DFA Dimensional Retirement Income Fund vs 10-year Treasury Portfolio Comparison

Last Update: 31 March 2024

The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.58% compound annual return, with a 4.72% standard deviation, in the last 30 Years.

The 10-year Treasury Portfolio obtained a 4.85% compound annual return, with a 6.78% standard deviation, in the last 30 Years.

Summary

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DFA Dimensional Retirement Income Fund Portfolio 10-year Treasury Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20.4% 0%
Fixed Income 79.6% 100%
Commodities 0% 0%
30 Years Stats Return +5.58% +4.85%
Std Dev 4.72% 6.78%
Max Drawdown -12.91% -23.18%
All time Stats
(Since Jan 1985)		 Return +6.99% +6.48%
Std Dev 5.14% 7.23%
Max Drawdown -12.91% -23.18%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
DFA Dimensional Retirement Income Fund Portfolio +1.17 +7.17 +6.44 +4.18 +3.53 +5.58 +6.99
10-year Treasury Portfolio +0.73 +5.02 -1.56 -0.61 +1.16 +4.85 +6.48
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since April 1994, now would be worth 5.10$, with a total return of 410.49% (5.58% annualized).

10-year Treasury Portfolio: an investment of 1$, since April 1994, now would be worth 4.14$, with a total return of 314.12% (4.85% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 14.20$, with a total return of 1320.12% (6.99% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.76$, with a total return of 1075.68% (6.48% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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DFA Dimensional Retirement Income Fund Portfolio
10-year Treasury Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (27) 6.22
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-4.15% Apr 2008 May 2008 (2) Nov 2008 (8) 2.19
-4.13% Oct 2002 Nov 2002 (2) Feb 2003 (5) 2.02
-4.08% Jul 2005 May 2006 (11) Sep 2006 (15) 2.49
-4.04% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.15
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95

Drawdown comparison chart since January 1985.

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DFA Dimensional Retirement Income Fund Portfolio
10-year Treasury Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (27) 6.22
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-6.09% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.11
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.85% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.92
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.60% Mar 1988 May 1988 (3) Sep 1988 (7) 2.57
-4.48% Jan 1990 Apr 1990 (4) Jun 1990 (6) 2.44
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+2.16%
 0.00%
-1.30%
 -2.08%
2023
+7.92%
 -3.33%
+3.64%
 -8.81%
2022
-9.39%
 -12.16%
-15.19%
 -16.91%
2021
+7.04%
 -1.33%
-3.33%
 -5.73%
2020
+8.69%
 -4.64%
+10.01%
 -2.02%
2019
+10.30%
 -0.66%
+8.03%
 -2.59%
2018
-1.96%
 -3.15%
+0.99%
 -3.19%
2017
+6.78%
 -0.31%
+2.55%
 -1.90%
2016
+4.66%
 -1.35%
+1.00%
 -6.50%
2015
-0.87%
 -3.41%
+1.51%
 -4.25%
2014
+2.89%
 -1.95%
+9.07%
 -1.05%
2013
+1.29%
 -4.34%
-6.09%
 -7.60%
2012
+7.36%
 -1.03%
+3.66%
 -2.67%
2011
+6.06%
 -2.88%
+15.64%
 -1.29%
2010
+6.92%
 -1.91%
+9.37%
 -4.30%
2009
+12.97%
 -4.37%
-6.59%
 -6.65%
2008
-7.45%
 -12.44%
+17.91%
 -4.15%
2007
+9.18%
 -0.27%
+10.37%
 -1.85%
2006
+5.72%
 -0.65%
+2.52%
 -2.87%
2005
+4.07%
 -1.13%
+2.64%
 -3.19%
2004
+7.31%
 -3.06%
+4.12%
 -4.85%
2003
+11.38%
 -1.65%
+5.29%
 -5.68%
2002
+5.44%
 -0.88%
+15.45%
 -4.13%
2001
+2.76%
 -1.59%
+5.40%
 -5.21%
2000
+7.94%
 -1.66%
+17.28%
 -1.12%
1999
+4.99%
 -1.82%
-7.83%
 -8.11%
1998
+10.20%
 -2.01%
+14.64%
 -1.61%
1997
+11.97%
 -2.13%
+11.97%
 -2.02%
1996
+5.90%
 -1.57%
-0.00%
 -6.90%
1995
+18.82%
 0.00%
+25.55%
 -1.23%
1994
-2.17%
 -6.09%
-7.19%
 -9.56%
1993
+13.67%
 -1.44%
+12.97%
 -2.55%
1992
+5.89%
 -2.39%
+7.23%
 -4.02%
1991
+18.32%
 -1.25%
+18.91%
 -0.54%
1990
+4.76%
 -3.95%
+7.70%
 -4.48%
1989
+16.98%
 -0.62%
+17.84%
 -2.30%
1988
+9.77%
 -1.84%
+6.90%
 -4.60%
1987
+3.26%
 -4.85%
-2.64%
 -10.87%
1986
+17.53%
 -2.86%
+21.35%
 -3.93%
1985
+23.48%
 -1.24%
+29.85%
 -3.33%