DFAC

Dimensional U.S. Core Equity 2 ETF

DFAC actively selects US equities of all sizes with a tilt toward small-cap companies, seeking to provide long-term capital appreciation.


US

EQUITY

Active

MANAGEMENT STYLE

32.4 B

ASSETS UNDER MGMT

17 bp

EXPENSES
Fund Basics
Fund sponsorDimensional Fund Advisors LP
CategoryUS
Asset classEquity
Websitelink...
Inception dateJun 14, 2021
Assets (mns)$32,389
Expense ratio17 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsAnnually
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
APPLE INC 5.3 %
NVIDIA CORP 5.0 %
MICROSOFT CORP 4.7 %
META PLATFORMS INC 2.4 %
AMAZON.COM INC 2.1 %
ALPHABET INC. CLASS A 1.3 %
JPMORGAN CHASE & CO 1.1 %
ELI LILLY & CO 1.0 %
ALPHABET INC. CLASS C 1.0 %
CASH AND CASH EQUIVALENTS 0.9 %
Constituent Breakdown
Number of holdings2649
Herfindahl-Hirschman Index 96
Wgt avg mkt cap (mns)$577,949
Large cap (>$10bn)80.3%
Mid cap ($2-10bn)15.4%
Small cap (<$2bn)4.2%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 95.4 %
IRELAND 1.3 %
BRITAIN 0.9 %
Historical Performance


Standardized Performance (as of 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 25.7% 33.8% 20.6% 11.1% -- -- 10.9%
Volatility 12.7% 12.8% 14.5% 17.7% -- -- --
Market Correlations
versus...BetaR-squared
S&P 5000.9995%
MSCI EAFE0.8975%
MSCI Emg Mkts0.6438%
Liquidity Measures
Avg. volume (000)1,802
Turnover0.2%
Avg. Bid/Ask (% of price)0.04%
ADV of underlying (mns)$328,706
Technical Indicators
Recent close$34.82
30d moving avg.$36.08
Annualized volatility17.9%
Relative strength (RSI)51
Short interest (ETF)0.1%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: DFAC vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.9 18.2 2.9 1.6% --
Based on closing prices from 12/20/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
DFAC



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™

DFAC

5.5%

Cat. Avg

5.6%


ALTAR Score™ Calculation

Category Overview
There are 977 funds in the US Equity category, with an average ALTAR Score™ of 5.6% and a standard deviation of 2.6%. DFAC's ALTAR Score™ is approximately 0.1 standard deviations below the category average. This places DFAC in the 48th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

DFAC
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Active
US Equity ETFs
# of ETFs 308
Avg. Expense Ratio 67.1 bp
Std. Deviation 37 bp
DFAC (17 bp) Percentile rank 9
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
DFAC 17.0 3.8 20.8
Peer Avg. 44.4 19.4 63.7
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .