Emerging Markets Targeted Value 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.)
11.42%
Sharpe
1.35
Sortino
2.78
Max drawdown
-33.64%
Best month
13.83%
Worst month
-23.42%
Beta vs VTIAX
0.85
Correlation
0.85

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

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