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.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DFAC 8.20% -1.32% -11.92% -5.67% -- -- --
DFAC (NAV) 8.13% -1.28% -11.97% -5.65% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 9.11% -0.21% -13.00% -7.06% 13.72% 12.52% 13.57%
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%
$15.01B
$51.69M
0.05%

DFAC Portfolio Data

$327.18B
17.81
3.19
0.99%
09/20/22
2,301

DFAC Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

DFAC Portfolio Management

0.19%
--
--
--

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 08/04/22
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

2,164,889
$51.69M
1,909,904
$45.61M
0.05%
$0.01
0.05%
0.17% / -1.77%
None
99.00%
100,000
19.10
0.03%
0.00%
59
$25.45
5

DFAC Sector/Industry Breakdown


DFAC
Segment Benchmark
14.72%
--
13.92%
--
12.66%
--
8.86%
--
7.04%
--
6.01%
--
5.10%
--
4.17%
--
3.77%
--
3.67%
--

DFAC Countries


DFAC
Segment Benchmark
99.93%
99.92%
0.06%
--
0.00%
0.08%

DFAC Regions


DFAC
Segment Benchmark
99.94%
100.00%
0.06%
--

DFAC Economic Development


DFAC
Segment Benchmark
100.00%
100.00%

DFAC Performance Statistics

0.98
0.95
0.95
0.95
0.20%
MSCI USA IMI

DFAC Benchmark Comparison Holdings

2,301
2604
1,917
72.13%

DFAC Benchmark Comparison Summary


DFAC
Segment Benchmark
2,301
2604
$327.18B
$436.77B
17.81
18.51
3.19
3.13
1.46%
1.45%
Low
Low

DFAC Benchmark Comparison Market Cap Size


DFAC
Segment Benchmark
71.32%
87.05%
21.42%
9.92%
6.58%
2.78%
0.68%
0.25%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.