DFETX
EMERGING MARKETS PORTFOLIO II
DIMENSIONAL INVESTMENT GROUP INC

Average annual returns

Through 2025
1 year
33.59%
3 year
17.31%
5 year
6.60%
10 year
9.24%

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.)
12.69%
Sharpe
1.36
Sortino
2.60
Max drawdown
-30.71%
Best month
15.14%
Worst month
-18.38%
Beta vs VTSAX
0.64
Correlation
0.62

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

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