DFA US Core Equity 1 (DFEOX): Historical Returns

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 2024
Live Update: May 24 2024
Category: Stocks
DFA US Core Equity 1 (DFEOX) Fund
Currency: USD
FUND • LIVE PERFORMANCE (USD currency)
0.78%
1 Day
May 24 2024
5.12%
Current Month
May 2024

In the last 30 Years, the DFA US Core Equity 1 (DFEOX) Fund obtained a 10.23% compound annual return, with a 16.04% standard deviation.

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The DFA US Core Equity 1 (DFEOX) Fund is part of the following Lazy Portfolios:

Portfolio Name Author DFEOX Weight Currency
Dimensional Retirement Income Fund DFA 6.40% USD

Investment Returns as of Apr 30, 2024

The DFA US Core Equity 1 (DFEOX) Fund guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
DFA US CORE EQUITY 1 (DFEOX) FUND
Consolidated returns as of 30 April 2024
Live Update: May 24 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
DFA US Core Equity 1 (DFEOX) Fund 0.78 5.12 -4.56 21.20 21.74 12.40 11.31 10.23 9.11
US Inflation Adjusted return -4.85 19.00 17.79 7.89 8.23 7.49 6.84
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85% , 30Y: 2.55%

In 2023, the DFA US Core Equity 1 (DFEOX) Fund granted a 1.74% dividend yield. If you are interested in getting periodic income, please refer to the DFA US Core Equity 1 (DFEOX) Fund: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 18.59$, with a total return of 1759.48% (10.23% annualized).

The Inflation Adjusted Capital now would be 8.74$, with a net total return of 773.91% (7.49% annualized).
An investment of 1$, since January 1871, now would be worth 640602.83$, with a total return of 64060183.04% (9.11% annualized).

The Inflation Adjusted Capital now would be 25522.32$, with a net total return of 2552131.88% (6.84% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of DFA US Core Equity 1 (DFEOX) Fund, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
DFA US CORE EQUITY 1 (DFEOX) FUND
Advanced Metrics
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) -4.56 4.52 21.20 21.74 7.20 12.40 11.31 9.90 10.23 9.11
Infl. Adjusted Return (%) details -4.85 3.35 19.00 17.79 1.61 7.89 8.23 7.12 7.49 6.84
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.60 2.55 2.12
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.06 -22.22 -24.35 -24.35 -51.66 -51.66 -84.60
Start to Recovery (# months) details 5 24 8 8 47 47 184
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 3 3 21 21 34
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 1932 06
Bottom to End (# months) 2 15 5 5 26 26 150
End (yyyy mm) 2023 12 2023 12 2020 08 2020 08 2011 04 2011 04 1944 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-22.22 -22.22
same as
deepest
-43.94
same as
deepest
Start to Recovery (# months) details 24 24 67
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2000 09 1929 09
Start to Bottom (# months) 3 9 9 9 21 25 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1932 06
Bottom to End (# months) 2 15 15 15 26 42 150
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2011 04 2006 03 1944 12
Longest negative period (# months) details 4 28 28 30 68 139 188
Period Start (yyyy mm) 2023 07 2021 07 2021 07 2017 10 2006 02 1997 08 1916 11
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2011 09 2009 02 1932 06
Annualized Return (%) -16.06 -0.28 -0.28 -1.18 -0.09 -0.35 -0.16
Deepest Drawdown Depth (%) -9.92 -26.29 -26.29 -26.29 -53.01 -53.01 -80.55
Start to Recovery (# months) details 5 26 26 26 68 68 90
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 9 9 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 17 17 17 47 47 57
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2013 01 2013 01 1937 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-46.68 -54.53
Start to Recovery (# months) details 86 124
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2000 04 1973 01
Start to Bottom (# months) 3 9 9 9 21 30 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1974 09
Bottom to End (# months) 2 17 17 17 47 56 103
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2013 01 2007 05 1983 04
Longest negative period (# months) details 6 31 34 37 87 162 316
Period Start (yyyy mm) 2023 05 2021 05 2021 01 2017 03 2004 07 1998 04 1906 02
Period End (yyyy mm) 2023 10 2023 11 2023 10 2020 03 2011 09 2011 09 1932 05
Annualized Return (%) -2.03 -1.75 -0.43 -0.41 -0.11 -0.08 -0.02
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.50 17.44 19.43 16.17 16.14 16.04 16.68
Sharpe Ratio 1.06 0.26 0.54 0.62 0.53 0.50 0.31
Sortino Ratio 1.49 0.36 0.72 0.83 0.69 0.65 0.43
Ulcer Index 3.37 8.62 8.00 6.38 11.85 14.21 17.85
Ratio: Return / Standard Deviation 1.40 0.41 0.64 0.70 0.61 0.64 0.55
Ratio: Return / Deepest Drawdown 2.40 0.32 0.51 0.46 0.19 0.20 0.11
% Positive Months details 58% 58% 61% 66% 66% 65% 60%
Positive Months 7 21 37 80 160 235 1117
Negative Months 5 15 23 40 80 125 723
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 11.31 17.00 17.00 20.50
Worst 10 Years Return (%) - Annualized 6.30 -2.77 -5.29
Best 10 Years Return (%) - Annualized 8.23 14.97 14.97 19.53
Worst 10 Years Return (%) - Annualized 4.45 -5.22 -5.22
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 67.94 30.70 26.84 17.00 10.51 10.23
Worst Rolling Return (%) - Annualized -43.64 -16.22 -6.71 -2.77 4.59
% Positive Periods 76% 83% 87% 93% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.10 23.14 14.32 7.45 4.66 8.79
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.79 7.78
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 63.66 27.73 23.90 14.97 7.80 7.49
Worst Rolling Return (%) - Annualized -43.64 -18.22 -9.11 -5.22 2.46
% Positive Periods 74% 80% 73% 89% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.10 23.14 14.32 7.45 4.66 8.79
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.79 7.78
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Apr 2024)
Best Rolling Return (%) - Annualized 164.11 45.34 37.25 20.50 17.30 14.81
Worst Rolling Return (%) - Annualized -67.90 -43.81 -19.58 -5.29 1.15 2.64
% Positive Periods 72% 84% 89% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.70 15.63 9.01 5.43 3.33 2.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 182.83 41.38 35.89 19.53 13.11 11.82
Worst Rolling Return (%) - Annualized -64.35 -39.36 -15.64 -5.22 -0.59 0.85
% Positive Periods 68% 79% 82% 89% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.70 15.63 9.01 5.43 3.33 2.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of DFA US Core Equity 1 (DFEOX) Fund vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

