DFA Dimensional 2030 Retirement Income Portfolio: ETF allocation and returns

Data Source: from January 1985 to September 2023 (~39 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.57%
1 Day
Oct 02 2023, 04:00PM Eastern Time
0.57%
Current Month
October 2023

The DFA Dimensional 2030 Retirement Income Portfolio is a High Risk portfolio and can be implemented with 8 ETFs.

It's exposed for 55.9% on the Stock Market.

In the last 30 Years, the DFA Dimensional 2030 Retirement Income Portfolio obtained a 7.03% compound annual return, with a 9.20% standard deviation.

Table of contents

Asset Allocation and ETFs

The DFA Dimensional 2030 Retirement Income Portfolio has the following asset allocation:

55.9% Stocks
44.1% Fixed Income
0% Commodities

The DFA Dimensional 2030 Retirement Income Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
17.50
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
17.50
VV
USD Vanguard Large-Cap Equity, U.S., Large Cap
10.50
VEA
USD Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
5.20
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
5.20
VEU
USD Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
31.90
TIP
USD iShares TIPS Bond Bond, U.S., All-Term
6.10
BSV
USD Vanguard Short-Term Bond Bond, U.S., Short Term
6.10
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, All-Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Sep 30, 2023

The DFA Dimensional 2030 Retirement Income Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: October 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
DFA DIMENSIONAL 2030 RETIREMENT INCOME PORTFOLIO
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Sep 30, 2023
  1 Day Time ET(*) Oct 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
DFA Dimensional 2030 Retirement Income Portfolio -0.57 -0.57 -3.24 -0.11 11.53 4.55 5.54 7.03 8.98
US Inflation Adjusted return -3.24 -1.80 7.82 0.54 2.72 4.39 6.01
Components
VTI
USD Vanguard Total Stock Market -0.13 04:00PM, Oct 02 2023 -0.13 -4.80 4.86 20.32 9.06 11.22 9.67 10.86
VV
USD Vanguard Large-Cap 0.05 04:00PM, Oct 02 2023 0.05 -4.73 5.53 21.58 9.77 11.72 9.86 11.16
VEA
USD Vanguard FTSE Developed Markets -1.56 04:00PM, Oct 02 2023 -1.56 -3.78 -1.63 24.09 3.21 4.02 4.75 7.71
EEM
USD iShares MSCI Emerging Markets -0.50 04:00PM, Oct 02 2023 -0.50 -3.11 -3.07 11.32 -0.25 1.39 4.83 8.56
VEU
USD Vanguard FTSE All-World ex-US -1.20 04:00PM, Oct 02 2023 -1.20 -3.37 -1.36 20.64 2.90 3.64 4.67 7.54
TIP
USD iShares TIPS Bond -0.77 04:00PM, Oct 02 2023 -0.77 -1.92 -4.61 0.70 1.62 1.43 4.79 6.66
BSV
USD Vanguard Short-Term Bond -0.44 04:00PM, Oct 02 2023 -0.44 -0.44 -0.54 2.61 1.11 1.03 3.45 4.82
BNDX
USD Vanguard Total International Bond -0.54 04:00PM, Oct 02 2023 -0.54 -1.75 -1.31 2.21 -0.01 1.84 4.64 6.51
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023. Waiting for updates, inflation of Sep 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.44% , 5Y: 3.99% , 10Y: 2.75% , 30Y: 2.53%
Live update: World Markets and Indexes

In 2022, the DFA Dimensional 2030 Retirement Income Portfolio granted a 3.00% dividend yield. If you are interested in getting periodic income, please refer to the DFA Dimensional 2030 Retirement Income Portfolio: Dividend Yield page.

Capital Growth as of Sep 30, 2023

An investment of 1$, since October 1993, now would be worth 7.68$, with a total return of 668.20% (7.03% annualized).

The Inflation Adjusted Capital now would be 3.63$, with a net total return of 263.05% (4.39% annualized).
An investment of 1$, since January 1985, now would be worth 27.97$, with a total return of 2697.29% (8.98% annualized).

The Inflation Adjusted Capital now would be 9.59$, with a net total return of 859.38% (6.01% annualized).
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Portfolio Metrics as of Sep 30, 2023

Metrics of DFA Dimensional 2030 Retirement Income Portfolio, updated as of 30 September 2023.

