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
| 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
| 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 |
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.
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.
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.
| 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% |