DFA Emerging Markets Core Equity I (DFCEX): Rolling Returns

Data Source: from January 1976 to February 2024 (~48 years)
Consolidated Returns as of 29 February 2024

Holding the DFA Emerging Markets Core Equity I (DFCEX) Fund, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~48 years), the longest period with a negative return lasted 151 months (from November 2007 to May 2020).

This means that every rolling period of 152 months or above has always granted a positive return.

To obtain comprehensive information, please consult the DFA Emerging Markets Core Equity I (DFCEX) Fund: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

DFA EMERGING MARKETS CORE EQUITY I (DFCEX) FUND
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 4.38% (updated at Feb 29, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DFA EMERGING MARKETS CORE EQUITY I (DFCEX) FUND
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -55.44 11/2007
10/2008
0.44$ -16.37 0.83$ 6.61 1.06$ 32.62 1.32$ 106.53 03/2009
02/2010
2.06$ 13.19 38.68%
2Y -25.90 09/1996
08/1998
0.54$ -7.87 0.84$ 3.48 1.07$ 27.18 1.61$ 59.46 03/2009
02/2011
2.54$ -0.21 41.84%
3Y -15.31 09/1995
08/1998
0.60$ -3.63 0.89$ 4.85 1.15$ 20.71 1.75$ 45.39 04/2003
03/2006
3.07$ -0.55 29.54%
4Y -15.90 09/1994
08/1998
0.50$ -1.29 0.94$ 3.89 1.16$ 17.23 1.88$ 39.59 04/2003
03/2007
3.79$ 7.05 20.77%
5Y -8.82 08/1997
07/2002
0.63$ -1.91 0.90$ 4.90 1.26$ 16.72 2.16$ 39.33 11/2002
10/2007
5.25$ 4.79 19.60%
6Y -7.23 03/1997
02/2003
0.63$ -0.40 0.97$ 5.63 1.38$ 17.34 2.61$ 32.97 11/2001
10/2007
5.52$ 2.00 17.65%
7Y -6.71 10/1994
09/2001
0.61$ 1.05 1.07$ 5.57 1.46$ 17.45 3.08$ 24.64 04/2003
03/2010
4.67$ 5.20 11.55%
8Y -5.29 10/1994
09/2002
0.64$ 1.23 1.10$ 6.05 1.60$ 16.26 3.33$ 24.03 04/2003
03/2011
5.59$ 8.09 9.81%
9Y -3.91 03/1994
02/2003
0.69$ 2.06 1.20$ 6.18 1.71$ 16.06 3.82$ 21.55 09/1998
08/2007
5.79$ 4.21 5.53%
10Y 0.12 04/2010
03/2020
1.01$ 3.11 1.35$ 7.62 2.08$ 14.77 3.96$ 18.09 04/2003
03/2013
5.27$ 4.38 0.00%
11Y 0.31 11/2007
10/2018
1.03$ 3.55 1.46$ 7.69 2.25$ 13.82 4.15$ 16.66 10/2001
09/2012
5.44$ 3.42 0.00%
12Y 0.48 04/2008
03/2020
1.05$ 3.27 1.47$ 8.80 2.75$ 13.15 4.40$ 16.28 10/1998
09/2010
6.11$ 3.27 0.00%
13Y 1.20 11/2007
10/2020
1.16$ 4.12 1.68$ 9.47 3.24$ 12.06 4.39$ 15.55 09/1998
08/2011
6.54$ 2.94 0.00%
14Y 2.81 11/2007
10/2021
1.47$ 4.70 1.90$ 8.96 3.32$ 11.33 4.49$ 13.75 09/1998
08/2012
6.07$ 4.26 0.00%
