Dimensional Core Correlations

DFAU Etf

USD 46.82 0.41 0.88%

The current 90-days correlation between Dimensional Core Equity and Dimensional International Core is 0.82 (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. If the correlation is 0, the equities are not correlated; they are entirely random.

Dimensional Core Correlation With Market

Very poor diversification

The correlation between Dimensional Core Equity and DJI is 0.85 (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

0.93	VTI	Vanguard Total Stock	Pair Corr
0.91	SPY	SPDR SP 500	Pair Corr
0.91	IVV	iShares Core SP	Pair Corr
0.84	VIG	Vanguard Dividend	Pair Corr
0.9	VV	Vanguard Large Cap	Pair Corr
0.92	IWB	iShares Russell 1000	Pair Corr
0.9	ESGU	iShares ESG Aware	Pair Corr
0.81	DFAC	Dimensional Core Equity	Pair Corr
0.66	OIH	VanEck Oil Services	Pair Corr
0.65	WTMF	WisdomTree Managed	Pair Corr
0.68	EWC	iShares MSCI Canada	Pair Corr
0.93	TOT	Advisor Managed Port	Pair Corr
0.65	AA	Alcoa Corp	Pair Corr
0.71	BAC	Bank of America	Pair Corr

Moving against Dimensional Etf

0.34

Procter Gamble

Pair Corr

Related Correlations Analysis

	DFAI	DUHP	DFIC	EFG	VUIAX	AVUS	VONE	MGC	AVDE	VPU
DFAI		0.54	0.86	0.34	-0.42	0.74	0.63	0.61	1.0	-0.41	DFAI
DUHP	0.54		0.63	0.59	-0.01	0.77	0.57	0.73	0.54	0.0	DUHP
DFIC	0.86	0.63		0.17	-0.44	0.89	0.57	0.71	0.86	-0.43	DFIC
EFG	0.34	0.59	0.17		0.38	0.24	0.55	0.33	0.34	0.4	EFG
VUIAX	-0.42	-0.01	-0.44	0.38		-0.35	0.01	-0.06	-0.44	0.99	VUIAX
AVUS	0.74	0.77	0.89	0.24	-0.35		0.72	0.91	0.74	-0.35	AVUS
VONE	0.63	0.57	0.57	0.55	0.01	0.72		0.8	0.64	0.0	VONE
MGC	0.61	0.73	0.71	0.33	-0.06	0.91	0.8		0.6	-0.06	MGC
AVDE	1.0	0.54	0.86	0.34	-0.44	0.74	0.64	0.6		-0.43	AVDE
VPU	-0.41	0.0	-0.43	0.4	0.99	-0.35	0.0	-0.06	-0.43		VPU
	DFAI	DUHP	DFIC	EFG	VUIAX	AVUS	VONE	MGC	AVDE	VPU

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

AVDE	+ 1.0	DFAI
VPU	+ 0.99	VUIAX
MGC	+ 0.91	AVUS
AVUS	+ 0.89	DFIC
DFIC	+ 0.86	DFAI
AVDE	+ 0.86	DFIC

High negative correlations

AVDE	- 0.44	VUIAX
VUIAX	- 0.44	DFIC
VPU	- 0.43	AVDE
VPU	- 0.43	DFIC
VUIAX	- 0.42	DFAI
VPU	- 0.41	DFAI

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
DFAI	0.56	0.02	0.01	0.08	0.64	(0.59)	1.07	(1.04)	2.59
DUHP	0.52	0.00	(0.06)	0.12	0.74	(0.48)	1.08	(1.13)	2.96
DFIC	0.54	0.05	0.01	0.46	0.59	(0.59)	1.07	(1.12)	2.54
EFG	0.68	(0.04)	(0.05)	0.01	0.96	(0.61)	1.04	(1.45)	3.25
VUIAX	0.64	0.01	(0.03)	0.08	0.82	(0.68)	1.28	(1.36)	4.62
AVUS	0.60	0.03	(0.03)	0.94	0.92	(0.56)	1.29	(1.25)	3.51
VONE	0.59	(0.02)	(0.02)	0.04	0.92	(0.53)	1.18	(1.22)	3.27
MGC	0.60	0.01	(0.04)	0.25	0.89	(0.58)	1.33	(1.27)	3.41
AVDE	0.56	0.02	0.00	0.07	0.68	(0.56)	1.15	(1.18)	2.64
VPU	0.63	0.01	(0.02)	0.09	0.72	(0.66)	1.25	(1.18)	3.70

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