Last Update: 30 September 2020
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 4.23% compound annual return, with a 3.83% standard deviation.
In 2019, the portfolio granted a 2.41% 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 % | DFIEX | DFA International Core Equity I | Stocks | |
| 1.90 % | DFCEX | DFA Emerging Markets 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 | -0.82 | +3.10 | +8.94 | +7.20 | +4.91 | +4.89 | +4.23 |
| Components | |||||||
| DFUSX - DFA US Large Company I | -3.80 | +8.91 | +31.29 | +15.09 | +12.22 | +14.09 | +13.67 |
| DFEOX - DFA US Core Equity 1 | -3.58 | +8.16 | +32.13 | +9.14 | +8.65 | +11.80 | +12.51 |
| DFALX - DFA Large Cap International I | -2.23 | +5.23 | +23.40 | +0.73 | +0.57 | +5.44 | +4.50 |
| DFIEX - DFA International Core Equity I | -2.04 | +6.81 | +26.78 | +0.35 | -1.17 | +5.28 | +4.70 |
| DFCEX - DFA Emerging Markets Core Equity I | -0.77 | +8.47 | +30.99 | +3.82 | -0.18 | +7.17 | +1.81 |
| DIPSX - DFA Inflation-Protected Securities I | -0.44 | +3.30 | +8.03 | +10.45 | +5.98 | +4.68 | +3.68 |
| DFIHX - DFA One-Year Fixed-Income I | +0.01 | +0.04 | +0.23 | +1.04 | +1.65 | +1.31 | +0.92 |
- 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 Sep 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-0.82%
|
-0.82%
Sep 2020 - Sep 2020
|
0 - 1 | |
|
3M
|
+3.10%
|
-0.82%
Sep 2020 - Sep 2020
|
2 - 1 | |
|
6M
|
+8.94%
|
-0.82%
Sep 2020 - Sep 2020
|
5 - 1 | |
|
YTD
|
+4.69%
|
-4.64%
Feb 2020 - Mar 2020
|
6 - 3 | |
|
1Y
|
+7.20%
|
5.80%
|
-4.64%
Feb 2020 - Mar 2020
|
9 - 3 |
|
3Y
|
+4.91%
annualized
|
4.39%
|
-4.64%
Feb 2020 - Mar 2020
|
26 - 10 |
|
5Y
|
+4.89%
annualized
|
3.79%
|
-4.64%
Feb 2020 - Mar 2020
|
42 - 18 |
|
10Y
|
+4.23%
annualized
|
3.83%
|
-4.64%
Feb 2020 - Mar 2020
|
82 - 38 |
|
MAX
01 Jan 2007
|
+4.44%
annualized
|
4.81%
|
-12.91%
Jun 2008 - Feb 2009
|
115 - 50 |
* 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 |
+5.60% | 0 | 100 | 0 | Compare | |
| Edge Select Conservative Merrill Lynch |
+4.53% | 21 | 79 | 0 | Compare | |
| Dimensional Retirement Income Fund DFA |
+4.23% | 20.4 | 79.6 | 0 | ||
| 10-year Treasury |
+4.15% | 0 | 100 | 0 | Compare | |
| Robo Advisor 20 Betterment |
+3.60% | 19.9 | 80.1 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
DFA Dimensional Retirement Income Fund Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+4.24% |
+18.26% Mar 2009 - Feb 2010 |
-12.74% Mar 2008 - Feb 2009 |
15.58% |
| 2 Years |
+4.09% |
+13.29% Mar 2009 - Feb 2011 |
-2.43% Mar 2007 - Feb 2009 |
2.82% |
| 3 Years |
+4.28% |
+11.43% Mar 2009 - Feb 2012 |
+0.83% Feb 2013 - Jan 2016 |
0.00% |
| 5 Years |
+4.13% |
+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
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 | 0.1 | 0.3 | 0.2 |
| 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 |
2.5 2009 |
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 |
86 | 79 | 71 | 86 | 50 | 64 | 86 | 71 | 50 | 77 | 69 | 46 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+4.69% | 0.8 | -1.1 | -3.6 | 3.2 | 1.3 | 1.1 | 2.0 | 1.9 | -0.8 | |||
| 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 |