DFA Dimensional 2030 Retirement Income Portfolio vs Scott Burns Couch Potato Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
DFA Dimensional 2030 Retirement Income Portfolio
1.00$
Initial Capital
June 1995
8.69$
Final Capital
May 2025
7.47%
Yearly Return
9.21%
Std Deviation
-31.78%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
June 1995
4.12$
Final Capital
May 2025
4.84%
Yearly Return
9.21%
Std Deviation
-32.91%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
35.12$
Final Capital
May 2025
9.20%
Yearly Return
9.45%
Std Deviation
-31.78%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
11.56$
Final Capital
May 2025
6.24%
Yearly Return
9.45%
Std Deviation
-32.91%
Max Drawdown
40months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
June 1995
10.28$
Final Capital
May 2025
8.08%
Yearly Return
8.73%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
June 1995
4.88$
Final Capital
May 2025
5.43%
Yearly Return
8.73%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
36.76$
Final Capital
May 2025
9.33%
Yearly Return
9.04%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1985
12.10$
Final Capital
May 2025
6.36%
Yearly Return
9.04%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period

As of May 2025, in the previous 30 Years, the DFA Dimensional 2030 Retirement Income Portfolio obtained a 7.47% compound annual return, with a 9.21% standard deviation. It suffered a maximum drawdown of -31.78% that required 36 months to be recovered.

As of May 2025, in the previous 30 Years, the Scott Burns Couch Potato Portfolio obtained a 8.08% compound annual return, with a 8.73% standard deviation. It suffered a maximum drawdown of -27.04% that required 30 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.

DFA Dimensional 2030 Retirement Income Portfolio
Weight
(%)		 Ticker Name
17.50
VTI
Vanguard Total Stock Market
17.50
VV
Vanguard Large-Cap
10.50
VEA
Vanguard FTSE Developed Markets
5.20
EEM
iShares MSCI Emerging Markets
5.20
VEU
Vanguard FTSE All-World ex-US
31.90
TIP
iShares TIPS Bond
6.10
BSV
Vanguard Short-Term Bond
6.10
BNDX
Vanguard Total International Bond
Scott Burns Couch Potato Portfolio
Weight
(%)		 Ticker Name
50.00
VTI
Vanguard Total Stock Market
50.00
TIP
iShares TIPS Bond
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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
Period: 1 January 1985 - 31 May 2025 (~40 years)
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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_dfa.webp Dimensional 2030 Retirement Income
DFA 		4.66 2.91 2.36 10.29 8.00 6.60 7.47 9.20
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns 		2.05 2.64 -0.44 9.49 8.23 7.30 8.08 9.33
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

DFA Dimensional 2030 Retirement Income Portfolio: an investment of 1$, since June 1995, now would be worth 8.69$, with a total return of 768.70% (7.47% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since June 1995, now would be worth 10.28$, with a total return of 928.45% (8.08% annualized).


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DFA Dimensional 2030 Retirement Income Portfolio: an investment of 1$, since January 1985, now would be worth 35.12$, with a total return of 3412.01% (9.20% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 36.76$, with a total return of 3576.13% (9.33% 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)
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Dimensional 2030 Retirement Income Couch Potato
Author DFA Scott Burns
ASSET ALLOCATION
Stocks 55.9% 50%
Fixed Income 44.1% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%)
10.29
9.49
Infl. Adjusted Return (%) 7.82 7.03
DRAWDOWN
Deepest Drawdown Depth (%)
-2.20
-3.00
Start to Recovery (months)
2
6*
Longest Drawdown Depth (%)
-1.75
-3.00
Start to Recovery (months)
3
6*
Longest Negative Period (months)
6
7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
6.02
6.79
Sharpe Ratio
0.93
0.70
Sortino Ratio
1.15
0.92
Ulcer Index
0.99
1.37
Ratio: Return / Standard Deviation
1.71
1.40
Ratio: Return / Deepest Drawdown
4.68
3.16
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Dimensional 2030 Retirement Income Couch Potato
Author DFA Scott Burns
ASSET ALLOCATION
Stocks 55.9% 50%
Fixed Income 44.1% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.00
8.23
Infl. Adjusted Return (%) 3.24 3.47
DRAWDOWN
Deepest Drawdown Depth (%) -20.34
-19.77
Start to Recovery (months)
27
27
Longest Drawdown Depth (%) -20.34
-19.77
Start to Recovery (months)
27
27
Longest Negative Period (months) 34
32
RISK INDICATORS
Standard Deviation (%)
10.37
10.58
Sharpe Ratio 0.52
0.53
Sortino Ratio 0.69
0.70
Ulcer Index
7.20
7.30
Ratio: Return / Standard Deviation 0.77
0.78
Ratio: Return / Deepest Drawdown 0.39
0.42
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Dimensional 2030 Retirement Income Couch Potato
Author DFA Scott Burns
ASSET ALLOCATION
Stocks 55.9% 50%
Fixed Income 44.1% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.60
7.30
Infl. Adjusted Return (%) 3.43 4.11
DRAWDOWN
Deepest Drawdown Depth (%) -20.34
-19.77
Start to Recovery (months)
27
27
Longest Drawdown Depth (%) -20.34
-19.77
Start to Recovery (months)
27
27
Longest Negative Period (months) 34
32
RISK INDICATORS
Standard Deviation (%) 9.47
9.46
Sharpe Ratio 0.51
0.58
Sortino Ratio 0.67
0.77
Ulcer Index 5.55
5.50
Ratio: Return / Standard Deviation 0.70
0.77
Ratio: Return / Deepest Drawdown 0.32
0.37
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Dimensional 2030 Retirement Income Couch Potato
Author DFA Scott Burns
ASSET ALLOCATION
Stocks 55.9% 50%
Fixed Income 44.1% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.47
8.08
Infl. Adjusted Return (%) 4.84 5.43
DRAWDOWN
Deepest Drawdown Depth (%) -31.78
-27.04
Start to Recovery (months) 36
30
Longest Drawdown Depth (%) -15.10
-10.30
Start to Recovery (months) 38
33
Longest Negative Period (months)
60
62
RISK INDICATORS
Standard Deviation (%) 9.21
8.73
Sharpe Ratio 0.56
0.66
Sortino Ratio 0.74
0.87
Ulcer Index 6.19
5.17
Ratio: Return / Standard Deviation 0.81
0.93
Ratio: Return / Deepest Drawdown 0.24
0.30
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Dimensional 2030 Retirement Income Couch Potato
Author DFA Scott Burns
ASSET ALLOCATION
Stocks 55.9% 50%
Fixed Income 44.1% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.20
9.33
Infl. Adjusted Return (%) 6.24 6.36
DRAWDOWN
Deepest Drawdown Depth (%) -31.78
-27.04
Start to Recovery (months) 36
30
Longest Drawdown Depth (%) -15.10
-10.30
Start to Recovery (months) 38
33
Longest Negative Period (months)
60
62
RISK INDICATORS
Standard Deviation (%) 9.45
9.04
Sharpe Ratio 0.64
0.68
Sortino Ratio 0.85
0.90
Ulcer Index 5.65
4.84
Ratio: Return / Standard Deviation 0.97
1.03
Ratio: Return / Deepest Drawdown 0.29
0.35
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)

