Summary
DFAC
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 21.99% Volatility 18.44% Sharpe 0.80
Official loaded data — not a live quote.

DIMENSIONAL U.S. CORE EQUITY 2 ETF

Symbol: DFAC

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 04/10/2007

Latest date: 20/07/2026

Current price: $44.06

Expense ratio: 0.17%

Assets under management
$47.4B
-0.68% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.05%

Ann. -39.84% (Sharpe / Sortino numerator)

Volatility

17.99%

Sharpe ratio

-2.417

VaR 95%

-1.57%

CVaR 95%: -1.62%
Max drawdown: -7.05%
Sortino ratio: -4.489
Calmar ratio: -5.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.84%

Ann. -6.09% (Sharpe / Sortino numerator)

Volatility

14.63%

Sharpe ratio

-0.664

VaR 95%

-1.57%

CVaR 95%: -1.66%
Max drawdown: -8.72%
Sortino ratio: -1.002
Calmar ratio: -0.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.81%

Ann. 2.78% (Sharpe / Sortino numerator)

Volatility

13.68%

Sharpe ratio

-0.062

VaR 95%

-1.56%

CVaR 95%: -1.80%
Max drawdown: -8.72%
Sortino ratio: -0.089
Calmar ratio: 0.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.99%

Ann. 18.37% (Sharpe / Sortino numerator)

Volatility

18.44%

Sharpe ratio

0.799

VaR 95%

-1.58%

CVaR 95%: -2.63%
Max drawdown: -8.72%
Sortino ratio: 1.006
Calmar ratio: 2.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

35.25%

Ann. 12.52% (Sharpe / Sortino numerator)

Volatility

16.37%

Sharpe ratio

0.543

VaR 95%

-1.57%

CVaR 95%: -2.37%
Max drawdown: -20.02%
Sortino ratio: 0.702
Calmar ratio: 0.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

63.44%

Ann. 16.72% (Sharpe / Sortino numerator)

Volatility

15.13%

Sharpe ratio

0.865

VaR 95%

-1.45%

CVaR 95%: -2.13%
Max drawdown: -20.02%
Sortino ratio: 1.181
Calmar ratio: 0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.083%

Best day

2.777%

31/03/2026
Worst day

-2.716%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $44.36 $44.41 $44.03 $44.06 2,826,900
17/07/2026 $44.12 $44.45 $44.07 $44.19 1,792,300
16/07/2026 $44.48 $44.73 $44.41 $44.57 2,292,200
15/07/2026 $44.59 $44.67 $44.36 $44.60 2,263,100
14/07/2026 $44.52 $44.57 $44.33 $44.47 2,502,100
13/07/2026 $44.55 $44.67 $44.32 $44.37 1,951,300
10/07/2026 $44.53 $44.66 $44.29 $44.61 1,952,000
09/07/2026 $44.19 $44.52 $44.13 $44.44 1,907,000
08/07/2026 $44.05 $44.10 $43.71 $44.04 2,120,300
07/07/2026 $44.49 $44.52 $44.16 $44.28 1,553,300