Data Source: from January 1986 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 16 2022
Category: Stocks
Fund: DFA International Core Equity I (DFIEX)
FUND • LIVE PERFORMANCE (USD currency)
0.14%
1 Day
Aug 16 2022
1.32%
Current Month
August 2022

In the last 30 Years, the DFA International Core Equity I (DFIEX) Fund obtained a 5.71% compound annual return, with a 17.09% standard deviation.

In 2021, the Fund granted a 3.32% dividend yield. If you are interested in getting periodic income, please refer to the DFA International Core Equity I (DFIEX) Fund: Dividend Yield page.

The DFA International Core Equity I (DFIEX) Fund is part of the following Lazy Portfolios:

Portfolio Name Author DFIEX Weight
Dimensional Retirement Income Fund DFA 1.9%

Historical Returns as of Jul 31, 2022

Historical returns and stats of DFA International Core Equity I (DFIEX) Fund. Total Returns and Inflation Adjusted Returns are both mentioned.

DFA INTERNATIONAL CORE EQUITY I (DFIEX) FUND
Consolidated returns as of 31 Jul 2022
Data Source: from January 1986 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
4.99
5.00
0.00
1 - 0
3M
-3.41
-5.75
-9.88
Jun 2022 - Jun 2022
2 - 1
6M
-11.19
-15.72
-15.41
Feb 2022 - Jun 2022
2 - 4
YTD
-13.78
-18.87
-17.88
Jan 2022 - Jun 2022
2 - 5
1Y
-13.08
-19.91
15.15
-18.27
Sep 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
5.27
0.34
19.75
-27.64
Jan 2020 - Mar 2020
21 - 15
58% pos
5Y(*)
2.82
-1.04
17.55
-30.75
Feb 2018 - Mar 2020
34 - 26
57% pos
10Y(*)
6.71
4.00
14.83
-30.75
Feb 2018 - Mar 2020
70 - 50
58% pos
15Y(*)
2.59
0.20
18.99
-58.88
Nov 2007 - Feb 2009
98 - 82
54% pos
20Y(*)
6.93
4.30
17.66
-58.88
Nov 2007 - Feb 2009
142 - 98
59% pos
25Y(*)
4.51
1.98
17.70
-58.88
Nov 2007 - Feb 2009
175 - 125
58% pos
30Y(*)
5.71
3.12
17.09
-58.88
Nov 2007 - Feb 2009
213 - 147
59% pos
MAX(*)
01 Jan 1986
6.84
3.97
18.00
-58.88
Nov 2007 - Feb 2009
257 - 182
59% 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 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of DFA International Core Equity I (DFIEX) Fund vs the main Asset Classes, over different timeframes.

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

DFA INTERNATIONAL CORE EQUITY I (DFIEX) FUND
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs DFIEX
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.89
0.91
0.87
0.82
0.82
US Large Cap
SPY
0.89
0.90
0.86
0.81
0.80
US Small Cap
IJR
0.91
0.89
0.80
0.75
0.74
US REITs
VNQ
0.78
0.73
0.59
0.57
0.57
US Technology
QQQ
0.76
0.77
0.75
0.63
0.63
Preferred Stocks
PFF
0.90
0.76
0.68
0.47
0.47
EAFE Stocks
EFA
0.99
0.99
0.98
0.99
0.99
World All Countries
VT
0.94
0.96
0.95
0.95
0.95
Emerging Markets
EEM
0.81
0.83
0.81
0.79
0.79
Europe
VGK
0.97
0.98
0.97
0.94
0.93
Pacific
VPL
0.93
0.95
0.90
0.88
0.88
Latin America
FLLA
0.63
0.72
0.69
0.72
0.72
US Total Bond Market
BND
0.63
0.25
0.19
0.07
0.07
Long Term Treasuries
TLT
0.35
-0.24
-0.22
-0.22
-0.21
US Cash
BIL
-0.16
-0.29
-0.21
-0.05
-0.06
TIPS
TIP
0.67
0.39
0.33
0.15
0.15
Investment Grade Bonds
LQD
0.74
0.54
0.46
0.28
0.28
High Yield Bonds
HYG
0.89
0.81
0.78
0.67
0.66
International Bond Market
BNDX
0.50
0.26
0.20
0.12
0.12
Emerging Market Bonds
EMB
0.90
0.75
0.68
0.57
0.56
Gold
GLD
0.22
0.14
0.10
0.17
0.17
Commodities
DBC
0.36
0.67
0.55
0.44
0.44

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 International Core Equity I (DFIEX) Fund: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 5297.19$, with a total return of 429.72% (5.71% annualized).

