DXUV vs. DFAC

Last updated Jun 4, 2026

DXUV (Dimensional US Vector Equity ETF) and DFAC (Dimensional U.S. Core Equity 2 ETF) are both exchange-traded funds - DXUV is a Mid Cap Value Equities fund actively managed by Dimensional, while DFAC is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past year, DXUV returned 27.35% vs 28.89% for DFAC. With a 0.97 correlation, they move nearly in lockstep. DXUV charges 0.25%/yr vs 0.17%/yr for DFAC.

Performance

DXUV vs. DFAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Vector Equity ETF (DXUV) and Dimensional U.S. Core Equity 2 ETF (DFAC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DXUV achieves a 10.92% return, which is significantly lower than DFAC's 11.90% return.

DXUV

• 1D: -0.66%
• 1M: 3.66%
• YTD: 10.92%
• 6M: 11.46%
• 1Y: 27.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFAC

• 1D: -0.67%
• 1M: 4.57%
• YTD: 11.90%
• 6M: 12.19%
• 1Y: 28.89%
• 3Y*: 20.56%
• 5Y*: —
• 10Y*: —

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

DXUV vs. DFAC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DXUV Dimensional US Vector Equity ETF	10.92%	14.34%	5.00%
DFAC Dimensional U.S. Core Equity 2 ETF	11.90%	15.66%	4.86%

Correlation

The correlation between DXUV and DFAC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (All Time) Calculated using the full available price history since Sep 13, 2024	0.97

The correlation between DXUV and DFAC has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

DXUV vs. DFAC - Sectors Allocation Comparison

Sectors	DXUV	DFAC
Technology	24.2%	28.4%
Financial Services	16.3%	14.4%
Industrials	14.7%	12.8%
Consumer Cyclical	11.4%	10.7%
Healthcare	8.3%	9.0%
Communication Services	8.1%	8.4%
Energy	7.0%	5.9%
Consumer Defensive	5.4%	4.9%
Basic Materials	3.7%	3.2%
Utilities	0.5%	1.9%
Real Estate	0.4%	0.2%

Return for Risk

DXUV vs. DFAC — Risk / Return Rank

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

DXUV

DXUV Risk / Return Rank: 66
DXUV Sharpe Ratio Rank: 66
DXUV Sortino Ratio Rank: 66
DXUV Omega Ratio Rank: 64
DXUV Calmar Ratio Rank: 65
DXUV Martin Ratio Rank: 71

DFAC

DFAC Risk / Return Rank: 71
DFAC Sharpe Ratio Rank: 71
DFAC Sortino Ratio Rank: 71
DFAC Omega Ratio Rank: 70
DFAC Calmar Ratio Rank: 68
DFAC Martin Ratio Rank: 77

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. DFAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Vector Equity ETF (DXUV) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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.

	DXUV	DFAC	Difference
Sharpe ratio: Return per unit of total volatility	2.17	2.39	-0.23
Sortino ratio: Return per unit of downside risk	3.04	3.31	-0.27
Omega ratio: Gain probability vs. loss probability	1.38	1.43	-0.04
Calmar ratio: Return relative to maximum drawdown	3.22	3.42	-0.20
Martin ratio: Return relative to average drawdown	13.10	15.17	-2.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXUV vs. DFAC - Sharpe Ratio Comparison

The current DXUV Sharpe Ratio is 2.17, which is comparable to the DFAC Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of DXUV and DFAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DXUV	DFAC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	2.39	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.71	+0.35

Drawdowns

DXUV vs. DFAC - Drawdown Comparison

The maximum DXUV drawdown since its inception was -21.08%, smaller than the maximum DFAC drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for DXUV and DFAC.

Drawdown Indicators

	DXUV	DFAC	Difference
Max Drawdown Largest peak-to-trough decline	-21.08%	-23.12%	+2.04%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-8.49%	-0.04%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.02%	—
Current Drawdown Current decline from peak	-0.66%	-0.67%	+0.01%
Average Drawdown Average peak-to-trough decline	-3.08%	-5.45%	+2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.91%	+0.18%

Volatility

DXUV vs. DFAC - Volatility Comparison

Dimensional US Vector Equity ETF (DXUV) and Dimensional U.S. Core Equity 2 ETF (DFAC) have volatilities of 2.98% and 3.01%, 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.

Volatility by Period

	DXUV	DFAC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	3.01%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	8.99%	8.96%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	12.72%	12.15%	+0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.31%	17.13%	+0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.31%	17.13%	+0.18%

DXUV vs. DFAC - Expense Ratio Comparison

DXUV has a 0.25% expense ratio, which is higher than DFAC's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DXUV vs. DFAC - Dividend Comparison

DXUV's dividend yield for the trailing twelve months is around 0.96%, more than DFAC's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021
DFAC Dimensional U.S. Core Equity 2 ETF	0.91%	0.97%	1.03%	1.20%	1.50%	0.88%
DXUV Dimensional US Vector Equity ETF	0.96%	1.01%	0.37%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DXUV and DFAC in my portfolio?

With a correlation of 0.96, DXUV and DFAC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DXUV or DFAC?

DFAC has higher volatility (3.01%) compared to DXUV (2.98%). In terms of maximum drawdown, DXUV dropped -21.08% vs DFAC's -23.12%.

Which ETF is better, DXUV or DFAC?

On 1-year performance, DFAC leads with 28.89% vs 27.35% for DXUV. On fees, DFAC is cheaper at 0.17% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DXUV or DFAC?

Over the 1-year period, DFAC has performed better with a 28.89% return vs 27.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DXUV or DFAC?

DFAC is cheaper with a 0.17% expense ratio, compared with 0.25% for DXUV.

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

DXUV has the higher dividend yield at 0.96%, compared with 0.91% for DFAC.

What is the main difference between DXUV and DFAC?

DXUV is categorized as Mid Cap Value Equities, while DFAC is Large Cap Blend Equities. Their fees differ too: 0.25% for DXUV and 0.17% for DFAC.

Which has better risk-adjusted returns?

DFAC currently has the higher Sharpe Ratio (2.39 vs 2.17), 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.