Data Source: from June 1991 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 15 2022
Category: Fixed Income
Fund: DFA Inflation-Protected Securities I (DIPSX)
FUND • LIVE PERFORMANCE (USD currency)
0.00%
1 Day
Aug 15 2022
1.39%
Current Month
August 2022

In the last 30 Years, the DFA Inflation-Protected Securities I (DIPSX) Fund obtained a 5.96% compound annual return, with a 6.11% standard deviation.

In 2021, the Fund granted a 4.97% dividend yield. If you are interested in getting periodic income, please refer to the DFA Inflation-Protected Securities I (DIPSX) Fund: Dividend Yield page.

The DFA Inflation-Protected Securities I (DIPSX) Fund is part of the following Lazy Portfolios:

Portfolio Name Author DIPSX Weight
Dimensional Retirement Income Fund DFA 47.6%

Historical Returns as of Jul 31, 2022

Historical returns and stats of DFA Inflation-Protected Securities I (DIPSX) Fund. Total Returns and Inflation Adjusted Returns are both mentioned.

DFA INFLATION-PROTECTED SECURITIES I (DIPSX) FUND
Consolidated returns as of 31 Jul 2022
Data Source: from June 1991 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
5.16
5.17
0.00
1 - 0
3M
0.75
-1.69
-4.19
May 2022 - Jun 2022
1 - 2
6M
-2.65
-7.62
-8.27
Mar 2022 - Jun 2022
2 - 4
YTD
-4.70
-10.32
-9.37
Jan 2022 - Jun 2022
2 - 5
1Y
-3.89
-11.44
7.36
-9.37
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
4.39
-0.50
5.84
-9.37
Jan 2022 - Jun 2022
23 - 13
64% pos
5Y(*)
4.03
0.13
4.97
-9.37
Jan 2022 - Jun 2022
39 - 21
65% pos
10Y(*)
2.01
-0.58
5.03
-9.90
Dec 2012 - Dec 2013
73 - 47
61% pos
15Y(*)
4.23
1.81
6.19
-13.04
Apr 2008 - Oct 2008
115 - 65
64% pos
20Y(*)
4.66
2.09
6.21
-13.04
Apr 2008 - Oct 2008
157 - 83
65% pos
25Y(*)
5.45
2.89
5.92
-13.04
Apr 2008 - Oct 2008
199 - 101
66% pos
30Y(*)
5.96
3.36
6.11
-13.04
Apr 2008 - Oct 2008
240 - 120
67% pos
MAX(*)
01 Jun 1991
6.36
3.73
6.20
-13.04
Apr 2008 - Oct 2008
250 - 124
67% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%

ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of DFA Inflation-Protected Securities I (DIPSX) Fund vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

DFA INFLATION-PROTECTED SECURITIES I (DIPSX) FUND
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs DIPSX
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.76
0.47
0.30
0.15
0.15
US Large Cap
SPY
0.74
0.47
0.30
0.16
0.16
US Small Cap
IJR
0.85
0.34
0.16
0.07
0.07
US REITs
VNQ
0.60
0.54
0.52
0.29
0.29
US Technology
QQQ
0.77
0.54
0.36
0.08
0.08
Preferred Stocks
PFF
0.72
0.59
0.52
0.32
0.33
EAFE Stocks
EFA
0.65
0.37
0.32
0.16
0.16
World All Countries
VT
0.73
0.44
0.34
0.17
0.17
Emerging Markets
EEM
0.37
0.26
0.32
0.16
0.16
Europe
VGK
0.59
0.38
0.31
0.16
0.16
Pacific
VPL
0.74
0.35
0.33
0.17
0.17
Latin America
FLLA
0.29
0.18
0.28
0.13
0.12
US Total Bond Market
BND
0.80
0.81
0.80
0.82
0.82
Long Term Treasuries
TLT
0.68
0.60
0.63
0.63
0.64
US Cash
BIL
-0.23
-0.03
0.05
0.11
0.12
TIPS
TIP
1.00
0.99
0.99
0.99
0.99
Investment Grade Bonds
LQD
0.81
0.76
0.75
0.71
0.71
High Yield Bonds
HYG
0.85
0.60
0.52
0.37
0.37
International Bond Market
BNDX
0.89
0.79
0.73
0.59
0.60
Emerging Market Bonds
EMB
0.65
0.59
0.62
0.42
0.42
Gold
GLD
0.15
0.42
0.50
0.32
0.32
Commodities
DBC
-0.18
-0.03
0.03
0.25
0.24

