Emerging Markets Sustainability Core 1 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.)
12.16%
Sharpe
1.26
Sortino
2.41
Max drawdown
-33.10%
Best month
14.93%
Worst month
-18.72%
Beta vs VTIAX
0.93
Correlation
0.88

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

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.