15Y 0.66 11/2007
10/2022
1.10$ 5.59 2.26$ 8.78 3.53$ 10.81 4.66$ 13.65 04/2003
03/2018
6.81$ 9.12 0.00%
16Y 1.53 11/2007
10/2023
1.27$ 6.08 2.57$ 8.36 3.61$ 11.00 5.30$ 13.40 09/1998
08/2014
7.48$ 3.24 0.00%
17Y 4.23 02/2007
01/2024
2.02$ 6.93 3.12$ 8.64 4.09$ 10.19 5.20$ 11.80 10/2001
09/2018
6.65$ 4.52 0.00%
18Y 5.14 02/2006
01/2024
2.46$ 6.88 3.31$ 8.39 4.26$ 10.00 5.55$ 12.17 04/2003
03/2021
7.90$ 5.37 0.00%
19Y 5.13 03/1997
02/2016
2.58$ 6.94 3.57$ 8.04 4.34$ 10.40 6.55$ 11.72 10/2002
09/2021
8.20$ 6.65 0.00%
20Y 5.58 02/1996
01/2016
2.96$ 6.57 3.56$ 8.05 4.70$ 9.74 6.41$ 11.39 10/2001
09/2021
8.64$ 7.61 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -57.04 11/2007
10/2008
0.42$ -18.14 0.81$ 4.36 1.04$ 29.16 1.29$ 102.18 03/2009
02/2010
2.02$ 10.20 41.83%
2Y -27.32 09/1996
08/1998
0.52$ -10.65 0.79$ 1.30 1.02$ 24.36 1.54$ 56.12 03/2009
02/2011
2.43$ -4.35 46.59%
3Y -17.17 09/1995
08/1998
0.56$ -5.40 0.84$ 2.26 1.06$ 17.38 1.61$ 41.45 04/2003
03/2006
2.83$ -5.75 39.38%
4Y -17.82 09/1994
08/1998
0.45$ -3.18 0.87$ 1.34 1.05$ 14.46 1.71$ 35.80 04/2003
03/2007
3.40$ 2.40 37.70%
5Y -10.95 10/1996
09/2001
0.55$ -4.27 0.80$ 3.04 1.16$ 14.37 1.95$ 35.39 11/2002
10/2007
4.54$ 0.66 30.90%
6Y -9.36 03/1997
02/2003
0.55$ -2.27 0.87$ 3.51 1.22$ 14.57 2.26$ 29.39 11/2001
10/2007
4.69$ -1.61 31.49%
7Y -9.04 10/1994
09/2001
0.51$ -1.01 0.93$ 2.77 1.21$ 14.32 2.55$ 21.70 04/2003
03/2010
3.95$ 1.67 19.49%
8Y -7.53 10/1994
09/2002
0.53$ -0.81 0.93$ 3.89 1.35$ 13.23 2.70$ 21.07 04/2003
03/2011
4.61$ 4.55 20.75%
9Y -6.27 03/1994
02/2003
0.55$ 0.11 1.01$ 3.92 1.41$ 13.03 3.01$ 18.57 10/2001
09/2010
4.63$ 1.08 13.83%
10Y -1.77 09/1994
08/2004
0.83$ 1.19 1.12$ 5.06 1.63$ 11.92 3.08$ 15.37 04/2003
03/2013
4.17$ 1.56 6.64%
11Y -1.40 11/2007
10/2018
0.85$ 1.29 1.15$ 5.29 1.76$ 11.07 3.17$ 13.93 10/2001
09/2012
4.19$ 0.78 3.93%
12Y -1.65 11/2010
10/2022
0.81$ 1.04 1.13$ 6.41 2.10$ 10.58 3.34$ 13.52 10/1998
09/2010
4.57$ 0.68 7.37%
13Y -0.67 11/2010
10/2023
0.91$ 1.76 1.25$ 6.86 2.36$ 9.54 3.27$ 12.70 09/1998
08/2011
4.72$ 0.33 3.41%
14Y 0.58 11/1994
10/2008
1.08$ 2.43 1.39$ 6.39 2.38$ 9.02 3.34$ 11.01 09/1998
08/2012
4.31$ 1.66 0.00%
15Y -1.68 11/2007
10/2022
0.77$ 3.56 1.69$ 6.41 2.53$ 8.32 3.31$ 11.36 04/2003
03/2018
5.02$ 6.43 2.76%
16Y -0.88 11/2007
10/2023
0.86$ 3.75 1.80$ 6.08 2.57$ 8.57 3.72$ 10.78 09/1998
08/2014
5.14$ 0.85 1.18%
17Y 1.68 02/2007
01/2024
