Last Update: 31 December 2020
The DFA Dimensional 2030 Retirement Income Portfolio is exposed for 55.9% on the Stock Market.
It's a High Risk portfolio and it can be replicated with 8 ETFs.
In the last 10 years, the portfolio obtained a 7.76% compound annual return, with a 8.13% standard deviation.
In 2020, the portfolio granted a 1.63% dividend yield. If you are interested in getting periodic income, please refer to the DFA Dimensional 2030 Retirement Income Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The DFA Dimensional 2030 Retirement Income Portfolio has the following asset allocation:
The DFA Dimensional 2030 Retirement Income Portfolio can be replicated with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
17.50 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
17.50 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
10.50 % | VEA | Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap | |
5.20 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
5.20 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
31.90 % | TIP | iShares TIPS Bond | Bond, U.S., All-Term | |
6.10 % | BSV | Vanguard Short-Term Bond | Bond, U.S., Short Term | |
6.10 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
Portfolio and ETF Returns
The DFA Dimensional 2030 Retirement Income Portfolio guaranteed the following returns.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
DFA Dimensional 2030 Retirement Income Portfolio | +3.20 | +8.76 | +14.96 | +13.87 | +8.71 | +9.62 | +7.76 |
Components | |||||||
VTI - Vanguard Total Stock Market | +4.68 | +14.75 | +25.36 | +21.03 | +14.45 | +15.44 | +13.77 |
VV - Vanguard Large-Cap | +4.10 | +12.78 | +23.87 | +20.99 | +14.91 | +15.66 | +14.00 |
VEA - Vanguard FTSE Developed Markets | +5.64 | +16.46 | +23.46 | +9.74 | +4.68 | +8.29 | +5.86 |
EEM - iShares MSCI Emerging Markets | +7.14 | +18.41 | +30.55 | +17.03 | +5.42 | +12.26 | +2.95 |
VEU - Vanguard FTSE All-World ex-US | +5.72 | +16.59 | +24.39 | +11.12 | +5.12 | +9.20 | +5.12 |
TIP - iShares TIPS Bond | +1.10 | +1.63 | +4.52 | +10.84 | +5.79 | +4.99 | +3.65 |
BSV - Vanguard Short-Term Bond | +0.23 | +0.33 | +0.67 | +4.70 | +3.66 | +2.70 | +2.05 |
BNDX - Vanguard Total International Bond | +0.36 | +1.09 | +2.15 | +4.65 | +5.09 | +4.45 | +4.90 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the DFA Dimensional 2030 Retirement Income Portfolio: Dividend Yield page.
Historical Returns
DFA Dimensional 2030 Retirement Income Portfolio - Historical returns and stats.
Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+3.20%
|
0.00%
|
1 - 0 | |
3M
|
+8.76%
|
-1.37%
Oct 2020 - Oct 2020
|
2 - 1 | |
6M
|
+14.96%
|
-3.04%
Sep 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+13.87%
|
14.49%
|
-11.59%
Feb 2020 - Mar 2020
|
8 - 4 |
1Y
|
+13.87%
|
14.49%
|
-11.59%
Feb 2020 - Mar 2020
|
8 - 4 |
3Y
|
+8.71%
annualized
|
10.64%
|
-11.59%
Feb 2020 - Mar 2020
|
24 - 12 |
5Y
|
+9.62%
annualized
|
8.72%
|
-11.59%
Feb 2020 - Mar 2020
|
46 - 14 |
10Y
|
+7.76%
annualized
|
8.13%
|
-11.59%
Feb 2020 - Mar 2020
|
84 - 36 |
MAX
01 Jan 2001
|
+6.82%
annualized
|
9.08%
|
-31.78%
Nov 2007 - Feb 2009
|
160 - 80 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
Simple Path to Wealth JL Collins |
+11.38% | 75 | 25 | 0 | Compare | |
Stocks/Bonds 60/40 |
+9.90% | 60 | 40 | 0 | Compare | |
Yale Endowment David Swensen |
+9.07% | 70 | 30 | 0 | Compare | |
Edge Select Moderately Aggressive Merrill Lynch |
+9.02% | 69 | 31 | 0 | Compare | |
Talmud Portfolio Roger Gibson |
+8.95% | 66.67 | 33.33 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