DFA US CORE EQUITY 1 (DFEOX) FUND
Monthly correlations as of 30 April 2024
Swipe left to see all data
Correlation vs DFEOX
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.99
0.99
0.99
1.00
1.00
SPY
US Large Cap
0.99
0.99
0.98
0.98
0.98
IJR
US Small Cap
0.92
0.93
0.92
0.90
0.90
VNQ
US REITs
0.93
0.86
0.75
0.64
0.63
QQQ
US Technology
0.83
0.88
0.87
0.83
0.83
PFF
Preferred Stocks
0.84
0.80
0.73
0.48
0.47
EFA
EAFE Stocks
0.95
0.91
0.88
0.84
0.81
VT
World All Countries
0.99
0.98
0.97
0.95
0.94
EEM
Emerging Markets
0.82
0.75
0.70
0.75
0.72
VGK
Europe
0.92
0.91
0.86
0.84
0.83
VPL
Pacific
0.97
0.88
0.84
0.72
0.67
FLLA
Latin America
0.85
0.74
0.59
0.67
0.66
BND
US Total Bond Market
0.75
0.49
0.34
0.13
0.14
TLT
Long Term Treasuries
0.82
0.15
0.03
-0.14
-0.13
BIL
US Cash
0.24
-0.08
-0.05
-0.02
-0.03
TIP
TIPS
0.74
0.58
0.46
0.18
0.19
LQD
Invest. Grade Bonds
0.80
0.65
0.54
0.31
0.31
HYG
High Yield Bonds
0.88
0.86
0.82
0.70
0.69
CWB
US Convertible Bonds
0.91
0.87
0.88
0.87
0.87
BNDX
International Bonds
0.69
0.53
0.39
0.14
0.15
EMB
Emerg. Market Bonds
0.92
0.78
0.66
0.57
0.57
GLD
Gold
0.10
0.20
0.07
0.05
0.05
DBC
Commodities
0.07
0.51
0.46
0.35
0.34

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DFA US CORE EQUITY 1 (DFEOX) FUND
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:
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Rolling Returns

( more details)

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
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the DFA US Core Equity 1 (DFEOX) Fund: Rolling Returns page.

Seasonality

In which months is it better to invest in DFA US Core Equity 1 (DFEOX) Fund?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the DFA US Core Equity 1 (DFEOX) Fund over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

DFA US CORE EQUITY 1 (DFEOX) FUND
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
235 Positive Months (65%) - 125 Negative Months (35%)
1117 Positive Months (61%) - 723 Negative Months (39%)
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(Scroll down to see all data)
Investment Returns, up to December 2005, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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