International Sustainability Core 1 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.)
12.46%
Sharpe
1.33
Sortino
2.50
Max drawdown
-30.81%
Best month
14.17%
Worst month
-16.55%
Beta vs VTIAX
1.05
Correlation
0.96

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

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