10-year Treasury vs DFA Dimensional Retirement Income Fund Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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10-year Treasury Portfolio
1.00$
Initial Capital
December 1994
4.40$
Final Capital
November 2024
5.06%
Yearly Return
6.83
Std Deviation
-23.19%
Max Drawdown
52months
Recovery Period
DFA Dimensional Retirement Income Fund Portfolio
1.00$
Initial Capital
December 1994
5.37$
Final Capital
November 2024
5.76%
Yearly Return
4.72
Std Deviation
-12.91%
Max Drawdown
16months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
January 1985
12.11$
Final Capital
November 2024
6.45%
Yearly Return
7.23
Std Deviation
-23.19%
Max Drawdown
52months
Recovery Period
DFA Dimensional Retirement Income Fund Portfolio
1.00$
Initial Capital
January 1985
14.92$
Final Capital
November 2024
7.01%
Yearly Return
5.12
Std Deviation
-12.91%
Max Drawdown
16months
Recovery Period

The 10-year Treasury Portfolio obtained a 5.06% compound annual return, with a 6.83% standard deviation, in the last 30 Years.

The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.76% compound annual return, with a 4.72% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		1.66 1.02 4.44 5.50 -1.20 0.88 5.06 6.45
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_dfa.webp Dimensional Retirement Income Fund
DFA 		7.33 1.12 4.43 9.95 4.30 3.77 5.76 7.01
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

10-year Treasury Portfolio: an investment of 1$, since December 1994, now would be worth 4.40$, with a total return of 340.15% (5.06% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since December 1994, now would be worth 5.37$, with a total return of 436.61% (5.76% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 12.11$, with a total return of 1110.93% (6.45% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 14.92$, with a total return of 1392.20% (7.01% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.50 9.95
Infl. Adjusted Return (%) 2.69 7.03
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -1.33
Start to Recovery (months) 6 2*
Longest Drawdown Depth (%) -4.45 -1.33
Start to Recovery (months) 6 2*
Longest Negative Period (months) 6 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.46 3.79
Sharpe Ratio 0.04 1.25
Sortino Ratio 0.05 1.55
Ulcer Index 2.02 0.53
Ratio: Return / Standard Deviation 0.74 2.62
Ratio: Return / Deepest Drawdown 1.23 7.47
Metrics calculated over the period 1 December 2023 - 30 November 2024
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10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -1.20 4.30
Infl. Adjusted Return (%) -5.16 0.11
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 29
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 29
Longest Negative Period (months) 60* 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.76 6.16
Sharpe Ratio -0.45 0.33
Sortino Ratio -0.64 0.42
Ulcer Index 13.15 4.28
Ratio: Return / Standard Deviation -0.15 0.70
Ratio: Return / Deepest Drawdown -0.05 0.35
Metrics calculated over the period 1 December 2019 - 30 November 2024
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10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.88 3.77
Infl. Adjusted Return (%) -2.00 0.81
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 29
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 29
Longest Negative Period (months) 111 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.67 4.89
Sharpe Ratio -0.10 0.45
Sortino Ratio -0.15 0.60
Ulcer Index 9.72 3.16
Ratio: Return / Standard Deviation 0.13 0.77
Ratio: Return / Deepest Drawdown 0.04 0.31
Metrics calculated over the period 1 December 2014 - 30 November 2024
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10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.06 5.76
Infl. Adjusted Return (%) 2.48 3.16
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.91
Start to Recovery (months) 52* 16
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 29
Longest Negative Period (months) 126 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.83 4.72
Sharpe Ratio 0.41 0.73
Sortino Ratio 0.58 0.96
Ulcer Index 6.16 2.47
Ratio: Return / Standard Deviation 0.74 1.22
Ratio: Return / Deepest Drawdown 0.22 0.45
Metrics calculated over the period 1 December 1994 - 30 November 2024
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10-year Treasury Dimensional Retirement Income Fund
Author DFA
ASSET ALLOCATION
Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.45 7.01
Infl. Adjusted Return (%) 3.56 4.10
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.91
Start to Recovery (months) 52* 16
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 29
Longest Negative Period (months) 126 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 5.12
Sharpe Ratio 0.46 0.75
Sortino Ratio 0.66 1.03
Ulcer Index 5.63 2.34
Ratio: Return / Standard Deviation 0.89 1.37
Ratio: Return / Deepest Drawdown 0.28 0.54
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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10-year Treasury Dimensional Retirement Income Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 52* Aug 2020
In progress
-12.91 16 Jun 2008
Sep 2009
-12.16 29 Jan 2022
May 2024
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.67 11 Sep 2010
Jul 2011
-4.64 5 Feb 2020
Jun 2020
-4.34 10 May 2013
Feb 2014
-4.25 12 Feb 2015
Jan 2016

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10-year Treasury Dimensional Retirement Income Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 52* Aug 2020
In progress
-12.91 16 Jun 2008
Sep 2009
-12.16 29 Jan 2022
May 2024
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-6.09 15 Feb 1994
Apr 1995
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.85 5 Sep 1987
Jan 1988

Rolling Returns

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

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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10-year Treasury Dimensional Retirement Income Fund
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 1.66 -4.45 7.33 -1.33
2023
 3.65 -8.82 7.92 -3.32
2022
 -15.19 -16.91 -9.39 -12.16
2021
 -3.33 -5.73 7.04 -1.33
2020
 10.01 -2.02 8.69 -4.64
2019
 8.03 -2.59 10.30 -0.66
2018
 0.99 -3.19 -1.96 -3.15
2017
 2.55 -1.90 6.78 -0.31
2016
 1.00 -6.50 4.66 -1.35
2015
 1.51 -4.25 -0.87 -3.41
2014
 9.07 -1.05 2.89 -1.95
2013
 -6.09 -7.60 1.29 -4.34
2012
 3.66 -2.67 7.36 -1.03
2011
 15.64 -1.29 6.06 -2.88
2010
 9.37 -4.30 6.92 -1.91
2009
 -6.59 -6.65 12.97 -4.37
2008
 17.91 -4.15 -7.45 -12.44
2007
 10.37 -1.85 9.18 -0.27
2006
 2.52 -2.87 5.72 -0.65
2005
 2.64 -3.19 4.07 -1.13
2004
 4.12 -4.85 7.31 -3.06
2003
 5.29 -5.68 11.38 -1.65
2002
 15.45 -4.13 5.44 -0.88
2001
 5.40 -5.21 2.76 -1.59
2000
 17.28 -1.12 7.94 -1.66
1999
 -7.83 -8.11 4.99 -1.82
1998
 14.64 -1.61 10.20 -2.01
1997
 11.97 -2.02 11.97 -2.13
1996
 0.00 -6.90 5.90 -1.57
1995
 25.55 -1.23 18.82 0.00
1994
 -7.19 -9.56 -2.17 -6.09
1993
 12.97 -2.55 13.67 -1.44
1992
 7.23 -4.02 5.89 -2.39
1991
 18.91 -0.54 18.32 -1.25
1990
 7.70 -4.48 4.76 -3.95
1989
 17.84 -2.30 16.98 -0.62
1988
 6.90 -4.60 9.77 -1.84
1987
 -2.64 -10.87 3.26 -4.85
1986
 21.35 -3.93 17.53 -2.86
1985
 29.85 -3.33 23.48 -1.24