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DFAU vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAU and ARKK is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DFAU vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity Market ETF (DFAU) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
60.97%
-47.85%
DFAU
ARKK

Key characteristics

Sharpe Ratio

DFAU:

0.42

ARKK:

0.37

Sortino Ratio

DFAU:

0.72

ARKK:

0.82

Omega Ratio

DFAU:

1.11

ARKK:

1.10

Calmar Ratio

DFAU:

0.43

ARKK:

0.22

Martin Ratio

DFAU:

1.72

ARKK:

1.27

Ulcer Index

DFAU:

4.81%

ARKK:

12.81%

Daily Std Dev

DFAU:

19.59%

ARKK:

44.14%

Max Drawdown

DFAU:

-23.61%

ARKK:

-80.91%

Current Drawdown

DFAU:

-10.65%

ARKK:

-66.89%

Returns By Period

In the year-to-date period, DFAU achieves a -6.63% return, which is significantly higher than ARKK's -10.16% return.


DFAU

YTD

-6.63%

1M

-3.73%

6M

-5.11%

1Y

8.68%

5Y*

N/A

10Y*

N/A

ARKK

YTD

-10.16%

1M

-1.28%

6M

6.99%

1Y

16.95%

5Y*

-0.14%

10Y*

10.09%

*Annualized

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DFAU vs. ARKK - Expense Ratio Comparison

DFAU has a 0.12% expense ratio, which is lower than ARKK's 0.75% expense ratio.


Expense ratio chart for ARKK: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARKK: 0.75%
Expense ratio chart for DFAU: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAU: 0.12%

Risk-Adjusted Performance

DFAU vs. ARKK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFAU
The Risk-Adjusted Performance Rank of DFAU is 5353
Overall Rank
The Sharpe Ratio Rank of DFAU is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAU is 5151
Sortino Ratio Rank
The Omega Ratio Rank of DFAU is 5353
Omega Ratio Rank
The Calmar Ratio Rank of DFAU is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DFAU is 5454
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 4747
Overall Rank
The Sharpe Ratio Rank of ARKK is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 4545
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.

DFAU vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) and ARK Innovation ETF (ARKK). 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 chart of Sharpe ratio for DFAU, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
DFAU: 0.42
ARKK: 0.37
The chart of Sortino ratio for DFAU, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
DFAU: 0.72
ARKK: 0.82
The chart of Omega ratio for DFAU, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
DFAU: 1.11
ARKK: 1.10
The chart of Calmar ratio for DFAU, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.00
DFAU: 0.43
ARKK: 0.22
The chart of Martin ratio for DFAU, currently valued at 1.72, compared to the broader market0.0020.0040.0060.00
DFAU: 1.72
ARKK: 1.27

The current DFAU Sharpe Ratio is 0.42, which is comparable to the ARKK Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of DFAU and ARKK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
0.37
DFAU
ARKK

Dividends

DFAU vs. ARKK - Dividend Comparison

DFAU's dividend yield for the trailing twelve months is around 1.21%, while ARKK has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
DFAU
Dimensional US Core Equity Market ETF
1.21%1.10%1.29%1.40%1.00%0.13%0.00%0.00%0.00%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%

Drawdowns

DFAU vs. ARKK - Drawdown Comparison

The maximum DFAU drawdown since its inception was -23.61%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for DFAU and ARKK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.65%
-66.89%
DFAU
ARKK

Volatility

DFAU vs. ARKK - Volatility Comparison

The current volatility for Dimensional US Core Equity Market ETF (DFAU) is 14.25%, while ARK Innovation ETF (ARKK) has a volatility of 23.46%. This indicates that DFAU experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
14.25%
23.46%
DFAU
ARKK