Metrics are calculated based on monthly returns, assuming:
DFA DIMENSIONAL 2030 RETIREMENT INCOME PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
Swipe left to see all data
Metrics as of Sep 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -3.24 -3.00 -0.11 11.53 2.78 4.55 5.54 6.61 7.03 8.98
Infl. Adjusted Return (%) details -3.24 -3.61 -1.80 7.82 -2.73 0.54 2.72 3.95 4.39 6.01
US Inflation (%) 0.00 0.63 1.72 3.44 5.66 3.99 2.75 2.56 2.53 2.80
Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -5.08 -20.34 -20.34 -20.34 -31.78 -31.78 -31.78
Start to Recovery (# months) details 2* 21* 21* 21* 36 36 36
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 2 9 9 9 16 16 16
Bottom (yyyy mm) 2023 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 0 12 12 12 20 20 20
End (yyyy mm) - - - - 2010 10 2010 10 2010 10
Longest Drawdown Depth (%)
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest		 -15.10 -15.10
Start to Recovery (# months) details 38 38
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 09 2000 09
Start to Bottom (# months) 2 9 9 9 16 25 25
Bottom (yyyy mm) 2023 09 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 0 12 12 12 20 13 13
End (yyyy mm) - - - - 2010 10 2003 10 2003 10
Longest negative period (# months) details 6* 33* 33* 33* 60 60 60
Period Start (yyyy mm) 2023 04 2021 01 2021 01 2021 01 2004 03 2004 03 2004 03
Period End (yyyy mm) 2023 09 2023 09 2023 09 2023 09 2009 02 2009 02 2009 02
Annualized Return (%) -0.21 -0.06 -0.06 -0.06 -0.13 -0.13 -0.13
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -5.50 -25.30 -25.30 -25.30 -32.83 -32.83 -32.83
Start to Recovery (# months) details 2* 25* 25* 25* 40 40 40
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 2 13 13 13 16 16 16
Bottom (yyyy mm) 2023 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 0 12 12 12 24 24 24
End (yyyy mm) - - - - 2011 02 2011 02 2011 02
Longest Drawdown Depth (%) -3.00
same as
deepest
same as
deepest
same as
deepest
same as
deepest		 -19.18 -19.18
Start to Recovery (# months) details 5 45 45
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2007 11 2000 04 2000 04
Start to Bottom (# months) 1 13 13 13 16 30 30
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 4 12 12 12 24 15 15
End (yyyy mm) 2023 06 - - - 2011 02 2003 12 2003 12
Longest negative period (# months) details 10* 36* 49 61 65 118 118
Period Start (yyyy mm) 2022 12 2020 10 2018 10 2017 09 2003 10 1999 05 1999 05
Period End (yyyy mm) 2023 09 2023 09 2022 10 2022 09 2009 02 2009 02 2009 02
Annualized Return (%) -1.17 -2.73 -0.37 -0.03 -0.44 -0.11 -0.11
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 10.56 11.53 11.59 9.10 9.45 9.20 9.50
Sharpe Ratio 0.67 0.10 0.26 0.50 0.57 0.52 0.52
Sortino Ratio 0.93 0.14 0.34 0.67 0.74 0.68 0.69
Ulcer Index 1.88 8.84 7.24 5.38 6.67 6.21 5.72
Ratio: Return / Standard Deviation 1.09 0.24 0.39 0.61 0.70 0.76 0.94
Ratio: Return / Deepest Drawdown 2.27 0.14 0.22 0.27 0.21 0.22 0.28
% Positive Months details 58% 55% 61% 66% 66% 65% 67%
Positive Months 7 20 37 80 159 237 312
Negative Months 5 16 23 40 81 123 153
