Ben Stein Long Term Portfolio vs Merrill Lynch Edge Select Aggressive Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1985)
Ben Stein Long Term Portfolio
1.00$
Initial Capital
December 1994
9.89$
Final Capital
November 2024
7.94%
Yearly Return
12.43%
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1985
37.18$
Final Capital
November 2024
9.48%
Yearly Return
12.31%
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
December 1994
12.93$
Final Capital
November 2024
8.91%
Yearly Return
13.23%
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
January 1985
56.37$
Final Capital
November 2024
10.63%
Yearly Return
13.31%
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period

As of November 2024, in the previous 30 Years, the Ben Stein Long Term Portfolio obtained a 7.94% compound annual return, with a 12.43% standard deviation. It suffered a maximum drawdown of -45.92% that required 42 months to be recovered.

As of November 2024, in the previous 30 Years, the Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.91% compound annual return, with a 13.23% standard deviation. It suffered a maximum drawdown of -45.65% that required 41 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Ben Stein Long Term Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
20.00
EFA
iShares MSCI EAFE
10.00
EEM
iShares MSCI Emerging Markets
10.00
IJS
iShares S&P Small-Cap 600 Value
10.00
VNQ
Vanguard Real Estate
20.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
Merrill Lynch Edge Select Aggressive Portfolio
Weight
(%)		 ETF
Ticker		 Name
29.00
VUG
Vanguard Growth
21.00
VEU
Vanguard FTSE All-World ex-US
19.00
VTV
Vanguard Value
9.00
EEM
iShares MSCI Emerging Markets
3.00
IJS
iShares S&P Small-Cap 600 Value
3.00
IJT
iShares S&P Small-Cap 600 Growth
5.00
IEI
iShares 3-7 Year Treasury Bond
4.00
LQD
iShares Investment Grade Corporate Bond
3.00
MBB
iShares MBS
2.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
1.00
BNDX
Vanguard Total International Bond
1.00
HYG
iShares iBoxx $ High Yield Corporate Bond
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ben_stein.webp Long Term Portfolio
Ben Stein 		14.38 3.35 9.24 20.49 8.32 7.29 7.94 9.48
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_merrill_lynch.webp Edge Select Aggressive
Merrill Lynch 		18.02 3.73 10.31 23.68 10.58 9.14 8.91 10.63
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since December 1994, now would be worth 9.89$, with a total return of 889.17% (7.94% annualized).

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since December 1994, now would be worth 12.93$, with a total return of 1192.95% (8.91% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1985, now would be worth 37.18$, with a total return of 3618.05% (9.48% annualized).

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 56.37$, with a total return of 5536.82% (10.63% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

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 1985 - 30 November 2024 (~40 years)
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Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.49 23.68
Infl. Adjusted Return (%) 17.29 20.39
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.19
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.17 -0.21
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.53 8.11
Sharpe Ratio 1.79 2.27
Sortino Ratio 2.26 2.79
Ulcer Index 1.13 1.05
Ratio: Return / Standard Deviation 2.40 2.92
Ratio: Return / Deepest Drawdown 6.14 7.42
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.32 10.58
Infl. Adjusted Return (%) 3.97 6.14
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -23.81
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -23.81
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 32
RISK INDICATORS
Standard Deviation (%) 14.31 15.25
Sharpe Ratio 0.42 0.54
Sortino Ratio 0.56 0.72
Ulcer Index 7.63 8.49
Ratio: Return / Standard Deviation 0.58 0.69
Ratio: Return / Deepest Drawdown 0.41 0.44
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.29 9.14
Infl. Adjusted Return (%) 4.24 6.03
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -23.81
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -23.81
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 12.00 12.95
Sharpe Ratio 0.48 0.59
Sortino Ratio 0.64 0.78
Ulcer Index 5.92 6.57
Ratio: Return / Standard Deviation 0.61 0.71
Ratio: Return / Deepest Drawdown 0.36 0.38
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 8.91
Infl. Adjusted Return (%) 5.28 6.22
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -45.65
Start to Recovery (months) 42 41
Longest Drawdown Depth (%) -45.92 -33.96
Start to Recovery (months) 42 56
Longest Negative Period (months) 110 118
RISK INDICATORS
Standard Deviation (%) 12.43 13.23
Sharpe Ratio 0.45 0.50
Sortino Ratio 0.59 0.65
Ulcer Index 9.46 11.10
Ratio: Return / Standard Deviation 0.64 0.67
Ratio: Return / Deepest Drawdown 0.17 0.20
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.48 10.63
Infl. Adjusted Return (%) 6.51 7.63
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -45.65
Start to Recovery (months) 42 41
Longest Drawdown Depth (%) -45.92 -33.96
Start to Recovery (months) 42 56
Longest Negative Period (months) 110 118
RISK INDICATORS
Standard Deviation (%) 12.31 13.31
Sharpe Ratio 0.51 0.56
Sortino Ratio 0.66 0.74
Ulcer Index 8.56 10.01
Ratio: Return / Standard Deviation 0.77 0.80
Ratio: Return / Deepest Drawdown 0.21 0.23
Metrics calculated over the period 1 January 1985 - 30 November 2024
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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Long Term Portfolio Edge Select Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-45.65 41 Nov 2007
Mar 2011
-33.96 56 Apr 2000
Nov 2004
-23.81 26 Jan 2022
Feb 2024
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-17.64 7 Jan 2020
Jul 2020
-16.94 19 May 2011
Nov 2012
-16.85 11 May 2011
Mar 2012
-15.80 11 May 1998
Mar 1999
-13.97 7 May 1998
Nov 1998
-11.27 7 Oct 2018
Apr 2019
-10.70 8 Sep 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016

