Last Update: 31 March 2021
The DFA Dimensional Retirement Income Fund Portfolio is exposed for 20.4% on the Stock Market.
It's a Low Risk portfolio and it can be replicated with 7 ETFs.
In the last 10 years, the portfolio obtained a 4.29% compound annual return, with a 3.89% standard deviation.
In 2020, the portfolio granted a 1.56% dividend yield. If you are interested in getting periodic income, please refer to the DFA Dimensional Retirement Income Fund Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The DFA Dimensional Retirement Income Fund Portfolio has the following asset allocation:
The DFA Dimensional Retirement Income Fund Portfolio can be replicated with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
6.40 % | DFUSX | DFA US Large Company I | Stocks | |
6.40 % | DFEOX | DFA US Core Equity 1 | Stocks | |
3.80 % | DFALX | DFA Large Cap International I | Stocks | |
1.90 % | DFCEX | DFA Emerging Markets Core Equity I | Stocks | |
1.90 % | DFIEX | DFA International Core Equity I | Stocks | |
47.60 % | DIPSX | DFA Inflation-Protected Securities I | Fixed Income | |
32.00 % | DFIHX | DFA One-Year Fixed-Income I | Fixed Income |
Portfolio and ETF Returns
The DFA Dimensional Retirement Income Fund Portfolio guaranteed the following returns.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
DFA Dimensional Retirement Income Fund Portfolio | +0.63 | +0.57 | +4.41 | +13.74 | +5.95 | +5.15 | +4.29 |
Components | |||||||
DFUSX - DFA US Large Company I | +4.37 | +6.15 | +19.08 | +56.34 | +16.74 | +16.23 | +13.84 |
DFEOX - DFA US Core Equity 1 | +4.48 | +9.13 | +27.11 | +67.94 | +15.33 | +15.83 | +13.07 |
DFALX - DFA Large Cap International I | +3.16 | +4.60 | +21.28 | +49.66 | +6.17 | +9.30 | +5.41 |
DFCEX - DFA Emerging Markets Core Equity I | +0.78 | +5.31 | +27.68 | +67.25 | +5.06 | +11.02 | +3.51 |
DFIEX - DFA International Core Equity I | +3.39 | +6.09 | +24.56 | +57.92 | +5.06 | +9.35 | +5.67 |
DIPSX - DFA Inflation-Protected Securities I | -0.33 | -1.69 | -0.06 | +7.97 | +5.92 | +3.88 | +3.56 |
DFIHX - DFA One-Year Fixed-Income I | 0.00 | 0.00 | +0.03 | +0.26 | +1.60 | +1.25 | +0.90 |
- 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 Retirement Income Fund Portfolio: Dividend Yield page.
Historical Returns
DFA Dimensional Retirement Income Fund Portfolio - Historical returns and stats.
Period | Returns Mar 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+0.63%
|
0.00%
|
1 - 0 | |
3M
|
+0.57%
|
-0.24%
Feb 2021 - Feb 2021
|
2 - 1 | |
6M
|
+4.41%
|
-0.75%
Oct 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+0.57%
|
-0.24%
Feb 2021 - Feb 2021
|
2 - 1 | |
1Y
|
+13.74%
|
4.40%
|
-1.56%
Sep 2020 - Oct 2020
|
9 - 3 |
3Y
|
+5.95%
annualized
|
4.61%
|
-4.64%
Feb 2020 - Mar 2020
|
25 - 11 |
5Y
|
+5.15%
annualized
|
3.83%
|
-4.64%
Feb 2020 - Mar 2020
|
43 - 17 |
10Y
|
+4.29%
annualized
|
3.89%
|
-4.64%
Feb 2020 - Mar 2020
|
81 - 39 |
MAX
01 Jan 2007
|
+4.59%
annualized
|
4.79%
|
-12.91%
Jun 2008 - Feb 2009
|
119 - 52 |
* Annualized St.Dev. of monthly returns