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.54 9.78 9.96 14.02
Worst 10 Years Return (%) - Annualized 5.18 3.00 3.00
Best 10 Years Return (%) - Annualized 2.72 7.88 7.88 10.28
Worst 10 Years Return (%) - Annualized 2.69 0.41 0.41
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 36.46 18.55 15.52 9.96 8.38 7.03
Worst Rolling Return (%) - Annualized -28.55 -5.79 -0.13 3.00 5.30
% Positive Periods 79% 92% 99% 100% 100% 100%
Best Rolling Return (%) - Annualized 33.59 15.80 12.84 7.88 5.95 4.39
Worst Rolling Return (%) - Annualized -28.71 -7.83 -2.70 0.41 3.16
% Positive Periods 75% 83% 98% 100% 100% 100%
Over all the available data source (Jan 1985 - Sep 2023)
Best Rolling Return (%) - Annualized 41.39 20.31 19.27 14.02 11.89 10.10
Worst Rolling Return (%) - Annualized -28.55 -5.79 -0.13 3.00 5.30 7.03
% Positive Periods 82% 94% 99% 100% 100% 100%
Best Rolling Return (%) - Annualized 39.17 16.75 15.05 10.28 8.62 7.20
Worst Rolling Return (%) - Annualized -28.71 -7.83 -2.70 0.41 3.16 4.39
% Positive Periods 77% 86% 98% 100% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 34.47 21.62 12.32 7.91 6.72 10.15
Perpetual WR (%) 0.00 0.53 2.65 3.80 4.21 5.67
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 September 2023
Swipe left to see all data
Asset
VTI
VV
VEA
EEM
VEU
TIP
BSV
BNDX
VTI
-
1.00
0.83
0.65
0.78
0.73
0.36
0.74
VV
1.00
-
0.82
0.65
0.78
0.75
0.40
0.77
VEA
0.83
0.82
-
0.88
0.99
0.81
0.61
0.73
EEM
0.65
0.65
0.88
-
0.95
0.67
0.68
0.68
VEU
0.78
0.78
0.99
0.95
-
0.78
0.66
0.73
TIP
0.73
0.75
0.81
0.67
0.78
-
0.83
0.87
BSV
0.36
0.40
0.61
0.68
0.66
0.83
-
0.78
BNDX
0.74
0.77
0.73
0.68
0.73
0.87
0.78
-
Asset
VTI
VV
VEA
EEM
VEU
TIP
BSV
BNDX
VTI
-
1.00
0.91
0.75
0.89
0.59
0.26
0.49
VV
1.00
-
0.91
0.73
0.88
0.60
0.27
0.50
VEA
0.91
0.91
-
0.85
0.99
0.57
0.36
0.48
EEM
0.75
0.73
0.85
-
0.92
0.46
0.37
0.42
VEU
0.89
0.88
0.99
0.92
-
0.55
0.36
0.47
TIP
0.59
0.60
0.57
0.46
0.55
-
0.77
0.83
BSV
0.26
0.27
0.36
0.37
0.36
0.77
-
0.79
BNDX
0.49
0.50
0.48
0.42
0.47
0.83
0.79
-
Asset
VTI
VV
VEA
EEM
VEU
TIP
BSV
BNDX
VTI
-
1.00
0.88
0.70
0.86
0.45
0.17
0.39
VV
1.00
-
0.88
0.69
0.86
0.46
0.19
0.40
VEA
0.88
0.88
-
0.83
0.99
0.46
0.26
0.35
EEM
0.70
0.69
0.83
-
0.91
0.41
0.29
0.30
VEU
0.86
0.86
0.99
0.91
-
0.45
0.27
0.34
TIP
0.45
0.46
0.46
0.41
0.45
-
0.76
0.78
BSV
0.17
0.19
0.26
0.29
0.27
0.76
-
0.75
BNDX
0.39
0.40
0.35
0.30
0.34
0.78
0.75
-
Asset
VTI
VV
VEA
EEM
VEU
TIP
BSV
BNDX
VTI
-
0.99
0.84
0.75
0.84
0.20
0.08
0.15
VV
0.99
-
0.83
0.72
0.83
0.21
0.09
0.14
VEA
0.84
0.83
-
0.81
0.99
0.20
0.12
0.17
EEM
0.75
0.72
0.81
-
0.86
0.19
0.12
0.16
VEU
0.84
0.83
0.99
0.86
-
0.20
0.12
0.16
TIP
0.20
0.21
0.20
0.19
0.20
-
0.73
0.61
BSV
0.08
0.09
0.12
0.12
0.12
0.73
-
0.57
BNDX
0.15
0.14
0.17
0.16
0.16
0.61
0.57
-
Asset
VTI
VV
VEA
EEM
VEU
TIP
BSV
BNDX
VTI
-
0.99
0.73
0.71
0.73
0.22
0.13
0.19
VV
0.99
-
0.72
0.69
0.72
0.24
0.14
0.20
VEA
0.73
0.72
-
0.66
0.99
0.21
0.15
0.21
EEM
0.71
0.69
0.66
-
0.70
0.21
0.17
0.19
VEU
0.73
0.72
0.99
0.70
-
0.21
0.15
0.20
TIP
0.22
0.24
0.21
0.21
0.21
-
0.78
0.71
BSV
0.13
0.14
0.15
0.17
0.15
0.78
-
0.65
BNDX
0.19
0.20
0.21
0.19
0.20
0.71
0.65