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the DFA Inflation-Protected Securities I (DIPSX) Fund: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 5683.58$, with a total return of 468.36% (5.96% annualized).

The Inflation Adjusted Capital now would be 2695.27$, with a net total return of 169.53% (3.36% annualized).
An investment of 1000$, since June 1991, now would be worth 6837.84$, with a total return of 583.78% (6.36% annualized).

The Inflation Adjusted Capital now would be 3129.55$, with a net total return of 212.96% (3.73% annualized).

Drawdowns

Worst drawdowns since August 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-13.04% Apr 2008 Oct 2008 7 Sep 2009 11 18
-10.68% Feb 1994 Oct 1994 9 May 1995 7 16
-9.90% Dec 2012 Dec 2013 13 Mar 2019 63 76
-9.37% Jan 2022 Jun 2022 6 in progress 1 7
-6.47% Feb 1996 May 1996 4 Oct 1996 5 9
-5.32% Feb 1999 Dec 1999 11 Mar 2000 3 14
-5.32% Jun 2003 Jul 2003 2 Dec 2003 5 7
-4.82% Apr 2004 Apr 2004 1 Aug 2004 4 5
-4.37% Dec 1996 Mar 1997 4 Jun 1997 3 7
-3.47% Nov 2010 Dec 2010 2 Apr 2011 4 6
-3.37% Nov 2001 Dec 2001 2 Apr 2002 4 6
-2.75% Oct 2002 Oct 2002 1 Dec 2002 2 3
-2.60% Sep 2005 Apr 2006 8 Aug 2006 4 12
-2.47% Jul 2005 Jul 2005 1 Aug 2005 1 2
-2.41% Oct 1992 Oct 1992 1 Dec 1992 2 3
-2.30% Dec 2006 Dec 2006 1 Mar 2007 3 4
-2.28% Feb 2021 Mar 2021 2 May 2021 2 4
-2.11% Dec 2009 Dec 2009 1 Apr 2010 4 5
-1.94% Mar 2003 Apr 2003 2 May 2003 1 3
-1.72% Aug 1997 Aug 1997 1 Sep 1997 1 2

Worst drawdowns since June 1991.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-13.04% Apr 2008 Oct 2008 7 Sep 2009 11 18
-10.68% Feb 1994 Oct 1994 9 May 1995 7 16
-9.90% Dec 2012 Dec 2013 13 Mar 2019 63 76
-9.37% Jan 2022 Jun 2022 6 in progress 1 7
-6.47% Feb 1996 May 1996 4 Oct 1996 5 9
-5.32% Feb 1999 Dec 1999 11 Mar 2000 3 14
-5.32% Jun 2003 Jul 2003 2 Dec 2003 5 7
-4.82% Apr 2004 Apr 2004 1 Aug 2004 4 5
-4.37% Dec 1996 Mar 1997 4 Jun 1997 3 7
-3.82% Jan 1992 Apr 1992 4 Jun 1992 2 6
-3.47% Nov 2010 Dec 2010 2 Apr 2011 4 6
-3.37% Nov 2001 Dec 2001 2 Apr 2002 4 6
-2.75% Oct 2002 Oct 2002 1 Dec 2002 2 3
-2.60% Sep 2005 Apr 2006 8 Aug 2006 4 12
-2.47% Jul 2005 Jul 2005 1 Aug 2005 1 2
-2.41% Oct 1992 Oct 1992 1 Dec 1992 2 3
-2.30% Dec 2006 Dec 2006 1 Mar 2007 3 4
-2.28% Feb 2021 Mar 2021 2 May 2021 2 4
-2.11% Dec 2009 Dec 2009 1 Apr 2010 4 5
-1.94% Mar 2003 Apr 2003 2 May 2003 1 3

