Selectively Hedged Global 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.)
10.44%
Sharpe
1.71
Sortino
3.79
Max drawdown
-25.84%
Best month
12.46%
Worst month
-17.03%
Beta vs VTSAX
0.81
Correlation
0.94

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

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