Summary
DFAU
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 20.31% 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: 20/07/2026

Current price: $51.37

Expense ratio: 0.12%

Assets under management
$12.3B
-0.74% 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

-0.26%

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

4.90%

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

10.28%

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

20.31%

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

36.57%

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

67.77%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

2.896%

31/03/2026
Worst day

-2.737%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $51.75 $51.81 $51.33 $51.37 608,900
17/07/2026 $51.43 $51.76 $51.32 $51.51 619,200
16/07/2026 $52.00 $52.22 $51.79 $51.99 553,000
15/07/2026 $52.15 $52.23 $51.88 $52.15 410,900
14/07/2026 $51.95 $52.09 $51.77 $51.97 631,700
13/07/2026 $52.06 $52.16 $51.73 $51.82 538,400
10/07/2026 $51.99 $52.23 $51.77 $52.18 666,800
09/07/2026 $51.67 $52.02 $51.58 $51.98 420,400
08/07/2026 $51.45 $51.58 $51.12 $51.53 663,400
07/07/2026 $51.92 $51.96 $51.56 $51.71 662,800