DFAT vs. VBR
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 0.98, 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
Key characteristics
DFAT:
0.76
VBR:
1.20
DFAT:
1.21
VBR:
1.74
DFAT:
1.15
VBR:
1.22
DFAT:
1.46
VBR:
2.03
DFAT:
3.43
VBR:
5.31
DFAT:
4.32%
VBR:
3.69%
DFAT:
19.45%
VBR:
16.37%
DFAT:
-20.01%
VBR:
-62.01%
DFAT:
-5.08%
VBR:
-4.63%
Returns By Period
In the year-to-date period, DFAT achieves a 3.72% return, which is significantly lower than VBR's 4.00% return.
DFAT
3.72%
3.61%
3.20%
13.44%
N/A
N/A
VBR
4.00%
3.56%
5.97%
18.07%
11.17%
9.49%
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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.
Risk-Adjusted Performance
DFAT vs. VBR — Risk-Adjusted Performance Rank
DFAT
VBR
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.
Dividends
DFAT vs. VBR - Dividend Comparison
DFAT's dividend yield for the trailing twelve months is around 1.26%, less than VBR's 1.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAT Dimensional U.S. Targeted Value ETF | 1.26% | 1.31% | 1.34% | 1.34% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
Drawdowns
DFAT vs. VBR - Drawdown Comparison
The maximum DFAT drawdown since its inception was -20.01%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for DFAT and VBR. For additional features, visit the drawdowns tool.
Volatility
DFAT vs. VBR - Volatility Comparison
Dimensional U.S. Targeted Value ETF (DFAT) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 3.93% and 3.79%, 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.