DFA Dimensional 2030 Retirement Income vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The DFA Dimensional 2030 Retirement Income Portfolio obtained a 7.29% compound annual return, with a 9.22% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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DFA Dimensional 2030 Retirement Income Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 55.9% 40%
Fixed Income 44.1% 60%
Commodities 0% 0%
30 Years Stats Return +7.29% +8.06%
Std Dev 9.22% 7.02%
Max Drawdown -31.78% -21.11%
All time Stats
(Since Jan 1985)
Return +9.17% +9.27%
Std Dev 9.52% 7.34%
Max Drawdown -31.78% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
DFA Dimensional 2030 Retirement Income Portfolio +2.11 +7.41 +14.09 +7.03 +6.06 +7.29 +9.17
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.27
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

DFA Dimensional 2030 Retirement Income Portfolio: an investment of 1$, since March 1994, now would be worth 8.26$, with a total return of 725.76% (7.29% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

DFA Dimensional 2030 Retirement Income Portfolio: an investment of 1$, since January 1985, now would be worth 31.05$, with a total return of 3005.35% (9.17% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 32.23$, with a total return of 3122.88% (9.27% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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DFA Dimensional 2030 Retirement Income Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.78% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.71
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-20.34% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-15.10% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.27
-11.58% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.21
-9.50% May 2011 Sep 2011 (5) Jan 2012 (9) 4.01
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.22% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.93
-7.57% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.14
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-7.01% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-4.40% Apr 2000 May 2000 (2) Aug 2000 (5) 2.44
-4.21% Mar 1994 Jun 1994 (4) Aug 1994 (6) 3.00
-4.20% Aug 1997 Aug 1997 (1) Jan 1998 (6) 2.02
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-4.05% Apr 2012 May 2012 (2) Aug 2012 (5) 1.80
-3.78% May 2013 Jun 2013 (2) Sep 2013 (5) 1.98
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07

Drawdown comparison chart since January 1985.

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DFA Dimensional 2030 Retirement Income Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.78% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.71
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-20.34% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-15.36% Sep 1987 Nov 1987 (3) Dec 1988 (16) 6.93
-15.10% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.27
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-11.58% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.21
-10.69% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.65
-9.50% May 2011 Sep 2011 (5) Jan 2012 (9) 4.01
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.22% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.93
-7.57% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.14
-7.46% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.99
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-7.01% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.92% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.69
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29

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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Year Return Drawdown Return Drawdown
2024
+2.27%
0.00%
+5.54%
0.00%
2023
+14.37%
-6.80%
+6.91%
-5.18%
2022
-15.68%
-20.34%
-15.17%
-19.48%
2021
+12.36%
-2.79%
+4.23%
-2.38%
2020
+13.87%
-11.58%
+16.57%
-7.10%
2019
+18.74%
-2.99%
+16.20%
-0.81%
2018
-4.97%
-7.57%
-0.73%
-5.89%
2017
+14.85%
0.00%
+17.14%
0.00%
2016
+7.26%
-2.45%
+3.51%
-3.61%
2015
-1.32%
-6.97%
+3.91%
-2.95%
2014
+5.23%
-2.58%
+9.34%
-1.49%
2013
+11.66%
-3.78%
+12.57%
-1.74%
2012
+12.36%
-4.05%
+7.87%
-2.05%
2011
+2.36%
-9.50%
+7.13%
-3.62%
2010
+10.90%
-6.53%
+10.93%
-3.48%
2009
+22.15%
-11.27%
+9.16%
-9.41%
2008
-21.57%
-25.38%
-12.27%
-15.80%
2007
+10.20%
-1.97%
+11.21%
-0.82%
2006
+11.79%
-2.25%
+6.78%
-1.50%
2005
+7.33%
-2.02%
+9.09%
-0.93%
2004
+11.75%
-3.31%
+9.22%
-2.12%
2003
+22.57%
-1.69%
+12.78%
-1.27%
2002
-4.09%
-9.28%
+0.04%
-5.36%
2001
-3.94%
-11.17%
-1.88%
-6.89%
2000
-0.49%
-5.91%
+2.99%
-3.33%
1999
+15.39%
-2.49%
+15.71%
-1.69%
1998
+15.08%
-8.22%
+24.65%
-4.13%
1997
+14.36%
-4.20%
+20.41%
-2.69%
1996
+10.23%
-2.48%
+14.08%
-1.52%
1995
+22.89%
-0.22%
+27.84%
0.00%
1994
-1.78%
-6.92%
-2.03%
-5.91%
1993
+19.97%
-2.72%
+11.10%
-0.87%
1992
+3.96%
-4.06%
+6.01%
-2.11%
1991
+26.29%
-3.29%
+23.91%
-1.79%
1990
-2.02%
-10.69%
+5.79%
-5.29%
1989
+23.94%
-0.66%
+25.29%
-1.01%
1988
+14.85%
-2.75%
+7.24%
-2.95%
1987
+4.04%
-15.36%
+1.86%
-13.77%
1986
+23.82%
-4.63%
+18.14%
-4.37%
1985
+31.63%
-1.43%
+26.30%
-0.74%