US Inflation Protection vs DFA Dimensional Retirement Income Fund Portfolio Comparison

Last Update: 29 February 2024

The US Inflation Protection Portfolio obtained a 4.98% compound annual return, with a 6.01% standard deviation, in the last 30 Years.

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.

Summary

Swipe left to see all data
US Inflation Protection Portfolio DFA Dimensional Retirement Income Fund Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
30 Years Stats Return +4.98% +5.44%
Std Dev 6.01% 4.76%
Max Drawdown -14.76% -12.91%
All time Stats
(Since Jan 1985)
Return +6.69% +6.98%
Std Dev 6.63% 5.15%
Max Drawdown -14.76% -12.91%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
US Inflation Protection Portfolio -1.05 +1.78 +1.82 +2.23 +1.77 +4.98 +6.69
DFA Dimensional Retirement Income Fund Portfolio +0.54 +4.14 +7.57 +4.21 +3.38 +5.44 +6.98
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

US Inflation Protection Portfolio: an investment of 1$, since March 1994, now would be worth 4.30$, with a total return of 330.19% (4.98% annualized).

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).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 12.62$, with a total return of 1162.01% (6.69% 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).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
US Inflation Protection 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
-14.76% Jan 2022 Oct 2023 (22) In progress (26) 10.39
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-7.43% Mar 1994 Oct 1994 (8) Mar 1995 (13) 5.08
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.74% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.39
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.37% Nov 2001 Dec 2001 (2) Apr 2002 (6) 2.07
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-3.05% Nov 2010 Dec 2010 (2) Apr 2011 (6) 2.01
-2.88% Aug 2011 Sep 2011 (2) Nov 2011 (4) 1.35

Drawdown comparison chart since January 1985.

Swipe left to see all data
US Inflation Protection 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
-14.76% Jan 2022 Oct 2023 (22) In progress (26) 10.39
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-10.68% Feb 1994 Oct 1994 (9) May 1995 (16) 7.40
-9.45% Mar 1987 Sep 1987 (7) Jan 1988 (11) 4.91
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-6.09% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.11
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.85% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.92
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.70% Mar 1988 May 1988 (3) Sep 1988 (7) 2.66
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.42% Dec 1989 Apr 1990 (5) Jun 1990 (7) 2.28
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.18% May 1986 May 1986 (1) Jun 1986 (2) 2.41
-3.95% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.41

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
-0.72%
-1.05%
+0.98%
0.00%
2023
+3.27%
-5.35%
+7.92%
-3.33%
2022
-13.10%
-14.74%
-9.39%
-12.16%
2021
+5.67%
-1.95%
+7.04%
-1.33%
2020
+10.84%
-1.76%
+8.69%
-4.64%
2019
+8.35%
-1.14%
+10.30%
-0.66%
2018
-1.42%
-2.47%
-1.96%
-3.15%
2017
+2.92%
-0.91%
+6.78%
-0.31%
2016
+4.68%
-2.64%
+4.66%
-1.35%
2015
-1.75%
-4.83%
-0.87%
-3.41%
2014
+3.59%
-2.59%
+2.89%
-1.95%
2013
-8.49%
-9.10%
+1.29%
-4.34%
2012
+6.39%
-1.43%
+7.36%
-1.03%
2011
+13.28%
-0.01%
+6.06%
-2.88%
2010
+6.14%
-3.05%
+6.92%
-1.91%
2009
+8.94%
-2.24%
+12.97%
-4.37%
2008
+0.04%
-11.79%
-7.45%
-12.44%
2007
+11.92%
-1.52%
+9.18%
-0.27%
2006
+0.28%
-2.37%
+5.72%
-0.65%
2005
+2.49%
-2.47%
+4.07%
-1.13%
2004
+8.28%
-4.82%
+7.31%
-3.06%
2003
+8.00%
-5.32%
+11.38%
-1.65%
2002
+16.61%
-2.75%
+5.44%
-0.88%
2001
+7.61%
-3.37%
+2.76%
-1.59%
2000
+17.65%
-0.84%
+7.94%
-1.66%
1999
-4.47%
-5.32%
+4.99%
-1.82%
1998
+9.27%
-0.76%
+10.20%
-2.01%
1997
+12.71%
-2.48%
+11.97%
-2.13%
1996
+1.33%
-6.47%
+5.90%
-1.57%
1995
+23.02%
-0.42%
+18.82%
0.00%
1994
-6.25%
-10.68%
-2.17%
-6.09%
1993
+15.75%
-1.45%
+13.67%
-1.44%
1992
+8.74%
-3.82%
+5.89%
-2.39%
1991
+18.60%
-0.30%
+18.32%
-1.25%
1990
+8.20%
-4.32%
+4.76%
-3.95%
1989
+15.77%
-2.48%
+16.98%
-0.62%
1988
+6.51%
-4.70%
+9.77%
-1.84%
1987
-0.24%
-9.45%
+3.26%
-4.85%
1986
+18.39%
-4.18%
+17.53%
-2.86%
1985
+26.04%
-3.65%
+23.48%
-1.24%