DFAT vs SPY

Quick Verdict

SPY has a lower expense ratio. DFAT delivered stronger 1-year returns. DFAT offers more diversification with 1267 holdings.

Lower Fees: SPYHigher Returns: DFATMore Diversified: DFAT

Side-by-Side Comparison

MetricDFATSPYWinner
Expense Ratio0.28%0.09%
AUM$14.5B$789.1B
Dividend Yield1.37%1.01%
Holdings1,283505
YTD Return+21.41%+14.47%
1Y Return+27.90%+21.96%
3Y Return (annualized)+15.86%+21.70%
5Y Return (annualized)+11.50%+13.30%
Volatility (annualized)19.9%15.3%
Max Drawdown-26.1%-56.5%
Fund FamilyDimensionalState Street Investment Management
CategoryEquityEquity
InceptionDec 11, 1998Jan 22, 1993

DFAT vs SPY Performance

Dimensional US Targeted Value ETF (DFAT) is a ETF from Dimensional and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year DFAT returned +27.90% while SPY returned +21.96%. Year to date, DFAT is up 21.41% versus a gain of 14.47% for SPY.

Over three years, DFAT compounded at +15.86% per year against +21.70% for SPY; over five years the annualized figures are +11.50% and +13.30% respectively. Across the full 5-year window we track, DFAT has the edge at +10.93% annualized vs +8.87%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

DFAT has been the more volatile fund, with annualized monthly volatility of 19.9% compared with 15.3% for SPY. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -26.1% for DFAT and -56.5% for SPY. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.76. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

DFAT charges 0.28% per year while SPY charges 0.09%. On a $10,000 position that is $28 vs $9 annually, a gap of $19 per year that compounds over a long holding period. On income, DFAT currently yields 1.37% against 1.01% for SPY.

Holdings Overlap

0.7%overlap

DFAT and SPY share 39 holdings out of 1731 unique holdings combined, representing a 0.7% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in DFATWeight in SPYDifference
CF0.95%0.03%0.92%
APA0.80%0.02%0.78%
AKAM0.73%0.03%0.70%
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Frequently Asked Questions

Which is cheaper, DFAT or SPY?

DFAT has an expense ratio of 0.28% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $19 per year of difference.

Which performed better, DFAT or SPY?

Over the past year DFAT returned +27.90% vs +21.96% for SPY, so DFAT leads on 1-year performance. Over the longest common window we track (5 years), DFAT annualized +10.93% vs +8.87% for SPY. Past performance does not guarantee future results.

Which is riskier, DFAT or SPY?

DFAT has been the more volatile fund at 19.9% annualized versus 15.3% for SPY. Worst drawdown: DFAT -26.1% vs SPY -56.5%.

Should I hold both DFAT and SPY?

DFAT and SPY have a monthly-return correlation of 0.76, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between DFAT and SPY?

DFAT and SPY share 39 common holdings with a 0.7% weight overlap. Combined, they hold 1731 unique securities.

Which pays a higher dividend, DFAT or SPY?

DFAT yields 1.37% while SPY yields 1.01%, so DFAT currently pays the higher dividend yield.

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