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DFA DIMENSIONAL 2030 RETIREMENT INCOME PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.78% Nov 2007 Feb 2009 16 Oct 2010 20 36 13.71
-20.34% Jan 2022 Sep 2022 9 in progress 12 21 11.44
-15.10% Sep 2000 Sep 2002 25 Oct 2003 13 38 8.27
-11.58% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.21
-9.50% May 2011 Sep 2011 5 Jan 2012 4 9 4.01
-8.22% Jul 1998 Aug 1998 2 Nov 1998 3 5 3.93
-7.57% Feb 2018 Dec 2018 11 Mar 2019 3 14 3.14
-7.01% May 2015 Jan 2016 9 Jul 2016 6 15 3.83
-6.92% Feb 1994 Jun 1994 5 Apr 1995 10 15 4.69
-4.40% Apr 2000 May 2000 2 Aug 2000 3 5 2.44
-4.20% Aug 1997 Aug 1997 1 Jan 1998 5 6 2.02
-4.05% Apr 2012 May 2012 2 Aug 2012 3 5 1.80
-3.78% May 2013 Jun 2013 2 Sep 2013 3 5 1.98
-3.31% Apr 2004 Apr 2004 1 Oct 2004 6 7 1.76
-3.03% Sep 2020 Oct 2020 2 Nov 2020 1 3 1.73
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-32.83% Nov 2007 Feb 2009 16 Feb 2011 24 40 14.80
-25.30% Sep 2021 Sep 2022 13 in progress 12 25 15.60
-19.18% Apr 2000 Sep 2002 30 Dec 2003 15 45 10.77
-11.91% Jan 2020 Mar 2020 3 Jul 2020 4 7 4.97
-10.29% May 2011 Sep 2011 5 Feb 2012 5 10 4.27
-8.80% Feb 2018 Dec 2018 11 Jul 2019 7 18 3.93
-8.57% May 1998 Aug 1998 4 Nov 1998 3 7 3.65
-8.42% Feb 1994 Nov 1994 10 May 1995 6 16 6.06
-7.69% Mar 2015 Sep 2015 7 Sep 2016 12 19 3.97
-4.38% Aug 1997 Aug 1997 1 Feb 1998 6 7 2.18
-4.28% Mar 2012 May 2012 3 Aug 2012 3 6 1.77
-4.19% May 2013 Jun 2013 2 Sep 2013 3 5 2.29
-4.02% Mar 2004 Jul 2004 5 Nov 2004 4 9 2.47
-3.50% Jan 2005 Apr 2005 4 Jul 2005 3 7 1.72
-3.20% Sep 2020 Oct 2020 2 Nov 2020 1 3 1.84
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.78% Nov 2007 Feb 2009 16 Oct 2010 20 36 13.71
-20.34% Jan 2022 Sep 2022 9 in progress 12 21 11.44
-15.36% Sep 1987 Nov 1987 3 Dec 1988 13 16 6.93
-15.10% Sep 2000 Sep 2002 25 Oct 2003 13 38 8.27
-11.58% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.21
-10.69% Aug 1990 Sep 1990 2 Feb 1991 5 7 5.65
-9.50% May 2011 Sep 2011 5 Jan 2012 4 9 4.01
-8.22% Jul 1998 Aug 1998 2 Nov 1998 3 5 3.93
-7.57% Feb 2018 Dec 2018 11 Mar 2019 3 14 3.14
-7.46% Jan 1990 Apr 1990 4 Jul 1990 3 7 3.99
-7.01% May 2015 Jan 2016 9 Jul 2016 6 15 3.83
-6.92% Feb 1994 Jun 1994 5 Apr 1995 10 15 4.69
-4.63% Sep 1986 Sep 1986 1 Jan 1987 4 5 2.52
-4.40% Apr 2000 May 2000 2 Aug 2000 3 5 2.44
-4.20% Aug 1997 Aug 1997 1 Jan 1998 5 6 2.02
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-32.83% Nov 2007 Feb 2009 16 Feb 2011 24 40 14.80
-25.30% Sep 2021 Sep 2022 13 in progress 12 25 15.60
-19.18% Apr 2000 Sep 2002 30 Dec 2003 15 45 10.77
-16.10% Sep 1987 Nov 1987 3 Apr 1989 17 20 7.69
-14.17% Jan 1990 Sep 1990 9 Apr 1991 7 16 7.09
-11.91% Jan 2020 Mar 2020 3 Jul 2020 4 7 4.97
-10.29% May 2011 Sep 2011 5 Feb 2012 5 10 4.27
-8.80% Feb 2018 Dec 2018 11 Jul 2019 7 18 3.93
-8.57% May 1998 Aug 1998 4 Nov 1998 3 7 3.65
-8.42% Feb 1994 Nov 1994 10 May 1995 6 16 6.06
-7.69% Mar 2015 Sep 2015 7 Sep 2016 12 19 3.97
-5.06% Sep 1986 Sep 1986 1 Jan 1987 4 5 2.91
-5.02% Jan 1992 Mar 1992 3 Dec 1992 9 12 2.36
-4.38% Aug 1997 Aug 1997 1 Feb 1998 6 7 2.18
-4.28% Mar 2012 May 2012 3 Aug 2012 3 6 1.77

