Index Descriptions

IFA U.S. Large Company Index

Time-Series Construction
Jan 1928 - Present¹: Dimensional US Large Cap Index Minus 0.09%/yr (net expense ratio of DFUS)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA US Equity ETF (DFUS):   Factsheet | Prospectus to provide such data.

IFA U.S. Large Value Index

Time-Series Construction
Jan 1928 - Present¹: Dimensional US Large Cap Value Index Minus 0.21%/yr (net expense ratio of DFLV)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA US Large Cap Value ETF (DFLV):   Factsheet | Prospectus to provide such data.

IFA U.S. Mid Cap Index

Time-Series Construction
Jan 1928 - Present¹: 51.7%Dimensional US Small Cap Index Minus 0.18%/yr (net expense ratio of AVMC) , 26.6%Dimensional US Large Cap Value Index Minus 0.18%/yr (net expense ratio of AVMC) , 12%Dimensional US Large Cap Index Minus 0.18%/yr (net expense ratio of AVMC) , 9.7%IFA U.S. Large Company High Profitability Index (Jan 1928 - Dec 1974), Dimensional US Large Cap High Profitability Index (Jan 1975 - Present) Minus 0.18%/yr (net expense ratio of AVMC)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Avantis U.S. Mid Cap Equity ETF (AVMC):   Factsheet | Prospectus to provide such data.

IFA U.S. Small Company Index

Time-Series Construction
Jan 1928 - Present¹: Dimensional US Small Cap Index Minus 0.26%/yr (net expense ratio of DFAS)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA US Small Cap ETF (DFAS):   Factsheet | Prospectus to provide such data.

IFA U.S. Small Cap Value Index

Time-Series Construction
Jan 1928 - Present¹: Dimensional US Small Cap Value Index Minus 0.30%/yr (net expense ratio of DFSV)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional US Small Cap Value ETF (DFSV):   Factsheet | Prospectus to provide such data.

IFA U.S. Micro Cap Index

Time-Series Construction
Jan 1928 - Present¹: Dimensional US Micro Cap Index Minus 0.41%/yr (net expense ratio of DFSCX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA US Micro Cap Portfolio (DFSCX):   Factsheet | Prospectus to provide such data.

IFA Global REIT Index

Time-Series Construction
Jan 1928 - Dec 1977: 50%IFA U.S. Small Company Index , 50%IFA U.S. Small Cap Value Index
Jan 1978 - Present¹: Dow Jones US Select REIT Index Minus 0.22%/yr (net expense ratio of DFGR)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA Global Real Estate ETF (DFGR):   Factsheet | Prospectus to provide such data.

Dow Jones US Select REIT Index:   Total Returns in USD. January 1987 - Present: Dow Jones U.S. Select REIT Index. Source: Dow Jones Indexes. January 1978 - January 1987: Dow Jones Wilshire REIT Index. Source: Dow Jones Wilshire. Composition: U.S. publicly traded Real Estate Investment Trusts weighted by float-adjusted market capitalization. © 2026 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved.

IFA International Value Index

Time-Series Construction
Jan 1928 - Jun 1955: IFA U.S. Large Value Index
Jul 1955 - Dec 1974: Dimensional UK Large Value Index Minus 0.27%/yr (net expense ratio of DFIV)
Jan 1975 - Dec 1989: Fama-French International Value Index Minus 0.27%/yr (net expense ratio of DFIV)
Jan 1990 - Present¹: Dimensional International Large Value Index Minus 0.27%/yr (net expense ratio of DFIV)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional International Value ETF (DFIV):   Factsheet | Prospectus to provide such data.

IFA International Small Company Index

Time-Series Construction
Jan 1928 - Dec 1969: IFA U.S. Small Company Index
Jan 1970 - Present¹: Dimensional International Small Cap Index Minus 0.39%/yr (net expense ratio of DFIS)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA International Small Cap ETF (DFIS):   Factsheet | Prospectus to provide such data.

IFA International Small Cap Value Index

Time-Series Construction
Jan 1928 - Dec 1969: IFA U.S. Small Cap Value Index
Jan 1970 - Jun 1981: IFA International Small Company Index
Jul 1981 - Present¹: Dimensional International Small Cap Value Index Minus 0.42%/yr (net expense ratio of DISV)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA International Small Cap Value ETF (DISV):   Factsheet | Prospectus to provide such data.

IFA Emerging Markets Index

Time-Series Construction
Jan 1928 - Dec 1969: 50%IFA U.S. Large Value Index , 50%IFA U.S. Small Company Index
Jan 1970 - Jun 1989: 50%IFA International Value Index , 50%IFA International Small Company Index
Jul 1989 - Dec 2013: Fama-French Emerging Markets Index Minus 0.29%/yr (net expense ratio of DFAE)
Jan 2014 - Present¹: Dimensional Emerging Markets Index Minus 0.29%/yr (net expense ratio of DFAE)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA Emerging Core Equity Market ETF (DFAE):   Factsheet | Prospectus to provide such data.

IFA Emerging Markets Value Index

Time-Series Construction
Jan 1928 - Dec 1969: IFA U.S. Small Cap Value Index
Jan 1970 - Dec 1989: IFA Emerging Markets Index
Jan 1990 - Present¹: Dimensional Emerging Value Index Minus 0.43%/yr (net expense ratio of DFEV)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA Emerging Markets Value ETF (DFEV):   Factsheet | Prospectus to provide such data.

IFA Emerging Markets Small Cap Index

Time-Series Construction
Jan 1928 - Dec 1969: IFA U.S. Small Company Index
Jan 1970 - Dec 1988: IFA Emerging Markets Index
Jan 1989 - Dec 2013: Fama-French Emerging Markets Small Index Minus 0.42%/yr (net expense ratio of AVEE)
Jan 2014 - Present¹: Dimensional Emerging Markets Small Index Minus 0.42%/yr (net expense ratio of AVEE)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Avantis Emerging Markets Small Cap Equity ETF (AVEE):   Factsheet | Prospectus to provide such data.

IFA One-Year Fixed Income Index

Time-Series Construction
Jan 1928 - Jun 1963: One Month U.S. Treasury Bills Minus 0.12%/yr (net expense ratio of DFIHX)
Jul 1963 - Present¹: ICE BofA 1-Year US Treasury Note Index Minus 0.12%/yr (net expense ratio of DFIHX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA One-Year Fixed Income (DFIHX):   Factsheet | Prospectus to provide such data.

