Data Source: from January 1996 to September 2021
Last Update: 30 September 2021
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 8.92% compound annual return, with a 7.86% standard deviation.
In the last 25 years, a 7.67% compound annual return, with a 9.09% 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(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| DFA Dimensional 2030 Retirement Income Portfolio | -2.79 | -0.22 | +4.93 | +16.76 | +10.34 | +9.60 | +8.92 | +7.69 | +7.67 |
| Components | |||||||||
|
VTI Vanguard Total Stock Market |
-4.46 | -0.03 | +8.10 | +32.16 | +16.05 | +16.88 | +16.60 | +10.07 | +9.79 |
|
VV Vanguard Large-Cap |
-4.71 | +0.39 | +9.10 | +30.17 | +16.63 | +17.28 | +16.75 | +9.70 | +9.80 |
|
VEA Vanguard FTSE Developed Markets |
-3.38 | -1.62 | +4.04 | +26.63 | +8.23 | +9.20 | +8.70 | +6.84 | +5.42 |
|
EEM iShares MSCI Emerging Markets |
-3.87 | -8.65 | -5.14 | +15.96 | +7.76 | +8.29 | +5.81 | +10.20 | +6.12 |
|
VEU Vanguard FTSE All-World ex-US |
-3.33 | -3.26 | +1.87 | +23.82 | +8.34 | +9.04 | +7.99 | +7.18 | +5.40 |
|
TIP iShares TIPS Bond |
-0.78 | +1.71 | +4.97 | +4.88 | +7.23 | +4.13 | +2.97 | +4.99 | +5.88 |
|
BSV Vanguard Short-Term Bond |
-0.30 | +0.01 | +0.28 | -0.03 | +3.56 | +2.10 | +1.75 | +2.92 | +3.73 |
|
BNDX Vanguard Total International Bond |
-1.08 | -0.03 | +0.15 | -1.08 | +3.98 | +2.63 | +4.08 | +5.06 | +5.33 |
- 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 Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.79%
|
-2.79%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-0.22%
|
-2.79%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+4.93%
|
-2.79%
Sep 2021 - Sep 2021
|
5 - 1 | |
|
YTD
|
+7.35%
|
-2.79%
Sep 2021 - Sep 2021
|
7 - 2 | |
|
1Y
|
+16.76%
|
7.94%
|
-2.79%
Sep 2021 - Sep 2021
|
9 - 3 |
|
3Y
|
+10.34%
annualized
|
10.61%
|
-11.59%
Feb 2020 - Mar 2020
|
26 - 10 |
|
5Y
|
+9.60%
annualized
|
8.59%
|
-11.59%
Feb 2020 - Mar 2020
|
45 - 15 |
|
10Y
|
+8.92%
annualized
|
7.86%
|
-11.59%
Feb 2020 - Mar 2020
|
86 - 34 |
|
20Y
|
+7.69%
annualized
|
8.87%
|
-31.78%
Nov 2007 - Feb 2009
|
164 - 76 |
|
25Y
|
+7.67%
annualized
|
9.09%
|
-31.78%
Nov 2007 - Feb 2009
|
199 - 101 |
|
MAX
01 Jan 1996
|
+7.66%
annualized
|
9.00%
|
-31.78%
Nov 2007 - Feb 2009
|
206 - 103 |
Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Yale Endowment David Swensen |
+8.94% | -39.46% | 70 | 30 | 0 | Compare | |
| Simple Path to Wealth JL Collins |
+8.92% | -38.54% | 75 | 25 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.85% | -40.18% | 66.67 | 33.33 | 0 | Compare | |
| Late Sixties and Beyond Burton Malkiel |
+8.64% | -41.80% | 71 | 29 | 0 | Compare | |
| Lazy Portfolio David Swensen |
+8.43% | -40.88% | 70 | 30 | 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 |
+8.08% |
+36.46% Mar 2009 - Feb 2010 |
-28.55% Mar 2008 - Feb 2009 |
17.79% |
| 2 Years |
+7.47% |
+25.36% Mar 2009 - Feb 2011 |
-12.83% Mar 2007 - Feb 2009 |
13.29% |
| 3 Years |
+7.14% |
+18.55% Mar 2009 - Feb 2012 |
-5.79% Mar 2006 - Feb 2009 |
8.76% |
| 5 Years |
+6.78% |
+14.68% Mar 2009 - Feb 2014 |
-0.13% Mar 2004 - Feb 2009 |
0.40% |
| 7 Years |
+6.80% |
+10.30% Mar 2009 - Feb 2016 |
+2.84% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+6.87% |
+9.78% Mar 2009 - Feb 2019 |
+3.00% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+6.82% |
+8.27% Feb 2003 - Jan 2018 |
+5.53% Feb 2001 - Jan 2016 |
0.00% |
| 20 Years |
+6.69% |
+7.69% Oct 2001 - Sep 2021 |
+5.30% Apr 2000 - Mar 2020 |
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: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.44 62% |
0.19 69% |
0.71 69% |
1.66 81% |
0.32 62% |
0.41 62% |
0.77 62% |
-0.03 62% |
0.13 58% |
0.73 64% |
1.36 76% |
1.19 76% |
| Best Year |
5.2 2019 |
4.1 1998 |
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 Year |
-5.5 2009 |
-6.2 2009 |
-8.2 2020 |
-3.3 2004 |
-4.9 2010 |
-4.0 2008 |
-3.9 2002 |
-7.8 1998 |
-7.0 2008 |
-12.8 2008 |
-2.9 2008 |
-4.0 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of DFA Dimensional 2030 Retirement Income Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+7.35% | -0.1 | 0.7 | 1.6 | 2.9 | 1.1 | 1.1 | 1.3 | 1.3 | -2.8 | |||
| 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 |
| 2000 |
-0.49% | -2.7 | 1.6 | 4.2 | -2.8 | -1.7 | 3.0 | -1.0 | 3.3 | -2.6 | -0.6 | -2.8 | 2.1 |
| 1999 |
+15.39% | 1.8 | -2.5 | 2.9 | 3.5 | -2.3 | 2.8 | -1.1 | -0.2 | -0.3 | 3.3 | 2.2 | 4.7 |
| 1998 |
+15.08% | 1.0 | 4.1 | 2.5 | 0.8 | -1.1 | 1.3 | -0.4 | -7.8 | 3.5 | 4.8 | 3.3 | 2.8 |
| 1997 |
+14.36% | 1.5 | 0.5 | -2.6 | 2.6 | 4.3 | 3.2 | 4.6 | -4.2 | 4.0 | -2.6 | 1.5 | 1.1 |
| 1996 |
+10.23% | 1.6 | -0.7 | 0.4 | 1.1 | 0.7 | 0.6 | -2.5 | 0.8 | 3.4 | 1.8 | 4.3 | -1.5 |
* 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