Data Source: from January 1985 to May 2023 (~38 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.07%
1 Day
Jun 02 2023
0.43%
Current Month
June 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 5.48% compound annual return, with a 4.78% standard deviation.
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 | ETF Name | Investment Themes |
|---|---|---|---|
| 6.40 |
DFUSX
|
DFA US Large Company I | Stocks |
| 6.40 |
DFEOX
|
DFA US Core Equity 1 | Stocks |
| 3.80 |
DFALX
|
DFA Large Cap International I | Stocks |
| 1.90 |
DFCEX
|
DFA Emerging Markets Core Equity I | Stocks |
| 1.90 |
DFIEX
|
DFA International Core Equity I | Stocks |
| 47.60 |
DIPSX
|
DFA Inflation-Protected Securities I | Fixed Income |
| 32.00 |
DFIHX
|
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 May 31, 2023
The DFA Dimensional Retirement Income Fund Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
DFA DIMENSIONAL RETIREMENT INCOME FUND PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of May 31, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
||
| DFA Dimensional Retirement Income Fund Portfolio | 0.07 | 0.43 | -0.91 | 1.89 | -1.04 | 3.32 | 3.06 | 5.48 | 6.97 | ||
| US Inflation Adjusted return | -0.91 | -0.01 | -4.65 | -0.47 | 0.37 | 2.90 | 4.06 | ||||
| Components | |||||||||||
|
DFUSX
|
DFA US Large Company I | 1.46 | Jun 02 2023 | 2.49 | 0.42 | 3.31 | 2.83 | 10.95 | 11.92 | 9.73 | 8.91 |
|
DFEOX
|
DFA US Core Equity 1 | 2.06 | Jun 02 2023 | 3.07 | -0.95 | -0.41 | 0.54 | 9.28 | 10.96 | 9.59 | 9.02 |
|
DFALX
|
DFA Large Cap International I | 1.25 | Jun 02 2023 | 2.82 | -4.26 | 3.90 | 1.42 | 3.54 | 4.83 | 5.28 | 8.22 |
|
DFCEX
|
DFA Emerging Markets Core Equity I | 1.70 | Jun 02 2023 | 2.77 | -1.41 | 1.62 | -5.02 | 1.30 | 2.92 | 6.71 | 8.10 |
|
DFIEX
|
DFA International Core Equity I | 1.32 | Jun 02 2023 | 2.83 | -4.65 | 3.34 | -0.40 | 2.49 | 5.13 | 4.99 | 8.17 |
|
DIPSX
|
DFA Inflation-Protected Securities I | -0.54 | Jun 02 2023 | -0.36 | -1.42 | 1.39 | -3.88 | 2.78 | 1.70 | 5.40 | 6.96 |
|
DFIHX
|
DFA One-Year Fixed-Income I | 0.00 | Jun 02 2023 | 0.10 | 0.30 | 2.19 | 1.66 | 0.96 | 0.79 | 2.73 | 4.28 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023.
Waiting for updates, inflation of May 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.79%
, 5Y: 3.81%
, 10Y: 2.68%
, 30Y: 2.51%
Live update: World Markets and Indexes
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.
Portfolio Metrics as of May 31, 2023
Metrics of DFA Dimensional Retirement Income Fund Portfolio, updated as of 31 May 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
DFA DIMENSIONAL RETIREMENT INCOME FUND PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 May 2023 (~38 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) | -0.91 | 1.85 | 1.89 | -1.04 | 2.68 | 3.32 | 3.06 | 4.36 | 5.48 | 6.97 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 2.79 |
| Infl. Adjusted Return (%) | -0.91 | 1.00 | -0.01 | -4.65 | -2.92 | -0.47 | 0.37 | 1.77 | 2.90 | 4.06 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 9.23 | 6.55 | 5.94 | 4.81 | 4.91 | 4.78 | 5.14 | |||
| Sharpe Ratio | -0.45 | 0.25 | 0.34 | 0.47 | 0.65 | 0.69 | 0.58 | |||
| Sortino Ratio | -0.62 | 0.33 | 0.44 | 0.62 | 0.83 | 0.89 | 0.79 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -7.33 | -12.16 | -12.16 | -12.16 | -12.91 | -12.91 | -12.91 | |||
| Start (yyyy mm) | 2022 08 | 2022 01 | 2022 01 | 2022 01 | 2008 06 | 2008 06 | 2008 06 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 2 | 9 | 9 | 9 | 9 | 9 | 9 | |||
| Start to Recovery (# months) in progress |
> 10
|
> 17
|
> 17
|
> 17
|
16
|
16
|
16
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 31.96 | 15.76 | 13.99 | 11.04 | 9.73 | 8.05 | ||||
| Worst Return (%) | -12.74 | 0.33 | 2.16 | 2.56 | 4.36 | 5.48 | ||||
| % Positive Periods | 90% | 100% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 6 | 20 | 37 | 75 | 165 | 247 | 319 |
| Negative | 1 | 1 | 3 | 6 | 16 | 23 | 45 | 75 | 113 | 142 |
| % Positive | 0% | 67% | 50% | 50% | 56% | 62% | 63% | 69% | 69% | 69% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 34.08 | 21.00 | 10.74 | 6.56 | 5.97 | 7.43 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.37 | 1.74 | 2.81 | 3.90 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- 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).
