U.S. Social 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.)
13.99%
Sharpe
1.35
Sortino
2.70
Max drawdown
-26.41%
Best month
13.77%
Worst month
-17.47%
Beta vs VTSAX
1.12
Correlation
0.98

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

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