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Inception Date
Nov 1, 2015
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DRIGX Performance Chart

Dimensional 2035 Target Date Retirement Income Fund (DRIGX) is up 6.5% since the beginning of the year. DRIGX is currently trading at $15 per share. Investors who bought $1,000 worth of DRIGX shares 5 years ago would now be looking at an investment worth $1,227.


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S&P 500 Index

Returns By Period

Dimensional 2035 Target Date Retirement Income Fund (DRIGX) has returned 6.51% so far this year and 15.89% over the past 12 months. Over the last ten years, DRIGX has returned 7.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Dimensional 2035 Target Date Retirement Income Fund

1D
0.74%
1M
1.64%
YTD
6.51%
6M
6.59%
1Y
15.89%
3Y*
9.77%
5Y*
4.17%
10Y*
7.80%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, DRIGX's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +8.9%, while the worst month was Sep 2022 at -10.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DRIGX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +5.6%, while the worst single day was Mar 17, 2020 at -5.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.43%2.47%-4.82%4.78%2.62%0.13%6.51%
20252.24%1.61%-2.95%-1.11%2.32%3.14%0.29%1.57%3.01%1.45%0.14%-0.45%11.65%
20240.00%1.77%2.10%-4.00%3.94%1.38%2.52%1.81%2.09%-2.80%2.59%-3.92%7.31%
20236.00%-2.52%2.80%0.63%-1.48%3.73%1.46%-2.74%-4.59%-2.98%7.76%5.03%12.95%
2022-4.61%-1.31%0.01%-6.97%-1.14%-7.31%6.86%-3.69%-10.60%4.61%6.65%-4.08%-20.97%
2021-0.69%0.56%1.84%3.27%1.65%1.72%1.80%1.39%-3.12%3.82%0.12%2.06%15.21%

Benchmark Metrics

Dimensional 2035 Target Date Retirement Income Fund has an annualized alpha of 1.27%, beta of 0.49, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 76.33% of S&P 500 Index downside but only 62.13% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.49 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.27%
Beta
0.49
0.63
Upside Capture
62.13%
Downside Capture
76.33%

Expense Ratio

DRIGX has an expense ratio of 0.21%, which is considered low.


Return for Risk

Risk / Return Rank

DRIGX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DRIGX Risk / Return Rank: 4949
Overall Rank
DRIGX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DRIGX Sortino Ratio Rank: 4949
Sortino Ratio Rank
DRIGX Omega Ratio Rank: 5151
Omega Ratio Rank
DRIGX Calmar Ratio Rank: 4444
Calmar Ratio Rank
DRIGX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dimensional 2035 Target Date Retirement Income Fund (DRIGX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DRIGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

2.42

2.78

-0.37

Martin ratioReturn relative to average drawdown

9.69

12.44

-2.75

Dividends

Dividend History

Dimensional 2035 Target Date Retirement Income Fund provided a 6.48% dividend yield over the last twelve months, with an annual payout of $0.96 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.96$0.95$0.58$0.52$0.71$0.55$0.48$0.30$0.27$0.15$0.14

Dividend yield

6.48%6.76%4.33%3.96%5.94%3.45%3.32%2.31%2.46%1.23%1.38%

Monthly Dividends

The table displays the monthly dividend distributions for Dimensional 2035 Target Date Retirement Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.02$0.00$0.00$0.00$0.02
2025$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.66$0.95
2024$0.00$0.00$0.02$0.00$0.00$0.17$0.00$0.00$0.08$0.00$0.00$0.31$0.58
2023$0.00$0.00$0.03$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.26$0.52
2022$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.32$0.71
2021$0.00$0.00$0.03$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.30$0.55

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Dimensional 2035 Target Date Retirement Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dimensional 2035 Target Date Retirement Income Fund was 26.73%, occurring on Sep 30, 2022. Recovery took 688 trading sessions.

The current Dimensional 2035 Target Date Retirement Income Fund drawdown is 0.20%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-26.73%Sep 2022
10mo 24d2y 9mo
3y 7moNov 2021 - Jul 2025
COVID crash2020
-23.37%Mar 2020
27d4mo 1d
4mo 28dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-14.43%Dec 2018
10mo 29d5mo 28d
1y 4moJan 2018 - Jun 2019
2016 pullback2016
-7.08%Feb 2016
1mo 6d22d
1mo 28dJan 2016 - Mar 2016
2026 pullback2026
-6.59%Mar 2026
28d1mo 9d
2mo 7dFeb 2026 - May 2026

Drawdown Indicators


DRIGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.73%

-56.78%

+30.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-9.10%

+2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-10.99%

-18.90%

+7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-25.43%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-26.73%

-33.92%

+7.19%

Current Drawdown

Current decline from peak

-0.20%

-1.80%

+1.60%

Average Drawdown

Average peak-to-trough decline

-5.23%

-10.71%

+5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.03%

-0.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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