DFA Dimensional Retirement Income Fund Portfolio: ETF allocation and returns

Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 08 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.02%
1 Day
Dec 08 2023
0.46%
Current Month
December 2023

The DFA Dimensional Retirement Income Fund Portfolio is a Low Risk portfolio and can be implemented with 7 ETFs.

It's exposed for 20.4% on the Stock Market.

In the last 30 Years, the DFA Dimensional Retirement Income Fund Portfolio obtained a 5.36% compound annual return, with a 4.79% standard deviation.

Table of contents

Asset Allocation and ETFs

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

20.4% Stocks
79.6% Fixed Income
0% Commodities

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

Weight (%) Ticker Currency ETF Name Investment Themes
6.40
DFEOX
USD DFA US Core Equity 1 Stocks
6.40
DFUSX
USD DFA US Large Company I Stocks
3.80
DFALX
USD DFA Large Cap International I Stocks
1.90
DFCEX
USD DFA Emerging Markets Core Equity I Stocks
1.90
DFIEX
USD DFA International Core Equity I Stocks
47.60
DIPSX
USD DFA Inflation-Protected Securities I Fixed Income
32.00
DFIHX
USD DFA One-Year Fixed-Income I Fixed Income

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 Nov 30, 2023

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

Returns are calculated in USD, assuming: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
DFA DIMENSIONAL RETIREMENT INCOME FUND PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 08 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
DFA Dimensional Retirement Income Fund Portfolio -0.02 0.46 3.28 2.11 4.03 3.89 3.16 5.36 6.93
US Inflation Adjusted return 3.28 0.93 0.67 -0.17 0.34 2.77 4.03
Components
DFEOX
USD DFA US Core Equity 1 0.49 Dec 08 2023 1.32 8.54 10.07 9.62 11.38 10.58 9.79 10.91
DFUSX
USD DFA US Large Company I 0.41 Dec 08 2023 0.83 9.15 10.19 13.84 12.46 11.75 9.95 11.21
DFALX
USD DFA Large Cap International I 0.24 Dec 08 2023 0.71 8.48 5.59 9.71 6.49 4.20 5.52 8.00
DFCEX
USD DFA Emerging Markets Core Equity I 0.09 Dec 08 2023 -0.69 7.73 6.72 8.45 4.86 3.51 5.86 9.60
DFIEX
USD DFA International Core Equity I 0.20 Dec 08 2023 0.75 8.35 5.92 9.46 6.16 4.35 5.39 7.95
DIPSX
USD DFA Inflation-Protected Securities I -0.19 Dec 08 2023 0.56 2.79 -1.18 0.20 2.73 1.97 5.09 6.83
DFIHX
USD DFA One-Year Fixed-Income I 0.00 Dec 08 2023 0.10 0.45 2.69 4.94 1.30 1.03 2.75 3.89
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%

In 2022, the DFA Dimensional Retirement Income Fund Portfolio granted a 4.29% dividend yield. If you are interested in getting periodic income, please refer to the DFA Dimensional Retirement Income Fund Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 4.79$, with a total return of 379.27% (5.36% annualized).

The Inflation Adjusted Capital now would be 2.27$, with a net total return of 127.12% (2.77% annualized).
An investment of 1$, since January 1985, now would be worth 13.57$, with a total return of 1257.09% (6.93% annualized).