Rolling Returns ( more details)

DFA Inflation-Protected Securities I (DIPSX) Fund: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.60 23.02
Jan 1995 - Dec 1995
-9.37
Nov 1993 - Oct 1994
18.18%
2 Years
6.38 18.28
Sep 1991 - Aug 1993
-3.16
Jan 2013 - Dec 2014
6.27%
3 Years
6.20 14.69
Jun 2000 - May 2003
-2.52
Jan 2013 - Dec 2015
3.54%
5 Years
6.12 11.54
Jan 2000 - Dec 2004
-0.35
May 2013 - Apr 2018
2.22%
7 Years
6.13 10.58
Apr 1997 - Mar 2004
0.78
Feb 2012 - Jan 2019
0.00%
10 Years
6.27 9.83
Nov 1994 - Oct 2004
1.67
Jul 2012 - Jun 2022
0.00%
15 Years
6.25 8.65
Aug 1991 - Jul 2006
3.75
Mar 2004 - Feb 2019
0.00%
20 Years
6.32 8.43
Aug 1991 - Jul 2011
4.49
Jul 2002 - Jun 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the DFA Inflation-Protected Securities I (DIPSX) Fund: Rolling Returns page.

Seasonality

DFA Inflation-Protected Securities I (DIPSX) Fund: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.99
84%
0.26
61%
0.00
52%
0.38
65%
0.63
65%
0.38
63%
1.09
78%
0.97
74%
0.47
61%
0.17
68%
0.46
74%
0.56
58%
Best
Year
4.3
2008
3.7
2003
6.4
2009
2.8
2002
5.1
1995
3.6
1993
5.2
2022
3.6
2002
3.2
2003
3.6
1996
4.2
2007
6.3
2008
Worst
Year
-3.4
1992
-3.5
1994
-4.2
1994
-4.8
2004
-4.4
2013
-4.4
2013
-4.5
2003
-1.9
2013
-4.1
2008
-8.9
2008
-2.4
2016
-2.3
2006
Statistics calculated for the period Jun 1991 - Jul 2022

