See what your fund actually adds

U.S. Micro Cap Portfolio: ETF Class Shares DFMC

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

Fund and replication metrics

DFMC compared with its replication portfolio
MeasureDFMCReplication
Annualized growth9.3%6.1%
Annualized volatility19.7%20.0%
Sharpe ratio0.550.40
Maximum drawdown23.8%27.0%
Replication fit (R²)0.99 · Tracking error 2.3%

Replication portfolio

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

DFMC replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap85.7%
IWCMicro Cap11.6%
XLISector · Industrials2.7%