DFA Japanese Small Company Portfolio (DFJSX)

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DFA Japanese Small Company Portfolio (DFJSX) is up 15.3% since the beginning of the year. DFJSX is currently trading at $33 per share. Investors who bought $1,000 worth of DFJSX shares 5 years ago would now be looking at an investment worth $1,635.

DFA Japanese Small Company Portfolio (DFJSX) has returned 15.33% so far this year and 35.04% over the past 12 months. Over the last ten years, DFJSX has returned 9.07% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jan 30, 1986, DFJSX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Oct 1990 with a return of +31.1%, while the worst month was Nov 1990 at -20.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 7 months.

On a daily basis, DFJSX closed higher 47% of trading days. The best single day was Dec 31, 1987 with a return of +22.4%, while the worst single day was Mar 14, 2011 at -10.3%.

DFA Japanese Small Company Portfolio has an annualized alpha of 4.84%, beta of 0.30, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since January 30, 1986.

• This fund participated in 43.04% of S&P 500 Index downside but only 42.85% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.30 may look defensive, but with R2 of 0.07 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.07 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

DFJSX has an expense ratio of 0.42%, placing it in the medium range.

DFJSX ranks 54 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

DFA Japanese Small Company Portfolio provided a 3.03% dividend yield over the last twelve months, with an annual payout of $0.99 per share.

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.

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.

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 3708 trading sessions.

The current DFA Japanese Small Company Portfolio drawdown is 1.89%.

The chart below shows the rolling one-month volatility.