U.S. VECTOR EQUITY 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.)
14.89%
Sharpe
0.91
Sortino
1.75
Max drawdown
-31.99%
Best month
15.24%
Worst month
-21.39%
Beta vs VTSAX
1.07
Correlation
0.87

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

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