1.32$ 4.46 2.09$ 6.19 2.77$ 7.95 3.67$ 9.53 10/2001
09/2018
4.70$ 1.99 0.00%
18Y 2.59 02/2006
01/2024
1.58$ 4.34 2.14$ 6.01 2.85$ 7.68 3.78$ 9.92 04/2003
03/2021
5.49$ 2.82 0.00%
19Y 2.96 03/1997
02/2016
1.74$ 4.45 2.28$ 5.63 2.82$ 8.09 4.38$ 9.30 10/2002
09/2021
5.41$ 4.01 0.00%
20Y 3.34 02/1996
01/2016
1.92$ 4.28 2.31$ 5.71 3.03$ 7.34 4.12$ 9.01 10/2001
09/2021
5.61$ 4.93 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -55.44 11/2007
10/2008
0.44$ -15.86 0.84$ 10.64 1.10$ 34.51 1.34$ 111.70 01/1991
12/1991
2.11$ 13.19 34.04%
2Y -29.06 08/1980
07/1982
0.50$ -9.23 0.82$ 8.19 1.17$ 33.62 1.78$ 64.67 01/1988
12/1989
2.71$ -0.21 35.86%
3Y -18.57 10/1979
09/1982
0.53$ -4.44 0.87$ 6.40 1.20$ 28.50 2.12$ 60.25 01/1989
12/1991
4.11$ -0.55 28.91%
4Y -15.90 09/1994
08/1998
0.50$ -2.14 0.91$ 5.40 1.23$ 23.65 2.33$ 54.04 01/1988
12/1991
5.63$ 7.05 21.47%
5Y -10.37 02/1994
01/1999
0.57$ -2.71 0.87$ 5.74 1.32$ 21.89 2.69$ 49.02 01/1989
12/1993
7.34$ 4.79 21.58%
6Y -7.23 03/1997
02/2003
0.63$ -0.82 0.95$ 5.99 1.41$ 20.26 3.02$ 46.91 01/1988
12/1993
10.05$ 2.00 21.10%
7Y -8.52 12/1980
11/1987
0.53$ 0.16 1.01$ 6.10 1.51$ 20.41 3.66$ 36.13 11/1987
10/1994
8.66$ 5.20 14.14%
8Y -6.39 01/1980
12/1987
0.58$ 0.80 1.06$ 6.85 1.69$ 19.64 4.19$ 29.83 01/1988
12/1995
8.07$ 8.09 12.42%
9Y -5.04 02/1994
01/2003
0.62$ 1.85 1.17$ 6.86 1.81$ 18.94 4.76$ 28.19 01/1988
12/1996
9.34$ 4.21 8.07%
10Y -2.16 01/1978
12/1987
0.80$ 2.78 1.31$ 8.02 2.16$ 17.41 4.97$ 25.17 02/1984
01/1994
9.44$ 4.38 2.83%
11Y -1.38 01/1977
12/1987
0.85$ 3.33 1.43$ 9.16 2.62$ 16.40 5.31$ 23.86 02/1983
01/1994
10.52$ 3.42 0.67%
12Y -0.72 01/1976
12/1987
0.91$ 4.19 1.63$ 9.31 2.90$ 15.31 5.52$ 21.44 08/1982
07/1994
10.29$ 3.27 0.46%
13Y 1.20 11/2007
10/2020
1.16$ 5.46 1.99$ 10.07 3.47$ 13.80 5.36$ 18.98 08/1982
07/1995
9.57$ 2.94 0.00%
14Y 2.81 11/2007
10/2021
1.47$ 6.26 2.33$ 10.35 3.96$ 12.79 5.38$ 17.89 08/1982
07/1996
10.01$ 4.26 0.00%
15Y 0.66 11/2007
10/2022
1.10$ 7.01 2.76$ 10.51 4.47$ 13.01 6.26$ 18.23 08/1982
07/1997
12.33$ 9.12 0.00%
16Y 1.53 11/2007
10/2023
1.27$ 7.58 3.21$ 10.37 4.84$ 13.15 7.21$ 15.87 01/1988
12/2003
10.56$ 3.24 0.00%
17Y 4.23 02/2007
01/2024
2.02$ 7.65 3.50$ 9.90 4.97$ 13.18 8.20$ 17.07 10/1990
09/2007
14.56$ 4.52 0.00%
18Y 5.14 02/2006
01/2024
2.46$ 7.47 3.65$ 9.88 5.45$ 12.27 8.03$ 17.22 05/1988
04/2006
17.47$ 5.37 0.00%
19Y 5.13 03/1997
02/2016
2.58$ 7.53 3.97$ 9.84 5.95$ 11.67 8.13$ 18.64 11/1988
