DGBEX
Global Social Core Equity Portfolio
DFA INVESTMENT DIMENSIONS GROUP INC
Fund of funds

Average annual returns

Through 2025
1 year
22.64%
3 year
20.18%
5 year
11.41%
10 year

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

Calendar-year returns

Risk statistics

75 months through Jan. 31, 2026
Volatility (ann.)
12.27%
Sharpe
1.49
Sortino
3.10
Max drawdown
-27.28%
Best month
13.54%
Worst month
-18.18%
Beta vs VTSAX
0.95
Correlation
0.95

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

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