Developed World ex-US 20/80 vs DFA Dimensional Retirement Income Fund Portfolio Comparison

Last Update: 31 March 2024

The Developed World ex-US 20/80 Portfolio obtained a 5.20% compound annual return, with a 5.23% standard deviation, in the last 30 Years.

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.

Summary

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Developed World ex-US 20/80 Portfolio DFA Dimensional Retirement Income Fund Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 20.4%
Fixed Income 80% 79.6%
Commodities 0% 0%
30 Years Stats Return +5.20% +5.58%
Std Dev 5.23% 4.72%
Max Drawdown -16.80% -12.91%
All time Stats
(Since Jan 1985)		 Return +7.21% +6.99%
Std Dev 5.84% 5.14%
Max Drawdown -16.80% -12.91%
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
Developed World ex-US 20/80 Portfolio +1.64 +8.65 +7.15 +1.77 +2.87 +5.20 +7.21
DFA Dimensional Retirement Income Fund Portfolio +1.17 +7.17 +6.44 +4.18 +3.53 +5.58 +6.99
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.58$, with a total return of 358.20% (5.20% annualized).

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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.36$, with a total return of 1435.98% (7.21% 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).

Drawdowns

Drawdown comparison chart since April 1994.

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Developed World ex-US 20/80 Portfolio
DFA Dimensional Retirement Income Fund Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (32) 9.42
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (27) 6.22
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.88% Aug 2011 Sep 2011 (2) Nov 2011 (4) 1.35
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39
-2.65% Apr 1994 Feb 1995 (11) Apr 1995 (13) 1.70
-2.24% Sep 1994 Nov 1994 (3) Jan 1995 (5) 1.41
-2.13% Aug 1997 Aug 1997 (1) Sep 1997 (2) 1.23
-2.07% May 1999 May 1999 (1) Oct 1999 (6) 1.32

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 Portfolio
DFA Dimensional Retirement Income Fund Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (32) 9.42
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (27) 6.22
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-6.09% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.11
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.85% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.92
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-3.95% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.41
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.37% Jan 1990 Apr 1990 (4) May 1990 (5) 2.08
-3.32% May 1986 May 1986 (1) Jun 1986 (2) 1.92
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64

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
+1.06%
 -0.69%
+2.16%
 0.00%
2023
+10.62%
 -3.65%
+7.92%
 -3.33%
2022
-13.28%
 -15.82%
-9.39%
 -12.16%
2021
+0.51%
 -1.64%
+7.04%
 -1.33%
2020
+5.67%
 -5.99%
+8.69%
 -4.64%
2019
+10.82%
 -0.13%
+10.30%
 -0.66%
2018
-0.71%
 -1.97%
-1.96%
 -3.15%
2017
+7.20%
 -0.28%
+6.78%
 -0.31%
2016
+4.23%
 -2.76%
+4.66%
 -1.35%
2015
+0.88%
 -3.06%
-0.87%
 -3.41%
2014
+5.80%
 -0.91%
+2.89%
 -1.95%
2013
+3.72%
 -4.48%
+1.29%
 -4.34%
2012
+11.34%
 -1.93%
+7.36%
 -1.03%
2011
+4.42%
 -2.68%
+6.06%
 -2.88%
2010
+8.49%
 -1.80%
+6.92%
 -1.91%
2009
+17.74%
 -4.20%
+12.97%
 -4.37%
2008
-10.01%
 -15.55%
-7.45%
 -12.44%
2007
+6.22%
 -0.75%
+9.18%
 -0.27%
2006
+7.61%
 -0.62%
+5.72%
 -0.65%
2005
+6.71%
 -1.16%
+4.07%
 -1.13%
2004
+8.93%
 -1.18%
+7.31%
 -3.06%
2003
+10.88%
 -0.98%
+11.38%
 -1.65%
2002
+4.31%
 -1.24%
+5.44%
 -0.88%
2001
+4.28%
 -1.41%
+2.76%
 -1.59%
2000
+4.50%
 -1.64%
+7.94%
 -1.66%
1999
+7.82%
 -2.07%
+4.99%
 -1.82%
1998
+16.99%
 -0.92%
+10.20%
 -2.01%
1997
-4.15%
 -6.74%
+11.97%
 -2.13%
1996
+4.66%
 -1.36%
+5.90%
 -1.57%
1995
+17.78%
 -0.82%
+18.82%
 0.00%
1994
-3.88%
 -6.31%
-2.17%
 -6.09%
1993
+19.11%
 -1.94%
+13.67%
 -1.44%
1992
+6.56%
 -4.18%
+5.89%
 -2.39%
1991
+19.03%
 -1.69%
+18.32%
 -1.25%
1990
+0.80%
 -7.02%
+4.76%
 -3.95%
1989
+11.45%
 -2.33%
+16.98%
 -0.62%
1988
+12.16%
 -0.98%
+9.77%
 -1.84%
1987
+8.87%
 -2.58%
+3.26%
 -4.85%
1986
+25.77%
 -3.32%
+17.53%
 -2.86%
1985
+31.17%
 -2.24%
+23.48%
 -1.24%