The DFA Dimensional Retirement Income Fund Portfolio is exposed for 20.4% on the Stock Market.
In the last 10 years, it obtained a 4.76% compound annual return, with a 3.72% standard deviation (*).
(*) Last Update: June 2019
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 | ETF: Ticker - 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 |
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: June 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 2007, now would be worth 1682.94$, with a total return of 68.29% (4.25% annualized).
| Range | Returns Jun 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.03%
|
0.00%
|
1 - 0 | |
|
YTD
|
+6.99%
|
-0.66%
May 2019 - May 2019
|
5 - 1 | |
|
1Y
|
+4.82%
|
4.47%
|
-3.15%
Sep 2018 - Dec 2018
|
8 - 4 |
|
3Y
|
+4.05%
annualized
|
3.08%
|
-3.15%
Sep 2018 - Dec 2018
|
26 - 10 |
|
5Y
|
+2.78%
annualized
|
3.30%
|
-3.40%
May 2015 - Sep 2015
|
38 - 22 |
|
10Y
|
+4.76%
annualized
|
3.72%
|
-4.34%
May 2013 - Jun 2013
|
84 - 36 |
|
MAX
Dec 2006
|
+4.25%
annualized
|
4.76%
|
-12.91%
Jun 2008 - Feb 2009
|
104 - 46 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
DFA Dimensional Retirement Income Fund Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+4.03% |
+18.26% Mar 2009 - Feb 2010 |
-12.74% Mar 2008 - Feb 2009 |
| 2 Years |
+4.06% |
+13.29% Mar 2009 - Feb 2011 |
-2.43% Mar 2007 - Feb 2009 |
| 3 Years |
+4.29% |
+11.43% Mar 2009 - Feb 2012 |
+0.83% Feb 2013 - Jan 2016 |
| 5 Years |
+4.23% |
+8.14% Mar 2009 - Feb 2014 |
+2.25% Jan 2014 - Dec 2018 |
| 7 Years |
+4.21% |
+5.89% Dec 2008 - Nov 2015 |
+2.80% Mar 2012 - Feb 2019 |
| 10 Years |
+4.25% |
+5.32% Mar 2009 - Feb 2019 |
+3.69% Mar 2008 - Feb 2018 |
* 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 |
+6.99% | 2.6 | 0.6 | 1.3 | 1.0 | -0.7 | 2.0 | ||||||
| 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 |