Bogleheads Three Funds vs Warren Buffett Portfolio Comparison

Period: January 1970 - October 2024 (~55 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bogleheads Three Funds Portfolio
1.00$
Initial Capital
November 1994
10.17$
Final Capital
October 2024
8.04%
Yearly Return
12.40
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Warren Buffett Portfolio
1.00$
Initial Capital
November 1994
18.29$
Final Capital
October 2024
10.17%
Yearly Return
13.65
Std Deviation
-45.52%
Max Drawdown
42months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1970
150.90$
Final Capital
October 2024
9.58%
Yearly Return
12.56
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Warren Buffett Portfolio
1.00$
Initial Capital
January 1970
224.66$
Final Capital
October 2024
10.38%
Yearly Return
13.90
Std Deviation
-45.52%
Max Drawdown
42months
Recovery Period

The Bogleheads Three Funds Portfolio obtained a 8.04% compound annual return, with a 12.40% standard deviation, in the last 30 Years.

The Warren Buffett Portfolio obtained a 10.17% compound annual return, with a 13.65% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1970 - 31 October 2024 (~55 years)
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Return (%) as of Oct 31, 2024
YTD
(10M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
Three Funds
Bogleheads 		12.88 -2.18 9.98 28.04 9.16 8.12 8.04 9.58
Warren Buffett Portfolio
Warren Buffett 		19.12 -0.82 13.15 34.94 13.88 11.80 10.17 10.38
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since November 1994, now would be worth 10.17$, with a total return of 916.92% (8.04% annualized).

Warren Buffett Portfolio: an investment of 1$, since November 1994, now would be worth 18.29$, with a total return of 1728.74% (10.17% annualized).


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Bogleheads Three Funds Portfolio: an investment of 1$, since January 1970, now would be worth 150.90$, with a total return of 14989.86% (9.58% annualized).

Warren Buffett Portfolio: an investment of 1$, since January 1970, now would be worth 224.66$, with a total return of 22366.33% (10.38% annualized).


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Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1970 - 31 October 2024 (~55 years)
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Three Funds Warren Buffett Portfolio
Author Bogleheads Warren Buffett
ASSET ALLOCATION
Stocks 80% 90%
Fixed Income 20% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 28.04 34.94
Infl. Adjusted Return (%) 24.82 31.55
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -3.67
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -3.44 -3.67
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.17 10.15
Sharpe Ratio 2.23 2.92
Sortino Ratio 3.09 4.04
Ulcer Index 1.13 1.04
Ratio: Return / Standard Deviation 2.76 3.44
Ratio: Return / Deepest Drawdown 8.15 9.53
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Three Funds Warren Buffett Portfolio
Author Bogleheads Warren Buffett
ASSET ALLOCATION
Stocks 80% 90%
Fixed Income 20% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.16 13.88
Infl. Adjusted Return (%) 4.79 9.32
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -23.08
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.18 -23.08
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 28
RISK INDICATORS
Standard Deviation (%) 14.70 16.29
Sharpe Ratio 0.47 0.72
Sortino Ratio 0.63 0.94
Ulcer Index 8.36 8.32
Ratio: Return / Standard Deviation 0.62 0.85
Ratio: Return / Deepest Drawdown 0.40 0.60
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Three Funds Warren Buffett Portfolio
Author Bogleheads Warren Buffett
ASSET ALLOCATION
Stocks 80% 90%
Fixed Income 20% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.12 11.80
Infl. Adjusted Return (%) 5.09 8.67
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -23.08
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.18 -23.08
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 28
RISK INDICATORS
Standard Deviation (%) 12.30 13.78
Sharpe Ratio 0.54 0.75
Sortino Ratio 0.71 0.99
Ulcer Index 6.42 6.30
Ratio: Return / Standard Deviation 0.66 0.86
Ratio: Return / Deepest Drawdown 0.35 0.51
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Three Funds Warren Buffett Portfolio
Author Bogleheads Warren Buffett
ASSET ALLOCATION
Stocks 80% 90%
Fixed Income 20% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.04 10.17
Infl. Adjusted Return (%) 5.38 7.46
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -45.52
Start to Recovery (months) 42 42
Longest Drawdown Depth (%) -33.38 -39.67
Start to Recovery (months) 57 73
Longest Negative Period (months) 118 132
RISK INDICATORS
Standard Deviation (%) 12.40 13.65
Sharpe Ratio 0.46 0.58
Sortino Ratio 0.60 0.76
Ulcer Index 10.83 12.59
Ratio: Return / Standard Deviation 0.65 0.75
Ratio: Return / Deepest Drawdown 0.18 0.22
Metrics calculated over the period 1 November 1994 - 31 October 2024
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Three Funds Warren Buffett Portfolio
Author Bogleheads Warren Buffett
ASSET ALLOCATION
Stocks 80% 90%
Fixed Income 20% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.58 10.38
Infl. Adjusted Return (%) 5.42 6.18
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -45.52
Start to Recovery (months) 42 42
Longest Drawdown Depth (%) -33.38 -39.67
Start to Recovery (months) 57 73
Longest Negative Period (months) 118 132
RISK INDICATORS
Standard Deviation (%) 12.56 13.90
Sharpe Ratio 0.41 0.43
Sortino Ratio 0.55 0.58
Ulcer Index 9.25 11.01
Ratio: Return / Standard Deviation 0.76 0.75
Ratio: Return / Deepest Drawdown 0.22 0.23
Metrics calculated over the period 1 January 1970 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1970 - 31 October 2024 (~55 years)

