Bogleheads Three Funds vs Aim Ways Aim Bold Strategy Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bogleheads Three Funds Portfolio
1.00$
Initial Capital
October 1994
10.57$
Final Capital
September 2024
8.18%
Yearly Return
12.39
Std Deviation
-43.68%
Max Drawdown
42 months
Recovery Period
Aim Ways Aim Bold Strategy Portfolio
1.00$
Initial Capital
October 1994
12.59$
Final Capital
September 2024
8.81%
Yearly Return
9.91
Std Deviation
-30.09%
Max Drawdown
29 months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1985
39.54$
Final Capital
September 2024
9.69%
Yearly Return
12.30
Std Deviation
-43.68%
Max Drawdown
42 months
Recovery Period
Aim Ways Aim Bold Strategy Portfolio
1.00$
Initial Capital
January 1985
39.62$
Final Capital
September 2024
9.70%
Yearly Return
9.61
Std Deviation
-30.09%
Max Drawdown
29 months
Recovery Period

The Bogleheads Three Funds Portfolio obtained a 8.18% compound annual return, with a 12.39% standard deviation, in the last 30 Years.

The Aim Ways Aim Bold Strategy Portfolio obtained a 8.81% compound annual return, with a 9.91% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Three Funds
Bogleheads 		15.40 2.05 8.57 27.49 10.11 8.53 8.18 9.69
Aim Bold Strategy
Aim Ways 		14.71 2.62 9.45 26.49 9.66 8.20 8.81 9.70
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since October 1994, now would be worth 10.57$, with a total return of 956.71% (8.18% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since October 1994, now would be worth 12.59$, with a total return of 1159.05% (8.81% annualized).


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Bogleheads Three Funds Portfolio: an investment of 1$, since January 1985, now would be worth 39.54$, with a total return of 3853.77% (9.69% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 39.62$, with a total return of 3862.44% (9.70% annualized).


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Metrics as of Sep 30, 2024

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

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Three Funds Aim Bold Strategy
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 27.49 26.49
Infl. Adjusted Return (%) 24.49 23.52
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -1.66
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.60 -0.45
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 10.35 7.20
Sharpe Ratio 2.14 2.93
Sortino Ratio 2.93 4.24
Ulcer Index 1.20 0.48
Ratio: Return / Standard Deviation 2.66 3.68
Ratio: Return / Deepest Drawdown 7.99 15.96
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Three Funds Aim Bold Strategy
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 10.11 9.66
Infl. Adjusted Return (%) 5.70 5.26
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -20.16
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.18 -20.16
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 14.65 11.45
Sharpe Ratio 0.54 0.65
Sortino Ratio 0.71 0.87
Ulcer Index 8.35 6.77
Ratio: Return / Standard Deviation 0.69 0.84
Ratio: Return / Deepest Drawdown 0.44 0.48
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Three Funds Aim Bold Strategy
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.53 8.20
Infl. Adjusted Return (%) 5.52 5.20
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -20.16
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.18 -20.16
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 12.27 9.43
Sharpe Ratio 0.57 0.71
Sortino Ratio 0.76 0.97
Ulcer Index 6.42 5.09
Ratio: Return / Standard Deviation 0.69 0.87
Ratio: Return / Deepest Drawdown 0.37 0.41
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Three Funds Aim Bold Strategy
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.18 8.81
Infl. Adjusted Return (%) 5.52 6.14
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -30.09
Start to Recovery (months) 42 29
Longest Drawdown Depth (%) -33.38 -25.79
Start to Recovery (months) 57 47
Longest Negative Period (months) 118 53
RISK INDICATORS
Standard Deviation (%) 12.39 9.91
Sharpe Ratio 0.47 0.66
Sortino Ratio 0.62 0.88
Ulcer Index 10.83 7.65
Ratio: Return / Standard Deviation 0.66 0.89
Ratio: Return / Deepest Drawdown 0.19 0.29
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Three Funds Aim Bold Strategy
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.69 9.70
Infl. Adjusted Return (%) 6.72 6.72
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -30.09
Start to Recovery (months) 42 29
Longest Drawdown Depth (%) -33.38 -25.79
Start to Recovery (months) 57 47
Longest Negative Period (months) 118 53
RISK INDICATORS
Standard Deviation (%) 12.30 9.61
Sharpe Ratio 0.53 0.68
Sortino Ratio 0.70 0.90
Ulcer Index 9.70 6.88
Ratio: Return / Standard Deviation 0.79 1.01
Ratio: Return / Deepest Drawdown 0.22 0.32
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

