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DFA Selective State Municipal Bond Portfolio Institutional Class DSSMX

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

Fund and replication metrics

DSSMX compared with its replication portfolio
MeasureDSSMXReplication
Annualized growth0.2%1.2%
Annualized volatility3.5%3.4%
Sharpe ratio0.080.36
Maximum drawdown10.1%8.7%
Replication fit (R²)0.94 · Tracking error 0.9%

Replication portfolio

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

DSSMX replication basket weights
TickerBuilding blockWeight
MUBFI · Municipal63.1%
VGSHFI · Short Gov21.3%
BKLNFI · Senior Bank Loans11.8%
STIPFI · Short TIPS3.7%