10/2007
25.74$ 6.65 0.00%
20Y 5.41 02/1994
01/2014
2.87$ 7.32 4.10$ 9.60 6.25$ 12.48 10.49$ 18.81 01/1988
12/2007
31.42$ 7.61 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -57.04 11/2007
10/2008
0.42$ -18.21 0.81$ 5.64 1.05$ 31.03 1.31$ 105.57 01/1991
12/1991
2.05$ 10.20 39.51%
2Y -34.70 08/1980
07/1982
0.42$ -12.77 0.76$ 3.50 1.07$ 29.55 1.67$ 57.54 01/1988
12/1989
2.48$ -4.35 42.88%
3Y -25.91 08/1979
07/1982
0.40$ -7.42 0.79$ 2.78 1.08$ 24.60 1.93$ 53.18 01/1989
12/1991
3.59$ -5.75 37.57%
4Y -19.91 08/1978
07/1982
0.41$ -5.15 0.80$ 1.61 1.06$ 19.81 2.06$ 47.31 01/1988
12/1991
4.70$ 2.40 36.91%
5Y -14.70 08/1977
07/1982
0.45$ -5.99 0.73$ 3.28 1.17$ 18.55 2.34$ 43.40 01/1989
12/1993
6.06$ 0.66 34.68%
6Y -13.01 08/1976
07/1982
0.43$ -4.92 0.73$ 3.46 1.22$ 16.96 2.55$ 41.26 01/1988
12/1993
7.94$ -1.61 35.90%
7Y -12.34 12/1980
11/1987
0.39$ -4.53 0.72$ 3.49 1.27$ 16.96 2.99$ 31.13 11/1987
10/1994
6.66$ 1.67 27.68%
8Y -11.04 01/1980
12/1987
0.39$ -3.24 0.76$ 4.44 1.41$ 15.70 3.21$ 25.27 01/1988
12/1995
6.06$ 4.55 27.74%
9Y -9.35 01/1979
12/1987
0.41$ -1.65 0.86$ 4.24 1.45$ 15.23 3.58$ 23.72 01/1988
12/1996
6.79$ 1.08 23.35%
10Y -8.02 01/1978
12/1987
0.43$ -0.72 0.92$ 5.33 1.68$ 13.82 3.64$ 20.75 02/1984
01/1994
6.58$ 1.56 19.39%
11Y -7.31 01/1977
12/1987
0.43$ 0.18 1.02$ 6.28 1.95$ 13.08 3.86$ 19.42 02/1983
01/1994
7.04$ 0.78 14.54%
12Y -6.60 01/1976
12/1987
0.44$ 0.68 1.08$ 6.33 2.08$ 12.43 4.07$ 17.67 01/1988
12/1999
7.04$ 0.68 11.03%
13Y -4.13 01/1976
12/1988
0.57$ 2.00 1.29$ 7.10 2.43$ 10.41 3.62$ 14.95 08/1984
07/1997
6.11$ 0.33 5.67%
14Y -1.70 10/1976
09/1990
0.78$ 3.16 1.54$ 7.28 2.67$ 9.53 3.57$ 13.95 08/1982
07/1996
6.22$ 1.66 1.95%
15Y -1.68 11/2007
10/2022
0.77$ 4.45 1.92$ 7.12 2.80$ 9.80 4.06$ 14.37 08/1982
07/1997
7.49$ 6.43 1.75%
16Y -0.88 11/2007
10/2023
0.86$ 4.66 2.07$ 6.75 2.84$ 9.80 4.46$ 12.50 01/1988
12/2003
6.58$ 0.85 0.52%
17Y 1.68 02/2007
01/2024
1.32$ 4.94 2.27$ 6.58 2.95$ 9.53 4.70$ 13.98 10/1990
09/2007
9.25$ 1.99 0.00%
18Y 2.14 09/1980
08/1998
1.46$ 4.70 2.28$ 6.54 3.12$ 8.86 4.61$ 13.77 05/1988
04/2006
10.20$ 2.82 0.00%
19Y 1.43 09/1979
08/1998
1.30$ 4.63 2.36$ 6.35 3.22$ 8.71 4.89$ 15.22 11/1988
10/2007
14.75$ 4.01 0.00%
20Y 1.51 09/1978
08/1998
1.34$ 4.36 2.34$ 6.39 3.45$ 9.41 6.04$ 15.28 01/1988
12/2007
17.18$ 4.93 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.64% +111.70%
Jan 1991 - Dec 1991
-55.44%
