DFA International Core Equity I (DFIEX): Rolling Returns

Simulation Settings
Category:
Period: January 1970 - June 2025 (~56 years)
Initial Amount: 1$
Currency: USD
Inflation: US
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When holding the DFA International Core Equity I (DFIEX) Fund, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~56 years), the longest duration with a negative return was 172 months (from December 1988 to March 2003).

This indicates that, within the same timeframe, any rolling period of 173 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

DFA INTERNATIONAL CORE EQUITY I (DFIEX) FUND
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 7.03%.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DFA INTERNATIONAL CORE EQUITY I (DFIEX) FUND
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
US Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

DFA INTERNATIONAL CORE EQUITY I (DFIEX) FUND
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 30 June 2025 (~56 years)
Over Time
Histogram
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-51.76%
Mar 2008 - Feb 2009
+9.90% +90.05%
Sep 1985 - Aug 1986
32.21%
211 out of 655
-51.77%
Mar 2008 - Feb 2009
+5.94% +87.10%
Sep 1985 - Aug 1986
39.24%
257 out of 655
-31.19%
Mar 2007 - Feb 2009
+8.05% +74.88%
May 1985 - Apr 1987
24.73%
159 out of 643
-32.57%
Mar 2007 - Feb 2009
+3.87% +70.40%
May 1985 - Apr 1987
36.55%
235 out of 643
-19.17%
Apr 2000 - Mar 2003
+7.13% +60.37%
Jun 1984 - May 1987
18.38%
116 out of 631
-21.11%
Apr 2000 - Mar 2003
+3.70% +55.74%
Jun 1984 - May 1987
33.28%
210 out of 631
-9.50%
Apr 1999 - Mar 2003
+6.55% +45.20%
Jun 1984 - May 1988
16.80%
104 out of 619
-11.95%
Apr 1999 - Mar 2003
+2.99% +40.67%
Jun 1984 - May 1988
30.86%
191 out of 619
-6.99%
Apr 1998 - Mar 2003
+6.98% +42.40%
Aug 1982 - Jul 1987
10.54%
64 out of 607
-9.32%
Apr 1998 - Mar 2003
+2.80% +38.06%
Aug 1982 - Jul 1987
30.97%
188 out of 607
-3.84%
Apr 1997 - Mar 2003
+6.72% +36.46%
Aug 1982 - Jul 1988
6.05%
36 out of 595
-6.06%
Apr 1997 - Mar 2003
+2.89% +32.10%
Aug 1982 - Jul 1988
24.87%
148 out of 595
-3.15%
Apr 1996 - Mar 2003
+6.84% +33.35%
Aug 1982 - Jul 1989
2.74%
16 out of 583
-5.44%
Apr 1996 - Mar 2003
+3.34% +28.78%
Aug 1982 - Jul 1989
16.64%
97 out of 583
-1.98%
Oct 1994 - Sep 2002
+7.33% +27.82%
Aug 1982 - Jul 1990
2.63%
15 out of 571
-4.30%
Oct 1994 - Sep 2002
+3.50% +23.24%
Aug 1982 - Jul 1990
17.16%
98 out of 571
-3.65%
Mar 2000 - Feb 2009
+7.12% +24.11%
Apr 1980 - Mar 1989
3.04%
17 out of 559
-6.02%
Mar 2000 - Feb 2009
+3.68% +18.42%
Apr 1980 - Mar 1989
14.67%
82 out of 559
-0.81%
Mar 1999 - Feb 2009
+6.70% +24.60%
May 1977 - Apr 1987
0.37%
2 out of 547
-3.76%
Aug 1972 - Jul 1982
+3.50% +16.99%
May 1977 - Apr 1987
9.51%
52 out of 547
-0.55%
Mar 1998 - Feb 2009
+6.87% +23.33%
Apr 1977 - Mar 1988
0.37%
2 out of 535
-2.98%
Mar 1998 - Feb 2009
+3.33% +16.04%
Apr 1977 - Mar 1988
9.72%
52 out of 535
+0.22%
Mar 1991 - Feb 2003
+6.99% +22.31%
Feb 1977 - Jan 1989
0.00%
0 out of 523
-2.44%
Oct 1989 - Sep 2001
+3.58% +15.18%
Mar 1977 - Feb 1989
10.33%
54 out of 523
-0.72%
Oct 1989 - Sep 2002
+7.25% +22.96%
Oct 1974 - Sep 1987
1.17%
6 out of 511
-3.51%
Oct 1989 - Sep 2002
+4.09% +15.46%
Oct 1974 - Sep 1987
8.22%
42 out of 511
-0.32%
Mar 1989 - Feb 2003
+7.25% +21.20%
Jan 1975 - Dec 1988
0.60%
3 out of 499
-3.21%
Mar 1989 - Feb 2003
+4.08% +14.11%
Jan 1975 - Dec 1988
7.21%
36 out of 499
+0.23%
Apr 1988 - Mar 2003
+6.97% +21.16%
Oct 1974 - Sep 1989
0.00%
0 out of 487
-2.78%
Apr 1988 - Mar 2003
+4.21% +14.08%
Oct 1974 - Sep 1989
7.60%
37 out of 487
+1.34%
May 1987 - Apr 2003
+7.27% +17.76%
Aug 1974 - Jul 1990
0.00%
0 out of 475
-1.70%
Apr 1987 - Mar 2003
+4.55% +11.66%
Aug 1982 - Jul 1998
2.32%
11 out of 475
+2.20%
Mar 1992 - Feb 2009
+6.58% +18.22%
Jul 1970 - Jun 1987
0.00%
0 out of 463
-0.35%
Mar 1992 - Feb 2009
+4.20% +11.47%
Aug 1982 - Jul 1999
0.22%
1 out of 463
+1.55%
Mar 1991 - Feb 2009
+6.40% +17.62%
Jul 1970 - Jun 1988
0.00%
0 out of 451
-0.99%
Mar 1991 - Feb 2009
+3.81% +11.13%
Aug 1982 - Jul 2000
0.44%
2 out of 451
+1.15%
Mar 1990 - Feb 2009
+6.67% +17.24%
Aug 1970 - Jul 1989
0.00%
0 out of 439
-1.51%
Mar 1990 - Feb 2009
+4.01% +10.28%
Aug 1970 - Jul 1989
1.37%
6 out of 439
+1.03%
Mar 1989 - Feb 2009
+7.15% +16.26%
Jul 1970 - Jun 1990
0.00%
0 out of 427
-1.75%
Mar 1989 - Feb 2009
+4.42% +9.76%
Oct 1974 - Sep 1994
1.64%
7 out of 427
+3.58%
Jun 1987 - May 2012
+8.04% +14.10%
Jan 1975 - Dec 1999
0.00%
0 out of 367
+0.70%
Jun 1987 - May 2012
+4.66% +9.43%
Aug 1982 - Jul 2007
0.00%
0 out of 367
+3.91%
Apr 1990 - Mar 2020
+8.74% +12.71%
Jul 1970 - Jun 2000
0.00%
0 out of 307
+1.49%
Jan 1989 - Dec 2018
+4.86% +7.57%
Jun 1977 - May 2007
0.00%
0 out of 307
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