ICE BofA 1-Year US Treasury Note Index:   July 2000 - Present: ICE BofA 1-Year US Treasury Note Index. July 2000 - October 2017: BofA Merrill Lynch 1-Year US Treasury Note Index. June 1991 - June 2000: ML One Year Treasury Bill Index. July 1963 - May 1991: CRSP/DFA. Total Returns in USD. Source: ICE Data Indices, LLC GC03 Index. ICE BofA index data copyright 2026 ICE Data Indices, LLC.

IFA Two-Year Global Fixed Income Index

Time-Series Construction
Jan 1928 - Jun 1977: Five-Year T-Notes Minus 0.17%/yr (net expense ratio of DFGFX)
Jul 1977 - Dec 1989: ICE BofAML 1-3 Year US Treasury Index Minus 0.61%/yr (net expense ratio of DFGFX)
Jan 1990 - Present¹: FTSE World Government Bond Index 1-3 Years (hedged to USD) Minus 0.61%/yr (net expense ratio of DFGFX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA Two-Year Global Fixed Income (DFGFX):   Factsheet | Prospectus to provide such data.

ICE BofAML 1-3 Year US Treasury Index:   July 1977 - Present: ICE BofA 1-3 Year US Treasury Index. July 1977 - October 2017: BofA Merrill Lynch US Treasury Index 1-3 Years. Total Returns in USD. Source: ICE Data Indices, LLC G1O2 Index. ICE BofA index data copyright 2026 ICE Data Indices, LLC.

FTSE World Government Bond Index 1-3 Years (hedged to USD):   January 1985 - Present: FTSE World Government Bond Index 1-3 Years (hedged to USD). Total Returns Hedged to USD. Source: FTSE. FTSE fixed income indices © 2026 FTSE Fixed Income LLC. All rights reserved.

IFA Short Term Government Index

Time-Series Construction
Jan 1928 - Dec 1972: Five-Year T-Notes Minus 0.17%/yr (net expense ratio of DFFGX)
Jan 1973 - Present¹: Bloomberg U.S. Government Bond Index Intermediate Minus 0.17%/yr (net expense ratio of DFFGX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA Short Term Government (DFFGX):   Factsheet | Prospectus to provide such data.

Bloomberg U.S. Government Bond Index Intermediate:   January 1973 - Present: Bloomberg Barclays U.S. Government Bond Index Intermediate. November 2008 - August 2016: Barclays U.S. Government Bond Index Intermediate. January 1973 - October 2008: Lehman Intermediate Government Bond Index Intermediate. Total Returns in USD. Maturity: 1-10 Years. Source: Bloomberg. Bloomberg data provided by Bloomberg Finance L.P.

IFA Five-Year Global Fixed Income Index

Time-Series Construction
Jan 1928 - Dec 1984: IFA Short Term Government Index
Jan 1985 - Present¹: Dimensional Global Short-Term Government Variable Maturity Index (hedged to USD) Minus 0.21%/yr (net expense ratio of DFGBX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA Five-Year Global Fixed Income (DFGBX):   Factsheet | Prospectus to provide such data.

IFA SP 500 Index

Time-Series Construction
Jan 1928 - Present¹: Dimensional US Large Cap Index Minus 0.09%/yr (net expense ratio of DFUS)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA US Equity ETF (DFUS):   Factsheet | Prospectus to provide such data.

IFA World Index TR

Time-Series Construction
Jan 1928 - Present: IFA Full Equity TR (100/0) Index Portfolio minus 0.075%/mo (advisor exp ratio)

Definitions and other important information:

IFA World Index: A globally diversified IFA proprietary all equity mutual fund portfolio seeking to achieve long-term capital appreciation. Includes IFA Large Company TR, IFA Large Value TR, IFA Small US Small Cap TR, IFA Small Cap Value TR, IFA Global REIT TR, IFA International Value TR, IFA International Small TR, IFA International Small Value TR, IFA Emerging Markets TR, IFA Emerging Markets Value TR, and IFA Emerging Market Small Index TR. Actual and back-tested performance results assume the reinvestment of dividends and capital gains.

IFA NSDQ Index

Time-Series Construction
Jan 1928 - Jan 1973: Fama-French US Small Growth Research Index
Feb 1973 - Sep 2003: NASDAQ Composite Index
Oct 2003 - Present: Nasdaq Composite Total Return

Definitions and other important information:

NASDAQ Composite Index:   March 1971 - Present: NASDAQ Composite Price Return. Source: NASDAQ.

Nasdaq Composite Total Return:   Dec 2003 - Present: NASDAQ Composite Total Return. Source: NASDAQ.

IFA U.S. Total Market Index

Time-Series Construction
Jan 1928 - Present¹: Dimensional US Market Index Minus 0.03%/yr (net expense ratio of VITSX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Vanguard Total Stock Market Index Fund Institutional Shares:   Factsheet | Prospectus to provide such data.

IFA U.S. Large Growth Index

Time-Series Construction
Jan 1928 - Dec 2013: Fama-French US Large Growth Research Index Minus 0.03%/yr (net expense ratio of VIGIX)
Jan 2014 - Present¹: Dimensional US Large Cap Growth Index Minus 0.03%/yr (net expense ratio of VIGIX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Vanguard Growth Index Institutional:   Factsheet | Prospectus to provide such data.

IFA U.S. Small Growth Index

Time-Series Construction
Jan 1928 - Dec 2013: Fama-French US Small Growth Research Index Minus 0.05%/yr (net expense ratio of VSGIX)
Jan 2014 - Present¹: Dimensional US Small Cap Growth Index Minus 0.05%/yr (net expense ratio of VSGIX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Vanguard Small-Cap Growth Index Fund Institutional Shares:   Factsheet | Prospectus to provide such data.

IFA U.S. Large Company High Profitability Index

Time-Series Construction
Jan 1928 - Jul 1963: Dimensional US Large Cap Index Minus 0.20%/yr (net expense ratio of DUHP)
Aug 1963 - Dec 1974: Fama/French US High Profitability Index Minus 0.20%/yr (net expense ratio of DUHP)
Jan 1975 - Present¹: Dimensional US Large Cap High Profitability Index Minus 0.20%/yr (net expense ratio of DUHP)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA US High Profitability ETF (DUHP):   Factsheet | Prospectus to provide such data.

IFA US Core Equity 2 Index

Time-Series Construction
Jan 1928 - Present¹: Dimensional US Core Equity 2 Index Minus 0.17%/yr (net expense ratio of DFAC)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional US Core Equity 2 ETF (DFAC):   Factsheet | Prospectus to provide such data.

IFA International Large Company Index

Time-Series Construction
Jan 1928 - Dec 1969: IFA U.S. Large Company Index
Jan 1970 - Dec 1974: Dimensional UK Market Index Minus 0.17%/yr (net expense ratio of DFALX)
Jan 1975 - Present¹: Dimensional International Large Cap Core Equity Index Minus 0.17%/yr (net expense ratio of DFALX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA Large Cap International Portfolio:   Factsheet | Prospectus to provide such data.

