DFA Japanese Small Company Portfolio (DFJSX)
The Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corresponding master fund, the Japanese Small Company Series (the Japanese Small Company Series or the Series) of the DFA Investment Trust Company (the "Trust"), which has the same investment objective and policies as the Portfolio. As a non-fundamental policy, under normal circumstances, the Japanese Small Company Series will invest at least 80% of its net assets in securities of Japanese small companies.
Fund Info
US2332031085
Jan 30, 1986
$0
Large-Cap
Blend
Expense Ratio
DFJSX has an expense ratio of 0.42%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
DFA Japanese Small Company Portfolio (DFJSX) returned 12.26% year-to-date (YTD) and 18.98% over the past 12 months. Over the past 10 years, DFJSX returned 6.04% annually, underperforming the S&P 500 benchmark at 10.84%.
DFJSX
12.26%
1.87%
12.39%
18.98%
11.92%
6.92%
6.04%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of DFJSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.48% | 1.46% | 2.40% | 4.30% | 2.08% | 12.26% | |||||||
| 2024 | -0.36% | 2.24% | 2.05% | -4.15% | 1.69% | -0.22% | 6.79% | 0.72% | 1.88% | -6.73% | 3.52% | -2.43% | 4.35% |
| 2023 | 5.48% | -3.02% | 3.85% | -0.37% | -3.11% | 3.69% | 3.70% | -0.90% | -2.01% | -2.42% | 5.73% | 5.98% | 17.08% |
| 2022 | -4.40% | 1.31% | -5.92% | -7.17% | 1.29% | -4.74% | 6.00% | -3.15% | -6.60% | -0.00% | 12.25% | 0.89% | -11.36% |
| 2021 | -1.58% | 0.48% | 3.93% | -2.04% | -0.04% | 0.35% | 1.45% | 1.35% | 1.11% | -2.64% | -5.81% | 3.47% | -0.39% |
| 2020 | -5.19% | -12.06% | -4.59% | 4.15% | 8.55% | -1.57% | -3.32% | 7.15% | 5.97% | -3.11% | 5.39% | 4.58% | 3.78% |
| 2019 | 5.27% | 1.65% | -0.86% | 1.64% | -5.35% | 3.95% | 0.04% | -2.59% | 4.43% | 5.56% | 1.85% | 1.86% | 18.23% |
| 2018 | 4.77% | -2.23% | -0.70% | -0.20% | -1.35% | -2.67% | -0.07% | -1.44% | 1.68% | -9.63% | 1.95% | -10.53% | -19.56% |
| 2017 | 4.36% | 3.40% | 0.46% | 1.13% | 3.73% | 2.24% | 3.13% | 2.16% | 2.23% | 3.67% | 2.49% | 1.99% | 35.69% |
| 2016 | -5.06% | -3.54% | 6.54% | 1.25% | 2.51% | -0.48% | 5.36% | -2.34% | 6.01% | 1.86% | -3.22% | 0.72% | 9.16% |
| 2015 | 3.03% | 4.11% | 1.23% | 2.43% | 0.99% | 2.06% | -0.62% | -3.09% | -3.04% | 5.19% | 2.20% | -0.33% | 14.69% |
| 2014 | -1.07% | -0.43% | 0.49% | -1.51% | 2.57% | 7.04% | -0.65% | 0.95% | -3.13% | -1.85% | -3.76% | 0.23% | -1.53% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, DFJSX is among the top 24% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
DFA Japanese Small Company Portfolio provided a 2.81% dividend yield over the last twelve months, with an annual payout of $0.70 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.70 | $0.70 | $1.42 | $1.09 | $1.26 | $0.54 | $0.99 | $1.64 | $0.70 | $0.43 | $0.28 | $0.30 |
Dividend yield | 2.81% | 3.16% | 6.45% | 5.44% | 5.26% | 2.14% | 3.98% | 7.50% | 2.41% | 1.96% | 1.38% | 1.64% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Japanese Small Company Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.42 | $1.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.09 | $1.09 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.26 | $1.26 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.54 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 | $0.99 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.64 | $1.64 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2014 | $0.30 | $0.30 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Japanese Small Company Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DFA Japanese Small Company Portfolio was 76.17%, occurring on Feb 5, 2002. Recovery took 3678 trading sessions.
The current DFA Japanese Small Company Portfolio drawdown is 0.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.17% | Feb 20, 1990 | 3096 | Feb 5, 2002 | 3678 | Sep 22, 2016 | 6774 |
| -37.67% | Jan 29, 2018 | 538 | Mar 18, 2020 | 373 | Sep 9, 2021 | 911 |
| -31.39% | Sep 16, 2021 | 273 | Oct 14, 2022 | 449 | Jul 31, 2024 | 722 |
| -16.89% | Jun 22, 1988 | 69 | Sep 26, 1988 | 49 | Dec 2, 1988 | 118 |
| -13.31% | Mar 20, 2025 | 13 | Apr 7, 2025 | 10 | Apr 22, 2025 | 23 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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