World ex U.S. 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.)
11.27%
Sharpe
1.50
Sortino
2.90
Max drawdown
-28.06%
Best month
13.51%
Worst month
-18.80%
Beta vs VTIAX
0.98
Correlation
0.99

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

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