The Dimensional Indices have been retrospectively calculated by Dimensional Fund Advisors LP and did not exist prior to their index inception dates. Accordingly, results shown during the periods prior to each index’s index inception date do not represent actual returns of the index. Other periods selected may have different results, including losses. Backtested index performance is hypothetical and is provided for informational purposes only to indicate historical performance had the index been calculated over the relevant time periods. Backtested performance results assume the reinvestment of dividends and capital gains.
Dimensional Core Market 100/0 Index Allocation: Dimensional Index Allocation data compiled by Dimensional. The Dimensional Core Market 100/0 Index Allocation combines the following indices: Dimensional US Core Equity Market Index, Dimensional International Core Equity Market Index, Dimensional Emerging Markets Core Equity Market Index, and the S&P Global REIT Index (gross dividends). The weight of the REIT index is based on the market capitalization weight of equity REITs within the global universe of eligible stocks and equity REITs, rounded to the nearest 1%. Within the remaining non-REIT allocation, the US equities are overweight relative to their market capitalization weight. The weights of the US, Developed ex US, and Emerging Markets equities are then rescaled to sum to the total non-REIT weight of the Index Allocation and are all rounded to the nearest 1%. Regional weights are determined at each quarter end and held constant for next three months. The Index Allocation returns are calculated monthly as a weighted average of the returns of the underlying indices. The Index Allocation has been retrospectively calculated by Dimensional and did not exist prior to March 2020.
Dimensional Core Market 80/20 Index Allocation: Dimensional Index Allocation data compiled by Dimensional. 80% of the weight is allocated to the Dimensional Core Market 100/0 Index Allocation and 20% of the weight is allocated to the following fixed income indices: Dimensional Short-Term Extended Quality Index (10%) and Dimensional US Core Fixed Income Index (10%). The Index Allocation returns are calculated monthly as a weighted average of the returns of the underlying indices. The Dimensional Short-Term Extended Quality Index is represented by Bloomberg US Government/Credit 1–5 Year Bond Index from January 1985 to December 1995. The Dimensional US Core Fixed Income Index is represented by Bloomberg US Aggregate Bond Index from January 1985 to January 1989 and the US Government/Credit Simulation plus Bloomberg US Mortgage-Backed Securities Index (70% non MBS/30% MBS) from February 1989 to August 2005. The Index Allocation has been retrospectively calculated by Dimensional and did not exist prior to March 2020.
Dimensional Core Market 60/40 Index Allocation: Dimensional Index Allocation data compiled by Dimensional. 60% of the weight is allocated to the Dimensional Core Market 100/0 Index Allocation and 40% of the weight is allocated to the following indices: Dimensional Short-Term Extended Quality Index (25%) and Dimensional US Core Fixed Income Index (15%). The Index Allocation returns are calculated monthly as a weighted average of the returns of the underlying indices. The Dimensional Short-Term Extended Quality Index is represented by Bloomberg US Government/Credit 1–5 Year Bond Index from January 1985 to December 1995. The Dimensional US Core Fixed Income Index is represented by Bloomberg US Aggregate Bond Index from January 1985 to January 1989 and the US Government/Credit Simulation plus Bloomberg US Mortgage-Backed Securities Index (70% non MBS/30% MBS) from February 1989 to August 2005. The Index Allocation has been retrospectively calculated by Dimensional and did not exist prior to March 2020.
Dimensional Core Market 40/60 Index Allocation: Dimensional Index Allocation data compiled by Dimensional. 40% of the weight is allocated to the Dimensional Core Market 100/0 Index Allocation and 60% of the weight is allocated to the following indices: Dimensional Short-Term Extended Quality Index (40%) and Dimensional US Core Fixed Income Index (20%). The Index Allocation returns are calculated monthly as a weighted average of the returns of the underlying indices. The Dimensional Short-Term Extended Quality Index is represented by Bloomberg US Government/Credit 1–5 Year Bond Index from January 1985 to December 1995. The Dimensional US Core Fixed Income Index is represented by Bloomberg US Aggregate Bond Index from January 1985 to January 1989 and the US Government/Credit Simulation plus Bloomberg US Mortgage-Backed Securities Index (70% non MBS/30% MBS) from February 1989 to August 2005. The Index Allocation has been retrospectively calculated by Dimensional and did not exist prior to March 2020.
Dimensional Core Market 20/80 Index Allocation: Dimensional Index Allocation data compiled by Dimensional. 20% of the weight is allocated to the Dimensional Core Market 100/0 Index Allocation and 80% of the weight is allocated to the following indices: Bloomberg US TIPS Index (10%), Dimensional US Ultra-Short Fixed Income Index (10%), Dimensional Short-Term Extended Quality Index (50%), and Dimensional US Core Fixed Income Index (10%). The Index Allocation returns are calculated monthly as a weighted average of the returns of the underlying indices. The Dimensional Short-Term Extended Quality Index is represented by Bloomberg US Government/Credit 1–5 Year Bond Index from January 1985 to December 1995. The Dimensional US Core Fixed Income Index is represented by Bloomberg US Aggregate Bond Index from January 1985 to January 1989 and the US Government/Credit Simulation plus Bloomberg US Mortgage-Backed Securities Index (70% non MBS/30% MBS) from February 1989 to August 2005. The Bloomberg US TIPS Index is represented by the Bloomberg US Treasury Bond Index from January 1985 to February 1997. The Dimensional US Ultra-Short Fixed Income Index is represented by the ICE BofA US 3-Month Treasury Bill Index from January 1985 to January 1999. The Index Allocation has been retrospectively calculated by Dimensional and did not exist prior to March 2020.
Dimensional Core Market 0/100 Index Allocation: Dimensional Index Allocation data compiled by Dimensional. The Dimensional Core Market 0/100 Index Allocation combines the following indices: Bloomberg US TIPS Index (20%), Dimensional US Ultra Short Fixed Income Index (20%), and Dimensional Short-Term Extended Quality Index (60%). The Index Allocation returns are calculated monthly as a weighted average of the returns of the underlying indices. The Dimensional Short-Term Extended Quality Index is represented by Bloomberg US Government/Credit 1–5 Year Bond Index from January 1985 to December 1995. The Bloomberg US TIPS Index is represented by the Bloomberg US Treasury Bond Index from January 1985 to February 1997. The Dimensional US Ultra-Short Fixed Income Index is represented by the ICE BofA US 3-Month Treasury Bill Index from January 1985 to January 1999. The Index Allocation has been retrospectively calculated by Dimensional and did not exist prior to March 2020.