Dimethyl phthalate is the simplest phthalate and thus is less hydrophobic than some of the other long chain phthalates, notably di(2-ethylhexyl)phthalate. Thus, it may not recover as well in hexane since this is a very non-polar solvent. I'm not sure how flexible you can be in solvent choice, but a mid-polar water immiscible solvent such as ethyl acetate or dichloromethane may work better.
As Steven notes DMP is only "slightly" soluble in hexane. You can make a couple of estimates on how to extract DMP based on the literature using published "logarithm octanol/water" partition ratios (log Kow) - In this case log Kow = 1.6. This tells us that DMP is ~40 times more soluble in octanol than water (antilog 1.6). Assuming that you are starting from a saturated solution of DMP in water you know that it contains ~4g/L of DMP so if you partitioned the solution with 1L of octanol ~3.9g of DMP would dissolve in the octanol and ~0.1g would remain in the water. If you separate off the octanol and partition again with another litre of clean octanol ~0.0025 g/L of DMP would remain in the water and ~0.0975 would partition into the octanol. This is simple partition - So instead of using 1L of octanol we used 25mL (1/40L) 2g of DMP would remain in the water and 2g would dissolve in the octanol. Obviously octanol is not the solvent that you should use.
If you really have to use hexane you could use multiple extractions, but ethyl acetate or dichloromethane, as suggested, would be better - US EPA methods 8270 and 3511 indicate 95% recovery of low levels of DMP by extracting 1L of water 3 times with 60mL of dichloromethane.