Monthly/Yearly Returns

DFA Inflation-Protected Securities I (DIPSX) Fund monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
250 Positive Months (67%) - 124 Negative Months (33%)
Jun 1991 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-4.70 -10.32 -2.1 0.9 -1.9 -2.4 -1.0 -3.3 5.2
2021
+5.55 -1.39 0.6 -2.0 -0.3 1.7 1.1 0.3 3.2 -0.2 -0.9 0.9 0.8 0.2
2020
+11.65 +10.15 2.3 0.9 -1.5 2.5 0.8 1.2 2.3 1.5 -0.4 -0.7 1.0 1.3
2019
+8.46 +6.04 1.7 -0.2 2.1 0.3 1.6 1.1 0.3 2.0 -1.3 0.0 0.1 0.5
2018
-1.29 -3.14 -1.2 -0.9 1.0 -0.3 0.4 0.6 -0.6 0.8 -1.1 -1.2 0.6 0.6
2017
+3.28 +1.15 1.1 0.4 0.0 0.8 0.0 -1.1 0.8 1.1 -1.0 0.3 0.0 1.0
2016
+4.67 +2.54 1.9 1.2 1.8 0.3 -0.8 2.3 0.6 -0.6 1.0 -0.5 -2.4 -0.1
2015
-1.22 -1.94 3.6 -1.4 -0.3 0.8 -0.9 -0.9 0.5 -0.9 -0.4 0.2 -0.2 -1.1
2014
+3.37 +2.59 2.4 0.3 -0.8 1.5 2.2 0.3 -0.1 0.5 -2.7 0.9 0.4 -1.5
2013
-9.27 -10.61 -0.7 0.2 0.3 0.8 -4.4 -4.4 1.1 -1.9 2.1 0.5 -1.1 -1.9
2012
+7.45 +5.61 2.3 -0.3 -1.0 2.3 1.6 -0.6 1.7 0.0 0.7 0.7 0.6 -0.7
2011
+14.54 +11.25 0.5 0.6 0.9 2.5 0.7 0.9 4.2 1.0 -0.4 1.7 1.0 0.1
2010
+6.81 +5.24 1.6 -0.9 -0.1 2.7 -0.1 1.6 0.1 1.8 1.1 2.6 -1.6 -1.9
2009
+11.01 +8.07 1.2 -2.4 6.4 -1.5 1.5 0.1 0.3 1.0 2.1 1.6 2.7 -2.1
2008
-1.42 -1.51 4.3 1.7 0.2 -2.4 -0.1 2.0 -0.6 0.7 -4.1 -8.9 0.3 6.3
2007
+11.84 +7.46 0.2 2.1 0.2 0.7 -1.4 -0.3 2.5 0.8 1.2 1.4 4.2 -0.4
2006
+0.28 -2.21 0.0 0.0 -2.1 -0.2 0.3 0.4 1.5 1.7 0.1 -0.1 1.1 -2.3
2005
+2.49 -0.89 0.0 -0.5 0.2 1.8 0.8 0.5 -2.5 2.5 -0.2 -1.3 0.2 1.0
2004
+8.28 +4.86 1.2 2.1 1.7 -4.8 2.0 -0.1 0.8 2.7 0.1 1.1 -0.3 1.8
2003
+8.00 +6.01 0.6 3.7 -1.6 -0.3 4.7 -0.9 -4.5 1.7 3.2 0.5 0.1 0.9
2002
+16.61 +13.90 0.6 1.6 -0.6 2.8 1.5 1.3 1.7 3.6 2.5 -2.8 0.0 3.5
2001
+7.61 +5.97 1.9 1.7 0.9 0.6 1.1 -0.1 1.6 0.3 0.5 2.3 -2.3 -1.1
2000
+17.65 +13.80 0.5 2.4 2.7 -0.5 -0.4 2.3 1.0 2.0 -0.1 1.4 2.7 2.2
1999
-4.47 -6.97 0.9 -2.9 0.0 0.5 -1.2 -0.9 -0.5 -0.3 1.2 0.4 -0.5 -1.1
1998
+9.27 +7.53 1.5 -0.4 0.2 0.6 1.2 1.2 0.1 2.3 2.4 -0.8 0.7 -0.2
1997
+12.71 +10.83 -0.3 0.0 -2.2 2.5 1.1 1.6 4.7 -1.7 2.2 2.0 1.1 1.2
1996
+1.33 -1.93 0.1 -3.5 -1.4 -1.3 -0.5 1.8 0.2 -1.2 2.8 3.6 2.8 -1.9
1995
+23.02 +19.98 2.6 2.2 0.8 1.2 5.1 0.8 -0.4 2.0 1.5 1.5 1.8 2.0
1994
-6.25 -8.69 2.6 -3.5 -4.2 -1.6 -0.6 -0.5 3.0 -0.1 -2.9 -0.5 0.4 1.9
1993
+15.75 +12.65 2.3 3.3 0.1 0.8 0.2 3.6 1.5 3.6 0.3 0.2 -1.5 0.4
1992
+8.74 +5.67 -3.4 1.4 -1.3 -0.5 3.0 1.7 3.8 0.9 2.1 -2.4 0.4 2.9
1991
- - -0.3 1.5 2.8 2.8 0.8 1.0 5.6

ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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