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DFA U.S. Core Equity 1 Portfolio Institutional Class DFEOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DFEOX | Replication |
|---|---|---|
| Annualized growth | 12.3% | 12.1% |
| Annualized volatility | 16.0% | 16.3% |
| Sharpe ratio | 0.80 | 0.78 |
| Maximum drawdown | 22.2% | 22.6% |
| Replication fit (R²) | 1.00 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model DFEOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 41.4% |
| LRGF | Factor · Multi-Factor | 17.4% |
| VTI | US Broad Market | 16.4% |
| VBR | Small-Cap · Value | 13.9% |
| IJH | US Mid Cap | 10.9% |