Nov 2007 - Oct 2008
34.04%
193 out of 567
US Inflation Adjusted +5.64% +105.57%
Jan 1991 - Dec 1991
-57.04%
Nov 2007 - Oct 2008
39.51%
224 out of 567
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.19% +64.67%
Jan 1988 - Dec 1989
-29.06%
Aug 1980 - Jul 1982
35.86%
199 out of 555
US Inflation Adjusted +3.50% +57.54%
Jan 1988 - Dec 1989
-34.70%
Aug 1980 - Jul 1982
42.88%
238 out of 555
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.40% +60.25%
Jan 1989 - Dec 1991
-18.57%
Oct 1979 - Sep 1982
28.91%
157 out of 543
US Inflation Adjusted +2.78% +53.18%
Jan 1989 - Dec 1991
-25.91%
Aug 1979 - Jul 1982
37.57%
204 out of 543
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.40% +54.04%
Jan 1988 - Dec 1991
-15.90%
Sep 1994 - Aug 1998
21.47%
114 out of 531
US Inflation Adjusted +1.61% +47.31%
Jan 1988 - Dec 1991
-19.91%
Aug 1978 - Jul 1982
36.91%
196 out of 531
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.74% +49.02%
Jan 1989 - Dec 1993
-10.37%
Feb 1994 - Jan 1999
21.58%
112 out of 519
US Inflation Adjusted +3.28% +43.40%
Jan 1989 - Dec 1993
-14.70%
Aug 1977 - Jul 1982
34.68%
180 out of 519
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.99% +46.91%
Jan 1988 - Dec 1993
-7.23%
Mar 1997 - Feb 2003
21.10%
107 out of 507
US Inflation Adjusted +3.46% +41.26%
Jan 1988 - Dec 1993
-13.01%
Aug 1976 - Jul 1982
35.90%
182 out of 507
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.10% +36.13%
Nov 1987 - Oct 1994
-8.52%
Dec 1980 - Nov 1987
14.14%
70 out of 495
US Inflation Adjusted +3.49% +31.13%
Nov 1987 - Oct 1994
-12.34%
Dec 1980 - Nov 1987
27.68%
137 out of 495
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.85% +29.83%
Jan 1988 - Dec 1995
-6.39%
Jan 1980 - Dec 1987
12.42%
60 out of 483
US Inflation Adjusted +4.44% +25.27%
Jan 1988 - Dec 1995
-11.04%
Jan 1980 - Dec 1987
27.74%
134 out of 483
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.86% +28.19%
Jan 1988 - Dec 1996
-5.04%
Feb 1994 - Jan 2003
8.07%
38 out of 471
US Inflation Adjusted +4.24% +23.72%
Jan 1988 - Dec 1996
-9.35%
Jan 1979 - Dec 1987
23.35%
110 out of 471
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.02% +25.17%
Feb 1984 - Jan 1994
-2.16%
Jan 1978 - Dec 1987
2.83%
13 out of 459
US Inflation Adjusted +5.33% +20.75%
Feb 1984 - Jan 1994
-8.02%
Jan 1978 - Dec 1987
19.39%
89 out of 459
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.16% +23.86%
Feb 1983 - Jan 1994