Best Low Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
High Yield Bonds Income |
+5.66% | 0 | 100 | 0 | Compare | |
Stocks/Bonds 20/80 |
+5.52% | 20 | 80 | 0 | Compare | |
Developed World 20/80 |
+5.03% | 20 | 80 | 0 | Compare | |
Edge Select Conservative Merrill Lynch |
+4.66% | 21 | 79 | 0 | Compare | |
Total Bond Developed World |
+4.56% | 0 | 100 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
DFA Dimensional Retirement Income Fund Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+4.41% |
+18.26% Mar 2009 - Feb 2010 |
-12.74% Mar 2008 - Feb 2009 |
15.00% |
2 Years |
+4.24% |
+13.29% Mar 2009 - Feb 2011 |
-2.43% Mar 2007 - Feb 2009 |
2.70% |
3 Years |
+4.33% |
+11.43% Mar 2009 - Feb 2012 |
+0.83% Feb 2013 - Jan 2016 |
0.00% |
5 Years |
+4.19% |
+8.14% Mar 2009 - Feb 2014 |
+2.25% Jan 2014 - Dec 2018 |
0.00% |
7 Years |
+4.04% |
+5.89% Dec 2008 - Nov 2015 |
+2.41% Apr 2013 - Mar 2020 |
0.00% |
10 Years |
+4.25% |
+5.32% Mar 2009 - Feb 2019 |
+3.69% Mar 2008 - Feb 2018 |
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 Retirement Income Fund Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
DFA Dimensional Retirement Income Fund Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.7 | 0.1 | 0.6 | 1.1 | 0.1 | 0.1 | 0.9 | 0.2 | 0.0 | 0.0 | 0.5 | 0.3 |
Best |
2.6 2019 |
1.2 2014 |
4.9 2009 |
3.2 2020 |
2.7 2009 |
2.0 2019 |
2.1 2009 |
1.9 2020 |
2.4 2010 |
2.8 2011 |
2.9 2020 |
4.0 2008 |
Worst |
-1.3 2009 |
-3.1 2009 |
-3.6 2020 |
-0.2 2008 |
-1.9 2010 |
-2.5 2013 |
-0.5 2008 |
-1.8 2015 |
-4.0 2008 |
-7.4 2008 |
-1.0 2010 |
-1.2 2018 |
Gain Frequency |
87 | 73 | 73 | 86 | 50 | 64 | 86 | 71 | 50 | 71 | 71 | 50 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2021 |
+0.57% | 0.2 | -0.2 | 0.6 | |||||||||
2020 |
+8.69% | 0.8 | -1.1 | -3.6 | 3.2 | 1.3 | 1.1 | 2.0 | 1.9 | -0.8 | -0.8 | 2.9 | 1.7 |
2019 |
+10.30% | 2.6 | 0.6 | 1.3 | 1.0 | -0.7 | 2.0 | 0.2 | 0.5 | 0.0 | 0.6 | 0.7 | 1.1 |
2018 |
-1.96% | 0.5 | -1.3 | 0.2 | 0.0 | 0.5 | 0.2 | 0.4 | 0.7 | -0.5 | -2.2 | 0.7 | -1.2 |
2017 |
+6.78% | 1.1 | 0.8 | 0.2 | 0.7 | 0.4 | -0.3 | 1.0 | 0.6 | 0.1 | 0.6 | 0.5 | 0.8 |
2016 |
+4.66% | -0.1 | 0.5 | 2.4 | 0.4 | -0.3 | 1.2 | 1.1 | -0.2 | 0.6 | -0.6 | -0.8 | 0.4 |
2015 |
-0.87% | 1.4 | 0.5 | -0.4 | 0.9 | -0.4 | -0.9 | 0.3 | -1.8 | -0.8 | 1.5 | -0.2 | -1.0 |
2014 |
+2.89% | 0.4 | 1.2 | -0.2 | 0.8 | 1.5 | 0.6 | -0.4 | 0.9 | -2.0 | 0.7 | 0.6 | -1.0 |
2013 |
+1.29% | 0.7 | 0.2 | 0.8 | 0.9 | -1.9 | -2.5 | 1.7 | -1.4 | 2.1 | 1.2 | 0.0 | -0.3 |
2012 |
+7.36% | 2.4 | 0.9 | -0.1 | 0.8 | -1.0 | 0.7 | 1.0 | 0.6 | 1.0 | 0.2 | 0.6 | 0.2 |
2011 |
+6.06% | 0.6 | 1.0 | 0.5 | 2.1 | 0.0 | 0.1 | 1.6 | -0.9 | -2.0 | 2.8 | 0.3 | 0.0 |
2010 |
+6.92% | 0.0 | 0.1 | 1.3 | 1.5 | -1.9 | 0.1 | 1.6 | 0.1 | 2.4 | 2.1 | -1.0 | 0.6 |
2009 |
+12.97% | -1.3 | -3.1 | 4.9 | 1.5 | 2.7 | 0.1 | 2.1 | 1.3 | 2.2 | 0.1 | 2.5 | -0.5 |
2008 |
-7.45% | 0.8 | 0.6 | 0.0 | -0.2 | 0.4 | -0.7 | -0.5 | 0.3 | -4.0 | -7.4 | -0.6 | 4.0 |
2007 |
+9.18% | 0.6 | 0.9 | 0.7 | 1.3 | 0.3 | -0.2 | 0.8 | 0.6 | 1.6 | 1.5 | 1.1 | -0.3 |