10-year Treasury Portfolio vs DFA Dimensional Retirement Income Fund Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
10-year Treasury Portfolio
1.00$
Invested Capital
June 1995
3.84$
Final Capital
May 2025
4.58%
Yearly Return
6.75%
Std Deviation
-23.19%
Max Drawdown
58months*
Recovery Period
* in progress
1.00$
Invested Capital
June 1995
1.82$
Final Capital
May 2025
2.02%
Yearly Return
6.75%
Std Deviation
-35.52%
Max Drawdown
60months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
12.26$
Final Capital
May 2025
6.40%
Yearly Return
7.22%
Std Deviation
-23.19%
Max Drawdown
58months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
4.03$
Final Capital
May 2025
3.51%
Yearly Return
7.22%
Std Deviation
-35.52%
Max Drawdown
60months*
Recovery Period
* in progress
DFA Dimensional Retirement Income Fund Portfolio
1.00$
Invested Capital
June 1995
4.95$
Final Capital
May 2025
5.48%
Yearly Return
4.69%
Std Deviation
-12.91%
Max Drawdown
16months
Recovery Period
1.00$
Invested Capital
June 1995
2.35$
Final Capital
May 2025
2.89%
Yearly Return
4.69%
Std Deviation
-18.19%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
15.26$
Final Capital
May 2025
6.98%
Yearly Return
5.11%
Std Deviation
-12.91%
Max Drawdown
16months
Recovery Period
1.00$
Invested Capital
January 1985
5.02$
Final Capital
May 2025
4.07%
Yearly Return
5.11%
Std Deviation
-18.19%
Max Drawdown
45months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.58% compound annual return, with a 6.75% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 58 months and is still in progress.

As of May 2025, in the previous 30 Years, the DFA Dimensional Retirement Income Fund Portfolio obtained a 5.48% compound annual return, with a 4.69% standard deviation. It suffered a maximum drawdown of -12.91% that required 16 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

10-year Treasury Portfolio
Weight
(%)		 Ticker Name
100.00
IEF
iShares 7-10 Year Treasury Bond
DFA Dimensional Retirement Income Fund Portfolio
Weight
(%)		 Ticker Name
6.40
DFEOX
DFA US Core Equity 1
6.40
DFUSX
DFA US Large Company I
3.80
DFALX
DFA Large Cap International I
1.90
DFCEX
DFA Emerging Markets Core Equity I
1.90
DFIEX
DFA International Core Equity I
47.60
DIPSX
DFA Inflation-Protected Securities I
32.00
DFIHX
DFA One-Year Fixed-Income I
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Portfolio Returns as of May 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 3.84 $ 283.66% 4.58%
DFA Dimensional Retirement Income Fund
DFA 		1 $ 4.95 $ 395.30% 5.48%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 1.82 $ 81.98% 2.02%
DFA Dimensional Retirement Income Fund
DFA 		1 $ 2.35 $ 134.94% 2.89%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 12.26 $ 1 125.99% 6.40%
DFA Dimensional Retirement Income Fund
DFA 		1 $ 15.26 $ 1 425.82% 6.98%
Jan 1985 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 4.03 $ 303.36% 3.51%
DFA Dimensional Retirement Income Fund
DFA 		1 $ 5.02 $ 402.00% 4.07%
Jan 1985 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		3.58 -1.24 1.24 5.74 -2.85 0.84 4.58 6.40
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_dfa.webp Dimensional Retirement Income Fund
DFA 		3.50 0.84 2.13 6.78 4.44 3.91 5.48 6.98
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/05)
Swipe left to see all data
10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.74 6.78
Infl. Adjusted (%) 3.29 4.31
DRAWDOWN
Deepest Drawdown Depth (%) -4.61 -1.43
Start to Recovery (months) 7 5
Longest Drawdown Depth (%) -4.61 -1.43
Start to Recovery (months) 7 5
Longest Negative Period (months) 8* 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.28 3.31
Sharpe Ratio 0.16 0.63
Sortino Ratio 0.21 0.75
Ulcer Index 2.13 0.54
Ratio: Return / Standard Deviation 0.91 2.05
Ratio: Return / Deepest Drawdown 1.25 4.74
Metrics calculated over the period 1 June 2024 - 31 May 2025
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10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -2.85 4.44
Infl. Adjusted (%) -7.14 -0.17
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 58* 29
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 58* 29
Longest Negative Period (months) 60* 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.47 5.80
Sharpe Ratio -0.73 0.32
Sortino Ratio -1.04 0.41
Ulcer Index 13.96 4.23
Ratio: Return / Standard Deviation -0.38 0.77
Ratio: Return / Deepest Drawdown -0.12 0.37
Metrics calculated over the period 1 June 2020 - 31 May 2025
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10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.84 3.91
Infl. Adjusted (%) -2.16 0.82
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 58* 29
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 58* 29
Longest Negative Period (months) 103 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 4.90
Sharpe Ratio -0.14 0.43
Sortino Ratio -0.21 0.57
Ulcer Index 10.25 3.14
Ratio: Return / Standard Deviation 0.13 0.80
Ratio: Return / Deepest Drawdown 0.04 0.32
Metrics calculated over the period 1 June 2015 - 31 May 2025
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10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.58 5.48
Infl. Adjusted (%) 2.02 2.89
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.91
Start to Recovery (months) 58* 16
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 58* 29
Longest Negative Period (months) 126 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.75 4.69
Sharpe Ratio 0.34 0.68
Sortino Ratio 0.49 0.89
Ulcer Index 6.45 2.48
Ratio: Return / Standard Deviation 0.68 1.17
Ratio: Return / Deepest Drawdown 0.20 0.42
Metrics calculated over the period 1 June 1995 - 31 May 2025
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10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.40 6.98
Infl. Adjusted (%) 3.51 4.07
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.91
Start to Recovery (months) 58* 16
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 58* 29
Longest Negative Period (months) 126 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.22 5.11
Sharpe Ratio 0.45 0.75
Sortino Ratio 0.65 1.02
Ulcer Index 5.84 2.33
Ratio: Return / Standard Deviation 0.89 1.37
Ratio: Return / Deepest Drawdown 0.28 0.54
Metrics calculated over the period 1 January 1985 - 31 May 2025
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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.

