The DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio is exposed for 55.9% on the Stock Market.
In the last 10 years, it obtained a 8.9% compound annual return, with a 7.76% standard deviation (*).
(*) Last Update: April 2019
The DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio has the following asset allocation:
The DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio can be replicated with the following ETFs:
| Weight | ETF: Ticker - Name | Asset | |
|---|---|---|---|
| 17.50 % | VTI - Vanguard Total Stock Market |
US Stock Market | |
| 17.50 % | VV - Vanguard Large-Cap |
US Large Cap | |
| 10.50 % | VEA - Vanguard FTSE Developed Markets |
Intl Developed ex-US Market | |
| 5.20 % | VEU - Vanguard FTSE All-World ex-US |
Global ex-US Stock Market | |
| 5.20 % | VWO - Vanguard FTSE Emerging Markets |
Emerging Markets | |
| 31.90 % | TIP - iShares TIPS Bond |
TIPS | |
| 6.10 % | BSV - Vanguard Short-Term Bond |
Short-Term Investment Grade | |
| 6.10 % | BNDX - Vanguard Total International Bond |
Global Bonds (USD Hedged) |
Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).
Last Update: April 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 2001, now would be worth 3075.11$, with a total return of 207.51% (6.32% annualized).
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
VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
VWO - Vanguard FTSE Emerging Markets: simulated historical serie, up to December 2005
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
| Range | Returns Apr 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.12%
|
0.00%
|
1 - 0 | |
|
YTD
|
+10.73%
|
0.00%
|
4 - 0 | |
|
1Y
|
+5.70%
|
8.77%
|
-7.53%
Sep 2018 - Dec 2018
|
8 - 4 |
|
3Y
|
+7.96%
annualized
|
6.04%
|
-7.55%
Feb 2018 - Dec 2018
|
29 - 7 |
|
5Y
|
+5.65%
annualized
|
6.57%
|
-7.55%
Feb 2018 - Dec 2018
|
42 - 18 |
|
10Y
|
+8.90%
annualized
|
7.76%
|
-9.50%
May 2011 - Sep 2011
|
83 - 37 |
|
MAX
Dec 2000
|
+6.32%
annualized
|
8.73%
|
-31.82%
Nov 2007 - Feb 2009
|
146 - 74 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+7.06% |
+36.65% Mar 2009 - Feb 2010 |
-28.58% Mar 2008 - Feb 2009 |
| 2 Years |
+7.18% |
+25.51% Mar 2009 - Feb 2011 |
-12.78% Mar 2007 - Feb 2009 |
| 3 Years |
+7.19% |
+18.64% Mar 2009 - Feb 2012 |
-5.75% Mar 2006 - Feb 2009 |
| 5 Years |
+7.03% |
+14.72% Mar 2009 - Feb 2014 |
-0.11% Mar 2004 - Feb 2009 |
| 7 Years |
+6.76% |
+10.36% Mar 2009 - Feb 2016 |
+2.86% Mar 2002 - Feb 2009 |
| 10 Years |
+6.84% |
+9.81% Mar 2009 - Feb 2019 |
+5.24% Feb 2006 - Jan 2016 |
| 15 Years |
+7.02% |
+8.29% Feb 2003 - Jan 2018 |
+5.57% Feb 2001 - Jan 2016 |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+10.73% | 5.1 | 1.5 | 1.6 | 2.1 | ||||||||
| 2018 |
-4.94% | 2.8 | -2.8 | -0.5 | 0.1 | 0.6 | -0.0 | 1.7 | 1.0 | -0.2 | -4.8 | 1.3 | -3.9 |
| 2017 |
+14.55% | 1.8 | 1.8 | 0.7 | 1.0 | 1.1 | 0.1 | 1.7 | 0.7 | 0.9 | 1.4 | 1.2 | 1.3 |
| 2016 |
+7.33% | -2.5 | 0.0 | 4.8 | 0.6 | 0.2 | 1.0 | 2.5 | 0.1 | 0.7 | -1.3 | 0.1 | 1.0 |
| 2015 |
-1.30% | 0.3 | 2.7 | -0.9 | 1.4 | -0.2 | -1.7 | 0.7 | -4.2 | -1.8 | 4.2 | -0.1 | -1.5 |
| 2014 |
+5.43% | -1.6 | 2.9 | 0.3 | 0.9 | 1.9 | 1.4 | -0.9 | 2.0 | -2.6 | 1.4 | 1.0 | -1.1 |
| 2013 |
+11.60% | 2.2 | 0.3 | 1.6 | 1.8 | -1.3 | -2.5 | 3.3 | -2.2 | 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 | 0.9 | 1.3 |
| 2011 |
+2.36% | 0.9 | 2.0 | 0.4 | 3.0 | -0.8 | -0.7 | 0.3 | -3.5 | -5.1 | 6.5 | -0.4 | 0.1 |
| 2010 |
+11.05% | -1.8 | 1.0 | 3.6 | 1.2 | -4.9 | -1.7 | 4.5 | -1.4 | 5.5 | 3.0 | -1.4 | 3.6 |
| 2009 |
+22.53% | -5.4 | -6.0 | 6.7 | 5.7 | 5.9 | -0.2 | 5.3 | 2.3 | 3.6 | -1.1 | 4.2 | 0.6 |
| 2008 |
-21.76% | -2.4 | -0.2 | -0.5 | 2.2 | 0.8 | -4.0 | -1.1 | -0.2 | -7.1 | -12.8 | -2.8 | 5.0 |
| 2007 |
+10.40% | 0.9 | 0.1 | 1.1 | 2.5 | 1.6 | -0.4 | -0.5 | 0.8 | 3.4 | 2.7 | -1.4 | -0.7 |
| 2006 |
+11.70% | 2.6 | -0.1 | 0.6 | 1.5 | -2.3 | 0.2 | 0.9 | 1.9 | 1.1 | 2.2 | 2.2 | 0.5 |
| 2005 |
+7.30% | -1.2 | 1.7 | -1.3 | -0.5 | 1.8 | 0.8 | 1.4 | 1.1 | 1.4 | -2.0 | 2.4 | 1.7 |
| 2004 |
+11.83% | 1.6 | 1.9 | 0.3 | -3.2 | 1.2 | 1.1 | -1.6 | 1.4 | 1.3 | 1.6 | 3.1 | 2.9 |
| 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 |