- Maximum Drawdown: 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.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative 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).
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.
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 31 May 2023
Swipe left to see all data
| Asset |
DFUSX
|
DFEOX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFUSX
|
-
|
0.99
|
0.88
|
0.69
|
0.88
|
0.90
|
0.65
|
|
DFEOX
|
0.99
|
-
|
0.89
|
0.68
|
0.89
|
0.86
|
0.57
|
|
DFALX
|
0.88
|
0.89
|
-
|
0.88
|
1.00
|
0.83
|
0.70
|
|
DFCEX
|
0.69
|
0.68
|
0.88
|
-
|
0.88
|
0.70
|
0.67
|
|
DFIEX
|
0.88
|
0.89
|
1.00
|
0.88
|
-
|
0.83
|
0.70
|
|
DIPSX
|
0.90
|
0.86
|
0.83
|
0.70
|
0.83
|
-
|
0.77
|
|
DFIHX
|
0.65
|
0.57
|
0.70
|
0.67
|
0.70
|
0.77
|
-
|
| Asset |
DFUSX
|
DFEOX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFUSX
|
-
|
0.99
|
0.90
|
0.75
|
0.89
|
0.59
|
0.24
|
|
DFEOX
|
0.99
|
-
|
0.92
|
0.79
|
0.92
|
0.53
|
0.20
|
|
DFALX
|
0.90
|
0.92
|
-
|
0.87
|
1.00
|
0.53
|
0.29
|
|
DFCEX
|
0.75
|
0.79
|
0.87
|
-
|
0.88
|
0.44
|
0.26
|
|
DFIEX
|
0.89
|
0.92
|
1.00
|
0.88
|
-
|
0.51
|
0.27
|
|
DIPSX
|
0.59
|
0.53
|
0.53
|
0.44
|
0.51
|
-
|
0.55
|
|
DFIHX
|
0.24
|
0.20
|
0.29
|
0.26
|
0.27
|
0.55
|
-
|
| Asset |
DFUSX
|
DFEOX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFUSX
|
-
|
0.98
|
0.88
|
0.70
|
0.87
|
0.43
|
0.18
|
|
DFEOX
|
0.98
|
-
|
0.88
|
0.72
|
0.89
|
0.38
|
0.14
|
|
DFALX
|
0.88
|
0.88
|
-
|
0.84
|
0.99
|
0.44
|
0.24
|
|
DFCEX
|
0.70
|
0.72
|
0.84
|
-
|
0.84
|
0.45
|
0.25
|
|
DFIEX
|
0.87
|
0.89
|
0.99
|
0.84
|
-
|
0.42
|
0.21
|
|
DIPSX
|
0.43
|
0.38
|
0.44
|
0.45
|
0.42
|
-
|
0.54
|
|
DFIHX
|
0.18
|
0.14
|
0.24
|
0.25
|
0.21
|
0.54
|
-
|
| Asset |
DFUSX
|
DFEOX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFUSX
|
-
|
0.98
|
0.84
|
0.72
|
0.83
|
0.20
|
0.04
|
|
DFEOX
|
0.98
|
-
|
0.85
|
0.75
|
0.85
|
0.17
|
0.01
|
|
DFALX
|
0.84
|
0.85
|
-
|
0.81
|
0.99
|
0.22
|
0.05
|
|
DFCEX
|
0.72
|
0.75
|
0.81
|
-
|
0.83
|
0.20
|
0.04
|
|
DFIEX
|
0.83
|
0.85
|
0.99
|
0.83
|
-
|
0.19
|
0.02
|
|
DIPSX
|
0.20
|
0.17
|
0.22
|
0.20
|
0.19
|
-
|
0.45
|
|
DFIHX
|
0.04
|
0.01
|
0.05
|
0.04
|
0.02
|
0.45
|
-
|
| Asset |
DFUSX
|
DFEOX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFUSX
|
-
|
0.98
|
0.73
|
0.69
|
0.72
|
0.23
|
0.09
|
|
DFEOX
|
0.98
|
-
|
0.74
|
0.71
|
0.74
|
0.21
|
0.06
|
|
DFALX
|
0.73
|
0.74
|
-
|
0.67
|
0.99
|
0.22
|
0.11
|
|
DFCEX
|
0.69
|
0.71
|
0.67
|
-
|
0.68
|
0.21
|
0.11
|
|
DFIEX
|
0.72
|
0.74
|
0.99
|
0.68
|
-
|
0.20
|
0.09
|
|
DIPSX
|
0.23
|
0.21
|
0.22
|
0.21
|
0.20
|
-
|
0.51
|
|
DFIHX
|
0.09
|
0.06
|
0.11
|
0.11
|
0.09
|
0.51
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Readings that may interest you
Capital Growth as of May 31, 2023
An investment of 1000$, since June 1993,
now would be worth 4953.39$, with a total return of 395.34% (5.48% annualized).
