Dimensional Small Correlations

DFAS Etf

USD 70.75 1.51 2.18%

The current 90-days correlation between Dimensional Small Cap and Avantis International Small is 0.58 (i.e., Weak diversification).The correlation coefficient ranges from -1 to +1 and quantifies how closely the stock co-moves with paired assets.

Dimensional Small Market Correlation

Very poor diversification

Across the chosen horizon, Dimensional Small and Dow Jones show a correlation of 0.8 and fall into the Very poor diversification bucket. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

Build portfolio with Dimensional Etf

Diversification context is available through Investing Opportunities. Diversification context is built from the relationships between portfolio holdings. A position in Dimensional Small Cap appears within the mix. The relative size of each holding follows the allocation framework. 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

0.98	VB	Vanguard Small Cap	Pair Corr
0.99	IJR	iShares Core SAMPP	Pair Corr
0.95	IWM	iShares Russell 2000	Pair Corr
0.95	VRTIX	Vanguard Russell 2000	Pair Corr
0.96	VTWO	Vanguard Russell 2000	Pair Corr
0.98	FNDA	Schwab Fundamental Small	Pair Corr
0.99	SPSM	SPDR Portfolio SAMPP	Pair Corr
0.99	VIOO	Vanguard SAMPP Small	Pair Corr
0.94	PRFZ	Invesco FTSE RAFI	Pair Corr
0.82	BUFF	Innovator Laddered	Pair Corr
0.77	AIVI	WisdomTree International	Pair Corr
0.91	PCLN	2023 ETF	Pair Corr
0.87	DUSA	Davis Select Equity	Pair Corr
0.92	HD	Home Depot	Pair Corr
0.81	BA	Boeing	Pair Corr
0.64	CAT	Caterpillar	Pair Corr
0.61	MMM	3M Company	Pair Corr
0.74	DD	Dupont De Nemours	Pair Corr

Moving against Dimensional Etf

0.54	HPQ	HP Inc	Pair Corr
0.37	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	DFAT	DFUV	DFAI	VPADX	DFIC	VPL	HDV	SCHE	NOBL	AVDV
DFAT		0.95	0.93	0.85	0.92	0.86	0.76	0.88	0.97	0.89	DFAT
DFUV	0.95		0.96	0.95	0.97	0.96	0.88	0.87	0.96	0.96	DFUV
DFAI	0.93	0.96		0.95	1.0	0.95	0.82	0.93	0.95	0.97	DFAI
VPADX	0.85	0.95	0.95		0.96	1.0	0.94	0.82	0.91	0.98	VPADX
DFIC	0.92	0.97	1.0	0.96		0.97	0.85	0.92	0.95	0.99	DFIC
VPL	0.86	0.96	0.95	1.0	0.97		0.93	0.83	0.91	0.98	VPL
HDV	0.76	0.88	0.82	0.94	0.85	0.93		0.63	0.85	0.91	HDV
SCHE	0.88	0.87	0.93	0.82	0.92	0.83	0.63		0.85	0.86	SCHE
NOBL	0.97	0.96	0.95	0.91	0.95	0.91	0.85	0.85		0.94	NOBL
AVDV	0.89	0.96	0.97	0.98	0.99	0.98	0.91	0.86	0.94		AVDV
	DFAT	DFUV	DFAI	VPADX	DFIC	VPL	HDV	SCHE	NOBL	AVDV

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Dimensional Small Constituents Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional Small 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 Small'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
DFAT	0.73	0.09	0.00	-0.01	0.00	0.00	1.67	-1.45	5.30
DFUV	0.60	0.11	0.15	0.03	0.79	-0.57	1.14	-1.33	3.83
DFAI	0.73	0.07	0.00	-0.01	0.00	0.00	1.52	-1.65	5.13
VPADX	0.92	0.20	0.12	0.10	1.49	-0.83	1.69	-1.56	8.16
DFIC	0.72	0.08	0.07	0.00	1.26	-0.59	1.53	-1.57	5.20
VPL	0.99	0.20	0.10	0.08	1.68	-0.88	1.91	-2.80	7.58
HDV	0.51	0.15	0.33	0.43	0.43	-0.57	1.34	-1.01	3.33
SCHE	0.86	0.08	0.00	-0.01	0.00	0.00	1.72	-2.19	5.85
NOBL	0.60	0.04	0.00	-0.04	0.00	0.00	1.19	-1.15	3.42
AVDV	0.84	0.13	0.10	0.06	1.34	-0.79	1.54	-1.99	5.98

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Dimensional Small Correlations

Dimensional Small Market Correlation

Moving together with Dimensional Etf

Moving against Dimensional Etf

Related Correlations Analysis

Dimensional Small Constituents Risk-Adjusted Indicators

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