DFAU vs SPHY

Comparison between DIMENSIONAL US CORE EQUITY MARKET ETF (DFAU, ETF) and SPDR PORTFOLIO HIGH YIELD BOND ETF (SPHY, ETF).

5-Year PerformanceDFAU has outperformed SPHY, delivering a return of +13.4% compared to +4.5%

DFAU vs SPHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DFAU(ETF)	SPHY(ETF)
Net Assets	$12B	$11B
Expense Ratio	0.12%	0.05%
Max Drawdown	24.34%	23.35%
Sharpe Ratio	1.99	1.19
5Y Beta	0.98	0.23
P/E Ratio	26.60	N/A
Forward P/E	19.20	N/A
5Y Dividends CAGR	45.93%	4.66%
5Y EPS CAGR	23.67%	N/A
P/S Ratio	2.82	N/A
P/B Ratio	4.51	N/A

Net Assets

Winner

DFAU

$12B

SPHY

$11B

Expense Ratio

DFAU

0.12%

Winner

SPHY

0.05%

Max Drawdown

DFAU

24.34%

Winner

SPHY

23.35%

Sharpe Ratio

Winner

DFAU

1.99

SPHY

1.19

5Y Beta

DFAU

0.98

Winner

SPHY

0.23

P/E Ratio

DFAU

26.60

SPHY

N/A

Forward P/E

DFAU

19.20

SPHY

N/A

5Y Dividends CAGR

Winner

DFAU

45.93%

SPHY

4.66%

5Y EPS CAGR

DFAU

23.67%

SPHY

N/A

P/S Ratio

DFAU

2.82

SPHY

N/A

P/B Ratio

DFAU

4.51

SPHY

N/A

DFAU vs SPHY - Historical Returns

Returns include dividend reinvestment.

Period	DFAU	SPHY
1 month	+6.74%	+0.07%
3 months	+7.65%	+0.45%
6 months	+8.95%	+2.28%
1 year	+27.85%	+7.34%
5 years(CAGR)	+13.43%	+4.54%
10 years(CAGR)	N/A	+5.17%
Max(CAGR)	+15.35%	+4.94%

Winner

DFAU

+6.74%

SPHY

+0.07%

Winner

DFAU

+7.65%

SPHY

+0.45%

Winner

DFAU

+8.95%

SPHY

+2.28%

Winner

DFAU

+27.85%

SPHY

+7.34%

5Y(CAGR)

Winner

DFAU

+13.43%

SPHY

+4.54%

10Y(CAGR)

DFAU

N/A

SPHY

+5.17%

Max(CAGR)

Winner

DFAU

+15.35%

SPHY

+4.94%

DFAU vs SPHY - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	DFAU	SPHY
2026	+8.20%	+1.08%
2025	+16.92%	+8.31%
2024	+23.99%	+8.81%
2023	+25.25%	+12.80%
2022	-17.41%	-10.48%
2021	+28.75%	+5.74%
2020	+6.48%	+6.44%
2019	N/A	+13.55%
2018	N/A	-2.69%
2017	N/A	+6.73%
2016	N/A	+11.15%
2015	N/A	-3.64%
2014	N/A	+6.53%
2013	N/A	-1.34%
2012	N/A	+7.21%

DFAU vs SPHY Drawdown Comparison

The maximum drawdown for DFAU was -23.61%, occurring on Sep 30, 2022. Recovery took 488 trading sessions.

The maximum drawdown for SPHY was -21.97%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.

The current DFAU drawdown is -0.24%. The current SPHY drawdown is -0.40%.

Rank	DFAU	SPHY
#1	-23.61% Jan 4, 2022 - Dec 13, 2023	-21.97% Feb 14, 2020 - Oct 8, 2020
#2	-19.36% Feb 19, 2025 - Jun 27, 2025	-15.29% Dec 28, 2021 - Dec 14, 2023
#3	-8.67% Feb 9, 2026 - Apr 14, 2026	-8.30% Apr 16, 2015 - Apr 25, 2016
#4	-8.53% Jul 16, 2024 - Sep 19, 2024	-7.23% May 2, 2013 - Feb 24, 2014
#5	-5.50% Mar 28, 2024 - May 15, 2024	-4.86% Feb 26, 2025 - May 12, 2025
#6	-5.11% Oct 28, 2025 - Dec 5, 2025	-4.21% Dec 29, 2017 - Feb 15, 2019
#7	-4.98% Nov 16, 2021 - Dec 27, 2021	-4.17% Oct 24, 2016 - Jan 18, 2017
#8	-4.88% Dec 4, 2024 - Feb 18, 2025	-2.48% Aug 21, 2014 - Jan 14, 2015
#9	-4.58% Sep 2, 2021 - Oct 19, 2021	-2.41% Feb 20, 2026 - Apr 8, 2026
#10	-4.14% May 7, 2021 - Jun 8, 2021	-2.36% Nov 9, 2021 - Dec 23, 2021
#11	-4.01% Feb 12, 2021 - Mar 11, 2021	-2.29% Mar 27, 2024 - May 3, 2024
#12	-3.85% Jan 20, 2021 - Feb 4, 2021	-2.28% Jan 29, 2013 - Apr 16, 2013
#13	-3.42% Jul 12, 2021 - Jul 23, 2021	-2.07% Sep 17, 2012 - Oct 11, 2012
#14	-3.10% Oct 8, 2025 - Oct 24, 2025	-1.99% Mar 1, 2017 - Apr 10, 2017
#15	-2.92% Mar 17, 2021 - Apr 1, 2021	-1.84% Feb 27, 2015 - Apr 15, 2015

Correlation

Correlation between DFAU and SPHY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2012 - 2026)

DFAU vs SPHY dividend yield comparison.

Year	DFAU	SPHY
2026	0.22%	2.36%
2025	0.95%	7.38%
2024	1.10%	7.80%
2023	1.29%	7.30%
2022	1.40%	6.47%
2021	1.00%	5.13%
2020	0.13%	5.63%
2019	0.00%	5.73%
2018	0.00%	4.09%
2017	0.00%	4.41%
2016	0.00%	4.27%
2015	0.00%	4.29%
2014	0.00%	3.98%
2013	0.00%	4.41%
2012	0.00%	2.17%