Dynamic 60/40 Income vs DFA Dimensional 2030 Retirement Income Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

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.

Summary

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Dynamic 60/40 Income Portfolio DFA Dimensional 2030 Retirement Income Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 55.9%
Fixed Income 40% 44.1%
Commodities 0% 0%
30 Years Stats Return +6.98% +7.29%
Std Dev 9.36% 9.22%
Max Drawdown -41.44% -31.78%
All time Stats
(Since Jan 1992)
Return +7.40% +7.55%
Std Dev 9.11% 9.08%
Max Drawdown -41.44% -31.78%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
DFA Dimensional 2030 Retirement Income Portfolio +2.11 +7.41 +14.09 +7.03 +6.06 +7.29 +7.55
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

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).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

DFA Dimensional 2030 Retirement Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.40$, with a total return of 939.63% (7.55% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income Portfolio
DFA Dimensional 2030 Retirement Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-31.78% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.71
-20.34% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.10% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.27
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.58% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.21
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.50% May 2011 Sep 2011 (5) Jan 2012 (9) 4.01
-8.22% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.93
-7.57% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.14
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-7.01% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.40% Apr 2000 May 2000 (2) Aug 2000 (5) 2.44
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.21% Mar 1994 Jun 1994 (4) Aug 1994 (6) 3.00

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
DFA Dimensional 2030 Retirement Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-31.78% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.71
-20.34% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.10% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.27
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.58% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.21
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.50% May 2011 Sep 2011 (5) Jan 2012 (9) 4.01
-8.22% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.93
-7.57% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.14
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-7.01% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.92% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.69
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.40% Apr 2000 May 2000 (2) Aug 2000 (5) 2.44
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49

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
+1.48%
-0.14%
+2.27%
0.00%
2023
+12.28%
-6.45%
+14.37%
-6.80%
2022
-15.89%
-18.21%
-15.68%
-20.34%
2021
+15.27%
-2.58%
+12.36%
-2.79%
2020
+6.26%
-14.24%
+13.87%
-11.58%
2019
+18.59%
-1.55%
+18.74%
-2.99%
2018
-3.28%
-6.80%
-4.97%
-7.57%
2017
+8.11%
-0.39%
+14.85%
0.00%
2016
+7.39%
-2.92%
+7.26%
-2.45%
2015
+0.49%
-4.42%
-1.32%
-6.97%
2014
+11.87%
-2.32%
+5.23%
-2.58%
2013
+8.15%
-3.78%
+11.66%
-3.78%
2012
+12.84%
-3.09%
+12.36%
-4.05%
2011
+3.16%
-10.41%
+2.36%
-9.50%
2010
+14.75%
-5.96%
+10.90%
-6.53%
2009
+25.31%
-19.50%
+22.15%
-11.27%
2008
-21.78%
-30.14%
-21.57%
-25.38%
2007
-3.54%
-7.01%
+10.20%
-1.97%
2006
+14.28%
-1.89%
+11.79%
-2.25%
2005
+5.27%
-2.10%
+7.33%
-2.02%
2004
+12.11%
-4.29%
+11.75%
-3.31%
2003
+22.26%
0.00%
+22.57%
-1.69%
2002
-0.78%
-6.19%
-4.09%
-9.28%
2001
+5.55%
-3.29%
-3.94%
-11.17%
2000
+5.79%
-3.60%
-0.49%
-5.91%
1999
+4.89%
-3.30%
+15.39%
-2.49%
1998
+5.13%
-7.02%
+15.08%
-8.22%
1997
+16.74%
-0.91%
+14.36%
-4.20%
1996
+16.21%
-0.78%
+10.23%
-2.48%
1995
+20.42%
-0.12%
+22.89%
-0.22%
1994
-3.20%
-6.80%
-1.78%
-6.92%
1993
+14.00%
-1.75%
+19.97%
-2.72%
1992
+13.92%
-0.48%
+3.96%
-4.06%