Dimensional Core Correlations

DFAC Etf

USD 40.95 0.29 0.70%

The current 90-days correlation between Dimensional Core Equity and VanEck Semiconductor ETF is 0.7 (i.e., 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

Almost no diversification

The correlation between Dimensional Core Equity and DJI is 0.96 (i.e., Almost no 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

0.86	VTI	Vanguard Total Stock	Pair Corr
0.82	SPY	SPDR SP 500	Pair Corr
0.82	IVV	iShares Core SP	Pair Corr
0.96	VIG	Vanguard Dividend	Pair Corr
0.69	VV	Vanguard Large Cap	Pair Corr
0.96	RSP	Invesco SP 500	Pair Corr
0.81	IWB	iShares Russell 1000	Pair Corr
0.66	ESGU	iShares ESG Aware	Pair Corr
0.87	SPLG	SSgA Symbol Change	Pair Corr
0.72	USD	ProShares Ultra Semi	Pair Corr
0.94	SMH	VanEck Semiconductor ETF	Pair Corr
0.93	SOXX	iShares Semiconductor ETF	Pair Corr
0.93	PSI	Invesco Dynamic Semi	Pair Corr
0.76	NJUL	Innovator Nasdaq 100	Pair Corr
0.92	DISV	Dimensional ETF Trust	Pair Corr
0.88	BSMS	Invesco BulletShares 2028	Pair Corr
0.96	NAPR	Innovator Nasdaq 100	Pair Corr
0.95	FNDA	Schwab Fundamental Small	Pair Corr
0.9	DWM	WisdomTree International	Pair Corr
0.9	VYMI	Vanguard International	Pair Corr
0.77	BDEC	Innovator SP 500	Pair Corr
0.96	QTAP	Innovator Growth 100	Pair Corr
0.82	EMIF	iShares Emerging Markets	Pair Corr
0.77	SLV	iShares Silver Trust Aggressive Push	Pair Corr
0.77	ERET	iShares Environmentally	Pair Corr
0.94	KNGZ	First Trust Exchange	Pair Corr
0.89	PDEC	Innovator SP 500	Pair Corr
0.93	VLU	SPDR SP 1500	Pair Corr
0.87	DXJ	WisdomTree Japan Hedged	Pair Corr
0.92	CCNR	CoreCommodity Natural	Pair Corr
0.93	HEEM	iShares Currency Hedged	Pair Corr
0.93	JEPI	JPMorgan Equity Premium	Pair Corr
0.92	DFIC	Dimensional International	Pair Corr

Moving against Dimensional Etf

0.53	GBTC	Grayscale Bitcoin Trust	Pair Corr
0.63	ENTR	EntrepreneurShares	Pair Corr

Related Correlations Analysis

	DIA	VBK	VSGIX	SCHB	IVE	XLV	DFUS	VGHAX	IWR	SMH
DIA		0.85	0.84	0.82	0.94	0.51	0.81	0.75	0.93	0.86	DIA
VBK	0.85		1.0	0.86	0.78	0.53	0.85	0.77	0.89	0.87	VBK
VSGIX	0.84	1.0		0.87	0.78	0.54	0.85	0.78	0.88	0.87	VSGIX
SCHB	0.82	0.86	0.87		0.71	0.37	1.0	0.66	0.74	0.76	SCHB
IVE	0.94	0.78	0.78	0.71		0.55	0.7	0.75	0.97	0.9	IVE
XLV	0.51	0.53	0.54	0.37	0.55		0.35	0.89	0.59	0.47	XLV
DFUS	0.81	0.85	0.85	1.0	0.7	0.35		0.65	0.72	0.74	DFUS
VGHAX	0.75	0.77	0.78	0.66	0.75	0.89	0.65		0.78	0.72	VGHAX
IWR	0.93	0.89	0.88	0.74	0.97	0.59	0.72	0.78		0.94	IWR
SMH	0.86	0.87	0.87	0.76	0.9	0.47	0.74	0.72	0.94		SMH
	DIA	VBK	VSGIX	SCHB	IVE	XLV	DFUS	VGHAX	IWR	SMH

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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	0.58	0.01	0.01	0.09	0.63	(0.57)	1.27	(1.18)	4.11
VBK	0.91	0.07	0.08	0.14	0.86	(1.04)	1.97	(1.80)	6.32
VSGIX	0.93	0.07	0.08	0.14	0.86	(1.06)	1.91	(1.82)	6.42
SCHB	0.54	0.00	(0.02)	0.08	0.64	(0.58)	1.09	(1.13)	3.72
IVE	0.45	0.06	0.05	0.16	0.40	(0.52)	0.99	(0.91)	2.76
XLV	0.70	0.02	(0.04)	0.12	0.63	(0.85)	1.84	(1.19)	3.94
DFUS	0.54	0.00	(0.02)	0.08	0.65	(0.60)	1.08	(1.18)	3.72
VGHAX	0.65	0.06	0.02	0.20	0.60	(0.78)	1.83	(1.24)	4.14
IWR	0.61	0.07	0.09	0.16	0.52	(0.68)	1.43	(1.11)	4.18
SMH	1.44	0.24	0.13	0.27	1.61	(1.55)	2.96	(3.37)	8.72

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