The Inflation Adjusted Capital now would be 2512.03$, with a net total return of 151.20% (3.12% annualized).
An investment of 1000$, since January 1986, now would be worth 11267.74$, with a total return of 1026.77% (6.84% annualized).

The Inflation Adjusted Capital now would be 4156.81$, with a net total return of 315.68% (3.97% 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
-58.88% Nov 2007 Feb 2009 16 Dec 2013 58 74
-47.30% Jan 2000 Mar 2003 39 Aug 2005 29 68
-30.75% Feb 2018 Mar 2020 26 Dec 2020 9 35
-18.67% Jul 2014 Feb 2016 20 Mar 2017 13 33
-18.27% Sep 2021 Jun 2022 10 in progress 1 11
-16.13% Aug 1997 Sep 1998 14 Dec 1998 3 17
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19
-10.94% Sep 1993 Nov 1993 3 Jan 1994 2 5
-7.92% Sep 1992 Oct 1992 2 Mar 1993 5 7
-5.19% May 2006 Jun 2006 2 Oct 2006 4 6
-5.00% May 1999 May 1999 1 Jul 1999 2 3
-4.41% May 1996 Jan 1997 9 May 1997 4 13
-4.16% Jun 2007 Aug 2007 3 Oct 2007 2 5
-3.37% Oct 2005 Oct 2005 1 Dec 2005 2 3
-3.36% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.02% Mar 1994 Mar 1994 1 Apr 1994 1 2
-2.98% Jun 1993 Jun 1993 1 Jul 1993 1 2
-2.77% Jan 1999 Feb 1999 2 Mar 1999 1 3
-1.65% Jun 2021 Jun 2021 1 Aug 2021 2 3
-0.96% Jan 2021 Jan 2021 1 Feb 2021 1 2

Worst drawdowns since January 1986.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-58.88% Nov 2007 Feb 2009 16 Dec 2013 58 74
-47.30% Jan 2000 Mar 2003 39 Aug 2005 29 68
-31.21% Jan 1990 Sep 1990 9 Jan 1994 40 49
-30.75% Feb 2018 Mar 2020 26 Dec 2020 9 35
-18.67% Jul 2014 Feb 2016 20 Mar 2017 13 33
-18.27% Sep 2021 Jun 2022 10 in progress 1 11
-16.13% Aug 1997 Sep 1998 14 Dec 1998 3 17
-13.46% Sep 1987 Oct 1987 2 Mar 1988 5 7
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19
-9.43% May 1988 Aug 1988 4 Nov 1988 3 7
-8.70% Sep 1986 Oct 1986 2 Dec 1986 2 4
-7.94% Mar 1989 Jun 1989 4 Jul 1989 1 5
-5.19% May 2006 Jun 2006 2 Oct 2006 4 6
-5.00% May 1999 May 1999 1 Jul 1999 2 3
-4.41% May 1996 Jan 1997 9 May 1997 4 13
-4.16% Jun 2007 Aug 2007 3 Oct 2007 2 5
-3.98% Aug 1989 Aug 1989 1 Sep 1989 1 2
-3.67% Oct 1989 Oct 1989 1 Nov 1989 1 2
-3.60% Jun 1987 Jul 1987 2 Aug 1987 1 3
-3.37% Oct 2005 Oct 2005 1 Dec 2005 2 3

Rolling Returns ( more details)