DFA Dimensional 2030 Retirement Income Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+7.11% |
+36.46% Mar 2009 - Feb 2010 |
-28.55% Mar 2008 - Feb 2009 |
18.78% |
2 Years |
+7.09% |
+25.36% Mar 2009 - Feb 2011 |
-12.83% Mar 2007 - Feb 2009 |
11.06% |
3 Years |
+7.15% |
+18.55% Mar 2009 - Feb 2012 |
-5.79% Mar 2006 - Feb 2009 |
5.85% |
5 Years |
+6.91% |
+14.68% Mar 2009 - Feb 2014 |
-0.13% Mar 2004 - Feb 2009 |
0.55% |
7 Years |
+6.71% |
+10.30% Mar 2009 - Feb 2016 |
+2.84% Mar 2002 - Feb 2009 |
0.00% |
10 Years |
+6.91% |
+9.78% Mar 2009 - Feb 2019 |
+5.18% Feb 2006 - Jan 2016 |
0.00% |
15 Years |
+6.86% |
+8.27% Feb 2003 - Jan 2018 |
+5.53% Feb 2001 - Jan 2016 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the DFA Dimensional 2030 Retirement Income Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
DFA Dimensional 2030 Retirement Income Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.4 | 0.1 | 0.5 | 1.8 | 0.4 | -0.1 | 1.0 | 0.3 | -0.1 | 0.6 | 1.3 | 1.0 |
Best |
5.2 2019 |
2.9 2014 |
6.9 2009 |
6.7 2020 |
5.7 2009 |
4.2 2019 |
5.3 2009 |
3.7 2020 |
5.5 2010 |
6.5 2011 |
6.9 2020 |
5.1 2008 |
Worst |
-5.5 2009 |
-6.2 2009 |
-8.2 2020 |
-3.3 2004 |
-4.9 2010 |
-4.0 2008 |
-3.9 2002 |
-4.1 2015 |
-7.0 2008 |
-12.8 2008 |
-2.9 2008 |
-4.0 2018 |
Gain Frequency |
60 | 70 | 65 | 80 | 65 | 50 | 70 | 65 | 60 | 65 | 75 | 75 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2020 |
+13.87% | 0.1 | -3.7 | -8.2 | 6.7 | 2.9 | 2.0 | 3.7 | 3.7 | -1.7 | -1.4 | 6.9 | 3.2 |
2019 |
+18.74% | 5.2 | 1.5 | 1.5 | 2.1 | -3.0 | 4.2 | 0.3 | -0.3 | 0.8 | 1.5 | 1.7 | 2.2 |
2018 |
-4.97% | 2.8 | -2.8 | -0.4 | 0.1 | 0.6 | 0.0 | 1.6 | 1.0 | -0.1 | -4.8 | 1.3 | -4.0 |
2017 |
+14.85% | 1.9 | 1.8 | 0.7 | 1.0 | 1.2 | 0.1 | 1.7 | 0.6 | 0.9 | 1.4 | 1.2 | 1.3 |
2016 |
+7.26% | -2.5 | 0.0 | 4.8 | 0.6 | 0.2 | 1.0 | 2.5 | 0.1 | 0.7 | -1.4 | 0.1 | 1.1 |
2015 |
-1.32% | 0.2 | 2.7 | -0.8 | 1.4 | -0.2 | -1.7 | 0.7 | -4.1 | -1.9 | 4.2 | -0.2 | -1.6 |
2014 |
+5.23% | -1.6 | 2.9 | 0.2 | 0.9 | 1.9 | 1.3 | -0.9 | 2.0 | -2.6 | 1.3 | 1.0 | -1.1 |
2013 |
+11.66% | 2.2 | 0.3 | 1.6 | 1.8 | -1.3 | -2.5 | 3.3 | -2.1 | 3.6 | 2.6 | 0.9 | 1.0 |
2012 |
+12.36% | 4.1 | 2.4 | 0.7 | -0.1 | -4.0 | 2.5 | 1.1 | 1.4 | 1.9 | -0.3 | 1.0 | 1.2 |
2011 |
+2.36% | 0.9 | 2.0 | 0.5 | 3.0 | -0.8 | -0.7 | 0.2 | -3.5 | -5.0 | 6.5 | -0.4 | 0.1 |
2010 |
+10.90% | -1.8 | 1.0 | 3.6 | 1.2 | -4.9 | -1.7 | 4.5 | -1.4 | 5.5 | 3.0 | -1.4 | 3.5 |
2009 |
+22.15% | -5.5 | -6.2 | 6.9 | 5.5 | 5.7 | -0.2 | 5.3 | 2.3 | 3.6 | -1.2 | 4.3 | 0.7 |
2008 |
-21.57% | -2.4 | -0.3 | -0.5 | 2.3 | 0.9 | -4.0 | -1.2 | -0.2 | -7.0 | -12.8 | -2.9 | 5.1 |
2007 |
+10.20% | 0.9 | 0.0 | 1.2 | 2.5 | 1.5 | -0.5 | -0.6 | 0.8 | 3.4 | 2.6 | -1.3 | -0.7 |
2006 |
+11.79% | 2.8 | -0.2 | 0.7 | 1.5 | -2.3 | 0.2 | 0.9 | 2.0 | 1.0 | 2.3 | 2.1 | 0.6 |
2005 |
+7.33% | -1.2 | 1.8 | -1.4 | -0.5 | 1.8 | 0.9 | 1.5 | 1.1 | 1.4 | -2.0 | 2.3 | 1.7 |
2004 |
+11.75% | 1.6 | 1.9 | 0.3 | -3.3 | 1.3 | 1.1 | -1.7 | 1.3 | 1.3 | 1.7 | 3.1 | 2.8 |
2003 |
+22.57% | -1.3 | 0.3 | -0.7 | 4.7 | 4.9 | 0.9 | 0.0 | 2.0 | 1.2 | 3.8 | 0.9 | 3.9 |
2002 |
-4.09% | -0.8 | 0.2 | 2.1 | -0.8 | 0.5 | -2.9 | -3.9 | 1.7 | -4.1 | 2.2 | 2.8 | -0.8 |
2001 |
-3.94% | 2.8 | -4.3 | -3.3 | 4.3 | 0.2 | -1.4 | -0.3 | -2.2 | -4.6 | 2.5 | 2.2 | 0.5 |
* Note: Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007
EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
BSV - Vanguard Short-Term Bond: simulated historical serie, up to December 2007
BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013