Bogleheads Three Funds vs Scott Burns Couch Potato 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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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
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
December 1994
11.97$
Final Capital
November 2024
8.63%
Yearly Return
8.72
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1985
40.08$
Final Capital
November 2024
9.69%
Yearly Return
12.29
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
January 1985
36.92$
Final Capital
November 2024
9.46%
Yearly Return
9.06
Std Deviation
-27.04%
Max Drawdown
30months
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 Scott Burns Couch Potato Portfolio obtained a 8.63% compound annual return, with a 8.72% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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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_bogleheads.webp Three Funds
Bogleheads 		16.98 3.63 9.66 22.68 9.45 8.36 8.30 9.69
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns 		15.56 3.83 9.97 20.17 8.62 7.54 8.63 9.46
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).

Scott Burns Couch Potato Portfolio: an investment of 1$, since December 1994, now would be worth 11.97$, with a total return of 1097.27% (8.63% annualized).


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Bogleheads Three Funds Portfolio: an investment of 1$, since January 1985, now would be worth 40.08$, with a total return of 3908.01% (9.69% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 36.92$, with a total return of 3592.49% (9.46% 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 1985 - 30 November 2024 (~40 years)
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 22.68 20.17
Infl. Adjusted Return (%) 19.41 16.97
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -3.08
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -3.44 -3.08
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.22 6.72
Sharpe Ratio 2.12 2.22
Sortino Ratio 2.59 2.72
Ulcer Index 1.13 0.92
Ratio: Return / Standard Deviation 2.76 3.00
Ratio: Return / Deepest Drawdown 6.60 6.55
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.45 8.62
Infl. Adjusted Return (%) 5.06 4.26
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -19.77
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -23.18 -19.77
Start to Recovery (months) 26 27
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 14.74 11.56
Sharpe Ratio 0.49 0.55
Sortino Ratio 0.64 0.72
Ulcer Index 8.36 7.44
Ratio: Return / Standard Deviation 0.64 0.75
Ratio: Return / Deepest Drawdown 0.41 0.44
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.36 7.54
Infl. Adjusted Return (%) 5.27 4.47
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -19.77
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -23.18 -19.77
Start to Recovery (months) 26 27
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 12.33 9.35
Sharpe Ratio 0.55 0.64
Sortino Ratio 0.73 0.85
Ulcer Index 6.42 5.48
Ratio: Return / Standard Deviation 0.68 0.81
Ratio: Return / Deepest Drawdown 0.36 0.38
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.30 8.63
Infl. Adjusted Return (%) 5.63 5.95
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -27.04
Start to Recovery (months) 42 30
Longest Drawdown Depth (%) -33.38 -10.30
Start to Recovery (months) 57 33
Longest Negative Period (months) 118 62
RISK INDICATORS
Standard Deviation (%) 12.39 8.72
Sharpe Ratio 0.48 0.73
Sortino Ratio 0.63 0.95
Ulcer Index 10.83 5.17
Ratio: Return / Standard Deviation 0.67 0.99
Ratio: Return / Deepest Drawdown 0.19 0.32
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.69 9.46
Infl. Adjusted Return (%) 6.71 6.49
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -27.04
Start to Recovery (months) 42 30
Longest Drawdown Depth (%) -33.38 -10.30
Start to Recovery (months) 57 33
Longest Negative Period (months) 118 62
RISK INDICATORS
Standard Deviation (%) 12.29 9.06
Sharpe Ratio 0.53 0.70
Sortino Ratio 0.70 0.92
Ulcer Index 9.68 4.86
Ratio: Return / Standard Deviation 0.79 1.04
Ratio: Return / Deepest Drawdown 0.22 0.35
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

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

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Three Funds Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-27.04 30 Nov 2007
Apr 2010
-23.18 26 Jan 2022
Feb 2024
-19.77 27 Jan 2022
Mar 2024
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-12.46 5 Jul 1998
Nov 1998
-10.72 5 Feb 2020
Jun 2020
-10.53 15 Feb 2018
Apr 2019
-10.30 33 Sep 2000
May 2003
-9.88 14 Jun 2015
Jul 2016
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-6.25 8 May 2011
Dec 2011

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Three Funds Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-27.04 30 Nov 2007
Apr 2010
-23.18 26 Jan 2022
Feb 2024
-19.77 27 Jan 2022
Mar 2024
-19.21 17 Sep 1987
Jan 1989
-17.01 7 Jan 2020
Jul 2020
-16.03 17 Sep 1987
Jan 1989
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-12.46 5 Jul 1998
Nov 1998
-10.72 5 Feb 2020
Jun 2020
-10.53 15 Feb 2018
Apr 2019
-10.30 33 Sep 2000
May 2003
-9.88 14 Jun 2015
Jul 2016

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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Three Funds Couch Potato
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 16.98 -3.44 15.56 -3.08
2023
 18.86 -8.74 14.66 -6.50
2022
 -17.06 -23.18 -16.31 -19.77
2021
 14.95 -3.53 15.67 -2.76
2020
 15.39 -17.01 15.93 -10.72
2019
 23.65 -4.68 19.51 -2.63
2018
 -6.89 -10.53 -3.32 -8.06
2017
 19.54 0.00 12.07 0.00
2016
 8.39 -4.82 8.75 -2.08
2015
 -1.14 -8.74 -0.70 -5.47
2014
 6.07 -3.01 8.07 -2.34
2013
 20.56 -2.36 12.48 -3.18
2012
 14.53 -7.09 11.42 -2.32
2011
 -2.14 -15.77 7.12 -6.25
2010
 13.50 -9.82 11.78 -6.09
2009
 26.45 -15.70 18.92 -9.98
2008
 -30.15 -33.07 -18.47 -22.29
2007
 8.73 -4.35 8.64 -1.70
2006
 16.69 -3.08 7.99 -1.54
2005
 8.30 -3.34 4.40 -1.83
2004
 13.49 -2.83 10.53 -3.54
2003
 28.27 -3.88 19.38 -1.09
2002
 -13.11 -18.90 -1.93 -6.44
2001
 -9.84 -18.61 -1.68 -8.57
2000
 -7.69 -11.84 3.54 -5.60
1999
 20.73 -2.88 9.67 -3.30
1998
 18.03 -12.46 16.26 -8.06
1997
 17.15 -4.61 21.85 -3.41
1996
 12.60 -3.77 11.14 -2.76
1995
 22.72 -1.03 29.40 0.00
1994
 2.31 -4.84 -3.21 -8.78
1993
 16.23 -4.16 13.19 -1.53
1992
 1.54 -4.66 8.92 -2.25
1991
 22.09 -4.27 25.50 -2.55
1990
 -8.74 -15.31 1.06 -7.58
1989
 20.64 -2.08 21.95 -1.62
1988
 17.83 -3.20 11.91 -2.50
1987
 10.76 -19.21 1.19 -16.03
1986
 29.32 -4.89 16.48 -5.55
1985
 35.27 -2.34 28.66 -1.87