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Dimensional 2030 Retirement Income Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-31.78 36 Nov 2007
Oct 2010
-27.04 30 Nov 2007
Apr 2010
-20.34 27 Jan 2022
Mar 2024
-19.77 27 Jan 2022
Mar 2024
-15.10 38 Sep 2000
Oct 2003
-11.58 6 Feb 2020
Jul 2020
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-9.50 9 May 2011
Jan 2012
-8.22 5 Jul 1998
Nov 1998
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.57 14 Feb 2018
Mar 2019
-7.01 15 May 2015
Jul 2016
-6.25 8 May 2011
Dec 2011

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Dimensional 2030 Retirement Income Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-31.78 36 Nov 2007
Oct 2010
-27.04 30 Nov 2007
Apr 2010
-20.34 27 Jan 2022
Mar 2024
-19.77 27 Jan 2022
Mar 2024
-16.03 17 Sep 1987
Jan 1989
-15.36 16 Sep 1987
Dec 1988
-15.10 38 Sep 2000
Oct 2003
-11.58 6 Feb 2020
Jul 2020
-10.72 5 Feb 2020
Jun 2020
-10.69 7 Aug 1990
Feb 1991
-10.30 33 Sep 2000
May 2003
-9.50 9 May 2011
Jan 2012
-8.78 14 Feb 1994
Mar 1995
-8.22 5 Jul 1998
Nov 1998
-8.06 8 Sep 2018
Apr 2019

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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Dimensional 2030 Retirement Income Couch Potato
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
4.66
-1.75 2.05 -2.83
2024
 10.52 -2.68
12.73
-3.08
2023
 14.37 -6.81
14.66
-6.50
2022
-15.68
-20.34 -16.31 -19.77
2021
 12.36 -2.79
15.67
-2.76
2020
 13.87 -11.58
15.93
-10.72
2019
 18.74 -2.99
19.51
-2.63
2018
 -4.97 -7.57
-3.32
-8.06
2017
14.85
0.00 12.07 0.00
2016
 7.26 -2.45
8.75
-2.08
2015
 -1.32 -6.97
-0.70
-5.47
2014
 5.23 -2.58
8.07
-2.34
2013
 11.66 -3.78
12.48
-3.18
2012
12.36
-4.05 11.42 -2.32
2011
 2.36 -9.50
7.12
-6.25
2010
 10.90 -6.53
11.78
-6.09
2009
22.15
-11.27 18.92 -9.98
2008
 -21.57 -25.38
-18.47
-22.29
2007
10.20
-1.97 8.64 -1.70
2006
11.79
-2.25 7.99 -1.54
2005
7.33
-2.02 4.40 -1.83
2004
11.75
-3.31 10.53 -3.54
2003
22.57
-1.69 19.38 -1.09
2002
 -4.09 -9.28
-1.93
-6.44
2001
 -3.94 -11.17
-1.68
-8.57
2000
 -0.49 -5.91
3.54
-5.60
1999
15.39
-2.49 9.67 -3.30
1998
 15.08 -8.22
16.26
-8.06
1997
 14.36 -4.20
21.85
-3.41
1996
 10.23 -2.48
11.14
-2.76
1995
 22.89 -0.22
29.40
0.00
1994
-1.78
-6.92 -3.21 -8.78
1993
19.97
-2.72 13.19 -1.53
1992
 3.96 -4.06
8.92
-2.25
1991
26.29
-3.29 25.50 -2.55
1990
 -2.02 -10.69
1.06
-7.58
1989
23.94
-0.66 21.95 -1.62
1988
14.85
-2.75 11.91 -2.50
1987
4.04
-15.36 1.19 -16.03
1986
23.82
-4.63 16.48 -5.55
1985
31.63
-1.43 28.66 -1.87
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