-1.38%
Jan 1977 - Dec 1987
0.67%
3 out of 447
US Inflation Adjusted +6.28% +19.42%
Feb 1983 - Jan 1994
-7.31%
Jan 1977 - Dec 1987
14.54%
65 out of 447
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.31% +21.44%
Aug 1982 - Jul 1994
-0.72%
Jan 1976 - Dec 1987
0.46%
2 out of 435
US Inflation Adjusted +6.33% +17.67%
Jan 1988 - Dec 1999
-6.60%
Jan 1976 - Dec 1987
11.03%
48 out of 435
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.07% +18.98%
Aug 1982 - Jul 1995
+1.20%
Nov 2007 - Oct 2020
0.00%
0 out of 423
US Inflation Adjusted +7.10% +14.95%
Aug 1984 - Jul 1997
-4.13%
Jan 1976 - Dec 1988
5.67%
24 out of 423
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.35% +17.89%
Aug 1982 - Jul 1996
+2.81%
Nov 2007 - Oct 2021
0.00%
0 out of 411
US Inflation Adjusted +7.28% +13.95%
Aug 1982 - Jul 1996
-1.70%
Oct 1976 - Sep 1990
1.95%
8 out of 411
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.51% +18.23%
Aug 1982 - Jul 1997
+0.66%
Nov 2007 - Oct 2022
0.00%
0 out of 399
US Inflation Adjusted +7.12% +14.37%
Aug 1982 - Jul 1997
-1.68%
Nov 2007 - Oct 2022
1.75%
7 out of 399
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.37% +15.87%
Jan 1988 - Dec 2003
+1.53%
Nov 2007 - Oct 2023
0.00%
0 out of 387
US Inflation Adjusted +6.75% +12.50%
Jan 1988 - Dec 2003
-0.88%
Nov 2007 - Oct 2023
0.52%
2 out of 387
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.90% +17.07%
Oct 1990 - Sep 2007
+4.23%
Feb 2007 - Jan 2024
0.00%
0 out of 375
US Inflation Adjusted +6.58% +13.98%
Oct 1990 - Sep 2007
+1.68%
Feb 2007 - Jan 2024
0.00%
0 out of 375
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.88% +17.22%
May 1988 - Apr 2006
+5.14%
Feb 2006 - Jan 2024
0.00%
0 out of 363
US Inflation Adjusted +6.54% +13.77%
May 1988 - Apr 2006
+2.14%
Sep 1980 - Aug 1998
0.00%
0 out of 363
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.84% +18.64%
Nov 1988 - Oct 2007
+5.13%
Mar 1997 - Feb 2016
0.00%
0 out of 351
US Inflation Adjusted +6.35% +15.22%
Nov 1988 - Oct 2007
+1.43%
Sep 1979 - Aug 1998
0.00%
0 out of 351
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.60% +18.81%
Jan 1988 - Dec 2007
+5.41%
Feb 1994 - Jan 2014
0.00%
0 out of 339
US Inflation Adjusted +6.39% +15.28%
Jan 1988 - Dec 2007
+1.51%
Sep 1978 - Aug 1998
0.00%
0 out of 339
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the DFA Emerging Markets Core Equity I (DFCEX) Fund: Historical Returns page.