PortfoliosLab logoPortfoliosLab logo
DRIRX vs. URINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIRX vs. URINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2020 Target Date Retirement Income Fund (DRIRX) and USAA Target Retirement Income Fund (URINX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DRIRX achieves a 2.60% return, which is significantly lower than URINX's 5.97% return. Over the past 10 years, DRIRX has underperformed URINX with an annualized return of 4.33%, while URINX has yielded a comparatively higher 5.57% annualized return.


DRIRX

1D
0.44%
1M
-0.79%
6M
1.51%
YTD
2.60%
1Y
6.39%
3Y*
6.08%
5Y*
0.81%
10Y*
4.33%
ALL TIME*
5.05%

URINX

1D
0.59%
1M
0.17%
6M
4.23%
YTD
5.97%
1Y
11.68%
3Y*
9.68%
5Y*
4.98%
10Y*
5.57%
ALL TIME*
6.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DRIRX vs. URINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIRX
Dimensional 2020 Target Date Retirement Income Fund
2.60%9.59%4.53%7.67%-17.65%7.02%16.14%15.63%-5.17%9.86%
URINX
USAA Target Retirement Income Fund
5.97%12.36%6.66%10.79%-10.38%6.47%8.74%11.72%-3.00%8.34%

Correlation

The correlation between DRIRX and URINX is 0.86, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.86

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (10Y)
Provides a long-term view across more market conditions.

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.71

The correlation between DRIRX and URINX shifts across timeframes, from 0.71 (10 years) to 0.86 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DRIRX vs. URINX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRIRX
DRIRX Risk / Return Rank: 3939
Overall Rank
DRIRX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DRIRX Sortino Ratio Rank: 4040
Sortino Ratio Rank
DRIRX Omega Ratio Rank: 3939
Omega Ratio Rank
DRIRX Calmar Ratio Rank: 3636
Calmar Ratio Rank
DRIRX Martin Ratio Rank: 3939
Martin Ratio Rank

URINX
URINX Risk / Return Rank: 8585
Overall Rank
URINX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
URINX Sortino Ratio Rank: 8484
Sortino Ratio Rank
URINX Omega Ratio Rank: 8383
Omega Ratio Rank
URINX Calmar Ratio Rank: 8585
Calmar Ratio Rank
URINX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRIRX vs. URINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2020 Target Date Retirement Income Fund (DRIRX) and USAA Target Retirement Income Fund (URINX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


DRIRXURINXDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.22

1.39

-0.17

Calmar ratioReturn relative to maximum drawdown

1.56

2.94

-1.39

Martin ratioReturn relative to average drawdown

5.91

12.40

-6.48

DRIRX vs. URINX - Sharpe Ratio Comparison

The current DRIRX Sharpe Ratio is 1.24, which is lower than the URINX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of DRIRX and URINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DRIRX vs. URINX - Drawdown Comparison

The maximum DRIRX drawdown since its inception was -23.69%, which is greater than URINX's maximum drawdown of -15.27%. Use the drawdown chart below to compare losses from any high point for DRIRX and URINX.


Loading charts...

Drawdown Indicators


DRIRXURINXDifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-15.27%

-8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.09%

-3.92%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-4.84%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.69%

-15.27%

-8.42%

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

-15.27%

-8.42%

Current Drawdown

Current decline from peak

-1.67%

-0.30%

-1.37%

Average Drawdown

Average peak-to-trough decline

-5.54%

-1.90%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.93%

+0.14%

Volatility

DRIRX vs. URINX - Volatility Comparison

The current volatility for Dimensional 2020 Target Date Retirement Income Fund (DRIRX) is 1.36%, while USAA Target Retirement Income Fund (URINX) has a volatility of 1.44%. This indicates that DRIRX experiences smaller price fluctuations and is considered to be less risky than URINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DRIRXURINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.44%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

4.82%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

5.18%

5.64%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

6.37%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

5.87%

+1.71%

DRIRX vs. URINX - Expense Ratio Comparison

DRIRX has a 0.18% expense ratio, which is higher than URINX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DRIRX vs. URINX - Dividend Comparison

DRIRX's dividend yield for the trailing twelve months is around 6.26%, more than URINX's 5.81% yield.


PositionTTM20252024202320222021202020192018201720162015
DRIRX
Dimensional 2020 Target Date Retirement Income Fund
6.26%5.80%4.18%3.62%7.41%4.42%3.00%2.51%2.59%1.48%1.34%0.00%
URINX
USAA Target Retirement Income Fund
5.81%6.07%4.22%3.48%6.63%6.66%3.97%6.37%6.11%5.68%3.34%4.54%

Frequently Asked Questions


DRIRX and URINX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URINX has higher volatility (1.44%) compared to DRIRX (1.36%). In terms of maximum drawdown, DRIRX dropped -23.69% vs URINX's -15.27%.

URINX currently has the higher Sharpe Ratio (2.05 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DRIRX and URINX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer