DFUVX
U.S. LARGE CAP VALUE PORTFOLIO III
DIMENSIONAL INVESTMENT GROUP INC

Average annual returns

Through 2025
1 year
16.43%
3 year
13.60%
5 year
12.12%
10 year
10.76%

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.)
13.39%
Sharpe
0.98
Sortino
1.71
Max drawdown
-31.46%
Best month
15.78%
Worst month
-20.12%
Beta vs VTSAX
0.87
Correlation
0.79

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

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