Developed World ex-US 40/60 Momentum vs DFA Dimensional Retirement Income Fund Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The DFA Dimensional Retirement Income Fund Portfolio obtained a 3.38% compound annual return, with a 4.85% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio DFA Dimensional Retirement Income Fund Portfolio
Portfolio Risk Medium Low
Asset Allocation Stocks 40% 20.4%
Fixed Income 60% 79.6%
Commodities 0% 0%
10 Years Stats Return +3.47% +3.38%
Std Dev 6.79% 4.85%
Max Drawdown -19.40% -12.16%
All time Stats
(Since Aug 2009)
Return +5.07% +4.28%
Std Dev 6.96% 4.63%
Max Drawdown -19.40% -12.16%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
DFA Dimensional Retirement Income Fund Portfolio +0.54 +4.14 +7.57 +4.21 +3.38 +4.28
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since March 2014, now would be worth 1.39$, with a total return of 39.48% (3.38% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since August 2009, now would be worth 1.84$, with a total return of 84.19% (4.28% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-1.95% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.14
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.56% Sep 2020 Oct 2020 (2) Nov 2020 (3) 0.88
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.35% Oct 2016 Nov 2016 (2) Jan 2017 (4) 0.79
-1.33% Feb 2018 Feb 2018 (1) Aug 2018 (7) 0.78
-1.33% Sep 2021 Sep 2021 (1) Oct 2021 (2) 0.77
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45
-0.66% May 2019 May 2019 (1) Jun 2019 (2) 0.38
-0.54% Jun 2021 Jun 2021 (1) Jul 2021 (2) 0.31

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-12.16% Jan 2022 Sep 2022 (9) In progress (26) 6.33
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-2.88% Aug 2011 Sep 2011 (2) Nov 2011 (4) 1.35
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16
-1.95% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.14
-1.91% May 2010 May 2010 (1) Sep 2010 (5) 1.10
-1.66% Jan 2010 Jan 2010 (1) Mar 2010 (3) 0.99
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.56% Sep 2020 Oct 2020 (2) Nov 2020 (3) 0.88

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
+2.78%
0.00%
+0.98%
0.00%
2023
+10.84%
-4.47%
+7.92%
-3.33%
2022
-14.37%
-19.07%
-9.39%
-12.16%
2021
+1.27%
-2.17%
+7.04%
-1.33%
2020
+11.65%
-7.72%
+8.69%
-4.64%
2019
+14.52%
-0.27%
+10.30%
-0.66%
2018
-4.03%
-6.00%
-1.96%
-3.15%
2017
+11.62%
-0.20%
+6.78%
-0.31%
2016
+2.96%
-4.27%
+4.66%
-1.35%
2015
+0.07%
-5.38%
-0.87%
-3.41%
2014
+1.57%
-1.52%
+2.89%
-1.95%
2013
+8.39%
-5.17%
+1.29%
-4.34%
2012
+12.90%
-3.09%
+7.36%
-1.03%
2011
-0.59%
-8.94%
+6.06%
-2.88%
2010
+10.77%
-4.04%
+6.92%
-1.91%