Rolling Returns

( more details)

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 DIMENSIONAL 2030 RETIREMENT INCOME PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -28.55 03/2008
02/2009 		0.71$ -2.54 0.97$ 9.35 1.09$ 15.42 1.15$ 36.46 03/2009
02/2010 		1.36$ 11.53 20.06%
2Y -12.83 03/2007
02/2009 		0.75$ 0.06 1.00$ 8.85 1.18$ 13.63 1.29$ 25.36 03/2009
02/2011 		1.57$ -3.57 14.54%
3Y -5.79 03/2006
02/2009 		0.83$ 2.62 1.08$ 8.16 1.26$ 12.65 1.42$ 18.55 03/2009
02/2012 		1.66$ 2.78 7.38%
5Y -0.13 03/2004
02/2009 		0.99$ 4.42 1.24$ 6.46 1.36$ 10.90 1.67$ 15.52 01/1995
12/1999 		2.05$ 4.55 0.33%
7Y 2.84 03/2002
02/2009 		1.21$ 5.95 1.49$ 6.76 1.58$ 8.16 1.73$ 11.07 10/1993
09/2000 		2.08$ 5.66 0.00%
10Y 3.00 03/1999
02/2009 		1.34$ 5.45 1.69$ 7.29 2.02$ 8.65 2.29$ 9.96 01/1995
12/2004 		2.58$ 5.54 0.00%
15Y 4.79 10/2007
09/2022 		2.01$ 6.02 2.40$ 6.74 2.66$ 7.49 2.95$ 8.27 02/2003
01/2018 		3.29$ 6.42 0.00%
20Y 5.30 04/2000
03/2020 		2.81$ 6.27 3.37$ 7.06 3.91$ 7.82 4.51$ 8.38 12/1994
11/2014 		4.99$ 6.61 0.00%
30Y 7.03 10/1993
09/2023 		7.68$ 7.03 7.68$ 7.03 7.68$ 7.03 7.68$ 7.03 10/1993
09/2023 		7.68$ 7.03 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -28.71 03/2008
02/2009 		0.71$ -4.46 0.95$ 6.80 1.06$ 12.48 1.12$ 33.59 03/2009
02/2010 		1.33$ 7.82 24.07%
2Y -14.64 03/2007
02/2009 		0.72$ -2.79 0.94$ 6.38 1.13$ 10.88 1.22$ 22.75 03/2009
02/2011 		1.50$ -8.85 19.29%
3Y -7.83 03/2006
02/2009 		0.78$ -0.44 0.98$ 5.79 1.18$ 9.71 1.32$ 15.80 03/2009
02/2012 		1.55$ -2.73 16.92%
5Y -2.70 03/2004
02/2009 		0.87$ 1.74 1.09$ 4.49 1.24$ 8.17 1.48$ 12.84 01/1995
12/1999 		1.82$ 0.54 1.99%
7Y 0.27 03/2002
02/2009 		1.01$ 3.45 1.26$ 4.56 1.36$ 5.90 1.49$ 8.56 03/2009
02/2016 		1.77$ 2.09 0.00%
10Y 0.41 03/1999
02/2009 		1.04$ 3.32 1.38$ 4.89 1.61$ 6.10 1.80$ 7.88 03/2009
02/2019 		2.13$ 2.72 0.00%
15Y 2.36 10/2007
09/2022 		1.41$ 3.77 1.74$ 4.47 1.92$ 5.13 2.11$ 6.05 02/2003
01/2018 		2.41$ 4.04 0.00%
20Y 3.16 04/2000
03/2020 		1.86$ 4.03 2.20$ 4.72 2.51$ 5.39 2.85$ 5.95 03/1995
02/2015 		3.17$ 3.95 0.00%
30Y 4.39 10/1993
09/2023 		3.63$ 4.39 3.63$ 4.39 3.63$ 4.39 3.63$ 4.39 10/1993
09/2023 		3.63$ 4.39 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -28.55 03/2008
