Bogleheads Three Funds vs Warren Buffett Portfolio Comparison

Simulation Settings
Period: January 1970 - November 2024 (~55 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bogleheads Three Funds Portfolio
1.00$
Initial Capital
December 1994
10.93$
Final Capital
November 2024
8.30%
Yearly Return
12.39
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Warren Buffett Portfolio
1.00$
Initial Capital
December 1994
20.00$
Final Capital
November 2024
10.50%
Yearly Return
13.66
Std Deviation
-45.52%
Max Drawdown
42months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1970
156.38$
Final Capital
November 2024
9.64%
Yearly Return
12.55
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Warren Buffett Portfolio
1.00$
Initial Capital
January 1970
237.49$
Final Capital
November 2024
10.47%
Yearly Return
13.91
Std Deviation
-45.52%
Max Drawdown
42months
Recovery Period

The Bogleheads Three Funds Portfolio obtained a 8.30% compound annual return, with a 12.39% standard deviation, in the last 30 Years.

The Warren Buffett Portfolio obtained a 10.50% compound annual return, with a 13.66% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1970 - 30 November 2024 (~55 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		16.98 3.63 9.66 22.68 9.45 8.36 8.30 9.64
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_warren_buffett.webp Warren Buffett Portfolio
Warren Buffett 		25.92 5.71 14.44 31.23 14.39 12.15 10.50 10.47
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since December 1994, now would be worth 10.93$, with a total return of 993.06% (8.30% annualized).

Warren Buffett Portfolio: an investment of 1$, since December 1994, now would be worth 20.00$, with a total return of 1900.24% (10.50% annualized).


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Bogleheads Three Funds Portfolio: an investment of 1$, since January 1970, now would be worth 156.38$, with a total return of 15538.27% (9.64% annualized).

Warren Buffett Portfolio: an investment of 1$, since January 1970, now would be worth 237.49$, with a total return of 23649.07% (10.47% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1970 - 30 November 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 (%) 22.68 31.23
Infl. Adjusted Return (%) 19.41 27.74
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 (%) 8.22 8.64
Sharpe Ratio 2.12 3.01
Sortino Ratio 2.59 3.76
Ulcer Index 1.13 1.04
Ratio: Return / Standard Deviation 2.76 3.61
Ratio: Return / Deepest Drawdown 6.60 8.52
Metrics calculated over the period 1 December 2023 - 30 November 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 (%) 9.45 14.39
Infl. Adjusted Return (%) 5.06 9.80
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 (%) 14.74 16.38
Sharpe Ratio 0.49 0.74
Sortino Ratio 0.64 0.97
Ulcer Index 8.36 8.32
Ratio: Return / Standard Deviation 0.64 0.88
Ratio: Return / Deepest Drawdown 0.41 0.62
Metrics calculated over the period 1 December 2019 - 30 November 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 (%) 8.36 12.15
Infl. Adjusted Return (%) 5.27 8.95
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 (%) 12.33 13.85
Sharpe Ratio 0.55 0.76
Sortino Ratio 0.73 1.02
Ulcer Index 6.42 6.30
Ratio: Return / Standard Deviation 0.68 0.88
Ratio: Return / Deepest Drawdown 0.36 0.53
Metrics calculated over the period 1 December 2014 - 30 November 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 (%) 8.30 10.50
Infl. Adjusted Return (%) 5.63 7.78
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 (%) 12.39 13.66
Sharpe Ratio 0.48 0.60
Sortino Ratio 0.63 0.79
Ulcer Index 10.83 12.58
Ratio: Return / Standard Deviation 0.67 0.77
Ratio: Return / Deepest Drawdown 0.19 0.23
Metrics calculated over the period 1 December 1994 - 30 November 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 (%) 9.64 10.47
Infl. Adjusted Return (%) 5.47 6.28
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 (%) 12.55 13.91
Sharpe Ratio 0.42 0.44
Sortino Ratio 0.56 0.59
Ulcer Index 9.25 11.01
Ratio: Return / Standard Deviation 0.77 0.75
Ratio: Return / Deepest Drawdown 0.22 0.23
Metrics calculated over the period 1 January 1970 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1970 - 30 November 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 - 30 November 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
 16.98 -3.44 25.92 -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