U.S. High Relative Profitability 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.)
11.80%
Sharpe
1.46
Sortino
2.71
Max drawdown
-21.50%
Best month
11.87%
Worst month
-9.83%
Beta vs VTSAX
0.94
Correlation
0.97

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

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