02/2009 		0.71$ -1.19 0.98$ 10.22 1.10$ 18.74 1.18$ 41.39 05/1985
04/1986 		1.41$ 11.53 17.18%
2Y -12.83 03/2007
02/2009 		0.75$ 1.78 1.03$ 9.52 1.19$ 14.63 1.31$ 30.47 04/1985
03/1987 		1.70$ -3.57 11.09%
3Y -5.79 03/2006
02/2009 		0.83$ 3.90 1.12$ 9.28 1.30$ 13.38 1.45$ 20.31 03/1985
02/1988 		1.74$ 2.78 5.58%
5Y -0.13 03/2004
02/2009 		0.99$ 4.73 1.25$ 8.34 1.49$ 12.80 1.82$ 19.27 01/1985
12/1989 		2.41$ 4.55 0.25%
7Y 2.84 03/2002
02/2009 		1.21$ 6.09 1.51$ 7.38 1.64$ 12.19 2.23$ 16.92 01/1985
12/1991 		2.98$ 5.66 0.00%
10Y 3.00 03/1999
02/2009 		1.34$ 5.73 1.74$ 7.95 2.14$ 11.78 3.04$ 14.02 10/1985
09/1995 		3.71$ 5.54 0.00%
15Y 4.79 10/2007
09/2022 		2.01$ 6.36 2.52$ 7.38 2.91$ 9.90 4.12$ 14.40 01/1985
12/1999 		7.52$ 6.42 0.00%
20Y 5.30 04/2000
03/2020 		2.81$ 6.69 3.65$ 7.93 4.60$ 9.83 6.52$ 11.89 01/1985
12/2004 		9.45$ 6.61 0.00%
30Y 7.03 10/1993
09/2023 		7.68$ 7.73 9.33$ 8.35 11.08$ 8.82 12.63$ 10.10 01/1985
12/2014 		17.94$ 7.03 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -28.71 03/2008
02/2009 		0.71$ -4.05 0.95$ 7.34 1.07$ 14.91 1.14$ 39.17 05/1985
04/1986 		1.39$ 7.82 22.25%
2Y -14.64 03/2007
02/2009 		0.72$ 0.13 1.00$ 6.49 1.13$ 11.40 1.24$ 27.15 03/1985
02/1987 		1.61$ -8.85 14.71%
3Y -7.83 03/2006
02/2009 		0.78$ 0.73 1.02$ 6.40 1.20$ 10.38 1.34$ 16.75 03/1985
02/1988 		1.59$ -2.73 13.02%
5Y -2.70 03/2004
02/2009 		0.87$ 2.11 1.10$ 5.72 1.32$ 9.50 1.57$ 15.05 01/1985
12/1989 		2.01$ 0.54 1.48%
7Y 0.27 03/2002
02/2009 		1.01$ 3.64 1.28$ 5.20 1.42$ 8.60 1.78$ 12.50 01/1985
12/1991 		2.28$ 2.09 0.00%
10Y 0.41 03/1999
02/2009 		1.04$ 3.64 1.42$ 5.71 1.74$ 8.40 2.23$ 10.28 10/1990
09/2000 		2.66$ 2.72 0.00%
15Y 2.36 10/2007
09/2022 		1.41$ 3.99 1.79$ 4.96 2.06$ 6.95 2.74$ 10.88 01/1985
12/1999 		4.70$ 4.04 0.00%
20Y 3.16 04/2000
03/2020 		1.86$ 4.28 2.30$ 5.30 2.81$ 6.55 3.55$ 8.62 01/1985
12/2004 		5.22$ 3.95 0.00%
30Y 4.39 10/1993
09/2023 		3.63$ 5.08 4.42$ 5.71 5.28$ 6.17 6.02$ 7.20 01/1985
12/2014 		8.04$ 4.39 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the DFA Dimensional 2030 Retirement Income Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in DFA Dimensional 2030 Retirement Income Portfolio?

