Performance analysis of DFAE (DIMENSIONAL EMERGING CORE EQUITY MARKET ETF)
Annual Return
Over the past 3 years, DFAE has had an average annual return of +18.72%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, DFAE has had an average annual return of +7.96%, underperforming the benchmark SPY, which returned +12.55% annual.
Since Dec 2, 2020, DFAE has had an average annual return of +9.28%, underperforming the benchmark SPY, which returned +14.92% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +15.51% | +31.46% | +7.67% | +12.63% | -17.51% | +3.53% | +4.85% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.59% | +6.19% | -8.86% | +12.58% | +6.22% | -0.16% | -7.08% | +15.51% | |||||
| 2025 | +0.95% | +0.23% | +1.08% | +0.38% | +4.77% | +7.16% | +0.97% | +2.70% | +5.79% | +3.55% | -1.53% | +1.96% | +31.46% |
| 2024 | -3.78% | +3.93% | +2.66% | +0.37% | +2.01% | +2.92% | +0.82% | +0.76% | +5.26% | -3.53% | -1.97% | -1.56% | +7.67% |
| 2023 | +8.61% | -6.46% | +3.36% | -0.38% | -1.71% | +4.87% | +5.84% | -5.60% | -2.52% | -3.68% | +7.22% | +3.84% | +12.63% |
| 2022 | +0% | -2.30% | -1.62% | -5.64% | +0.40% | -6.30% | -0.39% | -0.95% | -10.96% | -1.65% | +15.03% | -2.73% | -17.51% |
| 2021 | +2.15% | +2.34% | -0.03% | +2.67% | +2.28% | +0.79% | -5.62% | +2.11% | -3.82% | +1.07% | -3.30% | +3.31% | +3.53% |
| 2020 | +4.85% | +4.85% |
Drawdown analysis of DFAE (DIMENSIONAL EMERGING CORE EQUITY MARKET ETF)
The maximum drawdown for the DFAE was -32.20%, occurring on Oct 24, 2022. Recovery took 483 trading sessions.
The current DFAE drawdown is -10.46%.
Since Dec 2, 2020 DFAE has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.20% | Jun 2, 2021 | 352 | Oct 24, 2022 | 483 | Sep 26, 2024 | 835 |
| -18.11% | Oct 7, 2024 | 125 | Apr 8, 2025 | 40 | Jun 5, 2025 | 165 |
| -12.80% | Feb 25, 2026 | 23 | Mar 30, 2026 | 13 | Apr 17, 2026 | 36 |
| -10.46% | Jun 22, 2026 | 19 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -8.79% | Feb 17, 2021 | 25 | Mar 24, 2021 | 47 | Jun 1, 2021 | 72 |
| -8.32% | Jun 2, 2026 | 3 | Jun 5, 2026 | 9 | Jun 18, 2026 | 12 |
| -5.43% | Jan 21, 2021 | 6 | Jan 29, 2021 | 7 | Feb 9, 2021 | 13 |
| -5.40% | May 8, 2026 | 7 | May 19, 2026 | 4 | May 26, 2026 | 11 |
| -4.96% | Oct 29, 2025 | 17 | Nov 21, 2025 | 27 | Jan 2, 2026 | 44 |
| -4.33% | Oct 8, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -3.23% | Jan 28, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -3.17% | Jul 23, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
| -2.37% | Jun 12, 2025 | 5 | Jun 20, 2025 | 2 | Jun 24, 2025 | 7 |
| -2.34% | Dec 17, 2020 | 3 | Dec 22, 2020 | 4 | Dec 29, 2020 | 7 |
| -2.11% | Apr 17, 2026 | 2 | Apr 21, 2026 | 3 | Apr 24, 2026 | 5 |
| -1.54% | Aug 22, 2025 | 6 | Sep 2, 2025 | 4 | Sep 8, 2025 | 10 |
| -1.50% | Jul 3, 2025 | 1 | Jul 7, 2025 | 6 | Jul 15, 2025 | 7 |
| -1.45% | Jan 14, 2021 | 1 | Jan 15, 2021 | 1 | Jan 19, 2021 | 2 |
| -1.42% | Sep 22, 2025 | 4 | Sep 26, 2025 | 3 | Oct 1, 2025 | 7 |
| -1.40% | Sep 26, 2024 | 2 | Sep 30, 2024 | 2 | Oct 2, 2024 | 4 |
| -1.38% | Aug 13, 2025 | 6 | Aug 21, 2025 | 1 | Aug 22, 2025 | 7 |
| -1.37% | Apr 24, 2026 | 3 | Apr 29, 2026 | 1 | Apr 30, 2026 | 4 |
| -1.36% | Oct 2, 2024 | 1 | Oct 3, 2024 | 2 | Oct 7, 2024 | 3 |
| -1.23% | Feb 11, 2026 | 1 | Feb 12, 2026 | 5 | Feb 20, 2026 | 6 |
| -1.20% | May 6, 2026 | 1 | May 7, 2026 | 1 | May 8, 2026 | 2 |