DFA LTIP 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.)
14.42%
Sharpe
-0.34
Sortino
-0.47
Max drawdown
-49.89%
Best month
9.99%
Worst month
-18.49%
Beta vs VBTLX
2.31
Correlation
0.92

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

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.