U.S. Large Cap 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.)
11.81%
Sharpe
1.69
Sortino
3.45
Max drawdown
-23.34%
Best month
13.11%
Worst month
-13.67%
Beta vs VTSAX
0.97
Correlation
1.00

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

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