International Social Core Equity 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.)
12.48%
Sharpe
1.43
Sortino
2.74
Max drawdown
-30.16%
Best month
15.23%
Worst month
-19.34%
Beta vs VTIAX
1.05
Correlation
0.97

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

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