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.
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
|
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).
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.
The Inflation Adjusted Capital now would be 2695.27$, with a net total return of 169.53% (3.36% annualized).
The Inflation Adjusted Capital now would be 3129.55$, with a net total return of 212.96% (3.73% annualized).
Drawdowns
Worst drawdowns since August 1992.
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.
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
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% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 |
Monthly/Yearly Returns
DFA Inflation-Protected Securities I (DIPSX) Fund monthly and yearly returns: how is the distribution of the returns recorded so far?
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.