See what your fund actually adds
DFA Emerging Markets Portfolio II DFETX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DFETX | Replication |
|---|---|---|
| Annualized growth | 10.4% | 7.5% |
| Annualized volatility | 16.3% | 14.7% |
| Sharpe ratio | 0.69 | 0.56 |
| Maximum drawdown | 27.6% | 28.1% |
| Replication fit (R²) | 0.94 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model DFETX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 77.5% |
| VEA | Intl · Developed | 9.4% |
| DGS | EM Small Cap | 7.0% |
| XLK | Sector · Technology | 3.8% |
| MTUM | Factor · Momentum | 2.4% |