBR

Last updated May 12, 2025

Compare and contrast key facts about Dimensional U.S. Targeted Value ETF (DFAT) and Vanguard Small-Cap Value ETF (VBR).

DFAT and VBR 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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAT or VBR.

Correlation

The correlation between DFAT and VBR is 0.80, 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. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Targeted Value ETF (DFAT) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DFAT:

20.41%

VBR:

14.54%

Max Drawdown

DFAT:

-0.70%

VBR:

-0.62%

Current Drawdown

DFAT:

0.00%

VBR:

0.00%

Returns By Period

DFAT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VBR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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DFAT vs. VBR - Expense Ratio Comparison

DFAT has a 0.34% expense ratio, which is higher than VBR's 0.07% expense ratio.

DFAT
Dimensional U.S. Targeted Value ETF
VBR
Vanguard Small-Cap Value ETF

Risk-Adjusted Performance

DFAT vs. VBR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFAT
The Risk-Adjusted Performance Rank of DFAT is 1515
Overall Rank
The Sharpe Ratio Rank of DFAT is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAT is 1616
Sortino Ratio Rank
The Omega Ratio Rank of DFAT is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DFAT is 1414
Calmar Ratio Rank
The Martin Ratio Rank of DFAT is 1515
Martin Ratio Rank
VBR
The Risk-Adjusted Performance Rank of VBR is 2424
Overall Rank
The Sharpe Ratio Rank of VBR is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 2525
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 2525
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAT vs. VBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) and Vanguard Small-Cap Value ETF (VBR). 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.

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Dividends

DFAT vs. VBR - Dividend Comparison

DFAT's dividend yield for the trailing twelve months is around 1.53%, less than VBR's 2.27% yield.

TTM20242023202220212020201920182017201620152014
DFAT
Dimensional U.S. Targeted Value ETF		1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBR
Vanguard Small-Cap Value ETF		2.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFAT vs. VBR - Drawdown Comparison

The maximum DFAT drawdown since its inception was -0.70%, which is greater than VBR's maximum drawdown of -0.62%. Use the drawdown chart below to compare losses from any high point for DFAT and VBR. For additional features, visit the drawdowns tool.

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Volatility

DFAT vs. VBR - Volatility Comparison

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