The Inflation Adjusted Capital now would be 4.64$, with a net total return of 364.46% (4.03% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of DFA Dimensional Retirement Income Fund Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
DFA DIMENSIONAL RETIREMENT INCOME FUND PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 3.28 0.68 2.11 4.03 1.29 3.89 3.16 4.29 5.36 6.93
Infl. Adjusted Return (%) details 3.28 0.47 0.93 0.67 -4.21 -0.17 0.34 1.66 2.77 4.03
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 2.79
Waiting for updates, inflation of Nov 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 (%) -3.33 -12.16 -12.16 -12.16 -12.91 -12.91 -12.91
Start to Recovery (# months) details 4* 23* 23* 23* 16 16 16
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2008 06 2008 06 2008 06
Start to Bottom (# months) 3 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 7 7 7
End (yyyy mm) - - - - 2009 09 2009 09 2009 09
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-12.16 -12.16 -12.16
Start to Recovery (# months) details 23* 23* 23*
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 3 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 14 14 14 14 14 14
End (yyyy mm) - - - - - - -
Longest negative period (# months) details 9 34 34 34 34 34 34
Period Start (yyyy mm) 2023 02 2021 01 2021 01 2021 01 2021 01 2021 01 2021 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -0.94 -0.38 -0.38 -0.38 -0.38 -0.38 -0.38
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -3.95 -18.08 -18.08 -18.08 -18.08 -18.08 -18.08
Start to Recovery (# months) details 4* 27* 27* 27* 27* 27* 27*
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 3 13 13 13 13 13 13
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 14 14 14 14 14 14
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%) -1.94
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 1 13 13 13 13 13 13
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 5 14 14 14 14 14 14
End (yyyy mm) 2023 07 - - - - - -
Longest negative period (# months) details 11 36* 60* 116 129 129 129
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2014 03 2013 02 2013 02 2013 02
Period End (yyyy mm) 2023 10 2023 11 2023 11 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -2.75 -4.21 -0.17 -0.04 -0.02 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 5.76 6.58 6.10 4.81 4.95 4.79 5.15
Sharpe Ratio -0.15 -0.10 0.36 0.44 0.61 0.65 0.57
Sortino Ratio -0.22 -0.13 0.48 0.58 0.78 0.85 0.78
Ulcer Index 1.31 5.39 4.26 3.15 2.99 2.61 2.37
Ratio: Return / Standard Deviation 0.70 0.20 0.64 0.66 0.87 1.12 1.34
Ratio: Return / Deepest Drawdown 1.21 0.11 0.32 0.26 0.33 0.42 0.54
% Positive Months details 50% 52% 60% 61% 67% 68% 68%
Positive Months 6 19 36 74 163 245 322
Negative Months 6 17 24 46 77 115 145
