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

Last Update: 30 November 2023

The Developed World ex-US 20/80 Portfolio obtained a 5.08% compound annual return, with a 5.26% standard deviation, in the last 30 Years.

The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.36% compound annual return, with a 4.79% 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
Risk Low Low
Asset Allocation Stocks 20% 20.4%
Fixed Income 80% 79.6%
Commodities 0% 0%
30 Years Stats Return +5.08% +5.36%
Std Dev 5.26% 4.79%
Max Drawdown -16.80% -12.91%

Last Update: 30 November 2023

Historical Returns as of Nov 30, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 20/80 Portfolio +4.51 +2.20 +3.84 +1.70 +2.60 +5.08 +7.14
DFA Dimensional Retirement Income Fund Portfolio +3.28 +2.11 +4.03 +3.89 +3.16 +5.36 +6.93
(*) Returns over 1 year are annualized

Capital Growth as of Nov 30, 2023

Developed World ex-US 20/80 Portfolio: an investment of 1$, since December 1993, now would be worth 4.42$, with a total return of 342.50% (5.08% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since December 1993, now would be worth 4.79$, with a total return of 379.27% (5.36% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 14.65$, with a total return of 1365.47% (7.14% annualized).

: an investment of 1$, since January 1985, now would be worth 13.57$, with a total return of 1257.09% (6.93% annualized).

Drawdowns

Drawdown comparison chart since December 1993.

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Developed World ex-US 20/80 Portfolio
DFA Dimensional Retirement Income Fund Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.80% Aug 2021 Sep 2022
-15.55% Mar 2008 Nov 2008
-12.91% Jun 2008 Feb 2009
-12.16% Jan 2022 Sep 2022
-7.46% Dec 1996 Apr 1997
-6.51% Feb 1994 Feb 1995
-6.09% Feb 1994 Jun 1994
-5.99% Feb 2020 Mar 2020
-4.64% Feb 2020 Mar 2020
-4.48% May 2013 Jun 2013
-4.34% May 2013 Jun 2013
-3.41% May 2015 Sep 2015
-3.15% Sep 2018 Dec 2018
-3.06% Apr 2004 Apr 2004
-3.06% Apr 2015 Sep 2015
-2.88% Aug 2011 Sep 2011
-2.76% Oct 2016 Nov 2016
-2.68% Aug 2011 Sep 2011
-2.13% Aug 1997 Aug 1997
-2.07% May 1999 May 1999

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 Drawdown Start Bottom
-16.80% Aug 2021 Sep 2022
-15.55% Mar 2008 Nov 2008
-12.91% Jun 2008 Feb 2009
-12.16% Jan 2022 Sep 2022
-7.46% Dec 1996 Apr 1997
-7.02% Jan 1990 Apr 1990
-6.51% Feb 1994 Feb 1995
-6.31% Aug 1990 Sep 1990
-6.09% Feb 1994 Jun 1994
-5.99% Feb 2020 Mar 2020
-4.85% Sep 1987 Nov 1987
-4.64% Feb 2020 Mar 2020
-4.48% May 2013 Jun 2013
-4.34% May 2013 Jun 2013
-4.18% Jan 1992 Mar 1992
-3.95% Aug 1990 Sep 1990
-3.41% May 2015 Sep 2015
-3.37% Jan 1990 Apr 1990
-3.32% May 1986 May 1986
-3.15% Sep 2018 Dec 2018

Yearly Returns

Yearly return comparison.

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Year Developed World ex-US 20/80 Portfolio DFA Dimensional Retirement Income Fund Portfolio
2023
 +6.65% +5.35%
2022
 -13.28% -9.39%
2021
 +0.51% +7.04%
2020
 +5.67% +8.69%
2019
 +10.82% +10.30%
2018
 -0.71% -1.96%
2017
 +7.20% +6.78%
2016
 +4.23% +4.66%
2015
 +0.88% -0.87%
2014
 +5.80% +2.89%
2013
 +3.72% +1.29%
2012
 +11.34% +7.36%
2011
 +4.42% +6.06%
2010
 +8.49% +6.92%
2009
 +17.74% +12.97%
2008
 -10.01% -7.45%
2007
 +6.22% +9.18%
2006
 +7.61% +5.72%
2005
 +6.71% +4.07%
2004
 +8.93% +7.31%
2003
 +10.88% +11.38%
2002
 +4.31% +5.44%
2001
 +4.28% +2.76%
2000
 +4.50% +7.94%
1999
 +7.82% +4.99%
1998
 +16.99% +10.20%
1997
 -4.15% +11.97%
1996
 +4.66% +5.90%
1995
 +17.78% +18.82%
1994
 -3.88% -2.17%
1993
 +19.11% +13.67%
1992
 +6.56% +5.89%
1991
 +19.03% +18.32%
1990
 +0.80% +4.76%
1989
 +11.45% +16.98%
1988
 +12.16% +9.77%
1987
 +8.87% +3.26%
1986
 +25.77% +17.53%
1985
 +31.17% +23.48%