Summary
DFAU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 28.49% Volatility 18.44% Sharpe 0.78
Official loaded data — not a live quote.

DIMENSIONAL US CORE EQUITY MARKET ETF

Symbol: DFAU

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 17/11/2020

Latest date: 03/06/2026

Current price: $51.97

Expense ratio: 0.12%

Assets under management
$11.5B
-0.44% 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

4.93%

Ann. -39.58% (Sharpe / Sortino numerator)

Volatility

18.19%

Sharpe ratio

-2.375

VaR 95%

-1.68%

CVaR 95%: -1.70%
Max drawdown: -7.38%
Sortino ratio: -4.249
Calmar ratio: -5.36

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

10.49%

Ann. -12.28% (Sharpe / Sortino numerator)

Volatility

14.64%

Sharpe ratio

-1.087

VaR 95%

-1.64%

CVaR 95%: -1.76%
Max drawdown: -8.89%
Sortino ratio: -1.635
Calmar ratio: -1.38

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

11.27%

Ann. -1.63% (Sharpe / Sortino numerator)

Volatility

13.76%

Sharpe ratio

-0.382

VaR 95%

-1.61%

CVaR 95%: -1.88%
Max drawdown: -8.89%
Sortino ratio: -0.536
Calmar ratio: -0.18

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

28.49%

Ann. 17.99% (Sharpe / Sortino numerator)

Volatility

18.44%

Sharpe ratio

0.779

VaR 95%

-1.66%

CVaR 95%: -2.65%
Max drawdown: -8.89%
Sortino ratio: 0.963
Calmar ratio: 2.02

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

44.75%

Ann. 13.27% (Sharpe / Sortino numerator)

Volatility

16.43%

Sharpe ratio

0.587

VaR 95%

-1.64%

CVaR 95%: -2.41%
Max drawdown: -19.36%
Sortino ratio: 0.739
Calmar ratio: 0.69

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

80.46%

Ann. 17.84% (Sharpe / Sortino numerator)

Volatility

15.04%

Sharpe ratio

0.944

VaR 95%

-1.48%

CVaR 95%: -2.15%
Max drawdown: -19.36%
Sortino ratio: 1.245
Calmar ratio: 0.92

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

0.103%

Best day

2.896%

31/03/2026
Worst day

-2.737%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $52.20 $52.26 $51.92 $51.97 611,200
02/06/2026 $52.10 $52.38 $52.10 $52.32 580,800
01/06/2026 $52.01 $52.28 $51.89 $52.16 584,600
29/05/2026 $51.97 $52.14 $51.93 $52.01 515,300
28/05/2026 $51.62 $51.98 $51.56 $51.95 475,400
27/05/2026 $51.68 $51.74 $51.52 $51.67 535,500
26/05/2026 $51.53 $51.74 $51.49 $51.65 589,000
22/05/2026 $51.27 $51.45 $51.21 $51.24 572,200
21/05/2026 $50.71 $51.16 $50.61 $51.01 443,200
20/05/2026 $50.45 $50.91 $50.34 $50.90 617,400