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 3.16 5.48 8.58 11.04
Worst 10 Years Return (%) - Annualized 2.56 2.56 2.56
Best 10 Years Return (%) - Annualized 0.34 3.49 6.01 7.25
Worst 10 Years Return (%) - Annualized 0.04 0.04 0.04
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 18.82 12.10 10.27 8.58 6.82 5.36
Worst Rolling Return (%) - Annualized -12.74 0.33 2.16 2.56 4.15
% Positive Periods 88% 100% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 15.93 9.35 7.71 6.01 4.36 2.77
Worst Rolling Return (%) - Annualized -16.75 -4.32 -1.29 0.04 1.53
% Positive Periods 82% 92% 94% 100% 100% 100%
Over all the available data source (Jan 1985 - Nov 2023)
Best Rolling Return (%) - Annualized 31.96 15.76 13.99 11.04 9.73 8.05
Worst Rolling Return (%) - Annualized -12.74 0.33 2.16 2.56 4.15 5.20
% Positive Periods 90% 100% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 29.06 12.33 9.95 7.25 6.53 5.21
Worst Rolling Return (%) - Annualized -16.75 -4.32 -1.29 0.04 1.53 2.61
% Positive Periods 83% 94% 95% 100% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 32.03 21.14 10.63 6.34 5.65 7.43
Perpetual WR (%) 0.00 0.00 0.34 1.63 2.70 3.87
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 November 2023
Swipe left to see all data
Asset
DFEOX
DFUSX
DFALX
DFCEX
DFIEX
DIPSX
DFIHX
DFEOX
-
0.98
0.91
0.89
0.90
0.69
0.22
DFUSX
0.98
-
0.89
0.87
0.87
0.77
0.30
DFALX
0.91
0.89
-
0.94
1.00
0.81
0.28
DFCEX
0.89
0.87
0.94
-
0.94
0.77
0.34
DFIEX
0.90
0.87
1.00
0.94
-
0.79
0.25
DIPSX
0.69
0.77
0.81
0.77
0.79
-
0.56
DFIHX
0.22
0.30
0.28
0.34
0.25
0.56
-
Asset
DFEOX
DFUSX
DFALX
DFCEX
DFIEX
DIPSX
DFIHX
DFEOX
-
0.99
0.93
0.80
0.93
0.54
0.18
DFUSX
0.99
-
0.91
0.77
0.90
0.60
0.22
DFALX
0.93
0.91
-
0.88
1.00
0.56
0.27
DFCEX
0.80
0.77
0.88
-
0.89
0.46
0.23
DFIEX
0.93
0.90
1.00
0.89
-
0.54
0.26
DIPSX
0.54
0.60
0.56
0.46
0.54
-
0.45
DFIHX
0.18
0.22
0.27
0.23
0.26
0.45
-
Asset
DFEOX
DFUSX
DFALX
DFCEX
DFIEX
DIPSX
DFIHX
DFEOX
-
0.98
0.89
0.73
0.89
0.40
0.14
DFUSX
0.98
-
0.88
0.72
0.88
0.45
0.18
DFALX
0.89
0.88
-
0.84
0.99
0.44
0.22
DFCEX
0.73
0.72
0.84
-
0.85
0.43
0.22
DFIEX
0.89
0.88
0.99
0.85
-
0.43
0.20
DIPSX
0.40
0.45
0.44
0.43
0.43
-
0.47
DFIHX
0.14
0.18
0.22
0.22
0.20
0.47
-
Asset
DFEOX
DFUSX
DFALX
DFCEX
DFIEX
DIPSX
DFIHX
DFEOX
-
0.98
0.85
0.75
0.85
0.18
0.01
DFUSX
0.98
-
0.84
0.73
0.84
0.21
0.04
DFALX
0.85
0.84
-
0.82
0.99
0.22
0.05
DFCEX
0.75
0.73
0.82
-
0.84
0.20
0.04
DFIEX
0.85
0.84
0.99
0.84
-
0.19
0.02
DIPSX
0.18
0.21
0.22
0.20
0.19
-
0.44
DFIHX
0.01
0.04
0.05
0.04
0.02
0.44
-
Asset
DFEOX
DFUSX
DFALX
DFCEX
DFIEX
DIPSX
DFIHX
DFEOX
-
0.98
0.74
0.71
0.74
0.21
0.06
DFUSX
0.98
-
0.73
0.69
0.73
0.24
0.09
DFALX
0.74
0.73
-
0.67
0.99
0.23
0.11
DFCEX
0.71
0.69
0.67
-
0.68
0.22
0.11
DFIEX
0.74
0.73
0.99
0.68
-
0.21
0.08
DIPSX
0.21
0.24
0.23
0.22
0.21
-
0.50
DFIHX
0.06
0.09
0.11
0.11
0.08
0.50
-

