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Dimensional US Equity Core Plus Index

The Dimensional US Equity Core Plus Index is a US equity market index designed to offer broad diversification with a strong emphasis on areas of the market that research has shown to outperform over time.

UNDERLYING COMPONENTS

Exchange-Traded Fund Ticker Target Weight1
US Core Equity 2 ETF DFAC 60.0%
US Large Cap Vector ETF DFVX 12.5%
US High Profitability ETF DUHP 12.5%
US Small Cap Value ETF DFSV 15.0%
Additional Materials
Dimensional US Equity Core Plus Index

Index Materials
Coming Soon
Fact Sheet


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Glossary

Diversification: Holding many securities or types of investments in a portfolio, often for the purpose of mitigating risk associated with owning a single security or type of investment.

Equity market: A market that involves the purchase and sale of stocks, typically conducted on trading exchanges. Also known as the stock market.

Expected return: The percentage increase in value a person may anticipate from an investment based on the level of risk associated with the investment, calculated as the mean value of the probability distribution of possible returns.

Profitability: A company’s operating income before depreciation and amortization minus interest expense scaled by book equity.

Small cap: Refers to stocks with a relatively small market capitalization.

Value stock: A stock trading at a low price relative to measures of economic value such as book value or earnings.

 


1. The Index Committee of Dimensional Fund Advisors LP may adjust the ETF constituents and/or target weights from time to time depending on market conditions, ETF liquidity, and other factors deemed relevant in the committee’s discretion.

Disclosures

The Dimensional US Equity Core Plus Index is a US equity market index designed to offer broad diversification with a strong emphasis on areas of the market that research has shown to outperform over time. The Index is comprised of Dimensional ETFs based on target weights, rebalanced monthly. Constituent ETFs and their current target weights include the Dimensional US Core Equity 2 ETF (60.0%), Dimensional US Large Cap Vector ETF (12.5%), Dimensional US High Profitability ETF (12.5%), and Dimensional US Small Cap Value ETF (15.0%). At each rebalance, the Index redistributes weight in the eligible ETFs according to the Index’s ETF target weight distribution. The data used at rebalance will be the most recent end-of-day prices of the ETF components. The Index Committee of Dimensional Fund Advisors LP may adjust the ETF constituents and/or target weights from time to time depending on market conditions, ETF liquidity, and other factors deemed relevant in the Committee’s discretion. The Index is an “excess return” index, meaning its return reflects the investment return of its component ETFs (including reinvestment of all dividends and distributions), which is then further calculated in excess of a daily accrual of the effective federal-funds rate (EFFR), less a constant markdown (synthetic dividend) of 1.2% on an annual basis.


This information is not meant to constitute investment advice, a recommendation of any securities product or investment strategy (including account type), or an offer of any services or products for sale, nor is it intended to provide a sufficient basis on which to make an investment decision. Investors should consult with a financial professional regarding their individual circumstances before making investment decisions.


The Dimensional US Equity Core Plus Index is not available for direct investment. There is no guarantee of index success. Diversification neither assures a profit nor guarantees against loss in a declining market. Risks include loss of principal and fluctuating value. Small cap securities are subject to greater volatility than those in other asset categories. Value investing is subject to risk that may cause underperformance compared to other equity investment strategies.


The Dimensional US Equity Core Plus Index (the “Index”) is sponsored and published by Dimensional Fund Advisors LP (“Dimensional”). References to Dimensional include its respective directors, officers, employees, representatives, delegates, or agents. Dimensional does not make any express or implied warranties, including, but not limited to, any warranties of merchantability or fitness for a particular purpose or use with respect to the Index, or as to results to be obtained by any financial product based on or related to the Index (a “Financial Product”) or any other person or entity from the use of the Index, trading based on the Index, the levels of the Index at any particular time on any particular date, or any data included therein, either in connection with a Financial Product or for any other use. Dimensional has no obligation or liability in connection with the administration, marketing, or selling of a Financial Product. Dimensional receives compensation in connection with the management of the Index components and such compensation may increase as a result of investment in the ETFs based on the Index, including in connection with a Financial Product. Dimensional is not providing any investment, tax, or financial advice to any person by virtue of publication of the Index, and has no obligation to and will not take into account the tax status, investment goals, or other characteristics of any such person in its publication of the Index. Inclusion of a security or financial instrument within the Index is not a recommendation by Dimensional to buy, sell, or hold such security or financial instrument, nor is it considered to be investment advice.


In certain circumstances, Dimensional may suspend or terminate the Index. Dimensional has appointed a third-party agent (the “Index Calculation Agent”) to calculate and maintain the Index. While Dimensional is responsible for the operation of the Index, certain aspects have thus been outsourced to the Index Calculation Agent. Dimensional does not guarantee the accuracy, timeliness, or completeness of the Index, or any data included therein or the calculation thereof or any communications with respect thereto. Dimensional has no liability for any errors, omissions, or interruptions of the Index or in connection with its use. In no event shall Dimensional have any liability of whatever nature for any losses, damages, costs, claims, and expenses (including any special, punitive, direct, indirect, or consequential damages [including lost profits]) arising out of matters relating to the use of the Index, even if notified of the possibility of such damages. Dimensional acts as principal and not as agent or fiduciary of any other person. Dimensional accepts no responsibility for its contents or use.