IFA International Large Company High Profitability Index

Time-Series Construction
Jan 1928 - Dec 1974: IFA International Value Index
Jan 1975 - Present¹: Dimensional International Large Cap High Profitability Index Minus 0.27%/yr (net expense ratio of DIHP)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected DFA International High Profitability ETF (DIHP):   Factsheet | Prospectus to provide such data.

IFA International Core Equity Index

Time-Series Construction
Jan 1928 - Dec 1969: Dimensional US Core Equity 2 Index Minus 0.22%/yr (net expense ratio of DFIC)
Jan 1970 - Dec 1974: 60%IFA International Large Company Index , 20%IFA International Small Company Index , 20%IFA International Small Cap Value Index
Jan 1975 - Present¹: Dimensional International Core Equity 2 Index Minus 0.22%/yr (net expense ratio of DFIC)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional International Core Eq 2 ETF (DFIC):   Factsheet | Prospectus to provide such data.

IFA Emerging Market High Profitability Index

Time-Series Construction
Jan 1928 - Dec 1974: IFA Emerging Markets Index
Jan 1975 - Jun 1991: Dimensional International Large Cap High Profitability Index Minus 0.41%/yr (net expense ratio of DEHP)
Jul 1991 - Dec 1993: Fama/French Emerging Markets High Profitability Index Minus 0.41%/yr (net expense ratio of DEHP)
Jan 1994 - Present¹: Dimensional Emerging Markets Large Cap High Profitability Index Minus 0.41%/yr (net expense ratio of DEHP)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional Em Mkts High Prof ETF (DEHP):   Factsheet | Prospectus to provide such data.

IFA Emerging Markets Core 2 Index

Time-Series Construction
Jan 1928 - Dec 1989: 40%IFA Emerging Markets Small Cap Index , 30%IFA Emerging Markets Index , 30%IFA Emerging Markets Value Index
Jan 1990 - Present¹: Dimensional Emerging Markets Core Equity 2 Index Minus 0.39%/yr (net expense ratio of DFEM)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional Emerging Markets Cr Eq 2 ETF (DFEM):   Factsheet | Prospectus to provide such data.

IFA Short Duration Fixed Income Index

Time-Series Construction
Jan 1928 - Dec 1977: IFA Short Term Government Index
Jan 1978 - Apr 1986: 50%ICE BofA 1-5 Year US Corporate Index Minus 0.16%/yr (net expense ratio of DFSD) , 50%Bloomberg U.S. Government Bond Index Minus 0.16%/yr (net expense ratio of DFSD)
May 1986 - Present¹: ICE BofA 1-5 Year US Corporate & Government Index Minus 0.16%/yr (net expense ratio of DFSD)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional Short-Duration Fixed Inc ETF (DFSD):   Factsheet | Prospectus to provide such data.

ICE BofA 1-5 Year US Corporate Index:   January 1978 - Present: ICE BofA 1-5 Year US Corporate Index. Total Returns in USD. Source: ICE Data Indices, LLC. ICE BofA index data copyright 2026 ICE Data Indices, LLC.

Bloomberg U.S. Government Bond Index:   January 1973 - Present: Bloomberg Barclays U.S. Government Bond Index. November 2008 - August 2016: Barclays U.S. Government Bond Index. January 1973 - October 2008: Lehman Brothers Government Bond Index. Total Returns in USD. Maturity: 1-30+ Years. Source: Bloomberg. Bloomberg data provided by Bloomberg Finance L.P.

ICE BofA 1-5 Year US Corporate & Government Index:   May 1986 - Present: ICE BofA 1-5 Year US Corporate & Government Index. May 1986 - October 2017: BofA Merrill Lynch 1-5 Year US Corporate and Government Index. Total Returns in USD. Source: ICE Data Indices, LLC BVA0 Index. ICE BofA index data copyright 2026 ICE Data Indices, LLC.

IFA Global Credit Index

Time-Series Construction
Jan 1928 - Dec 1984: Long-Term Corporate Bonds Minus 0.20%/yr (net expense ratio of DGCB)
Jan 1985 - Present¹: Dimensional Global Credit Bond Index Minus 0.20%/yr (net expense ratio of DGCB)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional Global Credit ETF (DGCB):   Factsheet | Prospectus to provide such data.

IFA Global Core Ex-US Fixed Income Index

Time-Series Construction
Jan 1928 - Dec 1989: IFA Global Core Plus Fixed Income Index
Jan 1990 - Present¹: Bloomberg Global Aggregate ex-USD Bond Index (hedged to USD) Minus 0.20%/yr (net expense ratio of DFGX)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional Global ex US Cor Fxd Inc ETF (DFGX):   Factsheet | Prospectus to provide such data.

Bloomberg Global Aggregate ex-USD Bond Index (hedged to USD):   January 1990 - Present: Bloomberg Barclays Global Aggregate ex-USD Bond Index (hedged to USD). January 1990 - August 2016: Barclays Global Aggregate Bond Index ex-USD (hedged to USD). Total Returns Hedged to USD. Source: Bloomberg. Bloomberg data provided by Bloomberg Finance L.P.

IFA Core Fixed Income Index

Time-Series Construction
Jan 1928 - Dec 1975: Long-Term Corporate Bonds Minus 0.17%/yr (net expense ratio of DFCF)
Jan 1976 - Present¹: Bloomberg U.S. Aggregate Bond Index Minus 0.17%/yr (net expense ratio of DFCF)

Definitions and other important information:

¹Dimensional Index data is only updated monthly. In order to provide intra-month data, Index Fund Advisors has selected Dimensional Core Fixed Income ETF (DFCF):   Factsheet | Prospectus to provide such data.

Bloomberg U.S. Aggregate Bond Index:   September 2016 - Present: Bloomberg Barclays U.S. Aggregate Bond Index. November 2008 - August 2016: Barclays U.S. Aggregate Bond Index. January 1976 - October 2008: Lehman Brothers U.S. Aggregate Bond Index. Total Returns in USD. Maturity: 1-30+ Years. Source: Bloomberg. Bloomberg data provided by Bloomberg Finance L.P.

Dimensional US Large Cap Index TR

Definitions and other important information:

Dimensional US Large Cap Index TR:June 1927 - Present: Dimensional US Large Cap Index Composition: Market-capitalization-weighted index of securities of the largest US companies whose market capitalization falls in the highest 90% of the total market capitalization of the Eligible Market. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat The Dimensional US Large Cap Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to March 1st, 2007. Accordingly, the results shown during the periods prior to March 1st, 2007 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional US Large Cap Index was amended in November 2025 to limit single-security concentration. Dimensional Index data compiled by Dimensional.

