DFA Commodity Strategy 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.)
11.86%
Sharpe
0.65
Sortino
1.22
Max drawdown
-25.10%
Best month
12.26%
Worst month
-12.03%
Beta vs VBTLX
0.07
Correlation
0.03

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

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