DXUV vs. CCFE

Last updated Jun 26, 2026

DXUV (Dimensional US Vector Equity ETF) and CCFE (Concourse Capital Focused Equity ETF) are both Mid Cap Value Equities funds. Both are actively managed. Over the past year, DXUV returned 24.78% vs 15.34% for CCFE. A 0.77 correlation means they provide meaningful diversification when combined. DXUV charges 0.25%/yr vs 0.95%/yr for CCFE.

Performance

DXUV vs. CCFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Vector Equity ETF (DXUV) and Concourse Capital Focused Equity ETF (CCFE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DXUV achieves a 10.49% return, which is significantly higher than CCFE's 4.89% return.

DXUV

• 1D: 0.15%
• 1M: -0.03%
• YTD: 10.49%
• 6M: 8.89%
• 1Y: 24.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CCFE

• 1D: 1.25%
• 1M: 1.91%
• YTD: 4.89%
• 6M: 2.65%
• 1Y: 15.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DXUV vs. CCFE - Yearly Performance Comparison

	2026 (YTD)	2025
DXUV Dimensional US Vector Equity ETF	10.49%	13.43%
CCFE Concourse Capital Focused Equity ETF	4.89%	6.24%

Correlation

The correlation between DXUV and CCFE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025	0.77

The correlation between DXUV and CCFE has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

Return for Risk

DXUV vs. CCFE — Risk / Return Rank

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

DXUV

DXUV Risk / Return Rank: 67
DXUV Sharpe Ratio Rank: 68
DXUV Sortino Ratio Rank: 67
DXUV Omega Ratio Rank: 64
DXUV Calmar Ratio Rank: 67
DXUV Martin Ratio Rank: 72

CCFE

CCFE Risk / Return Rank: 19
CCFE Sharpe Ratio Rank: 19
CCFE Sortino Ratio Rank: 20
CCFE Omega Ratio Rank: 18
CCFE Calmar Ratio Rank: 18
CCFE Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DXUV vs. CCFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Vector Equity ETF (DXUV) and Concourse Capital Focused Equity ETF (CCFE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DXUV	CCFE	Difference
Sharpe ratio: Return per unit of total volatility	1.92	0.63	+1.30
Sortino ratio: Return per unit of downside risk	2.69	1.09	+1.60
Omega ratio: Gain probability vs. loss probability	1.34	1.12	+0.22
Calmar ratio: Return relative to maximum drawdown	2.92	0.73	+2.19
Martin ratio: Return relative to average drawdown	11.77	1.71	+10.06

DXUV vs. CCFE - Sharpe Ratio Comparison

The current DXUV Sharpe Ratio is 1.92, which is higher than the CCFE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of DXUV and CCFE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DXUV vs. CCFE - Drawdown Comparison

The maximum DXUV drawdown since its inception was -21.08%, roughly equal to the maximum CCFE drawdown of -21.15%. Use the drawdown chart below to compare losses from any high point for DXUV and CCFE.

Drawdown Indicators

	DXUV	CCFE	Difference
Max Drawdown Largest peak-to-trough decline	-21.08%	-21.15%	+0.07%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-21.15%	+12.62%
Current Drawdown Current decline from peak	-1.23%	-12.36%	+11.13%
Average Drawdown Average peak-to-trough decline	-3.01%	-6.83%	+3.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	9.00%	-6.89%

Volatility

DXUV vs. CCFE - Volatility Comparison

The current volatility for Dimensional US Vector Equity ETF (DXUV) is 4.01%, while Concourse Capital Focused Equity ETF (CCFE) has a volatility of 6.57%. This indicates that DXUV experiences smaller price fluctuations and is considered to be less risky than CCFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DXUV	CCFE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	6.57%	-2.56%
Volatility (6M) Calculated over the trailing 6-month period	9.51%	18.99%	-9.48%
Volatility (1Y) Calculated over the trailing 1-year period	12.95%	24.62%	-11.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	24.45%	-7.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	24.45%	-7.21%

DXUV vs. CCFE - Expense Ratio Comparison

DXUV has a 0.25% expense ratio, which is lower than CCFE's 0.95% expense ratio.

Dividends

DXUV vs. CCFE - Dividend Comparison

DXUV's dividend yield for the trailing twelve months is around 1.00%, more than CCFE's 0.02% yield.

Position	TTM	2025	2024
CCFE Concourse Capital Focused Equity ETF	0.02%	0.02%	0.00%
DXUV Dimensional US Vector Equity ETF	1.00%	1.01%	0.37%

Frequently Asked Questions

Can I hold both DXUV and CCFE in my portfolio?

DXUV and CCFE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DXUV or CCFE?

CCFE has higher volatility (6.57%) compared to DXUV (4.01%). In terms of maximum drawdown, DXUV dropped -21.08% vs CCFE's -21.15%.

Which ETF is better, DXUV or CCFE?

On 1-year performance, DXUV leads with 24.78% vs 15.34% for CCFE. On fees, DXUV is cheaper at 0.25% per year. On volatility, DXUV has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DXUV or CCFE?

Over the 1-year period, DXUV has performed better with a 24.78% return vs 15.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DXUV or CCFE?

DXUV is cheaper with a 0.25% expense ratio, compared with 0.95% for CCFE.

Which ETF pays a higher dividend yield, DXUV or CCFE?

DXUV has the higher dividend yield at 1.00%, compared with 0.02% for CCFE.

What is the main difference between DXUV and CCFE?

They also come from different issuers: Dimensional and Concourse Capital. Their fees differ too: 0.25% for DXUV and 0.95% for CCFE.

Which has better risk-adjusted returns?

DXUV currently has the higher Sharpe Ratio (1.92 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.