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DFA U.S. Large Cap Value III Portfolio DFUVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DFUVX | Replication |
|---|---|---|
| Annualized growth | 11.5% | 11.7% |
| Annualized volatility | 15.3% | 15.2% |
| Sharpe ratio | 0.79 | 0.80 |
| Maximum drawdown | 19.5% | 17.1% |
| Replication fit (R²) | 0.98 · Tracking error 2.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model DFUVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 48.9% |
| VBR | Small-Cap · Value | 18.4% |
| XLF | Sector · Financials | 15.8% |
| XLE | Sector · Energy | 10.2% |
| XLB | Sector · Materials | 6.7% |