Last Update: 31 December 2022

The Developed World ex-US 20/80 Portfolio obtained a 5.36% compound annual return, with a 5.20% standard deviation, in the last 30 Years.

The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.58% compound annual return, with a 4.75% 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
Risk Low Low
Asset Allocation Stocks 20% 20.4%
Fixed Income 80% 79.6%
Commodities 0% 0%
30 Years Stats Return +5.36% +5.58%
Std Dev 5.20% 4.75%
Max Drawdown -16.80% -12.91%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Developed World ex-US 20/80 Portfolio -2.64 -1.83 -13.28 +0.27 +2.28 +5.36 +7.14
DFA Dimensional Retirement Income Fund Portfolio -1.25 -0.76 -9.39 +2.66 +2.79 +5.58 +6.96
(*) Returns over 1 year are annualized

Capital Growth as of Dec 31, 2022

Developed World ex-US 20/80 Portfolio: an investment of 1000$, since January 1993, now would be worth 4786.42$, with a total return of 378.64% (5.36% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1000$, since January 1993, now would be worth 5099.87$, with a total return of 409.99% (5.58% annualized).

Developed World ex-US 20/80 Portfolio: an investment of 1000$, since January 1985, now would be worth 13740.49$, with a total return of 1274.05% (7.14% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1000$, since January 1985, now would be worth 12881.55$, with a total return of 1188.15% (6.96% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Developed World ex-US 20/80 Portfolio
DFA Dimensional Retirement Income Fund Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.80% Aug 2021 Sep 2022
-15.55% Mar 2008 Nov 2008
-12.91% Jun 2008 Feb 2009
-12.16% Jan 2022 Sep 2022
-7.46% Dec 1996 Apr 1997
-6.51% Feb 1994 Feb 1995
-6.09% Feb 1994 Jun 1994
-5.99% Feb 2020 Mar 2020
-4.64% Feb 2020 Mar 2020
-4.48% May 2013 Jun 2013
-4.34% May 2013 Jun 2013
-3.41% May 2015 Sep 2015
-3.15% Sep 2018 Dec 2018
-3.06% Apr 2004 Apr 2004
-3.06% Apr 2015 Sep 2015
-2.88% Aug 2011 Sep 2011
-2.76% Oct 2016 Nov 2016
-2.68% Aug 2011 Sep 2011
-2.13% Aug 1997 Aug 1997
-2.07% May 1999 May 1999

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 Drawdown Start Bottom
-16.80% Aug 2021 Sep 2022
-15.55% Mar 2008 Nov 2008
-12.91% Jun 2008 Feb 2009
-12.16% Jan 2022 Sep 2022
-7.46% Dec 1996 Apr 1997
-7.02% Jan 1990 Apr 1990
-6.51% Feb 1994 Feb 1995
-6.31% Aug 1990 Sep 1990
-6.09% Feb 1994 Jun 1994
-5.99% Feb 2020 Mar 2020
-4.85% Sep 1987 Nov 1987
-4.64% Feb 2020 Mar 2020
-4.48% May 2013 Jun 2013
-4.34% May 2013 Jun 2013
-4.18% Jan 1992 Mar 1992
-3.95% Aug 1990 Sep 1990
-3.41% May 2015 Sep 2015
-3.37% Jan 1990 Apr 1990
-3.32% May 1986 May 1986
-3.15% Sep 2018 Dec 2018

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Developed World ex-US 20/80 Portfolio DFA Dimensional Retirement Income Fund Portfolio
2022
-13.28% -9.39%
2021
+0.51% +7.04%
2020
+5.67% +8.69%
2019
+10.82% +10.30%
2018
-0.71% -1.96%
2017
+7.20% +6.78%
2016
+4.23% +4.66%
2015
+0.88% -0.87%
2014
+5.80% +2.89%
2013
+3.72% +1.29%
2012
+11.34% +7.36%
2011
+4.42% +6.06%
2010
+8.49% +6.92%
2009
+17.74% +12.97%
2008
-10.01% -7.45%
2007
+6.22% +9.18%
2006
+7.61% +5.72%
2005
+6.71% +4.07%
2004
+8.93% +7.31%
2003
+10.88% +11.38%
2002
+4.31% +5.44%
2001
+4.28% +2.76%
2000
+4.50% +7.94%
1999
+7.82% +4.99%
1998
+16.99% +10.20%
1997
-4.15% +11.97%
1996
+4.66% +5.90%
1995
+17.78% +18.82%
1994
-3.88% -2.17%
1993
+19.11% +13.67%
1992
+6.56% +5.89%
1991
+19.03% +18.32%
1990
+0.80% +4.76%
1989
+11.45% +16.98%
1988
+12.16% +9.77%
1987
+8.87% +3.26%
1986
+25.77% +17.53%
1985
+31.17% +23.48%
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