The Inflation Adjusted Capital now would be 2354.54$, with a net total return of 135.45% (2.90% annualized).
The Inflation Adjusted Capital now would be 2354.54$, with a net total return of 135.45% (2.90% annualized).
An investment of 1000$, since January 1985,
now would be worth 13290.86$, with a total return of 1229.09% (6.97% annualized).
The Inflation Adjusted Capital now would be 4613.37$, with a net total return of 361.34% (4.06% annualized).
The Inflation Adjusted Capital now would be 4613.37$, with a net total return of 361.34% (4.06% annualized).
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
Updated to May 2023
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -12.91% | Jun 2008 | Feb 2009 | 9 | Sep 2009 | 7 | 16 |
| -12.16% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -6.09% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 |
| -4.64% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -4.34% | May 2013 | Jun 2013 | 2 | Feb 2014 | 8 | 10 |
| -3.41% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 |
| -3.15% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
| -3.06% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -2.88% | Aug 2011 | Sep 2011 | 2 | Nov 2011 | 2 | 4 |
| -2.13% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -2.01% | Aug 1998 | Aug 1998 | 1 | Sep 1998 | 1 | 2 |
| -1.95% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 |
| -1.91% | May 2010 | May 2010 | 1 | Sep 2010 | 4 | 5 |
| -1.82% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -1.74% | Dec 1996 | Mar 1997 | 4 | Apr 1997 | 1 | 5 |
| -1.66% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 |
| -1.65% | Jul 2003 | Jul 2003 | 1 | Sep 2003 | 2 | 3 |
| -1.59% | Aug 2001 | Sep 2001 | 2 | Oct 2001 | 1 | 3 |
| -1.57% | Feb 1996 | Mar 1996 | 2 | Sep 1996 | 6 | 8 |
| -1.57% | Feb 2001 | Mar 2001 | 2 | Apr 2001 | 1 | 3 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -12.91% | Jun 2008 | Feb 2009 | 9 | Sep 2009 | 7 | 16 |
| -12.16% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -6.09% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 |
| -4.85% | Sep 1987 | Nov 1987 | 3 | Jan 1988 | 2 | 5 |
| -4.64% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -4.34% | May 2013 | Jun 2013 | 2 | Feb 2014 | 8 | 10 |
| -3.95% | Aug 1990 | Sep 1990 | 2 | Nov 1990 | 2 | 4 |
| -3.41% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 |
| -3.37% | Jan 1990 | Apr 1990 | 4 | May 1990 | 1 | 5 |
| -3.15% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
| -3.06% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -2.88% | Aug 2011 | Sep 2011 | 2 | Nov 2011 | 2 | 4 |
| -2.86% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
| -2.39% | Jan 1992 | Mar 1992 | 3 | May 1992 | 2 | 5 |
