See what your fund actually adds

DFA U.S. Core Equity II Portfolio Institutional Class DFQTX

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

Fund and replication metrics

DFQTX compared with its replication portfolio
MeasureDFQTXReplication
Annualized growth12.0%11.9%
Annualized volatility16.1%16.4%
Sharpe ratio0.790.77
Maximum drawdown22.0%22.2%
Replication fit (R²)0.99 · Tracking error 1.2%

Replication portfolio

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

DFQTX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap35.1%
LRGFFactor · Multi-Factor24.0%
IJHUS Mid Cap16.1%
VBRSmall-Cap · Value13.7%
VTIUS Broad Market11.1%