World Core Equity Portfolio
DFA INVESTMENT DIMENSIONS GROUP INC
Fund of funds

Average annual returns

No trailing-return data available for this share class.

Risk statistics

78 months through Jan. 31, 2026
Volatility (ann.)
11.16%
Sharpe
1.59
Sortino
3.33
Max drawdown
-25.81%
Best month
12.89%
Worst month
-16.91%
Beta vs VTSAX
0.86
Correlation
0.94

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

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