Last Update: 31 Aug 2021

Category: Stocks
ETF: DFA US Core Equity 1 (DFEOX)

In the last 10 years, the DFA US Core Equity 1 (DFEOX) ETF obtained a 15.51% compound annual return, with a 14.77% standard deviation.

In the last 20 years, a 9.47% compound annual return, with a 15.87% standard deviation.

In 2020, the portfolio granted a 1.57% dividend yield. If you are interested in getting periodic income, please refer to the DFA US Core Equity 1 (DFEOX): Dividend Yield page.

The DFA US Core Equity 1 (DFEOX) ETF is present in the following Lazy Portfolios:

Portfolio Name Author ETF Weight
Dimensional Retirement Income Fund DFA 6.4%

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 US Core Equity 1 (DFEOX): Dividend Yield page.

Capital Growth:

ETF Returns, up to December 2005, 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
+2.55%
0.00%
1 - 0
3M
+5.27%
0.00%
3 - 0
6M
+16.22%
0.00%
6 - 0
YTD
+21.39%
-0.17%
Jan 2021 - Jan 2021
7 - 1
1Y
+36.32%
13.52%
-4.82%
Sep 2020 - Oct 2020
9 - 3
3Y
+15.55%
annualized
20.48%
-24.35%
Jan 2020 - Mar 2020
25 - 11
5Y
+16.78%
annualized
16.58%
-24.35%
Jan 2020 - Mar 2020
45 - 15
10Y
+15.51%
annualized
14.77%
-24.35%
Jan 2020 - Mar 2020
86 - 34
MAX
01 Jan 1972
+10.83%
annualized
15.85%
-51.65%
Jun 2007 - Feb 2009
375 - 221

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

DFA US Core Equity 1 (DFEOX) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+11.99% +67.94%
Apr 2020 - Mar 2021
-43.64%
Mar 2008 - Feb 2009
22.39%
2 Years
+11.15% +42.71%
Mar 2009 - Feb 2011
-27.48%
Mar 2007 - Feb 2009
13.79%
3 Years
+11.14% +30.70%
Apr 1995 - Mar 1998
-16.22%
Apr 2000 - Mar 2003
12.48%
5 Years
+11.22% +27.25%
Aug 1982 - Jul 1987
-6.71%
Mar 2004 - Feb 2009
7.82%
7 Years
+11.24% +21.23%
Aug 1982 - Jul 1989
-3.40%
Mar 2002 - Feb 2009
1.17%
10 Years
+11.17% +18.89%
Oct 1990 - Sep 2000
-2.77%
Mar 1999 - Feb 2009
3.14%
15 Years
+10.99% +18.21%
Aug 1982 - Jul 1997
+4.40%
Sep 2000 - Aug 2015
0.00%
20 Years
+10.97% +17.30%
Apr 1980 - Mar 2000
+4.59%
Apr 2000 - Mar 2020
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 US Core Equity 1 (DFEOX) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the DFA US Core Equity 1 (DFEOX) 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 %
1.49
60%
0.66
64%
0.97
66%
1.82
70%
1.01
66%
0.73
58%
0.68
50%
0.41
58%
-0.50
51%
0.73
59%
2.03
76%
1.57
78%
Best
Year
14.1
1975
7.3
1998
9.2
2009
13.6
2020
8.8
1990
7.6
2019
8.5
2009
11.9
1982
10.2
2010
16.9
1974
12.6
2020
10.6
1991
Worst
Year
-9.0
2009
-10.7
2009
-15.7
2020
-5.2
2000
-7.9
2010
-8.6
2008
-8.3
2002
-15.7
1998
-11.1
1974
-22.3
1987
-12.1
1973
-10.1
2018

