U.S. SMALL CAP 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.)
17.79%
Sharpe
0.63
Sortino
1.16
Max drawdown
-32.73%
Best month
15.29%
Worst month
-22.13%
Beta vs VTSAX
1.20
Correlation
0.82

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

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