DFA International Core Equity I (DFIEX) Fund: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.39 78.27
Feb 1986 - Jan 1987
-51.76
Mar 2008 - Feb 2009
36.92%
2 Years
6.66 46.94
Feb 1986 - Jan 1988
-31.19
Mar 2007 - Feb 2009
29.57%
3 Years
5.80 38.88
Jan 1986 - Dec 1988
-19.17
Apr 2000 - Mar 2003
23.51%
5 Years
5.30 24.52
Oct 2002 - Sep 2007
-6.99
Apr 1998 - Mar 2003
16.32%
7 Years
5.22 13.01
Apr 2003 - Mar 2010
-3.15
Apr 1996 - Mar 2003
4.49%
10 Years
5.22 12.14
Jan 1986 - Dec 1995
-0.81
Mar 1999 - Feb 2009
0.63%
15 Years
5.02 9.94
Jan 1986 - Dec 2000
0.23
Apr 1988 - Mar 2003
0.00%
20 Years
5.22 9.12
Feb 1986 - Jan 2006
1.03
Mar 1989 - Feb 2009
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 International Core Equity I (DFIEX) Fund: Rolling Returns page.

Seasonality

DFA International Core Equity I (DFIEX) 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 %
0.22
49%
0.72
68%
1.13
54%
2.97
78%
0.12
49%
-0.63
38%
1.49
65%
-0.68
53%
-0.50
56%
0.39
58%
0.55
58%
2.46
78%
Best
Year
11.7
1987
11.1
1991
12.7
1986
15.1
2009
15.1
2009
7.4
1986
12.2
1989
8.4
1987
10.7
2010
17.1
1990
14.4
2020
9.6
2010
Worst
Year
-10.8
2009
-10.5
2009
-18.2
2020
-6.1
2022
-12.0
2012
-9.9
2022
-9.8
2002
-13.7
1998
-14.2
1990
-22.7
2008
-9.4
1993
-6.1
2018
Statistics calculated for the period Jan 1986 - Jul 2022

