DFAC

Dimensional U.S. Core Equity 2 ETF
*Unless otherwise stated, data provided by FactSet.

DFAC Fund Description

DFAC actively selects US equities of all sizes with a tilt toward small-cap companies, seeking to provide long-term capital appreciation.

DFAC Factset Analytics Insight

DFAC is part of Dimensional’s expansion plan of converting six mutual funds into ETFs. It is an actively managed fund that primarily aims to achieve long-term capital appreciation while minimizing tax impact. The fund holds a diversified portfolio of US companies of all market capitalizations having an increased exposure to small-cap companies considered to have lower relative price and higher profitability potential. While the fund claims to be market-cap-weighted, the advisor has the discretion to toggle with a company’s exposure as well as increase emphasis on smaller capitalization companies after taking into account several factors like free float, momentum, trading strategies, liquidity, size, relative price, profitability, investment characteristics, including additional determinants such as financial ratios that the advisor deemed applicable. DFAC utilizes the same investment strategy as its original mutual fund counterpart.

DFAC MSCI ESG Analytics Insight

Dimensional U.S. Core Equity 2 ETF has an MSCI ESG Fund Rating of A based on a score of 5.78 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Dimensional U.S. Core Equity 2 ETF ranks in the 40th percentile within its peer group and in the 41st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 07/28/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DFAC 0.56% -- -- -- -- -- --
DFAC (NAV) 1.03% -- -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 2.02% 4.76% 17.54% 41.61% 18.31% 17.58% 15.21%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DFAC Summary Data

Dimensional
06/14/21
Open-Ended Fund
0.19%
$13.44B
$16.89M
0.10%
N/A

DFAC Portfolio Data

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N/A
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DFAC Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

DFAC Portfolio Management

0.19%
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DFAC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DFAC Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

DFAC Factset Analytics Block Liquidity

As of 07/29/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DFAC. DFAC is rated a 5 out of 5.

DFAC Tradability

632,596
$16.89M
484,203
$13.01M
0.10%
$0.03
0.08%
0.84% / -0.09%
None
99.00%
100,000
4.84
0.03%
0.00%
0
$26.98
5

DFAC Top 10 Holdings[View All]

Apple Inc. 4.75%
17.57%

DFAC Countries


DFAC
Segment Benchmark
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99.92%
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0.08%

DFAC Regions


DFAC
Segment Benchmark
--
100.00%

DFAC Economic Development


DFAC
Segment Benchmark
--
100.00%

DFAC Performance Statistics

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--
--
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0.00%
MSCI USA IMI

DFAC MSCI ESG Ratings

5.78 / 10
40.56
39.60
4.50%
4.26%
122.89

DFAC Benchmark Comparison Holdings

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DFAC Benchmark Comparison Summary


DFAC
Segment Benchmark
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DFAC Benchmark Comparison Market Cap Size


DFAC
Segment Benchmark
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Options Strategies for Outcome Investing

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