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 RETIREMENT INCOME FUND PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 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
-12.91% Jun 2008 Feb 2009 9 Sep 2009 7 16 7.08
-12.16% Jan 2022 Sep 2022 9 in progress 14 23 6.69
-6.09% Feb 1994 Jun 1994 5 Apr 1995 10 15 4.11
-4.64% Feb 2020 Mar 2020 2 Jun 2020 3 5 2.06
-4.34% May 2013 Jun 2013 2 Feb 2014 8 10 2.22
-3.41% May 2015 Sep 2015 5 Jun 2016 9 14 1.95
-3.15% Sep 2018 Dec 2018 4 Mar 2019 3 7 1.64
-3.06% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.65
-2.88% Aug 2011 Sep 2011 2 Nov 2011 2 4 1.35
-2.13% Aug 1997 Aug 1997 1 Sep 1997 1 2 1.23
-2.01% Aug 1998 Aug 1998 1 Sep 1998 1 2 1.16
-1.95% Sep 2014 Sep 2014 1 Feb 2015 5 6 1.14
-1.91% May 2010 May 2010 1 Sep 2010 4 5 1.10
-1.82% Feb 1999 Feb 1999 1 Apr 1999 2 3 0.97
-1.74% Dec 1996 Mar 1997 4 Apr 1997 1 5 0.87
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-18.08% Sep 2021 Sep 2022 13 in progress 14 27 12.32
-13.71% Mar 2008 Oct 2008 8 Nov 2009 13 21 6.85
-7.61% Feb 1994 Nov 1994 10 May 1995 6 16 5.43
-4.74% May 2013 Jun 2013 2 May 2014 11 13 2.33
-4.69% Feb 2020 Mar 2020 2 May 2020 2 4 2.23
-4.32% Mar 2015 Sep 2015 7 Feb 2017 17 24 2.12
-3.93% Jan 2018 Oct 2018 10 Jun 2019 8 18 1.93
-3.37% Apr 2004 Apr 2004 1 Nov 2004 7 8 2.09
-3.30% Aug 2011 Sep 2011 2 Dec 2011 3 5 1.44
-2.93% Feb 1996 Aug 1996 7 Oct 1996 2 9 2.11
-2.60% Dec 1996 Mar 1997 4 May 1997 2 6 1.18
-2.51% Jan 2005 Oct 2005 10 Dec 2005 2 12 1.25
-2.40% Feb 2006 May 2006 4 Sep 2006 4 8 1.39
-2.38% Feb 2001 Sep 2001 8 Feb 2002 5 13 1.05
-2.31% Aug 1997 Aug 1997 1 Nov 1997 3 4 1.07
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-12.91% Jun 2008 Feb 2009 9 Sep 2009 7 16 7.08
-12.16% Jan 2022 Sep 2022 9 in progress 14 23 6.69
-6.09% Feb 1994 Jun 1994 5 Apr 1995 10 15 4.11
-4.85% Sep 1987 Nov 1987 3 Jan 1988 2 5 2.92
-4.64% Feb 2020 Mar 2020 2 Jun 2020 3 5 2.06
-4.34% May 2013 Jun 2013 2 Feb 2014 8 10 2.22
-3.95% Aug 1990 Sep 1990 2 Nov 1990 2 4 2.41
-3.41% May 2015 Sep 2015 5 Jun 2016 9 14 1.95
-3.37% Jan 1990 Apr 1990 4 May 1990 1 5 2.08
-3.15% Sep 2018 Dec 2018 4 Mar 2019 3 7 1.64
-3.06% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.65
-2.88% Aug 2011 Sep 2011 2 Nov 2011 2 4 1.35
-2.86% Sep 1986 Sep 1986 1 Jan 1987 4 5 1.41
-2.39% Jan 1992 Mar 1992 3 May 1992 2 5 1.55
-2.13% Aug 1997 Aug 1997 1 Sep 1997 1 2 1.23
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-18.08% Sep 2021 Sep 2022 13 in progress 14 27 12.32
-13.71% Mar 2008 Oct 2008 8 Nov 2009 13 21 6.85
-7.61% Feb 1994 Nov 1994 10 May 1995 6 16 5.43
-6.68% Mar 1987 Nov 1987 9 Feb 1988 3 12 3.20
-6.21% Jan 1990 Sep 1990 9 Feb 1991 5 14 3.37
-4.74% May 2013 Jun 2013 2 May 2014 11 13 2.33
-4.69% Feb 2020 Mar 2020 2 May 2020 2 4 2.23
-4.32% Mar 2015 Sep 2015 7 Feb 2017 17 24 2.12
-3.93% Jan 2018 Oct 2018 10 Jun 2019 8 18 1.93
-3.37% Apr 2004 Apr 2004 1 Nov 2004 7 8 2.09
-3.37% Jan 1992 Mar 1992 3 Jul 1992 4 7 1.96
-3.30% Aug 2011 Sep 2011 2 Dec 2011 3 5 1.44
-3.30% Sep 1986 Sep 1986 1 Jan 1987 4 5 1.75
-3.14% Mar 1988 Aug 1988 6 Oct 1988 2 8 1.89
-2.93% Feb 1996 Aug 1996 7 Oct 1996 2 9 2.11

