Last Update: 30 November 2022
The US Inflation Protection Portfolio obtained a 5.52% compound annual return, with a 6.08% standard deviation, in the last 30 Years.
The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.69% compound annual return, with a 4.74% standard deviation, in the last 30 Years.
Summary
| US Inflation Protection Portfolio | DFA Dimensional Retirement Income Fund Portfolio | ||
|---|---|---|---|
| Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 20.4% |
| Fixed Income | 100% | 79.6% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.52% | +5.69% |
| Std Dev | 6.08% | 4.74% | |
| Max Drawdown | -14.74% | -12.91% | |
Last Update: 30 November 2022
Historical Returns as of Nov 30, 2022
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| US Inflation Protection Portfolio | +1.83 | -6.20 | -11.59 | +2.14 | +0.92 | +5.52 | +6.88 |
| DFA Dimensional Retirement Income Fund Portfolio | +2.61 | -2.87 | -7.21 | +3.09 | +2.94 | +5.69 | +7.01 |
Capital Growth as of Nov 30, 2022
US Inflation Protection Portfolio: an investment of 1000$, since December 1992, now would be worth 5013.08$, with a total return of 401.31% (5.52% annualized).
DFA Dimensional Retirement Income Fund Portfolio: an investment of 1000$, since December 1992, now would be worth 5253.98$, with a total return of 425.40% (5.69% annualized).
US Inflation Protection Portfolio: an investment of 1000$, since January 1985, now would be worth 12473.48$, with a total return of 1147.35% (6.88% annualized).
DFA Dimensional Retirement Income Fund Portfolio: an investment of 1000$, since January 1985, now would be worth 13044.71$, with a total return of 1204.47% (7.01% annualized).
Drawdowns
Drawdown comparison chart since November 1992.
US Inflation Protection Portfolio |
DFA Dimensional Retirement Income Fund Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -14.74% | Jan 2022 | Sep 2022 | |||
| -12.91% | Jun 2008 | Feb 2009 | |||
| -12.16% | Jan 2022 | Sep 2022 | |||
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -6.09% | Feb 1994 | Jun 1994 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.64% | Feb 2020 | Mar 2020 | |||
| -4.37% | Dec 1996 | Mar 1997 | |||
| -4.34% | May 2013 | Jun 2013 | |||
| -3.41% | May 2015 | Sep 2015 | |||
| -3.37% | Nov 2001 | Dec 2001 | |||
| -3.15% | Sep 2018 | Dec 2018 | |||
| -3.06% | Apr 2004 | Apr 2004 | |||
| -3.05% | Nov 2010 | Dec 2010 | |||
| -2.88% | Aug 2011 | Sep 2011 | |||
Drawdown comparison chart since January 1985.
US Inflation Protection Portfolio |
DFA Dimensional Retirement Income Fund Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -14.74% | Jan 2022 | Sep 2022 | |||
| -12.91% | Jun 2008 | Feb 2009 | |||
| -12.16% | Jan 2022 | Sep 2022 | |||
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.45% | Mar 1987 | Sep 1987 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -6.09% | Feb 1994 | Jun 1994 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -4.85% | Sep 1987 | Nov 1987 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.70% | Mar 1988 | May 1988 | |||
| -4.64% | Feb 2020 | Mar 2020 | |||
| -4.42% | Dec 1989 | Apr 1990 | |||
| -4.37% | Dec 1996 | Mar 1997 | |||
| -4.34% | May 2013 | Jun 2013 | |||
| -4.18% | May 1986 | May 1986 | |||
| -3.95% | Aug 1990 | Sep 1990 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | US Inflation Protection Portfolio | DFA Dimensional Retirement Income Fund Portfolio |
|---|---|---|
| 2022 |
-11.94% | -8.24% |
| 2021 |
+5.67% | +7.04% |
| 2020 |
+10.84% | +8.69% |
| 2019 |
+8.35% | +10.30% |
| 2018 |
-1.42% | -1.96% |
| 2017 |
+2.92% | +6.78% |
| 2016 |
+4.68% | +4.66% |
| 2015 |
-1.75% | -0.87% |
| 2014 |
+3.59% | +2.89% |
| 2013 |
-8.49% | +1.29% |
| 2012 |
+6.39% | +7.36% |
| 2011 |
+13.28% | +6.06% |
| 2010 |
+6.14% | +6.92% |
| 2009 |
+8.94% | +12.97% |
| 2008 |
+0.04% | -7.45% |
| 2007 |
+11.92% | +9.18% |
| 2006 |
+0.28% | +5.72% |
| 2005 |
+2.49% | +4.07% |
| 2004 |
+8.28% | +7.31% |
| 2003 |
+8.00% | +11.38% |
| 2002 |
+16.61% | +5.44% |
| 2001 |
+7.61% | +2.76% |
| 2000 |
+17.65% | +7.94% |
| 1999 |
-4.47% | +4.99% |
| 1998 |
+9.27% | +10.20% |
| 1997 |
+12.71% | +11.97% |
| 1996 |
+1.33% | +5.90% |
| 1995 |
+23.02% | +18.82% |
| 1994 |
-6.25% | -2.17% |
| 1993 |
+15.75% | +13.67% |
| 1992 |
+8.74% | +5.89% |
| 1991 |
+18.60% | +18.32% |
| 1990 |
+8.20% | +4.76% |
| 1989 |
+15.77% | +16.98% |
| 1988 |
+6.51% | +9.77% |
| 1987 |
-0.24% | +3.26% |
| 1986 |
+18.39% | +17.53% |
| 1985 |
+26.04% | +23.48% |