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Source: BLS, FactSet, Federal Reserve, J.P. Morgan Asset Management
Real 10-year Treasury yields are calculated as the daily Treasury yield less year-over-year core CPI inflation for that month. For the current month, we use the prior month’s score CPI figures until the latest data is available.
Data as of March 31, 2024.
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In US dollars. Source: S&P and Dow Jones data © 2022 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes. Dimensional Index data compiled by Dimensional. MSCI data © 2022, all rights reserved. ICE BofA index data © 2022 ICE Data Indices, LLC. Bloomberg data provided by Bloomberg. FTSE fixed income indices © 2022 FTSE Fixed Income LLC. All rights reserved. See “Index Descriptions” in the appendix for descriptions of Dimensional’s index data. Diversification does not eliminate the risk of market loss. Past performance is not a guarantee of future results. Indices are not available for direct investment. Their performance does not reflect expenses associated with the management of an actual portfolio.