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 RETIREMENT INCOME FUND PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 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 -12.74 03/2008
02/2009
0.87$ 1.17 1.01$ 5.86 1.05$ 10.06 1.10$ 18.82 01/1995
12/1995
1.18$ 4.03 11.75%
2Y -3.39 11/2021
10/2023
0.93$ 2.09 1.04$ 6.02 1.12$ 9.02 1.18$ 13.38 12/1994
11/1996
1.28$ -1.75 5.93%
3Y 0.33 03/2006
02/2009
1.00$ 2.84 1.08$ 5.57 1.17$ 8.08 1.26$ 12.10 01/1995
12/1997
1.40$ 1.29 0.00%
5Y 2.16 03/2004
02/2009
1.11$ 3.10 1.16$ 5.43 1.30$ 7.55 1.43$ 10.27 01/1995
12/1999
1.63$ 3.89 0.00%
7Y 2.41 04/2013
03/2020
1.18$ 3.66 1.28$ 5.36 1.44$ 7.11 1.61$ 9.03 06/1994
05/2001
1.83$ 3.68 0.00%
10Y 2.56 10/2012
09/2022
1.28$ 3.97 1.47$ 5.21 1.66$ 7.19 2.00$ 8.58 01/1995
12/2004
2.27$ 3.16 0.00%
15Y 3.44 10/2007
09/2022
1.66$ 4.40 1.90$ 5.09 2.10$ 6.62 2.61$ 7.37 12/1994
11/2009
2.90$ 4.67 0.00%
20Y 4.15 11/2003
10/2023
2.25$ 4.68 2.49$ 5.16 2.73$ 6.27 3.37$ 6.82 07/1994
06/2014
3.74$ 4.29 0.00%
30Y 5.36 12/1993
11/2023
4.79$ 5.36 4.79$ 5.36 4.79$ 5.36 4.79$ 5.36 12/1993
11/2023
4.79$ 5.36 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 -16.75 10/2021
09/2022
0.83$ -0.52 0.99$ 3.30 1.03$ 7.16 1.07$ 15.93 12/2008
11/2009
1.15$ 0.67 17.19%
2Y -8.40 11/2021
10/2023
0.83$ 0.53 1.01$ 3.23 1.06$ 6.24 1.12$ 11.42 11/2008
10/2010
1.24$ -6.62 10.09%
3Y -4.32 11/2020
10/2023
0.87$ 1.08 1.03$ 3.07 1.09$ 5.46 1.17$ 9.35 01/1995
12/1997
1.30$ -4.21 7.69%
5Y -1.29 10/2017
09/2022
0.93$ 1.39 1.07$ 3.17 1.16$ 4.94 1.27$ 7.71 01/1995
12/1999
1.45$ -0.17 5.98%
7Y -0.40 11/2016
10/2023
0.97$ 1.59 1.11$ 3.05 1.23$ 4.61 1.37$ 6.40 12/1994
11/2001
1.54$ 0.14 1.81%
10Y 0.04 11/2013
10/2023
1.00$ 2.21 1.24$ 2.97 1.34$ 4.56 1.56$ 6.01 01/1995
12/2004
1.79$ 0.34 0.00%
15Y 1.04 10/2007
09/2022
1.16$ 2.25 1.39$ 2.94 1.54$ 4.11 1.82$ 4.76 12/1994
11/2009
2.00$ 2.12 0.00%
20Y 1.53 11/2003
10/2023
1.35$ 2.32 1.58$ 2.93 1.78$ 3.83 2.12$ 4.36 12/1994
11/2014
2.34$ 1.66 0.00%
30Y 2.77 12/1993
11/2023
2.27$ 2.77 2.27$ 2.77 2.27$ 2.77 2.27$ 2.77 12/1993
11/2023
2.27$ 2.77 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 -12.74 03/2008
02/2009
0.87$ 2.07 1.02$ 6.74 1.06$ 12.56 1.12$ 31.96 04/1985
03/1986
1.31$ 4.03 9.65%
2Y -3.39 11/2021
10/2023
0.93$ 2.61 1.05$ 6.69 1.13$ 10.83 1.22$ 21.99 03/1985
02/1987
1.48$ -1.75 4.50%
3Y 0.33 03/2006
02/2009
