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ETFs

Dimensional Core Fixed Income ETF

DFCF
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Nov 15, 2021
Expense Ratio
0.17%
Type
Global Bonds
Fund Owner
Dimensional
Volume (1m avg. daily)
$17,444,010
AUM
$3,334,448,000
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
No
Prospectus
View

Top 10 Holdings

—
FNMA 30YR TBA OCT 2.5%
7.35%
—
FNMA 15YR TBA OCT 2.00%
6.96%
—
FNMA 15YR TBA OCT 2.5%
4.95%
—
Fannie Mae 3 % TBA MBS Single Family 30 Years Maturity Settles October
4.41%
—
GNMA 30YR TBA OCT 3.00%
2.75%
—
US T-NOTE 0.375% 04/15/24
2.65%
—
GNMA 30YR TBA OCT 3.5%
1.69%
—
US T-NOTE 0.75% 12/31/23
1.63%
—
US T-NOTE 0.25% 09/30/23
1.48%
—
US T-NOTE 0.875% 1/31/24
1.39%
Invest with DFCF
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What is DFCF?

The Core Fixed Income ETF will seek to achieve its investment objective through exposure to a broad portfolio of U.S. and foreign investment grade fixed income securities. The Portfolio may invest in obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, including mortgage-backed securities, corporate debt obligations, bank obligations, commercial paper, repurchase agreements, money market funds, securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations. The Portfolio may purchase or sell mortgage-backed securities on a delayed delivery or forward commitment basis through the to-be-announced (TBA) market. As a non-fundamental policy, under normal circumstances, at least 80% of the Portfolio s net assets will be invested in fixed income securities considered to be investment grade quality.

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DFCF
Performance Measures**

for the time period Nov 16, 2021 to Dec 4, 2025

Returns

1M Trailing Return: 0.5%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 1.6%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -19.6%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 6.7%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.04

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.00

The annualized return divided by the max drawdown for the selected time period.

ETFs related toDFCF

ETFs correlated to DFCF include BND, SCHZ, AGG

DFCF
Dimensional ETF Trust - Dimensional Core Fixed Income ETF
BND
Vanguard Group, Inc. - Vanguard Total Bond Market ETF
SCHZ
Schwab Strategic Trust - Schwab US Aggregate Bond ETF
AGG
BlackRock Institutional Trust Company N.A. - iShares Core U.S. Aggregate Bond ETF
AVIG
American Century ETF Trust - Avantis Core Fixed Income ETF
BIV
Vanguard Group, Inc. - Vanguard Intermediate-Term Bond ETF
SPAB
SPDR Series Trust - SPDR Portfolio Aggregate Bond ETF
IUSB
BlackRock Institutional Trust Company N.A. - iShares Core Total USD Bond Market ETF
EAGG
iShares Trust - iShares ESG Aware U.S. Aggregate Bond ETF
BKAG
BNY Mellon ETF Trust - BNY Mellon Core Bond ETF
NUBD
Nuveen Fund Advisors LLC - NuShares ESG U.S. Aggregate Bond ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

DFCF is a Global Bonds ETF. The Core Fixed Income ETF will seek to achieve its investment objective through exposure to a broad portfolio of U.S. and foreign investment grade fixed income securities. The Portfolio may invest in obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, including mortgage-backed securities, corporate debt obligations, bank obligations, commercial paper, repurchase agreements, money market funds, securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations. The Portfolio may purchase or sell mortgage-backed securities on a delayed delivery or forward commitment basis through the to-be-announced (TBA) market. As a non-fundamental policy, under normal circumstances, at least 80% of the Portfolio s net assets will be invested in fixed income securities considered to be investment grade quality.

Yes, DFCF is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, DFCF is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on DFCF is -0.0087%. This is the percent change in the value of DFCF over the most recent 1-month period. The 3-month return on DFCF is -0.0223%. This is the percent change in the value of DFCF over the most recent 3-month period.

The standard deviation of DFCF for the past year is 0.0812%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to DFCF include GSY, GVI, and BLV.

ETFs correlated to DFCF include BND, SCHZ, and AGG.

ETFs that are inversely correlated to DFCF include TBX, PST, and TTT.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.