| -2.13% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -2.01% | Aug 1998 | Aug 1998 | 1 | Sep 1998 | 1 | 2 |
| -1.95% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 |
| -1.91% | May 2010 | May 2010 | 1 | Sep 2010 | 4 | 5 |
| -1.84% | Mar 1988 | May 1988 | 3 | Jun 1988 | 1 | 4 |
| -1.82% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
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
Data Source: from January 1985 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
7.03 | -1.04 |
31.96 Apr 1985 - Mar 1986 |
-12.74 Mar 2008 - Feb 2009 |
9.78% |
| 2 Years |
6.87 | -1.54 |
21.99 Mar 1985 - Feb 1987 |
-2.44 Mar 2007 - Feb 2009 |
3.20% |
| 3 Years |
6.80 | 2.68 |
15.76 Mar 1985 - Feb 1988 |
0.33 Mar 2006 - Feb 2009 |
0.00% |
| 5 Years |
6.73 | 3.32 |
13.99 Jan 1985 - Dec 1989 |
2.16 Mar 2004 - Feb 2009 |
0.00% |
| 7 Years |
6.69 | 3.57 |
13.22 Jan 1985 - Dec 1991 |
2.41 Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
6.64 | 3.06 |
11.04 Oct 1985 - Sep 1995 |
2.56 Oct 2012 - Sep 2022 |
0.00% |
| 15 Years |
6.58 | 3.61 |
10.68 Jan 1985 - Dec 1999 |
3.44 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
6.58 | 4.36 |
9.73 Jan 1985 - Dec 2004 |
4.36 Jun 2003 - May 2023 |
0.00% |
| 30 Years |
6.63 | 5.48 |
8.05 Jan 1985 - Dec 2014 |
5.48 Jun 1993 - May 2023 |
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 Dimensional Retirement Income Fund Portfolio: Rolling Returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
DFA DIMENSIONAL RETIREMENT INCOME FUND PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 3.06% (updated at May 31, 2023).
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.
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% |
0.05
80% |
1.63
100% |
0.27
80% |
-1.57
0% |
0.21
60% |
1.35
80% |
0.28
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.85
|
100.40
|
100.37
|
101.13
|
101.24
|
101.29
|
102.94
|
103.22
|
101.59
|
101.81
|
103.18
|
103.47
|
| 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 |
2.9 2020 |
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 |
-2.2 2018 |
-0.1 2021 |
-1.3 2022 |
Monthly Seasonality over the period Jun 2018 - May 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% |
-0.16
60% |
1.18
90% |
-0.05
60% |
-0.78
30% |
0.45
70% |
0.69
70% |
0.03
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.76
|
100.69
|
100.90
|
101.55
|
101.78
|
101.62
|
102.82
|
102.77
|
101.96
|
102.42
|
103.13
|
103.16
|
| 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 |
2.1 2013 |
1.8 2022 |
2.9 2020 |
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 Jun 2013 - May 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 |
0.86
77% |
0.37
69% |
0.42
62% |
0.64
77% |
0.62
59% |
0.49
74% |
0.86
71% |
0.40
68% |
0.05
55% |
0.55
76% |