1.00$ 3.35 1.10$ 6.70 1.21$ 9.95 1.32$ 15.76 03/1985
02/1988
1.55$ 1.29 0.00%
5Y 2.16 03/2004
02/2009
1.11$ 3.34 1.17$ 6.47 1.36$ 9.61 1.58$ 13.99 01/1985
12/1989
1.92$ 3.89 0.00%
7Y 2.41 04/2013
03/2020
1.18$ 3.97 1.31$ 6.26 1.52$ 9.56 1.89$ 13.22 01/1985
12/1991
2.38$ 3.68 0.00%
10Y 2.56 10/2012
09/2022
1.28$ 4.23 1.51$ 6.23 1.83$ 9.32 2.43$ 11.04 10/1985
09/1995
2.84$ 3.16 0.00%
15Y 3.44 10/2007
09/2022
1.66$ 4.57 1.95$ 6.44 2.55$ 8.65 3.47$ 10.68 01/1985
12/1999
4.57$ 4.67 0.00%
20Y 4.15 11/2003
10/2023
2.25$ 4.99 2.64$ 6.50 3.52$ 8.22 4.85$ 9.73 01/1985
12/2004
6.40$ 4.29 0.00%
30Y 5.20 11/1993
10/2023
4.57$ 5.74 5.33$ 6.56 6.73$ 7.01 7.64$ 8.05 01/1985
12/2014
10.19$ 5.36 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 -16.75 10/2021
09/2022
0.83$ -0.51 0.99$ 3.75 1.03$ 9.28 1.09$ 29.06 05/1985
04/1986
1.29$ 0.67 16.89%
2Y -8.40 11/2021
10/2023
0.83$ 1.03 1.02$ 3.75 1.07$ 7.23 1.14$ 18.89 03/1985
02/1987
1.41$ -6.62 7.88%
3Y -4.32 11/2020
10/2023
0.87$ 1.54 1.04$ 3.71 1.11$ 6.82 1.21$ 12.33 03/1985
02/1988
1.41$ -4.21 5.79%
5Y -1.29 10/2017
09/2022
0.93$ 1.58 1.08$ 3.86 1.20$ 6.35 1.36$ 9.95 01/1985
12/1989
1.60$ -0.17 4.41%
7Y -0.40 11/2016
10/2023
0.97$ 2.14 1.15$ 3.58 1.27$ 6.24 1.52$ 8.94 01/1985
12/1991
1.82$ 0.14 1.30%
10Y 0.04 11/2013
10/2023
1.00$ 2.39 1.26$ 3.61 1.42$ 6.10 1.80$ 7.25 10/1985
09/1995
2.01$ 0.34 0.00%
15Y 1.04 10/2007
09/2022
1.16$ 2.46 1.44$ 3.88 1.77$ 5.50 2.23$ 7.27 01/1985
12/1999
2.86$ 2.12 0.00%
20Y 1.53 11/2003
10/2023
1.35$ 2.78 1.73$ 4.13 2.24$ 4.99 2.64$ 6.53 01/1985
12/2004
3.54$ 1.66 0.00%
30Y 2.61 11/1993
10/2023
2.16$ 3.15 2.53$ 4.03 3.26$ 4.29 3.52$ 5.21 03/1985
02/2015
4.59$ 2.77 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 Retirement Income Fund Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in DFA Dimensional Retirement Income Fund 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.
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
Gain Frequency
0.85
80%
-0.45
20%
-0.02
60%
0.75
80%
0.11
40%
0.25
80%
1.77
100%
-0.05
60%
-1.82
0%
0.48
60%
1.86
80%
0.28
60%
Best 2.7
2023
0.6
2019
2.2
2023
3.2
2020
1.3
2020
2.0
2019
3.8
2022
1.9
2020
0.0
2019
1.8
2022
3.3
2023
1.7
2020
Worst -2.0
2022
-1.4
2023
-3.6
2020
-2.7
2022
-0.9
2023
-3.4
2022
0.2
2019
-2.2
2022
-5.2
2022
-0.8
2023
-0.1
2021
-1.3
2022
Monthly Seasonality over the period Feb 1985 - Nov 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
