DFA Dimensional Retirement Income Fund vs All Country World Bonds Portfolio Comparison

Last Update: 29 February 2024

The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.44% compound annual return, with a 4.76% standard deviation, in the last 30 Years.

The All Country World Bonds Portfolio obtained a 5.18% compound annual return, with a 4.62% standard deviation, in the last 30 Years.

Summary

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DFA Dimensional Retirement Income Fund Portfolio All Country World Bonds Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20.4% 0%
Fixed Income 79.6% 100%
Commodities 0% 0%
30 Years Stats Return +5.44% +5.18%
Std Dev 4.76% 4.62%
Max Drawdown -12.91% -17.60%
All time Stats
(Since Jan 1985)
Return +6.98% +6.64%
Std Dev 5.15% 4.91%
Max Drawdown -12.91% -17.60%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
DFA Dimensional Retirement Income Fund Portfolio +0.54 +4.14 +7.57 +4.21 +3.38 +5.44 +6.98
All Country World Bonds Portfolio -0.76 +3.29 +5.40 +0.47 +1.80 +5.18 +6.64
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since March 1994, now would be worth 4.90$, with a total return of 389.52% (5.44% annualized).

All Country World Bonds Portfolio: an investment of 1$, since March 1994, now would be worth 4.55$, with a total return of 355.16% (5.18% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 14.04$, with a total return of 1303.71% (6.98% annualized).

All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.41$, with a total return of 1141.31% (6.64% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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DFA Dimensional Retirement Income Fund Portfolio
All Country World Bonds Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (38) 10.57
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.58% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.10
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.74% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.39
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.00% Jan 2009 Feb 2009 (2) Apr 2009 (4) 1.69
-2.88% Aug 2011 Sep 2011 (2) Nov 2011 (4) 1.35
-2.69% May 1999 Aug 1999 (4) Nov 1999 (7) 1.71
-2.40% Dec 1996 Mar 1997 (4) May 1997 (6) 1.28

Drawdown comparison chart since January 1985.

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DFA Dimensional Retirement Income Fund Portfolio
All Country World Bonds Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (38) 10.57
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-6.85% Feb 1994 Jun 1994 (5) May 1995 (16) 4.92
-6.09% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.11
-5.71% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.06
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-4.85% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.92
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.95% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.41
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.37% Jan 1990 Apr 1990 (4) May 1990 (5) 2.08
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02

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
+0.98%
0.00%
-1.22%
-1.22%
2023
+7.92%
-3.33%
+7.31%
-4.10%
2022
-9.39%
-12.16%
-13.82%
-15.86%
2021
+7.04%
-1.33%
-2.06%
-3.44%
2020
+8.69%
-4.64%
+6.30%
-3.92%
2019
+10.30%
-0.66%
+9.49%
-0.86%
2018
-1.96%
-3.15%
+0.10%
-1.92%
2017
+6.78%
-0.31%
+4.16%
-0.40%
2016
+4.66%
-1.35%
+4.27%
-3.54%
2015
-0.87%
-3.41%
+0.85%
-2.23%
2014
+2.89%
-1.95%
+6.88%
-0.66%
2013
+1.29%
-4.34%
-2.50%
-5.16%
2012
+7.36%
-1.03%
+7.45%
-0.22%
2011
+6.06%
-2.88%
+8.12%
-0.42%
2010
+6.92%
-1.91%
+7.71%
-2.17%
2009
+12.97%
-4.37%
+9.48%
-3.00%
2008
-7.45%
-12.44%
+2.29%
-8.82%
2007
+9.18%
-0.27%
+6.05%
-1.42%
2006
+5.72%
-0.65%
+4.63%
-1.46%
2005
+4.07%
-1.13%
+4.71%
-1.32%
2004
+7.31%
-3.06%
+6.09%
-3.02%
2003
+11.38%
-1.65%
+8.25%
-3.22%
2002
+5.44%
-0.88%
+9.30%
-1.07%
2001
+2.76%
-1.59%
+12.23%
-0.35%
2000
+7.94%
-1.66%
+11.10%
-0.72%
1999
+4.99%
-1.82%
+3.71%
-2.69%
1998
+10.20%
-2.01%
+8.51%
-2.13%
1997
+11.97%
-2.13%
+5.56%
-2.07%
1996
+5.90%
-1.57%
+8.94%
-2.00%
1995
+18.82%
0.00%
+20.40%
-0.22%
1994
-2.17%
-6.09%
-5.13%
-6.85%
1993
+13.67%
-1.44%
+14.09%
-0.38%
1992
+5.89%
-2.39%
+9.20%
-1.73%
1991
+18.32%
-1.25%
+18.81%
-0.40%
1990
+4.76%
-3.95%
+7.31%
-2.97%
1989
+16.98%
-0.62%
+12.84%
-1.53%
1988
+9.77%
-1.84%
+7.90%
-2.11%
1987
+3.26%
-4.85%
+1.20%
-5.71%
1986
+17.53%
-2.86%
+15.08%
-2.62%
1985
+23.48%
-1.24%
+22.99%
-2.83%