Dimensional US Small Cap Index TR

Definitions and other important information:

Dimensional US Small Cap Index TR:June 1927 - December 1974: Dimensional US Small Cap Index Composition: Market-capitalization-weighted index of securities of the smallest US companies whose market capitalization falls in the lowest 8% of the total market capitalization of the Eligible Market. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat. January 1975 - Present: Dimensional US Small Cap Index Composition: Market-capitalization-weighted index of securities of the smallest US companies whose market capitalization falls in the lowest 8% of the total market capitalization of the Eligible Market. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies and companies with the lowest profitability and highest relative price within the small cap universe. The index also excludes those companies with the highest asset growth within the small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. Source: CRSP and Compustat. The Dimensional US Small Cap Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to March 1st, 2007. Accordingly, the results shown during the periods prior to March 1st, 2007 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional US Small Cap Index was amended on January 1st, 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional US Small Cap Index was amended in December 2019 to include asset growth as a factor in selecting securities for inclusion in the index. Dimensional Index data compiled by Dimensional.

Dimensional US Small Value Index TR

Definitions and other important information:

Dimensional US Small Value Index TR:June 1927 - December 1974: Dimensional US Small Cap Value Index Composition: A subset of the US Small Cap Index. The subset is defined as companies whose relative price is in the bottom 25% of the US Small Cap Index after the exclusion of utilities, companies lacking financial data, and companies with negative relative price. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat January 1975 - Present: Dimensional US Small Cap Value Index Composition: A subset of the US Small Cap Index. The subset is defined as companies whose relative price is in the bottom 35% of the US Small Cap Index after the exclusion of utilities, companies lacking financial data, and companies with negative relative price. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies and companies with the lowest profitability within the small cap value universe. The index also excludes those companies with the highest asset growth within the small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. Source: CRSP and Compustat The Dimensional US Small Cap Value Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to March 1st, 2007. Accordingly, the results shown during the periods prior to March 1st, 2007 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional US Small Cap Value Index was amended on January 1st, 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional US Small Cap Value Index was amended in December 2019 to include asset growth as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional US Small Cap Value Index was amended in November 2025 to limit single-security and sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional US Micro Cap Index TR

Definitions and other important information:

Dimensional US Micro Cap Index TR:June 1927 - December 1974: Dimensional US Micro Cap Index Composition: Market-capitalization-weighted index of securities of the smallest US companies whose market capitalization falls in the lowest 4% of the total market capitalization of the Eligible Market. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat. January 1975 - Present: Dimensional US Micro Cap Index Composition: Market-capitalization-weighted index of securities of the smallest US companies whose market capitalization falls in the lowest 4% of the total market capitalization of the Eligible Market. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies and companies with the lowest profitability and highest relative price within the small cap universe. The index also excludes those companies with the highest asset growth within the small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. Source: CRSP and Compustat. The Dimensional US Micro Cap Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to March 1st, 2007. Accordingly, the results shown during the periods prior to March 1st, 2007 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional US Micro Cap Index was amended on January 1st, 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional US Micro Cap Index was amended in December 2019 to include asset growth as a factor in selecting securities for inclusion in the index. Dimensional Index data compiled by Dimensional.

Dimensional US High Profitability Index TR

Definitions and other important information:

Dimensional US High Profitability Index TR:January 1975 - Present: Dimensional US Large Cap High Profitability Index Composition: Consists of large cap companies in the eligible market whose profitability is in the top 35% of the all large cap companies after the exclusion of utilities, companies lacking financial data, and companies with negative relative price. The Index emphasizes companies with lower relative price, higher profitability, and lower market capitalization. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. The eligible market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat The Dimensional US Large Cap High Profitability Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to December, 2016. Accordingly, the results shown during the periods prior to December, 2016 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional US Large Cap High Profitability Index was amended in November 2025 to limit single-security and sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional UK Market Index TR

Definitions and other important information:

Dimensional UK Market Index TR:February 1955 - Present: Dimensional UK Market Index : Market cap-weighted index of all securities in the eligible markets. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 10%. The country currently included is United Kingdom. Exclusions: REITs and Investment Companies Source: Bloomberg, LSPD. The Dimensional UK Market Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. Dimensional Index data compiled by Dimensional.

Dimensional UK Large Value Index TR

Definitions and other important information:

Dimensional UK Large Value Index TR:July 1955 - December 1989: UK Large Value Index Source: Elroy Dimson, Stefan Nagel and Garrett Quigley “Capturing the value premium in the UK”, Financial Analysts Journal 2003, 59(6): 35-45. Created Returns, converted from GBP to USD using the WM/Reuters at 4 p.m. EST (closing spot), from PFPC exchange rate Country Code EX January 1990 - Present: Dimensional UK Large Value Index: Consists of large cap companies in eligible markets whose relative price is in the bottom 30% of their country’s large companies, after the exclusion of utilities and companies with either negative or missing relative price data. The index emphasizes companies with smaller capitalization, lower relative price, and higher profitability. The index also excludes those companies with the lowest profitability within their country’s large value universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 10%. The country currently included is United Kingdom. Exclusions: REITs and Investment Companies Source: Bloomberg, LSPD The Dimensional UK Large Value Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional UK Large Value Index was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional UK Large Value Index was amended in November 2025 to limit sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional International Small Cap Index TR

Definitions and other important information:

Dimensional International Small Cap Index TR:January 1970 - June 1981: 50% Hoare Govett Small Companies Index (hgsmall.ind), 50% Nomura Small Companies Index (nomura.ind). July 1981 - December 1989: Created by Dimensional. Includes securities of MSCI EAFE countries in the bottom 10% of market capitalization, excluding the bottom 1%. All securities are market capitalization weighted. Each country is capped at 50%. Rebalanced semiannually. January 1990 - Present: Dimensional International Small Cap Index: Market-capitalization-weighted index of small company securities in the eligible markets, excluding those with the lowest profitability and highest relative price within their country's small cap universe. The index also excludes those companies with the highest asset growth within their country’s small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and United Kingdom. Exclusions: REITs and Investment Companies Source: Bloomberg. The Dimensional International Small Cap Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional International Small Cap Index was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional International Small Cap Index was amended in November 2019 to include asset growth as a factor in selecting securities for inclusion in the index. Dimensional Index data compiled by Dimensional.

