DFAT

Dimensional U.S. Targeted Value ETF
*Unless otherwise stated, data provided by FactSet.

DFAT Fund Description

DFAT is an active, tax-managed fund that seeks to provide long-term capital appreciation from a portfolio of US mid and small-cap value stocks.

DFAT Factset Analytics Insight

DFAT is an actively managed fund that seeks long-term capital appreciation while maximizing after-tax returns. It holds US mid and small-cap companies the fund’s advisor considers to have lower relative price with higher profitability potential. Firms that meet size and liquidity requirements are further evaluated based on the following factors: relative price, profitability, and investment characteristics. Factors such as price to cash flow or price to earnings ratios are considered in assessing the relative price, while earnings or profits from operations relative to book value or assets are analyzed for profitability measures. In addition, ratios such as recent changes in assets divided by total assets are used to review a firm’s investment characteristics. Holdings are typically market-cap-weighted but with an active approach, weightings may fluctuate. DFAT was originally launched as a mutual fund and was converted to an ETF on June 14, 2021.

DFAT MSCI ESG Analytics Insight

Dimensional U.S. Targeted Value ETF has an MSCI ESG Fund Rating of A based on a score of 5.74 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. Targeted Value ETF ranks in the 29th percentile within its peer group and in the 43th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DFAT MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 01/14/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DFAT 5.50% 6.51% 1.70% -- -- -- --
DFAT (NAV) 6.27% 5.93% 2.13% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DFAT Summary Data

Dimensional
06/14/21
Open-Ended Fund
0.34%
$6.91B
$15.48M
0.16%

DFAT Portfolio Data

$5.67B
14.30
1.56
--
N/A
1,618

DFAT Index Data

No Underlying Index
Proprietary
Proprietary
N/A

DFAT Portfolio Management

0.34%
--
--
--

DFAT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DFAT Fund Structure

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

DFAT Factset Analytics Block Liquidity

As of 01/17/22
5
4
3
2
1

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

DFAT Tradability

329,483
$15.48M
235,493
$11.29M
0.16%
$0.08
0.06%
0.23% / -0.09%
None
98.00%
50,000
4.71
0.03%
0.02%
16
$48.50
5

DFAT Countries


DFAT
Segment Benchmark
99.99%
--
0.01%
--
0.00%
--

DFAT Regions


DFAT
Segment Benchmark
99.99%
--
0.01%
--

DFAT Economic Development


DFAT
Segment Benchmark
100.00%
--

DFAT Performance Statistics

--
--
--
--
0.00%
N/A

DFAT MSCI ESG Ratings

5.74 / 10
42.77
28.86
2.92%
--
138.17

DFAT Benchmark Comparison Holdings

1,618
--
--
0.00%

DFAT Benchmark Comparison Summary


DFAT
Segment Benchmark
1,618
--
$5.67B
--
14.30
--
1.56
--
1.26%
--
Low
High

DFAT Benchmark Comparison Market Cap Size


DFAT
Segment Benchmark
5.51%
--
62.39%
--
27.95%
--
4.13%
--

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.