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Three Funds Warren Buffett Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.52 42 Nov 2007
Apr 2011
-43.68 42 Nov 2007
Apr 2011
-39.67 73 Sep 2000
Sep 2006
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-23.08 24 Jan 2022
Dec 2023
-17.49 6 Feb 2020
Jul 2020
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.04 10 May 2011
Feb 2012
-13.83 5 Jul 1998
Nov 1998
-12.46 5 Jul 1998
Nov 1998
-12.09 7 Oct 2018
Apr 2019
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016

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Three Funds Warren Buffett Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.52 42 Nov 2007
Apr 2011
-43.68 42 Nov 2007
Apr 2011
-40.52 42 Jan 1973
Jun 1976
-39.67 73 Sep 2000
Sep 2006
-34.07 37 Jan 1973
Jan 1976
-33.38 57 Apr 2000
Dec 2004
-27.35 21 Sep 1987
May 1989
-23.18 26 Jan 2022
Feb 2024
-23.08 24 Jan 2022
Dec 2023
-19.21 17 Sep 1987
Jan 1989
-17.49 6 Feb 2020
Jul 2020
-17.25 12 Jan 1970
Dec 1970
-17.24 12 Jan 1970
Dec 1970
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012

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 1970 - 31 October 2024 (~55 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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Three Funds Warren Buffett Portfolio
Year Return Drawdown Return Drawdown
2024
 12.88% -3.44% 19.12% -3.67%
2023
 18.86% -8.74% 24.86% -7.55%
2022
 -17.06% -23.18% -18.29% -23.08%
2021
 14.95% -3.53% 24.59% -4.32%
2020
 15.39% -17.01% 19.19% -17.49%
2019
 23.65% -4.68% 28.46% -5.73%
2018
 -6.89% -10.53% -3.84% -12.09%
2017
 19.54% 0.00% 19.83% 0.00%
2016
 8.39% -4.82% 10.69% -4.87%
2015
 -1.14% -8.74% 0.96% -7.73%
2014
 6.07% -3.01% 12.08% -2.97%
2013
 20.56% -2.36% 29.44% -2.62%
2012
 14.53% -7.09% 14.59% -6.10%
2011
 -2.14% -15.77% 1.43% -15.04%
2010
 13.50% -9.82% 14.55% -11.71%
2009
 26.45% -15.70% 24.66% -16.03%
2008
 -30.15% -33.07% -32.35% -33.45%
2007
 8.73% -4.35% 6.30% -4.37%
2006
 16.69% -3.08% 14.32% -2.48%
2005
 8.30% -3.34% 5.58% -3.97%
2004
 13.49% -2.83% 9.73% -2.96%
2003
 28.27% -3.88% 25.87% -3.66%
2002
 -13.11% -18.90% -19.13% -24.82%
2001
 -9.84% -18.61% -10.04% -20.31%
2000
 -7.69% -11.84% -7.27% -11.55%
1999
 20.73% -2.88% 19.15% -5.59%
1998
 18.03% -12.46% 26.49% -13.83%
1997
 17.15% -4.61% 30.52% -5.15%
1996
 12.60% -3.77% 21.03% -3.99%
1995
 22.72% -1.03% 34.91% -0.25%
1994
 2.31% -4.84% 1.01% -6.47%
1993
 16.23% -4.16% 9.53% -2.10%
1992
 1.54% -4.66% 7.36% -2.36%
1991
 22.09% -4.27% 28.35% -4.14%
1990
 -8.74% -15.31% -2.00% -12.77%
1989
 20.64% -2.08% 29.38% -2.30%
1988
 17.83% -3.20% 15.17% -3.40%
1987
 10.76% -19.21% 4.71% -27.35%
1986
 29.32% -4.89% 17.29% -7.59%
1985
 35.27% -2.34% 29.49% -3.46%
1984
 4.95% -7.57% 6.99% -6.07%
1983
 19.49% -2.98% 19.96% -3.02%
1982
 16.05% -10.52% 21.09% -7.70%
1981
 -1.38% -10.40% -3.26% -10.93%
1980
 24.15% -10.43% 29.60% -8.82%
1979
 15.99% -7.03% 17.05% -6.17%
1978
 13.84% -7.76% 5.62% -8.58%
1977
 3.33% -3.91% -6.77% -10.10%
1976
 16.66% -2.66% 22.58% -1.97%
1975
 29.64% -10.48% 34.14% -11.01%
1974
 -18.66% -25.61% -23.54% -30.75%
1973
 -11.64% -12.71% -14.10% -15.10%
1972
 21.03% -1.21% 17.45% -1.74%
1971
 20.20% -5.15% 13.67% -7.10%
1970
 1.50% -17.24% 4.95% -17.25%