0.76
80%
-0.07
50%
0.20
60%
0.65
80%
0.23
50%
0.20
70%
1.12
90%
0.00
60%
-1.16
20%
0.25
60%
1.02
70%
0.03
50%
Best 2.7
2023
1.2
2014
2.4
2016
3.2
2020
1.5
2014
2.0
2019
3.8
2022
1.9
2020
0.6
2016
1.8
2022
3.3
2023
1.7
2020
Worst -2.0
2022
-1.4
2023
-3.6
2020
-2.7
2022
-0.9
2023
-3.4
2022
-0.4
2014
-2.2
2022
-5.2
2022
-2.2
2018
-0.8
2016
-1.3
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023
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
Gain Frequency
0.86
77%
0.37
69%
0.42
62%
0.64
77%
0.62
59%
0.51
74%
0.86
72%
0.37
67%
0.01
54%
0.52
74%
0.79
72%
0.90
71%
Best 3.7
1988
5.2
1986
4.9
2009
3.2
2020
5.4
1985
3.6
1986
3.8
2022
3.5
1986
2.6
1988
2.8
2011
3.4
1985
5.6
1991
Worst -2.2
1990
-3.1
2009
-3.6
2020
-3.1
2004
-1.9
2010
-3.4
2022
-1.6
2003
-3.1
1990
-5.2
2022
-7.4
2008
-1.4
1993
-1.3
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023

Monthly Returns

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

DFA DIMENSIONAL RETIREMENT INCOME FUND PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
245 Positive Months (68%) - 115 Negative Months (32%)
322 Positive Months (69%) - 145 Negative Months (31%)
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(Scroll down to see all data)
Investment Returns, up to December 2006, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can see details about extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • DFEOX - DFA US Core Equity 1, up to December 2005
  • DFUSX - DFA US Large Company I, up to December 1999
  • DFALX - DFA Large Cap International I, up to December 1991
  • DFCEX - DFA Emerging Markets Core Equity I, up to December 2005
  • DFIEX - DFA International Core Equity I, up to December 2005
  • DIPSX - DFA Inflation-Protected Securities I, up to December 2006

Portfolio efficiency

No other portfolio in our database 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
Dimensional Retirement Income Fund DFA +5.36 4.79 -12.91 20.4 79.6 0

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

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income +6.42 8.80 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.01 4.94 -17.91 20 80 0
All Country World 20/80 +5.64 5.63 -17.97 20 80 0
Stocks/Bonds 20/80 +5.54 4.90 -16.57 20 80 0
Dimensional Retirement Income Fund DFA +5.36 4.79 -12.91 20.4 79.6 0
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