(DFAC) Dimensional U.S. Core - Overview
Etf: Equities, Futures, Options
Dividends
| Dividend Yield | 1.05% |
| Yield on Cost 5y | 1.53% |
| Yield CAGR 5y | 10.92% |
| Payout Consistency | 98.6% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 13.4% |
| Relative Tail Risk | 1.61% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.68 |
| Alpha | 1.39 |
| Character TTM | |
|---|---|
| Beta | 0.950 |
| Beta Downside | 0.962 |
| Drawdowns 3y | |
|---|---|
| Max DD | 20.02% |
| CAGR/Max DD | 0.91 |
Description: DFAC Dimensional U.S. Core January 30, 2026
The Dimensional U.S. Core Equity 2 ETF (DFAC) seeks to hold a broad, diversified basket of U.S. equities, allocating at least 80 % of net assets to U.S. stocks under its non-fundamental policy. It may also use futures and options on U.S. equity indices to fine-tune market exposure in response to cash flows, but it does not select securities based on company-specific fundamentals.
As of the most recent quarterly report (Q3 2024):
• Expense ratio: 0.10 % (industry-average for large-blend ETFs ≈0.15 %).
• Assets under management: ≈ $2.1 billion, indicating modest scale but sufficient liquidity for institutional investors.
• Top holdings (≈ 10 % of assets): Apple (AAPL), Microsoft (MSFT), and Amazon (AMZN), reflecting the fund’s heavy tilt toward the technology sector, which currently accounts for ~22 % of its weight.
• YTD total return (through 30 Oct 2024): 7.2 % vs. S&P 500 8.1 %, suggesting slightly lower beta exposure, likely due to the fund’s occasional use of futures to dampen volatility during cash inflow/outflow periods.
These metrics are drawn from publicly filed data and are subject to change with market movements and fund flows.
If you want a more granular factor-by-factor view of DFAC’s risk-return profile, the ValueRay platform provides the data you need to dig deeper.
What is the price of DFAC shares?
Over the past week, the price has changed by +1.50%, over one month by +1.98%, over three months by +7.55% and over the past year by +16.23%.
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 | 47.5 | 15.1% |
DFAC Fundamental Data Overview February 07, 2026
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 = 41.32b USD (41.32b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 41.32b)
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 41.32b / 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 = 9.42% (E(41.32b)/V(41.32b) * Re(9.42%) + (debt-free company))
Discount Rate = 9.42% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)