DFFVX
U.S. Targeted Value Portfolio
DFA INVESTMENT DIMENSIONS GROUP INC

Average annual returns

Through 2025
1 year
9.55%
3 year
12.64%
5 year
13.60%
10 year
10.81%

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.)
19.41%
Sharpe
0.60
Sortino
1.14
Max drawdown
-39.19%
Best month
18.58%
Worst month
-27.19%
Beta vs VTSAX
1.19
Correlation
0.75

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

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