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DFA Japanese Small Company Portfolio Institutional Class DFJSX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

DFJSX compared with its replication portfolio
MeasureDFJSXReplication
Annualized growth10.8%9.1%
Annualized volatility15.3%13.0%
Sharpe ratio0.750.74
Maximum drawdown26.6%26.5%
Replication fit (R²)0.67 · Tracking error 8.8%

Replication portfolio

The published portfolio below is the investable basket used to model DFJSX’s historical return behavior.

DFJSX replication basket weights
TickerBuilding blockWeight
EFVIntl · Value36.2%
VSSIntl · Small Cap33.3%
VCLTFI · Long Corp13.3%
MTUMFactor · Momentum9.2%
IAUAlternatives · Gold8.0%