U.S. CORE EQUITY 2 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.)
12.70%
Sharpe
1.40
Sortino
2.78
Max drawdown
-25.55%
Best month
13.68%
Worst month
-16.53%
Beta vs VTSAX
1.01
Correlation
0.97

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

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