Dimensional International Small Cap Value Index TR

Definitions and other important information:

Dimensional International Small Cap Value Index TR:July 1981 - December 1989: Created by Dimensional. Includes securities, of MSCI EAFE countries, in the top 30% of Book-to-Market by market capitalization conditional on the securities being in the bottom 10% of market capitalization, excluding the bottom 1%. All securities are market capitalization weighted. Each country is capped at 50%. Rebalanced semiannually. January 1990 - Present: Dimensional International Small Cap Value Index: Consists of small cap companies in eligible markets whose relative price is in the bottom 35% of their country’s respective constituents, after the exclusion of utilities and companies with either negative or missing relative price data. The index excludes securities with the lowest profitability within their country’s small cap universe. The index also excludes those companies with the highest asset growth within their country’s small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and United Kingdom. Exclusions: REITs and Investment Companies Source: Bloomberg The Dimensional International Small Cap Value Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional International Small Cap Value Index was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional International Small Cap Value Index was amended in November 2019 to include asset growth as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional International Small Cap Value Index was amended in November 2025 to limit sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional International Large Cap Core Equity Index TR

Definitions and other important information:

Dimensional International Large Cap Core Equity Index TR:January 1975 - Present: Dimensional International Large Cap Core Equity Index: Targets large cap securities in the eligible markets with an emphasis on companies with smaller capitalization, lower relative price, and higher profitability. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and United Kingdom. Exclusions: REITs and Investment Companies Source: Bloomberg. The Dimensional International Large Cap Core Equity Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional International Large Cap Core Equity Index was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. Dimensional Index data compiled by Dimensional.

Dimensional International Large Value Index TR

Definitions and other important information:

Dimensional International Large Value Index TR:January 1990 - Present: Dimensional International Large Value Index: Consists of large cap companies in eligible markets whose relative price is in the bottom 30% of their country’s large companies, after the exclusion of utilities and companies with either negative or missing relative price data. The index emphasizes companies with smaller capitalization, lower relative price, and higher profitability. The index also excludes those companies with the lowest profitability within their country’s large value universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and United Kingdom. Exclusions: REITs and Investment Companies Source: Bloomberg The Dimensional International Large Value Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional International Large Value Index was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional International Large Value Index was amended in November 2025 to limit sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional International High Profitability Index TR

Definitions and other important information:

Dimensional International High Profitability Index TR:January 1975 - Present: Dimensional International Large Cap High Profitability Index: Consists of large cap companies whose profitability is in the top 35% of their country’s large cap universe, after the exclusion of utilities and companies with either negative or missing relative price data. The index emphasizes companies with lower relative price, higher profitability, and lower market capitalization. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and United Kingdom. Exclusions: REITs and Investment Companies Source: Bloomberg The Dimensional International Large Cap High Profitability Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to December 2016. Accordingly, the results shown during the periods prior to December 2016 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional International Large Cap High Profitability Index was amended in November 2025 to limit sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional Emerging Markets Index TR

Definitions and other important information:

Dimensional Emerging Markets Index TR:January 1990 - Present: Dimensional Emerging Markets Index: Market cap-weighted index of all securities in the eligible markets. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Brazil, Chile, China, Colombia, the Czech Republic, Greece, Hungary, India, Indonesia, Kuwait, Malaysia, Mexico, Peru, the Philippines, Poland, Qatar, Saudi Arabia, South Africa, South Korea, Taiwan, Thailand, Turkey, and the UAE. Exclusions: REITs and Investment Companies Source: Bloomberg The Dimensional Emerging Markets Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. Dimensional Index data compiled by Dimensional.

Dimensional Emerging Value Index TR

Definitions and other important information:

Dimensional Emerging Value Index TR:January 1990 - Present: Dimensional Emerging Markets Value Index: Consists of companies whose relative price is in the bottom 33% of their country’s respective constituents, after the exclusion of utilities and companies with either negative or missing relative price data. The index emphasizes companies with smaller capitalization, lower relative price, and higher profitability, excluding those with the lowest profitability within their country's small cap universe. The index also excludes those companies with the highest asset growth within their country’s small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Brazil, Chile, China, Colombia, the Czech Republic, Greece, Hungary, India, Indonesia, Kuwait, Malaysia, Mexico, Peru, the Philippines, Poland, Qatar, Saudi Arabia, South Africa, South Korea, Taiwan, Thailand, Turkey, and the UAE. Exclusions: REITs and Investment Companies Source: Bloomberg The Dimensional Emerging Markets Value Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional Emerging Markets Value Index was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional Emerging Markets Value Index was amended in November 2019 to include asset growth as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional Emerging Markets Value Index was amended in November 2025 to limit sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional Emerging Markets Small Index TR

Definitions and other important information:

Dimensional Emerging Markets Small Index TR:January 1989 - December 1989: Fama/French Emerging Markets Small Cap Index January 1990 - Present: Dimensional Emerging Markets Small Index: Market-capitalization-weighted index of small company securities in the eligible markets, excluding those with the lowest profitability and highest relative price within their country's small cap universe. The index also excludes those companies with the highest asset growth within their country’s small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Brazil, Chile, China, Colombia, the Czech Republic, Greece, Hungary, India, Indonesia, Kuwait, Malaysia, Mexico, Peru, the Philippines, Poland, Qatar, Saudi Arabia, South Africa, South Korea, Taiwan, Thailand, Turkey, and the UAE. Exclusions: REITs and Investment Companies Source: Bloomberg The Dimensional Emerging Markets Small Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional Emerging Markets Small Index was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional Emerging Markets Small Index was amended in November 2019 to include asset growth as a factor in selecting securities for inclusion in the index. Dimensional Index data compiled by Dimensional.

Dimensional Emerging Markets Core Equity 2 Index TR

Definitions and other important information:

Dimensional Emerging Markets Core Equity 2 Index TR:January 1990 - Present: Dimensional Emerging Markets Core Equity 2 Index: Targets all the securities in the eligible markets with an emphasis on companies with smaller capitalization, lower relative price, and higher profitability, excluding those with the lowest profitability and highest relative price within their country's small cap universe. The index also excludes those companies with the highest asset growth within their country’s small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Brazil, Chile, China, Colombia, the Czech Republic, Greece, Hungary, India, Indonesia, Kuwait, Malaysia, Mexico, Peru, the Philippines, Poland, Qatar, Saudi Arabia, South Africa, South Korea, Taiwan, Thailand, Turkey, and the UAE. Exclusions: REITs and Investment Companies Source: Bloomberg The Dimensional Emerging Markets Core Equity 2 Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to April 2008. Accordingly, the results shown during the periods prior to April 2008 do not represent actual returns of the Index. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional Emerging Markets Core Equity 2 Index was amended in January 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional Emerging Markets Adjusted Market Index was amended in November 2019 to include asset growth as a factor in selecting securities for inclusion in the index. Dimensional Index data compiled by Dimensional.

