Dimensional Targeted Correlations

DFAT Etf

USD 62.91 0.54 0.87%

The current 90-days correlation between Dimensional Targeted and Dimensional Small Cap is 0.1 (i.e., Average diversification). The correlation of Dimensional Targeted 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 Targeted Correlation With Market

Modest diversification

The correlation between Dimensional Targeted Value and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Targeted Value 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 Targeted Value. 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

0.94	VBR	Vanguard Small Cap	Pair Corr
0.93	IWN	iShares Russell 2000	Pair Corr
0.93	IJS	iShares SP Small	Pair Corr
0.93	SLYV	SPDR SP 600	Pair Corr
0.94	AVUV	Avantis Small Cap	Pair Corr
0.91	DES	WisdomTree SmallCap	Pair Corr
0.93	MDYV	SPDR SP 400	Pair Corr
0.91	CALF	Pacer Small Cap	Pair Corr
0.89	REGL	ProShares SP MidCap	Pair Corr
0.68	UPRO	ProShares UltraPro SP500	Pair Corr
0.88	QTJA	Innovator ETFs Trust	Pair Corr
0.77	QTOC	Innovator ETFs Trust	Pair Corr
0.87	XTOC	Innovator ETFs Trust	Pair Corr
0.9	QTAP	Innovator Growth 100	Pair Corr
0.88	XTJA	Innovator ETFs Trust	Pair Corr
0.9	XTAP	Innovator Equity Acc	Pair Corr
0.88	INOV	Innovator ETFs Trust	Pair Corr
0.92	JEPI	JPMorgan Equity Premium Sell-off Trend	Pair Corr
0.74	JPM	JPMorgan Chase	Pair Corr
0.66	AXP	American Express	Pair Corr
0.73	JNJ	Johnson Johnson Earnings Call This Week	Pair Corr
0.87	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.68	DD	Dupont De Nemours	Pair Corr
0.65	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.8	BAC	Bank of America Earnings Call Today	Pair Corr
0.69	CAT	Caterpillar	Pair Corr

Moving against Dimensional Etf

0.54	MSFT	Microsoft	Pair Corr
0.53	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	DFAS	DFUV	DFAI	SCHE	VTRIX	VPL	VPADX	HDV	AVDV	VSS
DFAS		0.95	0.92	0.48	0.76	0.81	0.72	0.69	0.92	0.82	DFAS
DFUV	0.95		0.98	0.51	0.86	0.87	0.82	0.71	0.98	0.86	DFUV
DFAI	0.92	0.98		0.58	0.89	0.9	0.85	0.7	0.99	0.9	DFAI
SCHE	0.48	0.51	0.58		0.48	0.82	0.73	0.24	0.51	0.65	SCHE
VTRIX	0.76	0.86	0.89	0.48		0.77	0.74	0.6	0.89	0.83	VTRIX
VPL	0.81	0.87	0.9	0.82	0.77		0.93	0.49	0.86	0.86	VPL
VPADX	0.72	0.82	0.85	0.73	0.74	0.93		0.44	0.81	0.9	VPADX
HDV	0.69	0.71	0.7	0.24	0.6	0.49	0.44		0.73	0.58	HDV
AVDV	0.92	0.98	0.99	0.51	0.89	0.86	0.81	0.73		0.89	AVDV
VSS	0.82	0.86	0.9	0.65	0.83	0.86	0.9	0.58	0.89		VSS
	DFAS	DFUV	DFAI	SCHE	VTRIX	VPL	VPADX	HDV	AVDV	VSS

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

Dimensional Targeted Constituents Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional Targeted 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 Targeted'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
DFAS	0.84	0.01	0.03	0.09	0.97	(0.85)	1.96	(1.53)	4.29
DFUV	0.65	0.03	0.03	0.11	0.69	(0.67)	1.36	(1.19)	2.87
DFAI	0.54	0.05	0.04	0.16	0.53	(0.59)	1.08	(1.04)	2.35
SCHE	0.66	0.00	(0.02)	0.08	0.83	(0.76)	1.53	(1.13)	4.19
VTRIX	0.82	0.33	0.32	0.73	0.19	(0.97)	1.19	(1.01)	18.00
VPL	0.70	0.05	0.04	0.14	0.96	(0.70)	1.55	(1.42)	3.34
VPADX	0.71	0.12	0.04	0.88	0.91	(0.71)	1.68	(1.55)	3.66
HDV	0.48	0.03	(0.05)	0.16	0.48	(0.52)	1.05	(0.82)	2.75
AVDV	0.61	0.09	0.08	0.21	0.64	(0.64)	1.31	(1.20)	2.95
VSS	0.57	0.07	0.00	0.78	0.61	(0.60)	1.18	(1.16)	2.91

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

2026 Macroaxis LLC