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.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.37
60%
-1.08
40%
-0.40
80%
1.40
80%
-0.03
40%
0.97
80%
2.58
100%
-0.19
40%
-2.91
20%
0.50
60%
2.78
80%
0.13
60%
Best 5.2
2019 		1.5
2019 		2.9
2023 		6.7
2020 		2.9
2020 		4.1
2019 		5.4
2022 		3.7
2020 		0.8
2019 		3.8
2022 		6.8
2020 		3.2
2020
Worst -3.4
2022 		-3.7
2020 		-8.2
2020 		-5.5
2022 		-3.0
2019 		-5.6
2022 		0.3
2019 		-3.7
2022 		-7.7
2022 		-4.8
2018 		-1.1
2021 		-4.0
2018
Monthly Seasonality over the period Feb 1985 - Sep 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.77
60%
-0.09
60%
0.25
70%
1.10
90%
0.36
60%
0.56
70%
1.87
90%
-0.15
60%
-1.75
30%
1.08
70%
1.70
80%
0.13
60%
Best 5.2
2019 		2.9
2014 		4.8
2016 		6.7
2020 		2.9
2020 		4.1
2019 		5.4
2022 		3.7
2020 		0.9
2017 		4.2
2015 		6.8
2020 		3.2
2020
Worst -3.4
2022 		-3.7
2020 		-8.2
2020 		-5.5
2022 		-3.0
2019 		-5.6
2022 		-0.9
2014 		-4.1
2015 		-7.7
2022 		-4.8
2018 		-1.1
2021 		-4.0
2018
Monthly Seasonality over the period Feb 1985 - Sep 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.01
67%
0.49
64%
0.71
69%
1.23
82%
0.82
62%
0.43
64%
1.22
67%
0.07
64%
-0.34
51%
0.74
66%
1.17
68%
1.56
82%
Best 7.7
1987 		7.2
1986 		6.9
2009 		6.7
2020 		6.9
1990 		4.1
2019 		5.8
1989 		5.4
1986 		5.5
2010 		6.5
2011 		6.8
2020 		9.0
1991
Worst -5.4
2009 		-6.2
2009 		-8.2
2020 		-5.5
2022 		-4.9
2010 		-5.6
2022 		-3.9
2002 		-7.8
1998 		-7.7
2022 		-12.7
2008 		-2.9
2008 		-4.0
2018
Monthly Seasonality over the period Feb 1985 - Sep 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the DFA Dimensional 2030 Retirement Income Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

DFA DIMENSIONAL 2030 RETIREMENT INCOME PORTFOLIO
Monthly Returns Distribution
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
237 Positive Months (66%) - 123 Negative Months (34%)
312 Positive Months (67%) - 153 Negative Months (33%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market, up to December 2001
  • VV - Vanguard Large-Cap, up to December 2004
  • VEA - Vanguard FTSE Developed Markets, up to December 2007
  • EEM - iShares MSCI Emerging Markets, up to December 2003
  • VEU - Vanguard FTSE All-World ex-US, up to December 2007
  • TIP - iShares TIPS Bond, up to December 2003
  • BSV - Vanguard Short-Term Bond, up to December 2007
  • BNDX - Vanguard Total International Bond, up to December 2013

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 +7.80 9.52 -30.55 60 40 0
Couch Potato Scott Burns +7.65 8.70 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum +7.59 6.91 -21.11 40 60 0
Golden Butterfly Tyler +7.29 7.61 -17.79 40 40 20
Dimensional 2030 Retirement Income DFA +7.03 9.20 -31.78 55.9 44.1 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.16 9.48 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.57 11.66 -38.53 75 25 0
Late Sixties and Beyond Burton Malkiel +7.93 11.63 -41.80 71 29 0
Stocks/Bonds 60/40 +7.80 9.52 -30.55 60 40 0
Talmud Portfolio Roger Gibson +7.70 10.71 -40.17 66.7 33.3 0
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