Developed World ex-US 60/40 vs DFA Dimensional 2030 Retirement Income Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 60/40 Portfolio obtained a 5.29% compound annual return, with a 10.17% standard deviation, in the last 30 Years.

The DFA Dimensional 2030 Retirement Income Portfolio obtained a 7.29% compound annual return, with a 9.22% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 60/40 Portfolio DFA Dimensional 2030 Retirement Income Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 55.9%
Fixed Income 40% 44.1%
Commodities 0% 0%
30 Years Stats Return +5.29% +7.29%
Std Dev 10.17% 9.22%
Max Drawdown -37.49% -31.78%
All time Stats
(Since Jan 1985)
Return +7.90% +9.17%
Std Dev 10.99% 9.52%
Max Drawdown -37.49% -31.78%
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
Developed World ex-US 60/40 Portfolio +1.43 +6.56 +11.02 +4.28 +3.79 +5.29 +7.90
DFA Dimensional 2030 Retirement Income Portfolio +2.11 +7.41 +14.09 +7.03 +6.06 +7.29 +9.17
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 4.70$, with a total return of 370.02% (5.29% annualized).

DFA Dimensional 2030 Retirement Income Portfolio: an investment of 1$, since March 1994, now would be worth 8.26$, with a total return of 725.76% (7.29% annualized).

Developed World ex-US 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 19.67$, with a total return of 1867.49% (7.90% annualized).

DFA Dimensional 2030 Retirement Income Portfolio: an investment of 1$, since January 1985, now would be worth 31.05$, with a total return of 3005.35% (9.17% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 60/40 Portfolio
DFA Dimensional 2030 Retirement Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-31.78% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.71
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-20.34% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-15.10% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.27
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-11.58% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.21
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.50% May 2011 Sep 2011 (5) Jan 2012 (9) 4.01
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.22% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.93
-7.57% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.14
-7.33% Nov 1994 Feb 1995 (4) Jul 1995 (9) 3.33
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-7.01% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-5.78% Dec 1996 Apr 1997 (5) Jun 1997 (7) 3.79
-5.09% May 2013 Jun 2013 (2) Sep 2013 (5) 2.77

Drawdown comparison chart since January 1985.

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Developed World ex-US 60/40 Portfolio
DFA Dimensional 2030 Retirement Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-31.78% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.71
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-20.34% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-18.51% Jan 1990 Sep 1990 (9) Dec 1991 (24) 8.68
-15.36% Sep 1987 Nov 1987 (3) Dec 1988 (16) 6.93
-15.10% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.27
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-11.58% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.21
-10.69% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.65
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.50% May 2011 Sep 2011 (5) Jan 2012 (9) 4.01
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.82% Sep 1987 Oct 1987 (2) Feb 1988 (6) 5.47
-8.78% Jan 1992 Apr 1992 (4) Mar 1993 (15) 5.11
-8.22% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.93
-7.57% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.14
-7.55% Feb 1994 Feb 1995 (13) Jul 1995 (18) 2.81

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
+0.53%
-0.89%
+2.27%
0.00%
2023
+14.28%
-7.32%
+14.37%
-6.80%
2022
-14.32%
-21.67%
-15.68%
-20.34%
2021
+6.09%
-3.26%
+12.36%
-2.79%
2020
+7.71%
-14.56%
+13.87%
-11.58%
2019
+16.72%
-2.77%
+18.74%
-2.99%
2018
-7.73%
-10.09%
-4.97%
-7.57%
2017
+16.81%
0.00%
+14.85%
0.00%
2016
+3.45%
-4.03%
+7.26%
-2.45%
2015
+0.25%
-7.87%
-1.32%
-6.97%
2014
-0.09%
-4.31%
+5.23%
-2.58%
2013
+12.77%
-5.09%
+11.66%
-3.78%
2012
+14.95%
-7.61%
+12.36%
-4.05%
2011
-3.94%
-13.28%
+2.36%
-9.50%
2010
+8.42%
-7.69%
+10.90%
-6.53%
2009
+22.61%
-13.44%
+22.15%
-11.27%
2008
-25.33%
-29.87%
-21.57%
-25.38%
2007
+8.69%
-3.28%
+10.20%
-1.97%
2006
+16.94%
-2.26%
+11.79%
-2.25%
2005
+10.15%
-2.01%
+7.33%
-2.02%
2004
+14.59%
-2.01%
+11.75%
-3.31%
2003
+24.77%
-4.07%
+22.57%
-1.69%
2002
-5.65%
-12.16%
-4.09%
-9.28%
2001
-8.83%
-13.08%
-3.94%
-11.17%
2000
-4.89%
-7.85%
-0.49%
-5.91%
1999
+22.89%
-3.20%
+15.39%
-2.49%
1998
+16.75%
-6.93%
+15.08%
-8.22%
1997
-2.77%
-7.06%
+14.36%
-4.20%
1996
+4.67%
-1.39%
+10.23%
-2.48%
1995
+10.88%
-4.80%
+22.89%
-0.22%
1994
+2.94%
-3.27%
-1.78%
-6.92%
1993
+24.52%
-6.35%
+19.97%
-2.72%
1992
-4.11%
-8.78%
+3.96%
-4.06%
1991
+14.26%
-5.21%
+26.29%
-3.29%
1990
-11.99%
-18.51%
-2.02%
-10.69%
1989
+12.15%
-3.14%
+23.94%
-0.66%
1988
+18.91%
-5.35%
+14.85%
-2.75%
1987
+19.68%
-8.82%
+4.04%
-15.36%
1986
+44.57%
-5.90%
+23.82%
-4.63%
1985
+43.60%
-0.36%
+31.63%
-1.43%