DFA Inflation-Protected Securities I (DIPSX): Rolling Returns

Data Source: from January 1985 to May 2024 (~39 years)
Consolidated Returns as of 31 May 2024

Holding the DFA Inflation-Protected Securities I (DIPSX) Fund, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 years), the longest period with a negative return lasted 76 months (from August 2012 to November 2018).

This means that every rolling period of 77 months or above has always granted a positive return.

To obtain comprehensive information, please consult the DFA Inflation-Protected Securities I (DIPSX) 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 INFLATION-PROTECTED SECURITIES I (DIPSX) FUND
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 1.88% (updated at May 31, 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 INFLATION-PROTECTED SECURITIES I (DIPSX) FUND
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1985 - 31 May 2024 (~39 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.67% +40.52%
Apr 1985 - Mar 1986
-12.23%
Oct 2021 - Sep 2022
18.83%
87 out of 462
US Inflation Adjusted +3.96% +37.55%
Apr 1985 - Mar 1986
-18.88%
Oct 2021 - Sep 2022
31.39%
145 out of 462
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.87% +23.83%
Mar 1985 - Feb 1987
-6.47%
Nov 2021 - Oct 2023
9.78%
44 out of 450
US Inflation Adjusted +4.20% +20.74%
Mar 1985 - Feb 1987
-11.32%
Nov 2021 - Oct 2023
22.00%
99 out of 450
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.88% +17.65%
Sep 1990 - Aug 1993
-2.52%
Jan 2013 - Dec 2015
5.48%
24 out of 438
US Inflation Adjusted +4.07% +13.96%
Sep 1990 - Aug 1993
-7.50%
Nov 2020 - Oct 2023
15.07%
66 out of 438
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.83% +14.30%
Mar 1989 - Feb 1993
-0.92%
Dec 2012 - Nov 2016
2.35%
10 out of 426
US Inflation Adjusted +4.18% +10.35%
Feb 1990 - Jan 1994
-4.55%
May 2020 - Apr 2024
14.55%
62 out of 426
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.20% +14.27%
Sep 1988 - Aug 1993
-0.35%
May 2013 - Apr 2018
1.69%
7 out of 414
US Inflation Adjusted +4.33% +9.87%
Sep 1988 - Aug 1993
-2.09%
May 2019 - Apr 2024
11.59%
48 out of 414
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.39% +13.81%
Oct 1987 - Sep 1993
-0.41%
Nov 2012 - Oct 2018
1.00%
4 out of 402
US Inflation Adjusted +4.64% +9.45%
Oct 1987 - Sep 1993
-2.03%
Nov 2017 - Oct 2023
10.95%
44 out of 402
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.99% +13.02%
Jan 1985 - Dec 1991
+0.78%
Feb 2012 - Jan 2019
0.00%
0 out of 390
US Inflation Adjusted +4.43% +8.74%
Jan 1985 - Dec 1991
-2.06%
Nov 2016 - Oct 2023
11.03%
43 out of 390
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.00% +13.37%
Mar 1985 - Feb 1993
+1.74%
Dec 2011 - Nov 2019
0.00%
0 out of 378
US Inflation Adjusted +4.29% +9.24%
Mar 1985 - Feb 1993
-1.48%
May 2016 - Apr 2024
6.08%
23 out of 378
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.14% +12.83%
Jan 1985 - Dec 1993
+1.60%
Nov 2014 - Oct 2023
0.00%
0 out of 366
US Inflation Adjusted +4.50% +8.84%
Mar 1985 - Feb 1994
-1.29%
May 2015 - Apr 2024
6.83%
25 out of 366
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.58% +11.39%
Mar 1985 - Feb 1995
+0.90%
Oct 2012 - Sep 2022
0.00%
0 out of 354
US Inflation Adjusted +4.78% +7.55%
Mar 1985 - Feb 1995
-1.58%
Oct 2012 - Sep 2022
7.34%
26 out of 354
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.55% +11.83%
Jan 1985 - Dec 1995
+0.81%
Nov 2012 - Oct 2023
0.00%
0 out of 342
US Inflation Adjusted +4.96% +8.05%
Jan 1985 - Dec 1995
-1.75%
Nov 2012 - Oct 2023
6.43%
22 out of 342
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.41% +10.96%
Mar 1985 - Feb 1997
+1.40%
May 2012 - Apr 2024
0.00%
0 out of 330
US Inflation Adjusted +4.74% +7.46%
Oct 1990 - Sep 2002
-1.21%
Jun 2012 - May 2024
5.15%
17 out of 330
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.40% +11.22%
Mar 1985 - Feb 1998
+2.04%
Nov 2010 - Oct 2023
0.00%
0 out of 318
US Inflation Adjusted +4.69% +7.67%
Mar 1985 - Feb 1998
-0.59%
Nov 2010 - Oct 2023
2.52%
8 out of 318
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.43% +10.92%
Jan 1985 - Dec 1998
+2.67%
May 2010 - Apr 2024
0.00%
0 out of 306
US Inflation Adjusted +4.73% +7.46%
Jan 1985 - Dec 1998
+0.02%
May 2010 - Apr 2024
0.00%
0 out of 306
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.43% +10.29%
Oct 1987 - Sep 2002
+2.80%
Mar 2008 - Feb 2023
0.00%
0 out of 294
US Inflation Adjusted +4.86% +7.09%
Apr 1989 - Mar 2004
+0.43%
Mar 2008 - Feb 2023
0.00%
0 out of 294
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.14% +10.60%
Mar 1985 - Feb 2001
+2.79%
Mar 2008 - Feb 2024
0.00%
0 out of 282
US Inflation Adjusted +4.46% +7.17%
Mar 1985 - Feb 2001
+0.38%
Mar 2008 - Feb 2024
0.00%
0 out of 282
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.20% +10.33%
Mar 1985 - Feb 2002
+3.30%
Nov 2006 - Oct 2023
0.00%
0 out of 270
US Inflation Adjusted +4.62% +7.03%
Mar 1985 - Feb 2002
+0.78%
Nov 2006 - Oct 2023
0.00%
0 out of 270
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.09% +10.80%
Mar 1985 - Feb 2003
+3.24%
Oct 2005 - Sep 2023
0.00%
0 out of 258
US Inflation Adjusted +4.63% +7.48%
Mar 1985 - Feb 2003
+0.78%
Oct 2005 - Sep 2023
0.00%
0 out of 258
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.08% +10.60%
Mar 1985 - Feb 2004
+3.25%
Nov 2004 - Oct 2023
0.00%
0 out of 246
US Inflation Adjusted +4.61% +7.37%
Mar 1985 - Feb 2004
+0.68%
Nov 2004 - Oct 2023
0.00%
0 out of 246
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.84% +10.27%
Mar 1985 - Feb 2005
+3.43%
Apr 2004 - Mar 2024
0.00%
0 out of 234
US Inflation Adjusted +4.32% +7.04%
Mar 1985 - Feb 2005
+0.82%
Apr 2004 - Mar 2024
0.00%
0 out of 234
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 Inflation-Protected Securities I (DIPSX) Fund: Historical Returns page.