U.S. Sustainability Targeted Value Portfolio
DFA INVESTMENT DIMENSIONS GROUP INC

Average annual returns

No trailing-return data available for this share class.

Risk statistics

67 months through Jan. 31, 2026
Volatility (ann.)
19.81%
Sharpe
0.56
Sortino
1.03
Max drawdown
-18.67%
Best month
18.17%
Worst month
-9.25%
Beta vs VTSAX
1.25
Correlation
0.77

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

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