DFA US Core Equity 1 (DFEOX): Rolling Returns

Simulation Settings
Category:
Period: January 1871 - June 2025 (~155 years)
Initial Amount: 1$
Currency: USD
Inflation: US
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When holding the DFA US Core Equity 1 (DFEOX) Fund, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~155 years), the longest duration with a negative return was 188 months (from November 1916 to June 1932).

This indicates that, within the same timeframe, any rolling period of 189 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 US CORE EQUITY 1 (DFEOX) FUND
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1871 - 30 June 2025 (~155 years)
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 12.22%.

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 US CORE EQUITY 1 (DFEOX) FUND
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1871 - 30 June 2025 (~155 years)
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)
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 US CORE EQUITY 1 (DFEOX) FUND
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1871 - 30 June 2025 (~155 years)
Over Time
Histogram
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-67.90%
Jul 1931 - Jun 1932
+10.94% +164.11%
Jul 1932 - Jun 1933
27.24%
502 out of 1843
-64.35%
Jul 1931 - Jun 1932
+8.93% +182.83%
Jul 1932 - Jun 1933
30.93%
570 out of 1843
-55.42%
Jun 1930 - May 1932
+9.98% +59.68%
Jul 1932 - Jun 1934
19.28%
353 out of 1831
-50.48%
Jun 1930 - May 1932
+7.38% +60.87%
Jul 1932 - Jun 1934
24.47%
448 out of 1831
-43.81%
Jul 1929 - Jun 1932
+9.97% +45.34%
Mar 1933 - Feb 1936
15.72%
286 out of 1819
-39.36%
Jul 1929 - Jun 1932
+7.38% +41.38%
Mar 1933 - Feb 1936
20.51%
373 out of 1819
-29.44%
Jun 1928 - May 1932
+9.78% +43.64%
Jul 1932 - Jun 1936
12.62%
228 out of 1807
-25.31%
Jun 1928 - May 1932
+7.39% +43.11%
Jul 1932 - Jun 1936
18.48%
334 out of 1807
-19.58%
Jun 1927 - May 1932
+9.86% +37.25%
Jun 1932 - May 1937
9.97%
179 out of 1795
-15.64%
Jun 1927 - May 1932
+7.33% +35.89%
Jun 1932 - May 1937
17.49%
314 out of 1795
-13.44%
Jul 1926 - Jun 1932
+9.66% +29.19%
Sep 1923 - Aug 1929
5.78%
103 out of 1783
-10.90%
Oct 1968 - Sep 1974
+7.40% +28.94%
Sep 1923 - Aug 1929
14.69%
262 out of 1783
-9.49%
Jul 1925 - Jun 1932
+9.50% +24.63%
Feb 1922 - Jan 1929
4.12%
73 out of 1771
-8.51%
Oct 1967 - Sep 1974
+7.17% +24.42%
Feb 1922 - Jan 1929
12.54%
222 out of 1771
-7.94%
Apr 1930 - Mar 1938
+9.03% +27.00%
Sep 1921 - Aug 1929
3.07%
54 out of 1759
-6.21%
Mar 2001 - Feb 2009
+6.80% +27.36%
Sep 1921 - Aug 1929
11.14%
196 out of 1759
-7.16%
Apr 1929 - Mar 1938
+8.87% +21.87%
Sep 1920 - Aug 1929
2.46%
43 out of 1747
-7.51%
Mar 2000 - Feb 2009
+7.09% +24.06%
Sep 1920 - Aug 1929
11.39%
199 out of 1747
-5.29%
Sep 1929 - Aug 1939
+8.91% +20.50%
Jun 1949 - May 1959
2.94%
51 out of 1735
-5.22%
Mar 1999 - Feb 2009
+7.13% +19.53%
Sep 1919 - Aug 1929
9.97%
173 out of 1735
-4.59%
Sep 1929 - Aug 1940
+9.00% +19.24%
Sep 1918 - Aug 1929
2.09%
36 out of 1723
-3.76%
Mar 1998 - Feb 2009
+7.21% +17.98%
Sep 1918 - Aug 1929
10.16%
175 out of 1723
-3.80%
May 1930 - Apr 1942
+8.80% +18.79%
Jun 1949 - May 1961
1.81%
31 out of 1711
-3.36%
May 1930 - Apr 1942
+7.17% +16.61%
Jun 1949 - May 1961
8.42%
144 out of 1711
-4.31%
Sep 1929 - Aug 1942
+8.77% +19.10%
Aug 1942 - Jul 1955
1.47%
25 out of 1699
-3.97%
Sep 1929 - Aug 1942
+7.04% +16.06%
Dec 1948 - Nov 1961
6.42%
109 out of 1699
-1.53%
May 1928 - Apr 1942
+8.70% +19.69%
May 1942 - Apr 1956
1.07%
18 out of 1687
-1.99%
Mar 1906 - Feb 1920
+6.96% +15.52%
Jun 1932 - May 1946
4.51%
76 out of 1687
-0.35%
Sep 1929 - Aug 1944
+8.63% +18.24%
May 1942 - Apr 1957
0.12%
2 out of 1675
-2.10%
Jan 1906 - Dec 1920
+6.91% +14.89%
Jul 1949 - Jun 1964
2.45%
41 out of 1675
+0.35%
Jul 1916 - Jun 1932
+8.51% +18.13%
Jul 1982 - Jun 1998
0.00%
0 out of 1663
-1.43%
Sep 1905 - Aug 1921
+6.81% +14.63%
Jun 1949 - May 1965
1.74%
29 out of 1663
+1.41%
Jul 1915 - Jun 1932
+8.38% +18.21%
Jul 1982 - Jun 1999
0.00%
0 out of 1651
-0.42%
Aug 1965 - Jul 1982
+6.66% +14.54%
Jul 1982 - Jun 1999
0.61%
10 out of 1651
+1.39%
Jun 1914 - May 1932
+8.45% +17.96%
Apr 1982 - Mar 2000
0.00%
0 out of 1639
-0.64%
Aug 1902 - Jul 1920
+6.59% +14.15%
Apr 1982 - Mar 2000
0.79%
13 out of 1639
+1.48%
Jun 1913 - May 1932
+8.35% +17.35%
May 1942 - Apr 1961
0.00%
0 out of 1627
-0.83%
Jul 1901 - Jun 1920
+6.58% +13.61%
May 1942 - Apr 1961
0.86%
14 out of 1627
+1.15%
Jul 1912 - Jun 1932
+8.28% +17.30%
Apr 1980 - Mar 2000
0.00%
0 out of 1615
-0.59%
Jul 1912 - Jun 1932
+6.66% +13.11%
Dec 1948 - Nov 1968
0.37%
6 out of 1615
+2.64%
Jun 1907 - May 1932
+9.04% +16.93%
Jan 1975 - Dec 1999
0.00%
0 out of 1555
+0.99%
Jun 1907 - May 1932
+6.41% +12.77%
Jun 1932 - May 1957
0.00%
0 out of 1555
+2.64%
Jun 1902 - May 1932
+9.81% +14.81%
Jun 1932 - May 1962
0.00%
0 out of 1495
+0.85%
Jun 1902 - May 1932
+6.58% +11.82%
Jun 1932 - May 1962
0.00%
0 out of 1495
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