Dimensional Emerging Markets High Profitability Index TR

Definitions and other important information:

Dimensional Emerging Markets High Profitability Index TR:January 1994 - Present: Dimensional Emerging Markets Large Cap High Profitability Index: Consists of large cap companies whose profitability is in the top 35% of their country’s large cap universe, after the exclusion of utilities and companies with either negative or missing relative price data. The index emphasizes companies with lower relative price, higher profitability, and lower market capitalization. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. The index monthly returns are computed as the simple average of the monthly returns of four sub-indices, each one reconstituted once a year at the end of each quarter of the year. Maximum index weight of any one company is capped at 5%. Countries currently included are Brazil, Chile, China, Columbia, the Czech Republic, Greece, Hungary, India, Indonesia, Kuwait, Malaysia, Mexico, Peru, the Philippines, Poland, Qatar, Saudi Arabia, South Africa, South Korea, Taiwan, Thailand, Turkey, and the UAE. Exclusions: REITs and Investment Companies. Index returns are gross of withholding taxes Source: Bloomberg The calculation methodology for the Dimensional Emerging Markets Large Cap High Profitability Index was amended in November 2025 to limit sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional US Core Equity 2 Index TR

Definitions and other important information:

Dimensional US Core Equity 2 Index TR:June 1927 - December 1974: Dimensional US Core Equity 2 Index Composition: Targets all the securities in the Eligible Market with an emphasis on companies with smaller capitalization and lower relative price. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat January 1975 - Present: Dimensional US Core Equity 2 Index Composition: Targets all the securities in the Eligible Market with an emphasis on companies with smaller capitalization, lower relative price, and higher profitability, excluding those with the lowest profitability and highest relative price within the small cap universe. The index also excludes those companies with the highest asset growth within the small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat Dimensional US Core Equity 2 Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to March 1st, 2007. Accordingly, the results shown during the periods prior to March 1st, 2007 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional US Core Equity 2 Index was amended on January 1st, 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional US Core Equity 2 Index was amended in December 2019 to include asset growth as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional US Core Equity 2 Index was amended in November 2025 to limit single-security concentration. Dimensional Index data compiled by Dimensional.

Dimensional US Large Cap Value Index TR

Definitions and other important information:

Dimensional US Large Cap Value Index TR:June 1927 - December 1974: Dimensional US Large Cap Value Index Composition: Consists of large cap companies in the eligible market whose relative price is in the bottom 25% of the US Large Cap Index after the exclusion of utilities, companies lacking financial data, and companies with negative relative price. The eligible market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat January 1975 - Present: Dimensional US Large Cap Value Index Composition: Consists of large cap companies in the eligible market whose relative price is in the bottom 30% of large cap market after the exclusion of utilities, companies lacking financial data, and companies with negative relative price. The Index emphasizes securities with higher profitability, lower relative price, and lower market capitalization. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. The eligible market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat The Dimensional US Large Cap Value Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to March 1st, 2007. Accordingly, the results shown during the periods prior to March 1st, 2007 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional US Large Cap Value Index was amended on January 1st, 2014 to include profitability as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional US Large Cap Value Index was amended in November 2025 to limit single-security and sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional US Large Cap Growth Index TR

Definitions and other important information:

Dimensional US Large Cap Growth Index TR:January 1975 - Present: Dimensional US Large Cap Growth Index Composition: Consists of large cap companies whose relative price is in the top 50% of the all large cap companies after the exclusion of utilities, companies lacking financial data, and companies with negative relative price. The Index emphasizes companies with higher profitability, lower relative price, and lower market capitalization. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. The eligible market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat The Dimensional US Large Cap Growth Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to December 31st, 2012. Accordingly, the results shown during the periods prior to December 31st, 2012 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional US Large Cap Growth Index was amended in November 2025 to limit single-security and sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional US Small Cap Growth Index TR

Definitions and other important information:

Dimensional US Small Cap Growth Index TR:January 1975 - Present: Dimensional US Small Cap Growth Index Composition: Consists of companies with market capitalizations in the lowest 8% of the total market capitalization of the Eligible Market whose relative price is in the top 50% of all small cap companies after the exclusion of utilities, companies lacking financial data, and companies with negative relative price. The Index excludes companies with the lowest profitability within the small cap growth universe. The index also excludes those companies with the highest asset growth within the small cap universe. Profitability is defined as operating income before depreciation and amortization minus interest expense divided by book equity. Asset growth is defined as change in total assets from the prior fiscal year to current fiscal year. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat The Dimensional US Small Cap Growth Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to December 31st, 2012. Accordingly, the results shown during the periods prior to December 31st, 2012 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. The calculation methodology for the Dimensional US Small Cap Growth Index was amended in December 2019 to include asset growth as a factor in selecting securities for inclusion in the index. The calculation methodology for the Dimensional US Small Cap Growth Index was amended in November 2025 to limit single-security and sector concentration. Dimensional Index data compiled by Dimensional.

Dimensional US Market Index TR

Definitions and other important information:

Dimensional US Market Index TR:June 1927 - Present: Dimensional US Market Index Composition: Market-capitalization-weighted index of securities of all US companies. The Eligible Market is composed of securities of US companies traded on the NYSE, NYSE MKT (formerly AMEX), and Nasdaq Global Market. Exclusions: Non-US companies, REITs, UITs, and Investment Companies Source: CRSP and Compustat. The Dimensional US Market Index has been retrospectively calculated by Dimensional Fund Advisors and did not exist prior to March 1st, 2007. Accordingly, the results shown during the periods prior to March 1st, 2007 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. The index monthly returns are computed as the simple average of the monthly returns of 12 sub-indices, each one reconstituted once a year at the end of each month of the year. The Index is unmanaged and is not subject to fees and expenses typically associated with managed accounts or investment funds. Investments cannot be made directly in an index. Past performance is no guarantee of future results. Dimensional Index data compiled by Dimensional.

Dimensional Global Short-Term Government Variable Maturity Index TR

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Dimensional Global Short-Term Government Variable Maturity Index TR:January 1985 - Present: Dimensional Global Short Term Government Variable Maturity Index. Compiled by Dimensional using FTSE data. Includes securities in the FTSE World Government Bond 1-3 Years and 3-5 Years indices. Countries: Austria, Australia, Belgium, Canada, France, Germany, Japan, the Netherlands, New Zealand, Norway, Spain, Sweden, Switzerland, United Kingdom, and the US as data becomes available. Countries with the steepest yield curves are overweight with respect to their market cap weight. For countries included, duration corresponds to the steepest segment of that country’s yield curve. Currency exposure is hedged to US dollars. Rebalanced monthly. Dimensional Global Short-Term Government Variable Maturity Index (hedged to USD) has been retrospectively calculated by Dimensional Fund Advisors LP and did not exist prior to January 2019. Accordingly, results shown during the periods prior to January 2019 do not represent actual returns of the index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to include historical performance had the index been calculated over the relevant time periods. Dimensional Index data compiled by Dimensional.

