Consolidated Returns as of 30 June 2024
Holding the DFA One-Year Fixed-Income I (DFIHX) Fund, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~154 years), the longest period with a negative return lasted 42 months (from May 2019 to October 2022).
This means that every rolling period of 43 months or above has always granted a positive return.
To obtain comprehensive information, please consult the DFA One-Year Fixed-Income I (DFIHX) 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
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The annualized return of the last 10 years has been 1.29% (updated at Jun 30, 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.23% |
+22.25%
Oct 1981 - Sep 1982 |
-3.16%
Jun 1939 - May 1940 |
4.48%
82 out of 1831 |
US Inflation Adjusted | +1.63% |
+30.51%
Jun 1877 - May 1878 |
-17.74%
Jul 1919 - Jun 1920 |
37.30%
683 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.16% |
+17.43%
Dec 1980 - Nov 1982 |
-1.07%
Oct 2020 - Sep 2022 |
1.04%
19 out of 1819 |
US Inflation Adjusted | +1.87% |
+22.07%
Jul 1920 - Jun 1922 |
-13.74%
Jul 1918 - Jun 1920 |
33.53%
610 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.30% |
+15.96%
Mar 1980 - Feb 1983 |
-0.42%
Nov 2019 - Oct 2022 |
0.39%
7 out of 1807 |
US Inflation Adjusted | +1.90% |
+16.52%
Aug 1873 - Jul 1876 |
-11.90%
Feb 1917 - Jan 1920 |
31.65%
572 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.39% |
+13.89%
Mar 1980 - Feb 1984 |
+0.40%
Nov 2018 - Oct 2022 |
0.00%
0 out of 1795 |
US Inflation Adjusted | +1.77% |
+15.63%
Jun 1874 - May 1878 |
-12.58%
Jun 1916 - May 1920 |
30.92%
555 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.34% |
+13.24%
Mar 1980 - Feb 1985 |
+0.37%
Jun 1935 - May 1940 |
0.00%
0 out of 1783 |
US Inflation Adjusted | +1.77% |
+16.03%
Jun 1873 - May 1878 |
-10.61%
Jul 1915 - Jun 1920 |
30.23%
539 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.37% |
+12.86%
Apr 1980 - Mar 1986 |
+0.50%
Jun 1934 - May 1940 |
0.00%
0 out of 1771 |
US Inflation Adjusted | +1.72% |
+15.47%
Jan 1873 - Dec 1878 |
-8.44%
Jul 1914 - Jun 1920 |
29.02%
514 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.35% |
+12.23%
Mar 1980 - Feb 1987 |
+0.57%
May 2011 - Apr 2018 |
0.00%
0 out of 1759 |
US Inflation Adjusted | +1.78% |
+14.21%
May 1872 - Apr 1879 |
-6.74%
Jun 1913 - May 1920 |
27.80%
489 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.37% |
+11.61%
Mar 1980 - Feb 1988 |
+0.60%
Oct 2014 - Sep 2022 |
0.00%
0 out of 1747 |
US Inflation Adjusted | +1.65% |
+12.45%
Apr 1871 - Mar 1879 |
-5.68%
Nov 1940 - Oct 1948 |
27.36%
478 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.42% |
+11.04%
Mar 1980 - Feb 1989 |
+0.56%
Oct 2013 - Sep 2022 |
0.00%
0 out of 1735 |
US Inflation Adjusted | +1.70% |
+10.23%
Jun 1872 - May 1881 |
-5.61%
Jul 1911 - Jun 1920 |
29.39%
510 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.41% |
+10.92%
Mar 1980 - Feb 1990 |
+0.55%
Oct 2012 - Sep 2022 |
0.00%
0 out of 1723 |
US Inflation Adjusted | +1.72% |
+9.43%
Apr 1871 - Mar 1881 |
-4.96%
May 1941 - Apr 1951 |
28.38%
489 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.44% |
+10.74%
Mar 1980 - Feb 1991 |
+0.57%
Oct 2011 - Sep 2022 |
0.00%
0 out of 1711 |
US Inflation Adjusted | +1.64% |
+9.58%
May 1873 - Apr 1884 |
-4.62%
Dec 1940 - Nov 1951 |
27.59%
472 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.46% |
+10.52%
Mar 1980 - Feb 1992 |
+0.57%
Nov 2010 - Oct 2022 |
0.00%
0 out of 1699 |
US Inflation Adjusted | +1.69% |
+10.17%
Apr 1873 - Mar 1885 |
-4.42%
Jun 1939 - May 1951 |
25.78%
438 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.45% |
+10.13%
Mar 1980 - Feb 1993 |
+0.62%
Nov 2009 - Oct 2022 |
0.00%
0 out of 1687 |
US Inflation Adjusted | +1.69% |
+10.14%
Oct 1872 - Sep 1885 |
-4.02%
Aug 1939 - Jul 1952 |
24.48%
413 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.45% |
+9.77%
Nov 1978 - Oct 1992 |
+0.77%
Jan 2009 - Dec 2022 |
0.00%
0 out of 1675 |
US Inflation Adjusted | +1.70% |
+9.92%
Jun 1872 - May 1886 |
-3.87%
Jul 1939 - Jun 1953 |
23.64%
396 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.45% |
+9.43%
Aug 1976 - Jul 1991 |
+0.89%
Jun 1938 - May 1953 |
0.00%
0 out of 1663 |
US Inflation Adjusted | +1.64% |
+9.33%
Apr 1871 - Mar 1886 |
-3.33%
Jul 1938 - Jun 1953 |
21.65%
360 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.42% |
+9.37%
Oct 1975 - Sep 1991 |
+0.88%
Jun 1935 - May 1951 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +1.66% |
+9.15%
Apr 1873 - Mar 1889 |
-3.05%
Jul 1935 - Jun 1951 |
20.41%
337 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.42% |
+9.30%
Sep 1974 - Aug 1991 |
+0.90%
Jun 1934 - May 1951 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +1.69% |
+9.02%
Jun 1872 - May 1889 |
-3.00%
Jun 1934 - May 1951 |
20.38%
334 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.41% |
+9.20%
Sep 1974 - Aug 1992 |
+0.88%
Jul 1935 - Jun 1953 |
0.00%
0 out of 1627 |
US Inflation Adjusted | +1.65% |
+8.64%
May 1872 - Apr 1890 |
-2.96%
Jun 1933 - May 1951 |
18.87%
307 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.40% |
+9.02%
Aug 1973 - Jul 1992 |
+0.88%
Jul 1934 - Jun 1953 |
0.00%
0 out of 1615 |
US Inflation Adjusted | +1.61% |
+8.93%
Apr 1873 - Mar 1892 |
-2.73%
Jun 1934 - May 1953 |
17.71%
286 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.42% |
+8.79%
Aug 1973 - Jul 1993 |
+0.96%
Jul 1933 - Jun 1953 |
0.00%
0 out of 1603 |
US Inflation Adjusted | +1.64% |
+8.84%
May 1872 - Apr 1892 |
-2.73%
Jul 1933 - Jun 1953 |
17.47%
280 out of 1603 |
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To obtain comprehensive information, please consult the DFA One-Year Fixed-Income I (DFIHX) Fund: Historical Returns page.