Monthly/Yearly Returns

DFA International Core Equity I (DFIEX) Fund monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
257 Positive Months (59%) - 182 Negative Months (41%)
Jan 1986 - 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
-13.78 -18.87 -2.9 -2.0 -0.1 -6.1 2.1 -9.9 5.0
2021
+13.87 +6.39 -1.0 3.6 3.4 3.2 3.8 -1.6 1.1 1.3 -3.1 3.0 -4.8 4.8
2020
+7.72 +6.27 -3.6 -8.3 -18.2 8.9 6.0 2.8 2.6 6.2 -2.0 -3.2 14.4 6.0
2019
+21.68 +18.97 8.0 2.1 -0.2 3.3 -6.5 6.0 -2.2 -2.4 3.4 3.7 1.7 3.8
2018
-17.40 -18.95 5.0 -4.9 -0.8 1.5 -1.5 -1.9 2.0 -2.3 0.5 -9.1 -0.6 -6.1
2017
+28.05 +25.41 4.0 0.9 2.4 2.6 2.8 0.8 3.6 0.4 2.8 1.6 0.8 2.2
2016
+5.34 +3.20 -6.1 -2.1 7.8 2.8 -0.3 -3.3 5.1 0.5 1.9 -1.8 -1.2 2.7
2015
-0.21 -0.93 -0.3 6.4 -1.8 4.9 0.2 -2.4 0.1 -6.2 -4.3 6.3 -0.4 -1.7
2014
-5.98 -6.69 -3.4 5.9 -0.2 1.2 1.1 1.6 -2.7 0.4 -5.0 -1.5 -0.2 -2.8
2013
+23.43 +21.60 4.3 -1.1 1.2 3.9 -2.3 -3.1 6.2 -1.0 7.7 3.5 0.5 2.1
2012
+18.74 +16.71 7.3 5.1 0.0 -2.2 -12.0 6.1 -0.1 3.5 3.6 1.1 1.7 4.6
2011
-15.11 -17.56 2.6 3.4 -1.8 5.4 -3.1 -1.8 -2.2 -8.8 -11.7 9.2 -3.0 -2.5
2010
+13.91 +12.23 -4.2 0.1 7.5 -0.5 -11.8 -1.7 10.6 -4.1 10.7 3.7 -4.0 9.6
2009
+39.29 +35.60 -10.8 -10.5 8.4 15.1 15.1 -0.8 9.9 5.6 4.9 -3.0 2.7 1.2
2008
-44.01 -44.06 -7.5 0.2 0.5 4.1 1.6 -9.3 -4.0 -3.8 -12.8 -22.7 -6.0 7.0
2007
+8.49 +4.24 1.8 0.5 3.2 3.7 2.8 -0.6 -1.7 -1.9 4.3 4.7 -5.5 -2.6
2006
+26.94 +23.80 6.5 0.1 3.9 4.8 -4.1 -1.2 0.5 2.9 0.5 3.9 3.5 3.1
2005
+15.57 +11.75 -1.7 4.7 -2.9 -2.1 0.1 1.3 3.7 2.9 4.7 -3.4 2.7 5.1
2004
+20.84 +17.03 1.6 2.5 0.5 -3.1 0.5 2.4 -3.3 0.7 3.0 3.2 7.2 4.4
2003
+40.34 +37.75 -3.8 -2.4 -1.9 9.7 6.2 2.7 3.2 2.5 2.8 6.5 2.1 7.8
2002
-15.08 -17.05 -4.6 0.9 5.7 0.4 1.2 -4.3 -9.8 -0.1 -10.9 5.7 4.7 -3.4
2001
-20.15 -21.37 1.1 -7.6 -7.1 7.9 -3.5 -3.8 -2.4 -2.3 -10.7 3.0 3.6 1.4
2000
-15.61 -18.38 -6.2 2.8 3.5 -5.4 -2.7 4.3 -4.5 1.0 -5.0 -3.0 -4.4 3.7
1999
+29.92 +26.52 -0.6 -2.2 5.0 5.1 -5.0 4.4 2.3 0.3 0.8 3.7 4.1 9.4
1998
+15.60 +13.77 3.0 6.9 3.2 0.5 -1.5 -0.3 1.1 -13.7 -2.1 10.8 5.3 3.3
1997
-0.77 -2.44 -2.4 1.8 -0.1 0.2 6.5 5.4 1.6 -8.6 5.5 -9.1 -1.2 0.9
1996
+4.68 +1.31 0.5 0.3 2.0 4.0 -1.3 0.4 -3.2 0.0 2.1 -1.2 3.1 -1.9
1995
+3.98 +1.41 -3.9 -5.2 6.5 3.5 -1.9 -1.8 5.7 -3.4 1.6 -2.6 2.5 3.7
1994
+9.76 +6.90 9.9 0.4 -3.0 3.3 -0.1 2.0 0.5 1.7 -2.9 2.8 -5.4 0.9
1993
+29.92 +26.45 0.0 3.5 10.1 10.0 3.6 -3.0 4.2 4.8 -3.0 1.3 -9.4 6.1
1992
-14.79 -17.19 -2.4 -3.7 -7.2 -0.8 7.1 -4.6 -3.3 7.0 -2.7 -5.3 0.8 0.5
1991
+9.48 +6.23 1.7 11.1 -4.8 1.6 -0.4 -6.6 4.0 -3.1 6.4 2.0 -5.3 4.0
1990
-24.79 -29.11 -3.6 -6.5 -10.4 -2.8 11.7 -0.3 2.3 -10.4 -14.2 17.1 -7.8 1.3
1989
+12.85 +7.84 2.3 0.6 -2.3 1.3 -4.8 -2.4 12.2 -4.0 5.5 -3.7 4.8 3.8
1988
+25.66 +20.35 3.7 6.6 6.1 1.9 -2.4 -3.0 1.7 -5.9 2.9 6.3 6.8 -0.5
1987
+30.48 +24.94 11.7 2.3 11.2 10.5 0.5 -3.1 -0.5 8.4 -1.2 -12.4 0.5 1.8
1986
+63.38 +61.60 2.3 10.4 12.7 7.2 -3.2 7.4 6.1 7.2 -1.9 -7.0 5.6 5.0

ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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