DFA Dimensional Retirement Income Fund vs Stocks/Bonds 20/80 Momentum Portfolio Comparison

Last Update: 29 February 2024

The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.44% compound annual return, with a 4.76% standard deviation, in the last 30 Years.

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.20% compound annual return, with a 4.95% standard deviation, in the last 30 Years.

Summary

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DFA Dimensional Retirement Income Fund Portfolio Stocks/Bonds 20/80 Momentum Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20.4% 20%
Fixed Income 79.6% 80%
Commodities 0% 0%
30 Years Stats Return +5.44% +6.20%
Std Dev 4.76% 4.95%
Max Drawdown -12.91% -17.91%
All time Stats
(Since Jan 1985)
Return +6.98% +7.55%
Std Dev 5.15% 5.28%
Max Drawdown -12.91% -17.91%
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 Retirement Income Fund Portfolio +0.54 +4.14 +7.57 +4.21 +3.38 +5.44 +6.98
Stocks/Bonds 20/80 Momentum Portfolio +1.01 +6.71 +9.00 +2.91 +3.73 +6.20 +7.55
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since March 1994, now would be worth 4.90$, with a total return of 389.52% (5.44% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 6.08$, with a total return of 507.85% (6.20% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 14.04$, with a total return of 1303.71% (6.98% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.27$, with a total return of 1627.20% (7.55% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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DFA Dimensional Retirement Income Fund Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.74% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.39
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.49% Mar 1994 Jun 1994 (4) Jan 1995 (11) 2.25
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39
-2.88% Aug 2011 Sep 2011 (2) Nov 2011 (4) 1.35
-2.48% May 2013 Jun 2013 (2) Oct 2013 (6) 1.41
-2.37% Apr 2004 Apr 2004 (1) Aug 2004 (5) 1.53
-2.29% Jul 2003 Jul 2003 (1) Sep 2003 (3) 1.35
-2.26% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.22

Drawdown comparison chart since January 1985.

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DFA Dimensional Retirement Income Fund Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-6.09% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.11
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-4.85% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.92
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.95% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.41
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.37% Jan 1990 Apr 1990 (4) May 1990 (5) 2.08
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.15% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.63
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39

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
+0.98%
0.00%
+2.01%
0.00%
2023
+7.92%
-3.33%
+6.16%
-5.43%
2022
-9.39%
-12.16%
-14.14%
-17.00%
2021
+7.04%
-1.33%
+1.18%
-2.95%
2020
+8.69%
-4.64%
+12.14%
-3.46%
2019
+10.30%
-0.66%
+12.52%
-0.69%
2018
-1.96%
-3.15%
-0.42%
-3.12%
2017
+6.78%
-0.31%
+10.35%
0.00%
2016
+4.66%
-1.35%
+3.02%
-3.64%
2015
-0.87%
-3.41%
+2.23%
-1.48%
2014
+2.89%
-1.95%
+7.58%
-0.83%
2013
+1.29%
-4.34%
+5.23%
-2.48%
2012
+7.36%
-1.03%
+5.51%
-0.69%
2011
+6.06%
-2.88%
+7.52%
-0.70%
2010
+6.92%
-1.91%
+8.56%
-0.70%
2009
+12.97%
-4.37%
+6.40%
-6.03%
2008
-7.45%
-12.44%
-2.70%
-9.00%
2007
+9.18%
-0.27%
+9.07%
-0.41%
2006
+5.72%
-0.65%
+5.53%
-1.33%
2005
+4.07%
-1.13%
+5.74%
-1.35%
2004
+7.31%
-3.06%
+6.73%
-2.37%
2003
+11.38%
-1.65%
+8.38%
-2.29%
2002
+5.44%
-0.88%
+4.15%
-1.79%
2001
+2.76%
-1.59%
+3.27%
-2.01%
2000
+7.94%
-1.66%
+7.19%
-1.52%
1999
+4.99%
-1.82%
+7.48%
-1.73%
1998
+10.20%
-2.01%
+16.62%
-1.24%
1997
+11.97%
-2.13%
+14.93%
-1.81%
1996
+5.90%
-1.57%
+8.83%
-1.37%
1995
+18.82%
0.00%
+23.01%
0.00%
1994
-2.17%
-6.09%
-2.34%
-5.46%
1993
+13.67%
-1.44%
+10.39%
-0.92%
1992
+5.89%
-2.39%
+6.58%
-1.69%
1991
+18.32%
-1.25%
+19.58%
-0.95%
1990
+4.76%
-3.95%
+7.22%
-2.90%
1989
+16.98%
-0.62%
+19.47%
-0.82%
1988
+9.77%
-1.84%
+7.30%
-2.80%
1987
+3.26%
-4.85%
+1.70%
-6.53%
1986
+17.53%
-2.86%
+16.62%
-3.15%
1985
+23.48%
-1.24%
+24.27%
-1.28%