Dimensional Global Credit Bond Index TR

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Dimensional Global Credit Bond Index TR:Janurary 1985 - Sep 2000: Bloomberg U.S. Credit Bond Index. October 2000 - Present: Dimensional Global Credit Bond Index (hedged to USD). Compiled by Dimensional using data provided by Bloomberg. Based on securities in the universe of Bloomberg Global Aggregate Bond Index, includes global investment grade corporate bonds, global supranationals bonds, global sovereigns bonds, global foreign agency bonds, global foreign local authorities bonds, and US local authorities bonds. Eligible Currencies: AUD, CAD, CHF, EUR, GBP, JPY, USD. Within the universe, the index identifies the yield curves that offer higher expected returns, the duration ranges on those yield curves offering higher expected returns, and assesses the increased expected returns associated with allocation to bonds with different credit qualities. It then over-weights (with respect to their market cap weight) bonds of yield curves, duration ranges and credit qualities that offer higher expected returns. It also employs credit quality, currency, and duration requirements relative to the eligible market. Currency exposure is hedged to US dollars. Rebalanced monthly. Dimensional Global Credit Bond Index (hedged to USD) has been retrospectively calculated by Dimensional Fund Advisors LP and did not exist prior to October 2023. Accordingly, results shown during the periods prior to October 2023 do not represent actual returns of the Index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains. Dimensional Index data compiled by Dimensional.

Fama/French Total US Market Research Index TR

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Fama/French Total US Market Research Index TR:July 1927 - Present: Fama/French Total US Market Research Factor + One-Month US Treasury Bills. Source: Ken French Website. Fama/French and multifactor data provided by Fama/French.

Fama/French US Value Research Index TR

Definitions and other important information:

Fama/French US Value Research Index TR:Composition: The index portfolios for July of year t to June t+1 include all NYSE, AMEX, and NASDAQ stocks for which we have market equity for December t-1 and June of t, and (positive) book-to-market equity data for fiscal year ending in t-1. Exclusions: ADRs, Investment Companies, Tracking Stocks, non-US incorporated companies, Closed-end funds, Certificates, Shares of Beneficial Interests, and negative book values. Sources: CRSP databases for returns and market capitalization: 1926 - present. Compustat and hand-collected book values: 1926 - present. CRSP links to Compustat and hand-collected links: 1926 - present. Breakpoints: "The BtM breakpoints split the eligible NYSE firms with positive book equity into three categories: 30% of the eligible NYSE firms with positive BE are in Low (Growth), 40% are in Medium (Neutral), and 30% are in High (Value)." Rebalancing: Annual (at the end of June) 1926 – present. Fama/French and multifactor data provided by Fama/French.

Fama/French US Growth Research Index TR

Definitions and other important information:

Fama/French US Growth Research Index TR:Composition: The index portfolios for July of year t to June t+1 include all NYSE, AMEX, and NASDAQ stocks for which we have market equity for December t-1 and June of t, and (positive) book-to-market equity data for fiscal year ending in t-1. Exclusions: ADRs, Investment Companies, Tracking Stocks, non-US incorporated companies, Closed-end funds, Certificates, Shares of Beneficial Interests, and negative book values. Sources: CRSP databases for returns and market capitalization: 1926 - present. Compustat and hand-collected book values: 1926 - present. CRSP links to Compustat and hand-collected links: 1926 - present. Breakpoints: "The BtM breakpoints split the eligible NYSE firms with positive book equity into three categories: 30% of the eligible NYSE firms with positive BE are in Low (Growth), 40% are in Medium (Neutral), and 30% are in High (Value)." Rebalancing: Annual (at the end of June) 1926 – present. Fama/French and multifactor data provided by Fama/French.

Fama-French US Large Growth Research Index TR

Definitions and other important information:

Fama-French US Large Growth Research Index TR:Composition: The index portfolios for July of year t to June t+1 include all. NYSE, AMEX, and NASDAQ stocks for which we have market equity for. December t-1 and June of t, and (positive) book-to-market equity data for. fiscal year ending in t-1. Exclusions: ADRs, Investment Companies, Tracking Stocks, non-US. incorporated companies, Closed-end funds, Certificates, Shares of Beneficial. Interests, and negative book values. Sources: CRSP databases for returns and market capitalization: 1926 -. present. Compustat and hand-collected book values: 1926 - present. CRSP. links to Compustat and hand-collected links: 1926 - present. Breakpoints:"The size breakpoint is the market capitalization of the median. NYSE firm, so the big and small categories contain the same number of. eligible NYSE firms.The BtM breakpoints split the eligible NYSE firms with. positive book equity into three categories: 30% of the eligible NYSE firms. with positive BE are in Low (Growth), 40% are in Medium (Neutral), and. 30% are in High (Value)." Rebalancing: Annual (at the end of June) 1926-Present. Fama/French and multifactor data provided by Fama/French.

Fama/French US Low Profitability Index TR

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Fama/French US Low Profitability Index TR:Total Returns in USD. July 1963 - Present: Fama/French US Low Profitability Index. Courtesy of Fama/French from CRSP and Compustat securities data. Includes all stocks in the lower 30% operating profitability range of NYSE eligible firms; rebalanced annually in June. OP for June of year t is annual revenues minus cost of goods sold, interest expense, and selling, general, and administrative expenses divided by book equity for the last fiscal year end in t-1. Fama/French and multifactor data provided by Fama/French.

Fama/French US High Profitability Index TR

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Fama/French US High Profitability Index TR:Total Returns in USD. July 1963 - Present: Fama/French US High Profitability Index. Courtesy of Fama/French from CRSP and Compustat securities data. Includes all stocks in the upper 30% operating profitability range of NYSE eligible firms; rebalanced annually in June. OP for June of year t is annual revenues minus cost of goods sold, interest expense, and selling, general, and administrative expenses divided by book equity for the last fiscal year end in t-1. Fama/French and multifactor data provided by Fama/French.

Fama/French International Value Index TR

Definitions and other important information:

Fama/French International Value Index TR:January 1975 - Present: Fama/French International Value Index Consists of companies whose relative price is in the bottom 30% for the region. The index is reconstituted once a year at the end of December. Source: Ken French website. Simulated from MSCI and Bloomberg data. Fama/French and multifactor data provided by Fama/French.

