(DFAC) Dimensional U.S. Core - Ratings and Ratios
Equities, Futures, Options
| Risk via 10d forecast | |
|---|---|
| Volatility | 16.8% |
| Value at Risk 5%th | 28.0% |
| Relative Tail Risk | 1.43% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.24 |
| Alpha | -4.45 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.379 |
| Beta | 0.949 |
| Beta Downside | 0.966 |
| Drawdowns 3y | |
|---|---|
| Max DD | 20.02% |
| Mean DD | 2.95% |
| Median DD | 1.84% |
Description: DFAC Dimensional U.S. Core September 29, 2025
The Dimensional U.S. Core Equity 2 ETF (DFAC) seeks to hold a broad, diversified set of U.S. equity securities, targeting at least 80 % of its net assets in those stocks under normal market conditions.
DFAC follows a non-fundamental (rules-based) investment approach and may use futures and options on U.S. equity indices to adjust market exposure in response to cash flows, effectively allowing the fund to tilt its equity beta up or down without altering its underlying stock holdings.
Key quantitative characteristics (as of the most recent filing) include an expense ratio of roughly 0.10 %, total assets of about $1.2 billion, and an annual turnover rate near 10 %, indicating relatively low trading costs and a stable portfolio composition. The fund’s sector weights closely track the U.S. large-cap market, with the top three sectors-Information Technology, Health Care, and Consumer Discretionary-accounting for roughly 45 % of assets, making its performance highly sensitive to macro drivers such as U.S. GDP growth, Federal Reserve policy on interest rates, and corporate earnings trends in those sectors.
If you want a deeper, data-driven view of DFAC’s risk-adjusted returns and factor exposures, consider exploring ValueRay’s analytics platform for a more granular analysis.
DFAC ETF Overview
| Market Cap in USD | 38,278m |
| Category | Large Blend |
| TER | 0.17% |
| IPO / Inception | 2007-10-04 |
| Return 12m vs S&P 500 | -4.35% |
| Analyst Rating | - |
DFAC Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.05% |
| Yield on Cost 5y | 1.56% |
| Yield CAGR 5y | 11.76% |
| Payout Consistency | 98.3% |
| Payout Ratio | - |
DFAC Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 15.22% |
| CAGR/Max DD Calmar Ratio | 0.76 |
| CAGR/Mean DD Pain Ratio | 5.17 |
| Current Volume | 5040.3k |
| Average Volume | 2879.2k |
What is the price of DFAC shares?
Over the past week, the price has changed by -2.97%, over one month by -3.05%, over three months by +1.30% and over the past year by +6.98%.
Is DFAC a buy, sell or hold?
What are the forecasts/targets for the DFAC price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 41.5 | 10.7% |
DFAC Fundamental Data Overview November 19, 2025
Beta = 1.07
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 38.28b USD (38.28b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 38.28b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 38.28b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.51% (E(38.28b)/V(38.28b) * Re(9.51%) + (debt-free company))
Discount Rate = 9.51% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for DFAC ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle