Developed World ex-US 20/80 vs DFA Dimensional Retirement Income Fund Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 20/80 Portfolio obtained a 5.08% compound annual return, with a 5.25% 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

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Developed World ex-US 20/80 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 +5.08% +5.44%
Std Dev 5.25% 4.76%
Max Drawdown -16.80% -12.91%
All time Stats
(Since Jan 1985)
Return +7.18% +6.98%
Std Dev 5.84% 5.15%
Max Drawdown -16.80% -12.91%
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
Developed World ex-US 20/80 Portfolio +0.11 +4.57 +8.13 +1.74 +2.72 +5.08 +7.18
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

Developed World ex-US 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.42$, with a total return of 341.69% (5.08% 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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.11$, with a total return of 1411.21% (7.18% 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.

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Developed World ex-US 20/80 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
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.61% Mar 1994 Feb 1995 (12) May 1995 (15) 3.30
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-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
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.88% Aug 2011 Sep 2011 (2) Nov 2011 (4) 1.35
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39
-2.13% Aug 1997 Aug 1997 (1) Sep 1997 (2) 1.23
-2.07% May 1999 May 1999 (1) Oct 1999 (6) 1.32

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 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
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-6.09% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.11
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.85% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.92
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-3.95% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.41
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.37% Jan 1990 Apr 1990 (4) May 1990 (5) 2.08
-3.32% May 1986 May 1986 (1) Jun 1986 (2) 1.92
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64

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
-0.57%
-0.69%
+0.98%
0.00%
2023
+10.62%
-3.65%
+7.92%
-3.33%
2022
-13.28%
-15.82%
-9.39%
-12.16%
2021
+0.51%
-1.64%
+7.04%
-1.33%
2020
+5.67%
-5.99%
+8.69%
-4.64%
2019
+10.82%
-0.13%
+10.30%
-0.66%
2018
-0.71%
-1.97%
-1.96%
-3.15%
2017
+7.20%
-0.28%
+6.78%
-0.31%
2016
+4.23%
-2.76%
+4.66%
-1.35%
2015
+0.88%
-3.06%
-0.87%
-3.41%
2014
+5.80%
-0.91%
+2.89%
-1.95%
2013
+3.72%
-4.48%
+1.29%
-4.34%
2012
+11.34%
-1.93%
+7.36%
-1.03%
2011
+4.42%
-2.68%
+6.06%
-2.88%
2010
+8.49%
-1.80%
+6.92%
-1.91%
2009
+17.74%
-4.20%
+12.97%
-4.37%
2008
-10.01%
-15.55%
-7.45%
-12.44%
2007
+6.22%
-0.75%
+9.18%
-0.27%
2006
+7.61%
-0.62%
+5.72%
-0.65%
2005
+6.71%
-1.16%
+4.07%
-1.13%
2004
+8.93%
-1.18%
+7.31%
-3.06%
2003
+10.88%
-0.98%
+11.38%
-1.65%
2002
+4.31%
-1.24%
+5.44%
-0.88%
2001
+4.28%
-1.41%
+2.76%
-1.59%
2000
+4.50%
-1.64%
+7.94%
-1.66%
1999
+7.82%
-2.07%
+4.99%
-1.82%
1998
+16.99%
-0.92%
+10.20%
-2.01%
1997
-4.15%
-6.74%
+11.97%
-2.13%
1996
+4.66%
-1.36%
+5.90%
-1.57%
1995
+17.78%
-0.82%
+18.82%
0.00%
1994
-3.88%
-6.31%
-2.17%
-6.09%
1993
+19.11%
-1.94%
+13.67%
-1.44%
1992
+6.56%
-4.18%
+5.89%
-2.39%
1991
+19.03%
-1.69%
+18.32%
-1.25%
1990
+0.80%
-7.02%
+4.76%
-3.95%
1989
+11.45%
-2.33%
+16.98%
-0.62%
1988
+12.16%
-0.98%
+9.77%
-1.84%
1987
+8.87%
-2.58%
+3.26%
-4.85%
1986
+25.77%
-3.32%
+17.53%
-2.86%
1985
+31.17%
-2.24%
+23.48%
-1.24%