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

Last Update: 31 March 2024

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.

The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.58% compound annual return, with a 4.72% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 20/80 Momentum Portfolio DFA Dimensional Retirement Income Fund Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 20.4%
Fixed Income 80% 79.6%
Commodities 0% 0%
30 Years Stats Return +6.34% +5.58%
Std Dev 4.92% 4.72%
Max Drawdown -17.91% -12.91%
All time Stats
(Since Jan 1985)		 Return +7.56% +6.99%
Std Dev 5.27% 5.14%
Max Drawdown -17.91% -12.91%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Momentum Portfolio +1.32 +11.39 +8.01 +2.78 +3.95 +6.34 +7.56
DFA Dimensional Retirement Income Fund Portfolio +1.17 +7.17 +6.44 +4.18 +3.53 +5.58 +6.99
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since April 1994, now would be worth 5.10$, with a total return of 410.49% (5.58% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.50$, with a total return of 1649.96% (7.56% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 14.20$, with a total return of 1320.12% (6.99% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 20/80 Momentum Portfolio
DFA Dimensional Retirement Income Fund 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 (29) 12.31
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (27) 6.22
-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
-3.64% 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
-3.15% 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
-2.24% Sep 1994 Nov 1994 (3) Jan 1995 (5) 1.41
-2.20% Sep 1994 Nov 1994 (3) Jan 1995 (5) 1.37

Drawdown comparison chart since January 1985.

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Stocks/Bonds 20/80 Momentum Portfolio
DFA Dimensional Retirement Income Fund 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 (29) 12.31
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (27) 6.22
-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
+3.35%
 0.00%
+2.16%
 0.00%
2023
+6.16%
 -5.43%
+7.92%
 -3.33%
2022
-14.14%
 -17.00%
-9.39%
 -12.16%
2021
+1.18%
 -2.95%
+7.04%
 -1.33%
2020
+12.14%
 -3.46%
+8.69%
 -4.64%
2019
+12.52%
 -0.69%
+10.30%
 -0.66%
2018
-0.42%
 -3.12%
-1.96%
 -3.15%
2017
+10.35%
 0.00%
+6.78%
 -0.31%
2016
+3.02%
 -3.64%
+4.66%
 -1.35%
2015
+2.23%
 -1.48%
-0.87%
 -3.41%
2014
+7.58%
 -0.83%
+2.89%
 -1.95%
2013
+5.23%
 -2.48%
+1.29%
 -4.34%
2012
+5.51%
 -0.69%
+7.36%
 -1.03%
2011
+7.52%
 -0.70%
+6.06%
 -2.88%
2010
+8.56%
 -0.70%
+6.92%
 -1.91%
2009
+6.40%
 -6.03%
+12.97%
 -4.37%
2008
-2.70%
 -9.00%
-7.45%
 -12.44%
2007
+9.07%
 -0.41%
+9.18%
 -0.27%
2006
+5.53%
 -1.33%
+5.72%
 -0.65%
2005
+5.74%
 -1.35%
+4.07%
 -1.13%
2004
+6.73%
 -2.37%
+7.31%
 -3.06%
2003
+8.38%
 -2.29%
+11.38%
 -1.65%
2002
+4.15%
 -1.79%
+5.44%
 -0.88%
2001
+3.27%
 -2.01%
+2.76%
 -1.59%
2000
+7.19%
 -1.52%
+7.94%
 -1.66%
1999
+7.48%
 -1.73%
+4.99%
 -1.82%
1998
+16.62%
 -1.24%
+10.20%
 -2.01%
1997
+14.93%
 -1.81%
+11.97%
 -2.13%
1996
+8.83%
 -1.37%
+5.90%
 -1.57%
1995
+23.01%
 0.00%
+18.82%
 0.00%
1994
-2.34%
 -5.46%
-2.17%
 -6.09%
1993
+10.39%
 -0.92%
+13.67%
 -1.44%
1992
+6.58%
 -1.69%
+5.89%
 -2.39%
1991
+19.58%
 -0.95%
+18.32%
 -1.25%
1990
+7.22%
 -2.90%
+4.76%
 -3.95%
1989
+19.47%
 -0.82%
+16.98%
 -0.62%
1988
+7.30%
 -2.80%
+9.77%
 -1.84%
1987
+1.70%
 -6.53%
+3.26%
 -4.85%
1986
+16.62%
 -3.15%
+17.53%
 -2.86%
1985
+24.27%
 -1.28%
+23.48%
 -1.24%