Fama/French International Growth Index TR

Definitions and other important information:

Fama/French International Growth Index TR:January 1975 - Present: Fama/French International Growth Index Consists of companies whose relative price is in the top 30% for the region. The index is reconstituted once a year at the end of December. Source: Ken French website. Simulated from MSCI and Bloomberg data. Fama/French and multifactor data provided by Fama/French.

Fama/French International Low Profitability Index TR

Definitions and other important information:

Fama/French International Low Profitability Index TR:Total Returns in USD. July 1990 - Present: Fama/French International Low Profitability Index. Courtesy of Fama/French from Bloomberg securities data. Includes stocks in the lower 30% operating profitability range in each region; companies weighted by float-adjusted market cap; rebalanced annually in June. OP for June of year t is annual revenues minus cost of goods sold, interest expense, and selling, general, and administrative expenses divided by book equity for the last fiscal year end in t-1. Fama/French and multifactor data provided by Fama/French.

Fama/French Emerging Markets Index TR

Definitions and other important information:

Fama/French Emerging Markets Index TR:Total Returns in USD. July 1989 - Present: Fama/French Emerging Markets Index. Courtesy of Fama/French from Bloomberg and IFC securities data. Companies weighted by float-adjusted market cap; rebalanced annually in June. Fama/French and multifactor data provided by Fama/French.

Fama/French Emerging Markets Small Cap Index TR

Definitions and other important information:

Fama/French Emerging Markets Small Cap Index TR:Total Returns in USD. July 1989 - Present: Fama/French Emerging Markets Small Cap Index. Courtesy of Fama/French from Bloomberg and IFC securities data. Includes stocks in the bottom 10% of aggregate marketcap in each country; companies weighted by float-adjusted market cap; rebalanced annually in June. Fama/French and multifactor data provided by Fama/French.

Fama/French Emerging Markets Value Index TR

Definitions and other important information:

Fama/French Emerging Markets Value Index TR:Total Returns in USD. July 1989 - Present: Fama/French Emerging Markets Value Index. Courtesy of Fama/French from Bloomberg and IFC securities data. Includes stocks in the upper 30% book-to-market range in each country; companies weighted by float-adjusted market cap; rebalanced annually in June. Fama/French and multifactor data provided by Fama/French.

Fama/French Emerging Markets High Profitability Index TR

Definitions and other important information:

Fama/French Emerging Markets High Profitability Index TR:Total Returns in USD. July 1991 - Present: Fama/French Emerging Markets High Profitability Index. Courtesy of Fama/French from Bloomberg and IFC securities data. Includes stocks in the upper 30% operating profitability range in each country; companies weighted by float-adjusted market cap; rebalanced annually in June. OP for June of year t is annual revenues minus cost of goods sold, interest expense, and selling, general, and administrative expenses divided by book equity for the last fiscal year end in t-1. Fama/French and multifactor data provided by Fama/French.

Fama/French Emerging Markets Growth Index TR

Definitions and other important information:

Fama/French Emerging Markets Growth Index TR:Total Returns in USD. July 1989 - Present: Fama/French Emerging Markets Growth Index. Courtesy of Fama/French from Bloomberg and IFC securities data. Includes stocks in the bottom 30% book-to-market range in each country; companies weighted by float-adjusted market cap; rebalanced annually in June. Fama/French and multifactor data provided by Fama/French.

Fama/French Emerging Markets Low Profitability Index TR

Definitions and other important information:

Fama/French Emerging Markets Low Profitability Index TR:Total Returns in USD. July 1991 - Present: Fama/French Emerging Markets Low Profitability Index. Courtesy of Fama/French from Bloomberg and IFC securities data. Includes stocks in the lower 30% operating profitability range in each country; companies weighted by float-adjusted market cap; rebalanced annually in June. OP for June of year t is annual revenues minus cost of goods sold, interest expense, and selling, general, and administrative expenses divided by book equity for the last fiscal year end in t-1. Fama/French and multifactor data provided by Fama/French.

Fama-French US Small Growth Research TR

Definitions and other important information:

Fama-French US Small Growth Research TR:Composition: The index portfolios for July of year t to June t+1 include all NYSE, AMEX, and NASDAQ stocks for which we have market equity for December t-1 and June of t, and (positive) book-to-market equity data for fiscal year ending in t-1. Exclusions: ADRs, Investment Companies, Tracking Stocks, non-US incorporated companies, Closed-end funds, Certificates, Shares of Beneficial Interests, and negative book values. Sources: CRSP databases for returns and market capitalization: 1926 - present. Compustat and hand-collected book values: 1926 - present. CRSP links to Compustat and hand-collected links: 1926 - present. Breakpoints:"The size breakpoint is the market capitalization of the median. NYSE firm, so the big and small categories contain the same number of. eligible NYSE firms.The BtM breakpoints split the eligible NYSE firms with. positive book equity into three categories: 30% of the eligible NYSE firms. with positive BE are in Low (Growth), 40% are in Medium (Neutral), and. 30% are in High (Value)" Rebalancing: Annual (at the end of June) 1926-Present. Fama/French and multifactor data provided by Fama/French.

One Month U.S. Treasury Bills

Time-Series Construction
Dec 1925 - Dec 2024: IA SBBI US 30 Day TBill TR USD
Jan 2025 - Present: ICE BofA US 1 Month Treasury Bill TR USD

Definitions and other important information:

IA SBBI US 30 Day TBill TR USD:   Total Returns in USD. January 1926 - December 2024: IA SBBI US 30 Day TBill TR USD. Source: Morningstar.

ICE BofA US 1 Month Treasury Bill TR USD:   Total Returns in USD. Source: ICE Data Indices, LLC GBOM Index. ICE BofA index data copyright 2026 ICE Data Indices, LLC.

Five-Year T-Notes

Definitions and other important information:

Five-Year T-Notes:Total Returns in USD. January 1926 - April 2024: Five-Year US Treasury Notes. Source: Morningstar. Former Source: Ibbotson Intermediate. Five Year Treasury Notes. Mutual fund universe statistical data and non-Dimensional money managers' fund data provided by Morningstar, Inc.

Long-Term Corporate Bonds

Definitions and other important information:

Long-Term Corporate Bonds:Total Returns in USD. January 1926 - March 2022: Long-Term Corporate Bonds. Source: Morningstar. Former Source: Stocks, Bonds, Bills, And Inflation,. Chicago: Ibbotson And Sinquefield, 1986. Mutual fund universe statistical data and non-Dimensional money managers' fund data provided by Morningstar, Inc.