U.S. SMALL CAP 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.)
19.59%
Sharpe
0.59
Sortino
1.10
Max drawdown
-39.02%
Best month
17.89%
Worst month
-26.60%
Beta vs VTSAX
1.19
Correlation
0.74

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

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