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

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Three Funds Aim Bold Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-30.09 29 Nov 2007
Mar 2010
-25.79 47 Apr 2000
Feb 2004
-23.18 26 Jan 2022
Feb 2024
-20.16 24 Jan 2022
Dec 2023
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-12.46 5 Jul 1998
Nov 1998
-10.73 5 Feb 2020
Jun 2020
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016
-8.84 9 May 2011
Jan 2012
-8.31 4 Jul 1998
Oct 1998
-7.04 13 Jun 2015
Jun 2016

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Three Funds Aim Bold Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-30.09 29 Nov 2007
Mar 2010
-25.79 47 Apr 2000
Feb 2004
-23.18 26 Jan 2022
Feb 2024
-20.16 24 Jan 2022
Dec 2023
-19.21 17 Sep 1987
Jan 1989
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-14.07 17 Sep 1987
Jan 1989
-12.46 5 Jul 1998
Nov 1998
-10.73 5 Feb 2020
Jun 2020
-10.72 7 Aug 1990
Feb 1991
-10.53 15 Feb 2018
Apr 2019

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 September 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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Three Funds Aim Bold Strategy
Year Return Drawdown Return Drawdown
2024
 15.40% -3.44% 14.71% -1.66%
2023
 18.86% -8.74% 20.27% -5.40%
2022
 -17.06% -23.18% -15.30% -20.16%
2021
 14.95% -3.53% 9.04% -3.19%
2020
 15.39% -17.01% 17.74% -10.73%
2019
 23.65% -4.68% 20.90% -3.36%
2018
 -6.89% -10.53% -3.18% -6.43%
2017
 19.54% 0.00% 16.48% -0.61%
2016
 8.39% -4.82% 8.00% -3.18%
2015
 -1.14% -8.74% -1.61% -6.91%
2014
 6.07% -3.01% 5.99% -2.49%
2013
 20.56% -2.36% 9.77% -4.32%
2012
 14.53% -7.09% 13.75% -5.44%
2011
 -2.14% -15.77% 3.00% -8.84%
2010
 13.50% -9.82% 15.52% -5.03%
2009
 26.45% -15.70% 31.47% -7.78%
2008
 -30.15% -33.07% -22.24% -27.48%
2007
 8.73% -4.35% 12.22% -3.27%
2006
 16.69% -3.08% 14.03% -3.25%
2005
 8.30% -3.34% 7.49% -2.58%
2004
 13.49% -2.83% 9.98% -2.74%
2003
 28.27% -3.88% 24.97% -1.29%
2002
 -13.11% -18.90% -5.10% -12.15%
2001
 -9.84% -18.61% -5.85% -14.68%
2000
 -7.69% -11.84% -8.48% -12.35%
1999
 20.73% -2.88% 25.84% -2.85%
1998
 18.03% -12.46% 23.03% -8.31%
1997
 17.15% -4.61% 6.95% -3.92%
1996
 12.60% -3.77% 15.50% -2.32%
1995
 22.72% -1.03% 21.99% -0.16%
1994
 2.31% -4.84% -2.69% -7.21%
1993
 16.23% -4.16% 20.47% -0.27%
1992
 1.54% -4.66% 6.50% -2.28%
1991
 22.09% -4.27% 25.47% -2.70%
1990
 -8.74% -15.31% -3.46% -10.72%
1989
 20.64% -2.08% 13.97% -1.45%
1988
 17.83% -3.20% 9.96% -2.65%
1987
 10.76% -19.21% 8.85% -14.07%
1986
 29.32% -4.89% 18.12% -2.25%
1985
 35.27% -2.34% 28.86% -1.35%