EMERGING MARKETS VALUE PORTFOLIO
DFA INVESTMENT DIMENSIONS GROUP INC

Average annual returns

No trailing-return data available for this share class.

Risk statistics

78 months through Jan. 31, 2026
Volatility (ann.)
11.44%
Sharpe
1.51
Sortino
2.96
Max drawdown
-31.89%
Best month
13.79%
Worst month
-21.21%
Beta vs VTSAX
0.56
Correlation
0.60

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

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