DFA Diversified Fixed Income 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.)
2.96%
Sharpe
1.44
Sortino
3.03
Max drawdown
-9.67%
Best month
2.02%
Worst month
-2.53%
Beta vs VTSAX
0.11
Correlation
0.46

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

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