DRAWDOWN COMPARISON
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
30 Years
(1995/06 - 2025/05)

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10-year Treasury Dimensional Retirement Income Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 58* Aug 2020
In progress
-12.91 16 Jun 2008
Sep 2009
-12.16 29 Jan 2022
May 2024
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.67 11 Sep 2010
Jul 2011
-4.64 5 Feb 2020
Jun 2020
-4.34 10 May 2013
Feb 2014
-4.25 12 Feb 2015
Jan 2016

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10-year Treasury Dimensional Retirement Income Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 58* Aug 2020
In progress
-12.91 16 Jun 2008
Sep 2009
-12.16 29 Jan 2022
May 2024
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-6.09 15 Feb 1994
Apr 1995
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.85 5 Sep 1987
Jan 1988

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 May 2025 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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10-year Treasury Dimensional Retirement Income Fund
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.58 -1.24 3.50 -0.15
2024
 -0.63 -4.61 6.04 -1.43
2023
 3.65 -8.82 7.92 -3.32
2022
 -15.19 -16.91 -9.39 -12.16
2021
 -3.33 -5.73 7.04 -1.33
2020
 10.01 -2.02 8.69 -4.64
2019
 8.03 -2.59 10.30 -0.66
2018
 0.99 -3.19 -1.96 -3.15
2017
 2.55 -1.90 6.78 -0.31
2016
 1.00 -6.50 4.66 -1.35
2015
 1.51 -4.25 -0.87 -3.41
2014
 9.07 -1.05 2.89 -1.95
2013
 -6.09 -7.60 1.29 -4.34
2012
 3.66 -2.67 7.36 -1.03
2011
 15.64 -1.29 6.06 -2.88
2010
 9.37 -4.30 6.92 -1.91
2009
 -6.59 -6.65 12.97 -4.37
2008
 17.91 -4.15 -7.45 -12.44
2007
 10.37 -1.85 9.18 -0.27
2006
 2.52 -2.87 5.72 -0.65
2005
 2.64 -3.19 4.07 -1.13
2004
 4.12 -4.85 7.31 -3.06
2003
 5.29 -5.68 11.38 -1.65
2002
 15.45 -4.13 5.44 -0.88
2001
 5.40 -5.21 2.76 -1.59
2000
 17.28 -1.12 7.94 -1.66
1999
 -7.83 -8.11 4.99 -1.82
1998
 14.64 -1.61 10.20 -2.01
1997
 11.97 -2.02 11.97 -2.13
1996
 0.00 -6.90 5.90 -1.57
1995
 25.55 -1.23 18.82 0.00
1994
 -7.19 -9.56 -2.17 -6.09
1993
 12.97 -2.55 13.67 -1.44
1992
 7.23 -4.02 5.89 -2.39
1991
 18.91 -0.54 18.32 -1.25
1990
 7.70 -4.48 4.76 -3.95
1989
 17.84 -2.30 16.98 -0.62
1988
 6.90 -4.60 9.77 -1.84
1987
 -2.64 -10.87 3.26 -4.85
1986
 21.35 -3.93 17.53 -2.86
1985
 29.85 -3.33 23.48 -1.24
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