Dimensional Core Correlations

DFAC Etf

USD 40.13 0.13 0.33%

The current 90-days correlation between Dimensional Core Equity and SPDR Dow Jones is 0.88 (i.e., Very poor diversification). The correlation of Dimensional Core is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Dimensional Core Correlation With Market

Very poor diversification

The correlation between Dimensional Core Equity and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Core Equity and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Dimensional Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dimensional Core Equity. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Dimensional Etf

0.96	VTI	Vanguard Total Stock	Pair Corr
0.94	SPY	SPDR SP 500	Pair Corr
0.94	IVV	iShares Core SP	Pair Corr
0.95	VIG	Vanguard Dividend	Pair Corr
0.93	VV	Vanguard Large Cap	Pair Corr
0.87	RSP	Invesco SP 500	Pair Corr
0.95	IWB	iShares Russell 1000	Pair Corr
0.92	ESGU	iShares ESG Aware	Pair Corr
0.82	FB	ProShares Trust ProShares	Pair Corr
0.95	TOT	Advisor Managed Port	Pair Corr
0.88	DUKH	Ocean Park High	Pair Corr
0.94	FTBI	First Trust Exchange	Pair Corr
0.81	SMLV	SPDR SSGA Small	Pair Corr
0.89	FLCV	Federated Hermes ETF	Pair Corr
0.61	PLTM	GraniteShares Platinum	Pair Corr
0.95	QLC	FlexShares Quality Large	Pair Corr
0.93	CSD	Invesco SP Spin	Pair Corr
0.95	QULL	ETRACS 2x Leveraged	Pair Corr
0.84	SCZ	iShares MSCI EAFE	Pair Corr
0.78	SIXS	6 Meridian Small	Pair Corr
0.94	GUSA	Goldman Sachs MarketBeta	Pair Corr
0.94	VOO	Vanguard SP 500	Pair Corr
0.94	TJUL	Innovator Etfs Trust	Pair Corr
0.91	HYSD	Columbia ETF Trust	Pair Corr
0.67	QQH	HCM Defender 100	Pair Corr
0.66	FSST	Fidelity Sustainability	Pair Corr
0.64	ZSB	USCF Sustainable Battery	Pair Corr
0.71	ECOW	Pacer Emerging Markets	Pair Corr

Moving against Dimensional Etf

0.91	VXX	iPath Series B Sell-off Trend	Pair Corr
0.73	NFLX	Netflix	Pair Corr
0.42	GBTC	Grayscale Bitcoin Trust	Pair Corr

Related Correlations Analysis

	DIA	VBK	VSGIX	SCHB	IVE	XLV	DFUS	VGHAX	IWR	SMH
DIA		0.6	0.6	0.9	0.97	0.67	0.91	0.66	0.63	0.8	DIA
VBK	0.6		1.0	0.79	0.63	0.06	0.77	0.09	0.92	0.63	VBK
VSGIX	0.6	1.0		0.79	0.63	0.07	0.77	0.1	0.92	0.63	VSGIX
SCHB	0.9	0.79	0.79		0.9	0.47	1.0	0.48	0.74	0.89	SCHB
IVE	0.97	0.63	0.63	0.9		0.72	0.91	0.71	0.69	0.77	IVE
XLV	0.67	0.06	0.07	0.47	0.72		0.5	0.98	0.12	0.49	XLV
DFUS	0.91	0.77	0.77	1.0	0.91	0.5		0.51	0.72	0.9	DFUS
VGHAX	0.66	0.09	0.1	0.48	0.71	0.98	0.51		0.13	0.54	VGHAX
IWR	0.63	0.92	0.92	0.74	0.69	0.12	0.72	0.13		0.46	IWR
SMH	0.8	0.63	0.63	0.89	0.77	0.49	0.9	0.54	0.46		SMH
	DIA	VBK	VSGIX	SCHB	IVE	XLV	DFUS	VGHAX	IWR	SMH

Please upgrade your account to get full access to Macroaxis premium features

Dimensional Core Constituents Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional Core ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Dimensional Core's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DIA	0.55	0.01	0.01	0.08	0.66	(0.56)	1.18	(1.08)	2.94
VBK	1.00	(0.06)	(0.03)	0.02	1.32	(1.02)	1.97	(1.96)	5.83
VSGIX	1.02	(0.06)	(0.02)	0.03	1.35	(1.04)	1.92	(2.09)	5.81
SCHB	0.60	(0.02)	(0.02)	0.05	0.91	(0.56)	1.19	(1.22)	3.38
IVE	0.50	0.01	(0.01)	0.08	0.59	(0.52)	0.99	(0.95)	2.98
XLV	0.68	0.15	0.17	0.28	0.47	(0.79)	2.26	(1.30)	4.59
DFUS	0.60	(0.01)	(0.01)	0.06	0.89	(0.55)	1.18	(1.23)	3.41
VGHAX	0.65	0.16	0.15	0.34	0.47	(0.72)	2.21	(1.46)	5.26
IWR	0.68	(0.05)	(0.05)	0.02	0.94	(0.64)	1.33	(1.52)	3.63
SMH	1.53	0.09	0.06	0.12	2.13	(1.50)	2.68	(3.64)	8.95

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC