THE EMERGING MARKETS SERIES
The DFA Investment Trust Company

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
1.38
Sortino
2.65
Max drawdown
-30.51%
Best month
15.17%
Worst month
-18.37%
Beta vs VTIAX
0.96
Correlation
0.86

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

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