Summary
DFAC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 28.89% 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: 03/06/2026

Current price: $44.19

Expense ratio: 0.17%

Assets under management
$44.5B
-0.43% 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

4.57%

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

9.14%

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

12.19%

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

28.89%

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

41.64%

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

75.72%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.104%

Best day

2.777%

31/03/2026
Worst day

-2.716%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $44.38 $44.40 $44.16 $44.19 1,684,200
02/06/2026 $44.24 $44.53 $44.23 $44.49 1,816,300
01/06/2026 $44.08 $44.38 $44.01 $44.27 2,184,300
29/05/2026 $44.18 $44.27 $44.09 $44.19 1,520,200
28/05/2026 $43.89 $44.18 $43.81 $44.15 1,498,300
27/05/2026 $44.00 $44.05 $43.84 $43.94 1,758,300
26/05/2026 $43.83 $44.01 $43.79 $43.92 1,852,000
22/05/2026 $43.53 $43.73 $43.49 $43.59 1,548,000
21/05/2026 $43.04 $43.45 $42.90 $43.35 1,467,500
20/05/2026 $42.79 $43.22 $42.65 $43.19 1,848,100