0.72
71% |
0.90
71% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.86
|
101.23
|
101.65
|
102.30
|
102.94
|
103.45
|
104.33
|
104.75
|
104.80
|
105.38
|
106.14
|
107.10
|
| 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 Jan 1985 - May 2023
Monthly/Yearly Returns
DFA Dimensional Retirement Income Fund Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - May 2023
319 Positive Months (69%) - 142 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1985 - May 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+3.18 | +0.94 | 2.7 | -1.4 | 2.2 | 0.5 | -0.9 | |||||||
| 2022 |
-9.39 | -14.88 | -2.0 | -0.1 | -0.7 | -2.7 | -0.1 | -3.4 | 3.8 | -2.2 | -5.2 | 1.8 | 2.6 | -1.3 |
| 2021 |
+7.04 | +0.00 | 0.2 | -0.2 | 0.6 | 1.7 | 0.9 | 0.3 | 1.7 | 0.4 | -1.3 | 1.5 | -0.1 | 1.1 |
| 2020 |
+8.69 | +7.23 | 0.8 | -1.1 | -3.6 | 3.2 | 1.3 | 1.1 | 2.0 | 1.9 | -0.8 | -0.7 | 2.9 | 1.7 |
| 2019 |
+10.30 | +7.84 | 2.5 | 0.6 | 1.3 | 1.0 | -0.7 | 2.0 | 0.2 | 0.5 | 0.0 | 0.6 | 0.7 | 1.1 |
| 2018 |
-1.96 | -3.79 | 0.5 | -1.3 | 0.2 | 0.0 | 0.5 | 0.2 | 0.4 | 0.7 | -0.5 | -2.2 | 0.7 | -1.2 |
| 2017 |
+6.78 | +4.58 | 1.1 | 0.8 | 0.2 | 0.7 | 0.4 | -0.3 | 0.9 | 0.6 | 0.1 | 0.6 | 0.5 | 0.8 |
| 2016 |
+4.66 | +2.53 | -0.1 | 0.5 | 2.4 | 0.4 | -0.3 | 1.2 | 1.1 | -0.2 | 0.6 | -0.6 | -0.8 | 0.4 |
| 2015 |
-0.87 | -1.59 | 1.4 | 0.5 | -0.4 | 0.9 | -0.3 | -0.9 | 0.3 | -1.8 | -0.8 | 1.5 | -0.2 | -1.0 |
| 2014 |
+2.89 | +2.12 | 0.4 | 1.2 | -0.2 | 0.8 | 1.5 | 0.6 | -0.4 | 0.9 | -2.0 | 0.7 | 0.6 | -1.0 |
| 2013 |
+1.29 | -0.21 | 0.7 | 0.2 | 0.7 | 0.9 | -1.9 | -2.5 | 1.7 | -1.4 | 2.1 | 1.2 | 0.0 | -0.3 |
| 2012 |
+7.36 | +5.52 | 2.4 | 0.8 | -0.1 | 0.8 | -1.0 | 0.7 | 1.0 | 0.6 | 1.0 | 0.2 | 0.6 | 0.2 |
| 2011 |
+6.06 | +3.01 | 0.6 | 1.0 | 0.5 | 2.0 | 0.0 | 0.1 | 1.6 | -0.9 | -2.0 | 2.8 | 0.3 | 0.0 |
| 2010 |
+6.92 | +5.35 | 0.0 | 0.1 | 1.3 | 1.5 | -1.9 | 0.1 | 1.6 | 0.1 | 2.4 | 2.1 | -1.0 | 0.6 |
| 2009 |
+12.97 | +9.98 | -1.3 | -3.1 | 4.9 | 1.5 | 2.7 | 0.1 | 2.1 | 1.3 | 2.2 | 0.1 | 2.5 | -0.5 |
| 2008 |
-7.45 | -7.54 | 0.8 | 0.6 | 0.0 | -0.2 | 0.4 | -0.6 | -0.5 | 0.3 | -4.0 | -7.4 | -0.6 | 4.0 |
| 2007 |
+9.18 | +4.89 | 0.6 | 0.9 | 0.7 | 1.3 | 0.3 | -0.2 | 0.8 | 0.6 | 1.6 | 1.5 | 1.0 | -0.3 |
| 2006 |
+5.72 | +3.10 | 1.1 | 0.1 | -0.4 | 0.6 | -0.7 | 0.3 | 0.9 | 1.4 | 0.5 | 0.9 | 1.2 | -0.5 |
| 2005 |
+4.07 | +0.64 | -0.4 | 0.4 | -0.4 | 0.6 | 0.9 | 0.5 | -0.4 | 1.4 | 0.5 | -1.1 | 0.9 | 1.0 |
| 2004 |
+7.31 | +3.93 | 1.0 | 1.5 | 0.7 | -3.1 | 1.2 | 0.3 | -0.2 | 1.6 | 0.4 | 1.1 | 0.9 | 1.7 |
| 2003 |
+11.38 | +9.32 | -0.3 | 1.5 | -0.8 | 1.6 | 3.5 | 0.1 | -1.6 | 1.4 | 1.7 | 1.6 | 0.4 | 1.9 |
| 2002 |
+5.44 | +2.99 | -0.1 | 0.7 | 0.4 | 0.9 | 0.8 | -0.4 | -0.5 | 2.0 | -0.4 | -0.3 | 0.9 | 1.2 |
| 2001 |