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

Investing in DFA US Core Equity 1 (DFEOX) 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
+21.39% -0.2 4.6 4.5 4.6 1.1 1.2 1.4 2.6
2020
+16.42% -1.5 -8.9 -15.7 13.6 5.3 2.1 5.2 6.7 -3.6 -1.3 12.6 4.8
2019
+30.18% 9.0 3.8 0.6 4.3 -7.5 7.6 1.4 -3.0 2.5 2.1 3.8 3.1
2018
-7.79% 5.0 -3.7 -1.7 0.2 3.0 0.4 3.2 3.5 -0.2 -8.0 1.7 -10.1
2017
+20.89% 1.8 3.3 0.1 0.9 0.5 1.1 1.7 -0.2 3.3 2.2 3.4 1.2
2016
+14.80% -5.9 0.6 7.2 0.7 1.6 -0.3 4.1 0.6 0.2 -2.2 6.1 1.9
2015
-1.35% -3.1 6.2 -0.7 0.3 1.3 -1.5 0.7 -5.6 -3.3 7.4 0.7 -3.0
2014
+10.52% -3.5 4.8 0.8 -0.2 2.0 2.9 -2.6 4.3 -2.7 2.5 2.1 0.1
2013
+36.60% 6.1 1.2 4.1 1.1 3.3 -1.0 5.8 -2.8 4.1 4.1 3.2 2.8
2012
+16.91% 5.4 4.3 2.7 -1.0 -6.6 3.7 0.7 2.9 2.9 -1.4 1.1 1.7
2011
-0.64% 2.0 4.0 1.1 2.7 -1.4 -1.9 -2.8 -7.0 -8.8 12.5 -0.2 0.6
2010
+20.11% -3.2 3.9 6.7 3.1 -7.9 -6.4 7.2 -5.4 10.2 3.9 1.3 7.3
2009
+29.84% -9.0 -10.7 9.2 12.1 4.7 0.5 8.5 3.7 4.7 -3.5 5.0 4.0
2008
-36.53% -5.7 -3.0 -0.7 5.0 2.6 -8.6 0.0 2.2 -9.3 -18.6 -8.5 2.6
2007
+2.79% 1.9 -1.1 1.0 3.7 3.9 -1.6 -4.2 1.0 2.9 1.5 -5.2 -0.6
2006
+15.69% 4.0 0.2 2.2 1.2 -3.5 0.0 -1.0 2.4 2.1 3.7 2.4 1.2
2005
+6.31% -2.5 2.1 -1.9 -2.2 3.9 0.8 4.4 -1.1 0.8 -2.4 4.6 0.0
2004
+12.79% 2.6 1.4 -1.0 -2.2 1.5 2.0 -3.6 0.1 1.7 1.8 4.7 3.4
2003
+30.75% -2.8 -1.5 0.8 8.6 5.8 1.6 2.3 2.4 -1.1 6.1 1.5 4.0
2002
-20.47% -0.9 -1.8 3.7 -4.5 -1.4 -6.9 -8.3 0.8 -10.1 7.5 6.0 -5.1
2001
-10.97% 3.8 -9.4 -6.7 8.2 1.0 -1.6 -1.7 -6.0 -9.0 2.5 7.6 1.8
2000
-10.57% -4.2 2.5 5.7 -5.2 -3.4 4.4 -2.0 7.3 -4.7 -2.0 -9.9 1.8
1999
+23.81% 3.7 -3.7 3.9 4.7 -2.0 5.2 -3.2 -0.9 -2.4 6.3 3.4 7.6
1998
+23.26% 0.4 7.3 5.1 1.1 -2.7 3.5 -2.3 -15.7 6.7 7.5 6.2 6.5
1997
+30.99% 5.5 -0.1 -4.5 4.5 7.1 4.4 7.8 -3.7 5.8 -3.4 3.3 1.7
1996
+20.96% 2.7 1.6 1.1 2.4 2.7 -0.8 -5.4 3.1 5.4 1.4 6.8 -1.3
1995
+35.79% 2.2 4.0 2.7 2.5 3.5 3.0 4.0 1.1 3.6 -1.2 4.2 1.5
1994
-0.17% 3.1 -2.2 -4.4 0.9 1.0 -2.7 3.1 4.4 -1.9 1.6 -3.7 1.2
1993
+10.62% 1.0 0.5 2.5 -2.8 3.0 0.6 -0.3 3.9 0.0 1.6 -1.6 1.9
1992
+9.11% 0.0 1.3 -2.4 1.4 0.5 -1.9 3.9 -2.1 1.1 1.2 4.2 1.8
1991
+32.39% 5.0 6.9 2.9 0.4 4.0 -4.5 4.8 2.7 -1.2 1.7 -3.8 10.6
1990
-6.08% -7.0 1.6 2.5 -2.8 8.8 -0.5 -1.1 -9.0 -5.2 -1.2 6.4 3.0
1989
+28.12% 6.6 -1.8 2.1 4.8 3.9 -0.2 7.6 2.3 -0.2 -2.8 1.6 1.8
1988
+17.32% 4.4 5.2 -1.4 1.1 -0.1 4.9 -0.6 -2.8 3.7 1.7 -1.6 2.0
1987
+2.61% 12.9 4.8 2.3 -1.5 0.5 4.2 4.6 3.8 -2.1 -22.3 -7.2 7.3
1986
+14.57% 0.8 7.1 5.8 -0.8 4.9 1.3 -5.9 6.4 -7.9 4.8 1.4 -2.9
1985
+31.27% 9.1 1.8 -0.4 -0.2 5.5 1.7 0.0 -0.7 -4.1 4.4 6.8 4.2
1984
+2.19% -1.5 -4.0 1.3 0.3 -5.3 2.3 -2.1 11.1 0.0 0.0 -1.3 2.3
1983
+22.66% 4.1 3.0 3.5 7.4 1.3 3.8 -3.2 0.4 1.7 -2.8 3.0 -1.0
1982
+20.50% -2.7 -5.1 -1.0 4.4 -2.8 -2.4 -2.0 11.9 1.7 11.8 5.1 1.5
1981
-4.15% -4.1 1.6 4.6 -1.2 1.4 -1.0 -0.3 -5.6 -6.4 6.0 4.6 -2.8
1980
+33.15% 6.5 0.2 -12.0 5.2 6.0 3.7 6.9 2.3 2.9 2.1 10.6 -3.5
1979
+24.25% 4.9 -2.7 6.6 0.8 -1.4 4.6 1.5 6.5 0.2 -7.2 6.4 2.8
1978
+8.45% -5.6 -1.0 3.4 8.3 2.3 -1.1 5.7 4.2 -0.7 -11.0 3.5 1.7
1977
-3.36% -3.7 -1.6 -1.0 0.5 -1.1 5.2 -1.3 -1.4 0.1 -4.0 4.5 0.8
1976
+26.47% 12.6 0.6 2.7 -1.0 -0.9 4.5 -0.7 -0.2 2.5 -2.1 0.4 6.1
1975
+37.82% 14.1 5.9 3.1 4.8 5.6 5.2 -6.1 -2.3 -3.8 5.7 3.1 -1.1
1974
-27.81% 0.3 0.3 -2.3 -4.6 -4.1 -2.2 -7.1 -8.7 -11.1 16.9 -4.1 -2.7
1973
-18.18% -2.7 -4.4 -0.7 -5.1 -2.3 -0.8 5.7 -2.9 5.4 0.0 -12.1 1.3
1972
+17.62% 2.8 3.2 0.9 0.6 1.7 -2.1 -0.4 3.7 -0.7 0.9 5.0 1.2

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

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