Dimensional Targeted Correlations

DFAT Etf

USD 65.29 0.35 0.53%

The current 90-days correlation between Dimensional Targeted and BlackRock Large Cap is 0.29 (i.e., Modest 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

Almost no diversification

The correlation between Dimensional Targeted Value and DJI is 0.92 (i.e., Almost no 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

0.99	VBR	Vanguard Small Cap	Pair Corr
0.99	IWN	iShares Russell 2000	Pair Corr
0.99	IJS	iShares SP Small	Pair Corr
0.99	SLYV	SPDR SP 600	Pair Corr
1.0	AVUV	Avantis Small Cap	Pair Corr
0.99	DES	WisdomTree SmallCap	Pair Corr
0.99	MDYV	SPDR SP 400	Pair Corr
0.94	CALF	Pacer Small Cap	Pair Corr
0.98	REGL	ProShares SP MidCap Low Volatility	Pair Corr
0.87	OIH	VanEck Oil Services	Pair Corr
0.9	WTMF	WisdomTree Managed	Pair Corr
0.94	EWC	iShares MSCI Canada	Pair Corr
0.84	TOT	Advisor Managed Port	Pair Corr
0.89	VBK	Vanguard Small Cap	Pair Corr
0.95	BINC	BlackRock ETF Trust	Pair Corr
0.96	OASC	OneAscent Small Cap	Pair Corr
0.95	AHYB	American Century ETF	Pair Corr
0.93	RDIV	Invesco SP Ultra	Pair Corr
0.88	CAT	Caterpillar	Pair Corr
0.87	JNJ	Johnson Johnson	Pair Corr
0.82	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.93	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.91	AA	Alcoa Corp	Pair Corr
0.71	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.88	BA	Boeing	Pair Corr

Moving against Dimensional Etf

0.52	ARKW	ARK Next Generation	Pair Corr
0.79	MSFT	Microsoft	Pair Corr
0.76	HPQ	HP Inc	Pair Corr
0.42	MMM	3M Company	Pair Corr
0.34	T	ATT Inc Aggressive Push	Pair Corr

Related Correlations Analysis

	LBO	JHID	ASCE	EQRR	EQLT	LRND	FLYU	ERET	MKAM	BGRO
LBO		0.38	0.61	0.56	0.23	0.37	0.82	0.18	0.59	0.32	LBO
JHID	0.38		0.89	0.93	0.92	0.12	0.41	0.88	0.79	0.1	JHID
ASCE	0.61	0.89		0.91	0.79	0.32	0.63	0.73	0.88	0.3	ASCE
EQRR	0.56	0.93	0.91		0.86	0.31	0.6	0.8	0.87	0.26	EQRR
EQLT	0.23	0.92	0.79	0.86		0.19	0.31	0.89	0.77	0.32	EQLT
LRND	0.37	0.12	0.32	0.31	0.19		0.46	0.07	0.63	0.85	LRND
FLYU	0.82	0.41	0.63	0.6	0.31	0.46		0.23	0.69	0.4	FLYU
ERET	0.18	0.88	0.73	0.8	0.89	0.07	0.23		0.69	0.12	ERET
MKAM	0.59	0.79	0.88	0.87	0.77	0.63	0.69	0.69		0.57	MKAM
BGRO	0.32	0.1	0.3	0.26	0.32	0.85	0.4	0.12	0.57		BGRO
	LBO	JHID	ASCE	EQRR	EQLT	LRND	FLYU	ERET	MKAM	BGRO

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
LBO	0.91	(0.09)	0.00	(0.04)	0.00	0.00	2.06	(2.64)	7.23
JHID	0.50	0.18	0.26	0.39	0.16	(0.60)	1.02	(0.79)	2.65
ASCE	0.94	0.09	0.03	0.69	1.04	(0.96)	1.65	(1.88)	4.59
EQRR	0.64	0.09	0.08	0.16	0.81	(0.65)	1.33	(1.40)	3.61
EQLT	0.75	0.09	0.07	0.19	0.78	(0.77)	1.78	(1.56)	4.30
LRND	0.68	(0.09)	0.00	(0.07)	0.00	0.00	1.16	(1.74)	4.94
FLYU	3.29	(0.17)	0.00	0.01	4.53	(3.08)	6.21	(8.15)	17.41
ERET	0.42	0.06	0.04	0.20	0.43	(0.43)	1.06	(0.72)	2.74
MKAM	0.31	(0.02)	(0.09)	0.01	0.49	(0.29)	0.62	(0.80)	2.21
BGRO	0.86	(0.15)	0.00	(0.13)	0.00	0.00	1.82	(2.21)	5.38

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