+2.76 | +1.19 | 1.8 | -0.8 | -0.8 | 1.8 | 0.6 | -0.4 | 0.6 | -0.6 | -1.0 | 1.8 | -0.1 | -0.2 |
| 2000 |
+7.94 | +4.41 | -0.8 | 1.6 | 2.6 | -1.1 | -0.6 | 2.1 | 0.2 | 2.1 | -0.8 | 0.5 | 0.2 | 1.7 |
| 1999 |
+4.99 | +2.25 | 0.9 | -1.8 | 1.2 | 1.5 | -1.2 | 0.9 | -0.5 | -0.2 | 0.4 | 1.5 | 0.7 | 1.5 |
| 1998 |
+10.20 | +8.46 | 1.1 | 1.4 | 1.2 | 0.6 | 0.1 | 1.1 | 0.1 | -2.0 | 2.1 | 1.4 | 1.7 | 1.1 |
| 1997 |
+11.97 | +10.10 | 0.6 | 0.3 | -1.6 | 2.1 | 2.0 | 2.0 | 3.6 | -2.1 | 2.4 | -0.1 | 1.1 | 1.1 |
| 1996 |
+5.90 | +2.49 | 0.8 | -1.4 | -0.1 | 0.0 | 0.2 | 1.0 | -0.8 | 0.0 | 2.4 | 2.1 | 2.8 | -1.1 |
| 1995 |
+18.82 | +15.88 | 1.5 | 1.8 | 1.3 | 1.4 | 3.3 | 0.8 | 0.8 | 1.0 | 1.5 | 0.6 | 1.8 | 1.6 |
| 1994 |
-2.17 | -4.72 | 2.4 | -2.4 | -3.0 | -0.3 | 0.0 | -0.4 | 2.1 | 0.9 | -1.8 | 0.4 | -0.8 | 1.0 |
| 1993 |
+13.67 | +10.63 | 1.7 | 2.0 | 1.2 | 0.8 | 0.5 | 2.0 | 1.2 | 2.9 | 0.0 | 0.8 | -1.4 | 1.4 |
| 1992 |
+5.89 | +2.90 | -1.8 | 0.6 | -1.2 | 0.3 | 2.3 | 0.3 | 2.6 | 0.6 | 1.1 | -1.3 | 0.7 | 1.7 |
| 1991 |
+18.32 | +14.80 | 1.5 | 2.3 | 0.4 | 0.8 | 1.2 | -1.2 | 1.9 | 2.1 | 1.8 | 1.1 | -0.3 | 5.6 |
| 1990 |
+4.76 | -1.27 | -2.2 | 0.1 | -0.1 | -1.1 | 3.9 | 1.1 | 1.2 | -3.1 | -0.8 | 2.1 | 2.3 | 1.7 |
| 1989 |
+16.98 | +11.79 | 2.2 | -0.6 | 0.6 | 2.4 | 2.4 | 1.9 | 3.2 | -0.5 | 0.9 | 1.1 | 1.4 | 1.0 |
| 1988 |
+9.77 | +5.13 | 3.7 | 2.0 | -0.9 | -0.2 | -0.7 | 2.5 | -0.5 | -0.8 | 2.6 | 1.9 | -0.6 | 0.6 |
| 1987 |
+3.26 | -1.12 | 3.4 | 1.3 | 0.1 | -1.3 | -0.4 | 1.4 | 0.7 | 0.8 | -1.8 | -2.4 | -0.8 | 2.2 |
| 1986 |
+17.53 | +16.25 | 0.4 | 5.2 | 4.7 | 0.7 | -1.4 | 3.6 | 0.0 | 3.5 | -2.9 | 1.0 | 1.7 | 0.0 |
| 1985 |
+23.48 | +18.97 | 3.4 | -1.2 | 1.4 | 1.4 | 5.4 | 1.0 | -0.5 | 1.3 | -0.2 | 2.5 | 3.4 | 3.5 |
Portofolio Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- DFUSX - DFA US Large Company I: simulated historical serie, up to December 1999
- DFEOX - DFA US Core Equity 1: simulated historical serie, up to December 2005
- DFALX - DFA Large Cap International I: simulated historical serie, up to December 1991
- DFCEX - DFA Emerging Markets Core Equity I: simulated historical serie, up to December 2005
- DFIEX - DFA International Core Equity I: simulated historical serie, up to December 2005
- DIPSX - DFA Inflation-Protected Securities I: simulated historical serie, up to December 2006
Portfolio efficiency
Compared to the DFA Dimensional Retirement Income Fund Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| High Yield Bonds Income | +6.57 | 8.71 | -23.97 | 0 | 100 | 0 | ||
| Stocks/Bonds 20/80 Momentum | +6.10 | 4.82 | -17.91 | 20 | 80 | 0 | ||
| All Country World 20/80 | +5.75 | 5.54 | -17.97 | 20 | 80 | 0 | ||
| Stocks/Bonds 20/80 | +5.62 | 4.76 | -16.57 | 20 | 80 | 0 | ||
| Dimensional Retirement Income Fund | +5.48 | 4.78 | -12.91 | 20.4 | 79.6 | 0 | ||