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Long Term Portfolio Edge Select Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-45.65 41 Nov 2007
Mar 2011
-33.96 56 Apr 2000
Nov 2004
-23.81 26 Jan 2022
Feb 2024
-23.11 39 Sep 2000
Nov 2003
-22.86 17 Sep 1987
Jan 1989
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-17.64 7 Jan 2020
Jul 2020
-16.94 19 May 2011
Nov 2012
-16.85 11 May 2011
Mar 2012
-15.96 7 Aug 1990
Feb 1991
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991

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 1985 - 30 November 2024 (~40 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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Long Term Portfolio Edge Select Aggressive
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 14.38 -3.34 18.02 -3.19
2023
 16.02 -8.92 21.47 -8.85
2022
 -14.26 -20.52 -17.87 -23.81
2021
 16.72 -3.20 15.74 -3.70
2020
 9.40 -19.33 17.62 -17.64
2019
 21.13 -4.75 24.61 -5.32
2018
 -7.39 -10.70 -6.88 -11.27
2017
 16.88 0.00 21.70 0.00
2016
 9.22 -4.80 9.21 -4.97
2015
 -2.18 -8.57 -1.81 -9.34
2014
 5.91 -3.45 6.27 -3.59
2013
 18.10 -2.66 20.62 -2.29
2012
 14.19 -7.09 15.28 -7.41
2011
 -3.35 -16.94 -2.72 -16.85
2010
 13.80 -10.43 14.37 -10.38
2009
 26.25 -17.28 30.72 -15.46
2008
 -30.51 -33.62 -32.45 -35.23
2007
 5.66 -5.92 10.67 -4.82
2006
 19.42 -3.62 16.89 -3.81
2005
 10.21 -3.30 9.86 -4.16
2004
 15.66 -4.29 13.59 -3.69
2003
 30.79 -3.98 30.43 -3.69
2002
 -10.67 -17.62 -14.01 -20.65
2001
 -4.80 -15.85 -9.00 -19.93
2000
 -2.79 -8.99 -8.67 -12.07
1999
 21.76 -2.43 23.19 -2.88
1998
 7.54 -15.80 18.05 -13.97
1997
 13.81 -4.54 17.27 -6.20
1996
 15.37 -3.55 15.00 -3.98
1995
 16.95 -1.90 23.68 -0.91
1994
 -0.18 -6.15 0.50 -7.08
1993
 23.87 -3.66 21.88 -3.14
1992
 3.67 -3.34 3.09 -3.48
1991
 31.77 -4.13 34.86 -4.62
1990
 -8.84 -15.40 -6.03 -15.96
1989
 25.31 -2.86 30.19 -2.36
1988
 19.53 -2.49 18.97 -3.56
1987
 2.59 -20.11 4.52 -22.86
1986
 22.75 -4.06 25.81 -5.82
1985
 30.54 -2.54 34.45 -2.58
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book