DEMSX
EMERGING MARKETS SMALL CAP PORTFOLIO
DFA INVESTMENT DIMENSIONS GROUP INC

Average annual returns

Through 2025
1 year
19.00%
3 year
13.24%
5 year
7.11%
10 year
8.59%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

78 months through Jan. 31, 2026
Volatility (ann.)
10.86%
Sharpe
1.19
Sortino
2.47
Max drawdown
-31.56%
Best month
13.95%
Worst month
-23.24%
Beta vs VTSAX
0.55
Correlation
0.62

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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