DFA Large Cap International I (DFALX): Rolling Returns

Time Period: from January 1970 to October 2024 (~55 years)
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When holding the DFA Large Cap International I (DFALX) Fund, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~55 years), the longest duration with a negative return was 159 months (from January 1990 to March 2003).

This indicates that, within the same timeframe, any rolling period of 160 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

DFA LARGE CAP INTERNATIONAL I (DFALX) FUND
Previous vs Next Returns - 10 Years annualized
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 January 1970 - 31 October 2024 (~55 years)

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As of Oct 31, 2024, the annualized return of the previous 10 years has been 5.42%.

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 LARGE CAP INTERNATIONAL I (DFALX) FUND
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 January 1970 - 31 October 2024 (~55 years)
US Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

DFA LARGE CAP INTERNATIONAL I (DFALX) FUND
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 31 October 2024 (~55 years)
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-49.38%
Mar 2008 - Feb 2009
+9.97% +90.05%
Sep 1985 - Aug 1986
29.52%
191 out of 647
-49.38%
Mar 2008 - Feb 2009
+6.08% +87.10%
Sep 1985 - Aug 1986
37.56%
243 out of 647
-28.06%
Mar 2007 - Feb 2009
+9.08% +74.88%
May 1985 - Apr 1987
23.15%
147 out of 635
-29.51%
Mar 2007 - Feb 2009
+5.16% +70.40%
May 1985 - Apr 1987
35.59%
226 out of 635
-18.62%
Apr 2000 - Mar 2003
+7.56% +60.37%
Jun 1984 - May 1987
19.74%
123 out of 623
-20.57%
Apr 2000 - Mar 2003
+4.11% +55.74%
Jun 1984 - May 1987
33.71%
210 out of 623
-9.35%
Apr 1999 - Mar 2003
+6.94% +45.20%
Jun 1984 - May 1988
16.69%
102 out of 611
-11.81%
Apr 1999 - Mar 2003
+3.05% +40.67%
Jun 1984 - May 1988
31.26%
191 out of 611
-6.46%
Jun 2007 - May 2012
+7.22% +42.40%
Aug 1982 - Jul 1987
12.19%
73 out of 599
-8.75%
Apr 1998 - Mar 2003
+2.82% +38.06%
Aug 1982 - Jul 1987
30.38%
182 out of 599
-2.28%
Apr 1997 - Mar 2003
+6.81% +36.46%
Aug 1982 - Jul 1988
5.96%
35 out of 587
-4.55%
Apr 1997 - Mar 2003
+2.76% +32.10%
Aug 1982 - Jul 1988
25.04%
147 out of 587
-1.55%
Apr 1996 - Mar 2003
+6.88% +33.35%
Aug 1982 - Jul 1989
1.39%
8 out of 575
-3.88%
Apr 1996 - Mar 2003
+3.21% +28.78%
Aug 1982 - Jul 1989
16.00%
92 out of 575
-1.52%
Mar 2001 - Feb 2009
+7.06% +27.82%
Aug 1982 - Jul 1990
1.95%
11 out of 563
-3.83%
Mar 2001 - Feb 2009
+3.36% +23.24%
Aug 1982 - Jul 1990
14.39%
81 out of 563
-3.31%
Mar 2000 - Feb 2009
+6.99% +24.11%
Apr 1980 - Mar 1989
2.72%
15 out of 551
-5.69%
Mar 2000 - Feb 2009
+3.60% +18.42%
Apr 1980 - Mar 1989
12.70%
70 out of 551
-0.73%
Mar 1999 - Feb 2009
+6.77% +24.60%
May 1977 - Apr 1987
0.37%
2 out of 539
-3.76%
Aug 1972 - Jul 1982
+3.48% +16.99%
May 1977 - Apr 1987
9.83%
53 out of 539
-0.21%
Mar 1998 - Feb 2009
+6.88% +23.33%
Apr 1977 - Mar 1988
0.19%
1 out of 527
-2.65%
Mar 1998 - Feb 2009
+3.41% +16.04%
Apr 1977 - Mar 1988
8.92%
47 out of 527
+0.54%
Apr 2008 - Mar 2020
+7.30% +22.31%
Feb 1977 - Jan 1989
0.00%
0 out of 515
-1.65%
Jan 2000 - Dec 2011
+3.64% +15.18%
Mar 1977 - Feb 1989
8.93%
46 out of 515
+0.34%
Oct 1989 - Sep 2002
+7.29% +22.96%
Oct 1974 - Sep 1987
0.00%
0 out of 503
-2.48%
Oct 1989 - Sep 2002
+3.97% +15.46%
Oct 1974 - Sep 1987
6.96%
35 out of 503
+0.62%
Mar 1989 - Feb 2003
+7.17% +21.20%
Jan 1975 - Dec 1988
0.00%
0 out of 491
-2.29%
Mar 1989 - Feb 2003
+3.90% +14.11%
Jan 1975 - Dec 1988
4.89%
24 out of 491
+0.98%
Oct 2007 - Sep 2022
+7.04% +21.16%
Oct 1974 - Sep 1989
0.00%
0 out of 479
-1.92%
Apr 1988 - Mar 2003
+4.21% +14.08%
Oct 1974 - Sep 1989
4.38%
21 out of 479
+1.85%
Nov 2007 - Oct 2023
+6.76% +17.76%
Aug 1974 - Jul 1990
0.00%
0 out of 467
-0.90%
May 1987 - Apr 2003
+4.28% +12.55%
Aug 1982 - Jul 1998
2.57%
12 out of 467
+2.37%
Jan 2000 - Dec 2016
+6.32% +18.22%
Jul 1970 - Jun 1987
0.00%
0 out of 455
+0.21%
Jan 2000 - Dec 2016
+3.96% +12.25%
Aug 1982 - Jul 1999
0.00%
0 out of 455
+2.33%
Mar 1991 - Feb 2009
+6.62% +17.62%
Jul 1970 - Jun 1988
0.00%
0 out of 443
-0.23%
Mar 1991 - Feb 2009
+3.83% +11.87%
Aug 1982 - Jul 2000
0.23%
1 out of 443
+1.89%
Mar 1990 - Feb 2009
+6.84% +17.24%
Aug 1970 - Jul 1989
0.00%
0 out of 431
-0.80%
Mar 1990 - Feb 2009
+3.99% +10.28%
Aug 1970 - Jul 1989
0.93%
4 out of 431
+1.73%
Mar 1989 - Feb 2009
+7.22% +16.26%
Jul 1970 - Jun 1990
0.00%
0 out of 419
-1.08%
Mar 1989 - Feb 2009
+4.30% +9.94%
Apr 1980 - Mar 2000
1.43%
6 out of 419
+3.72%
Oct 1997 - Sep 2022
+8.75% +14.64%
Jan 1975 - Dec 1999
0.00%
0 out of 359
+0.94%
Jun 1987 - May 2012
+5.11% +9.64%
Aug 1982 - Jul 2007
0.00%
0 out of 359
+4.06%
Jan 1989 - Dec 2018
+9.06% +13.14%
Jul 1970 - Jun 2000
0.00%
0 out of 299
+1.53%
Jan 1989 - Dec 2018
+5.31% +7.74%
Nov 1977 - Oct 2007
0.00%
0 out of 299
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