Last Update: 31 Aug 2021

Category: Fixed Income
ETF: DFA Inflation-Protected Securities I (DIPSX)

In the last 10 years, the DFA Inflation-Protected Securities I (DIPSX) ETF obtained a 3.24% compound annual return, with a 4.62% standard deviation.

In the last 20 years, a 5.29% compound annual return, with a 6.07% standard deviation.

In 2020, the portfolio granted a 1.74% dividend yield. If you are interested in getting periodic income, please refer to the DFA Inflation-Protected Securities I (DIPSX): Dividend Yield page.

The DFA Inflation-Protected Securities I (DIPSX) ETF is present in the following Lazy Portfolios:

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

Capital Growth and Historical Returns

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): Dividend Yield page.

Capital Growth:

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

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Period Returns
Aug 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-0.22%
-0.22%
Aug 2021 - Aug 2021
0 - 1
3M
+3.29%
-0.22%
Aug 2021 - Aug 2021
2 - 1
6M
+5.88%
-0.33%
Mar 2021 - Mar 2021
4 - 2
YTD
+4.44%
-2.27%
Feb 2021 - Mar 2021
5 - 3
1Y
+5.70%
4.42%
-2.27%
Feb 2021 - Mar 2021
7 - 5
3Y
+7.74%
annualized
4.18%
-2.30%
Sep 2018 - Oct 2018
26 - 10
5Y
+4.78%
annualized
3.91%
-2.98%
Oct 2016 - Dec 2016
40 - 20
10Y
+3.24%
annualized
4.62%
-9.90%
Dec 2012 - Dec 2013
75 - 45
MAX
01 Jun 1991
+6.69%
annualized
6.13%
-13.05%
Apr 2008 - Oct 2008
245 - 118

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.73% +23.02%
Jan 1995 - Dec 1995
-9.37%
Nov 1993 - Oct 1994
17.61%
2 Years
+6.42% +18.28%
Sep 1991 - Aug 1993
-3.16%
Jan 2013 - Dec 2014
6.47%
3 Years
+6.19% +14.69%
Jun 2000 - May 2003
-2.52%
Jan 2013 - Dec 2015
3.66%
5 Years
+6.18% +11.54%
Jan 2000 - Dec 2004
-0.35%
May 2013 - Apr 2018
2.30%
7 Years
+6.23% +10.58%
Apr 1997 - Mar 2004
+0.78%
Feb 2012 - Jan 2019
0.00%
10 Years
+6.44% +9.83%
Nov 1994 - Oct 2004
+2.89%
Mar 2008 - Feb 2018
0.00%
15 Years
+6.36% +8.65%
Jul 1991 - Jun 2006
+3.75%
Mar 2004 - Feb 2019
0.00%
20 Years
+6.44% +8.43%
Aug 1991 - Jul 2011
+5.04%
Dec 1998 - Nov 2018
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) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the DFA Inflation-Protected Securities I (DIPSX) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

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

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.10
87%
0.24
60%
0.07
53%
0.47
67%
0.68
67%
0.50
65%
0.96
77%
0.97
74%
0.51
63%
0.14
67%
0.45
73%
0.57
57%
Best
Year
4.3
2008
3.7
2003
6.4
2009
2.8
2002
5.1
1995
3.6
1993
4.7
1997
3.6
2002
3.2
2003
3.6
1996
4.3
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

For further information about the seasonality, check the Asset Class Seasonality page.

Investing in DFA Inflation-Protected Securities I (DIPSX) ETF: detail of monthly returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+4.44% 0.6 -2.0 -0.3 1.7 1.1 0.3 3.2 -0.2
2020
+11.65% 2.3 0.9 -1.5 2.5 0.8 1.2 2.3 1.5 -0.4 -0.7 1.0 1.4
2019
+8.46% 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% -1.2 -1.0 1.0 -0.3 0.4 0.6 -0.6 0.8 -1.1 -1.2 0.6 0.6
2017
+3.28% 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% 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% 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% 2.4 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% -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% 2.3 -0.3 -1.0 2.3 1.6 -0.6 1.8 0.0 0.7 0.7 0.6 -0.7
2011
+14.54% 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% 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% 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% 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% 0.2 2.1 0.3 0.7 -1.4 -0.3 2.5 0.8 1.2 1.4 4.3 -0.4
2006
+0.28% 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% 0.0 -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% 1.2 2.2 1.7 -4.8 2.0 -0.1 0.8 2.7 0.1 1.1 -0.3 1.8
2003
+8.00% 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% 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% 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% 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% 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% 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% -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% 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% 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% 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% 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% -3.4 1.4 -1.3 -0.5 3.0 1.7 3.8 0.9 2.1 -2.4 0.4 2.9

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

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