Bogleheads Three Funds vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Simulation Settings
Period: January 1982 - November 2024 (~43 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond November 2024.
Reset settings
Close
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
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
December 1994
19.15$
Final Capital
November 2024
10.34%
Yearly Return
9.64
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1982
58.33$
Final Capital
November 2024
9.94%
Yearly Return
12.30
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
January 1982
100.51$
Final Capital
November 2024
11.34%
Yearly Return
9.90
Std Deviation
-32.52%
Max Drawdown
40months
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 Stocks/Bonds 60/40 Momentum Portfolio obtained a 10.34% compound annual return, with a 9.64% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1982 - 30 November 2024 (~43 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//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 9.94
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40 Momentum
-- Market Benchmark 		24.39 4.94 12.22 29.72 8.04 8.87 10.34 11.34
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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since December 1994, now would be worth 19.15$, with a total return of 1814.54% (10.34% annualized).


Loading data
Please wait
Bogleheads Three Funds Portfolio: an investment of 1$, since January 1982, now would be worth 58.33$, with a total return of 5732.77% (9.94% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 100.51$, with a total return of 9950.75% (11.34% annualized).


Loading data
Please wait

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 1982 - 30 November 2024 (~43 years)
Swipe left to see all data
Three Funds Stocks/Bonds 60/40 Momentum
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 22.68 29.72
Infl. Adjusted Return (%) 19.41 26.27
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -4.38
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -3.44 -4.38
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.22 9.47
Sharpe Ratio 2.12 2.59
Sortino Ratio 2.59 3.13
Ulcer Index 1.13 1.26
Ratio: Return / Standard Deviation 2.76 3.14
Ratio: Return / Deepest Drawdown 6.60 6.79
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Three Funds Stocks/Bonds 60/40 Momentum
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.45 8.04
Infl. Adjusted Return (%) 5.06 3.70
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -24.21
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -23.18 -24.21
Start to Recovery (months) 26 32
Longest Negative Period (months) 34 40
RISK INDICATORS
Standard Deviation (%) 14.74 13.03
Sharpe Ratio 0.49 0.44
Sortino Ratio 0.64 0.60
Ulcer Index 8.36 11.57
Ratio: Return / Standard Deviation 0.64 0.62
Ratio: Return / Deepest Drawdown 0.41 0.33
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Three Funds Stocks/Bonds 60/40 Momentum
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.36 8.87
Infl. Adjusted Return (%) 5.27 5.77
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -24.21
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -23.18 -24.21
Start to Recovery (months) 26 32
Longest Negative Period (months) 34 40
RISK INDICATORS
Standard Deviation (%) 12.33 10.54
Sharpe Ratio 0.55 0.69
Sortino Ratio 0.73 0.93
Ulcer Index 6.42 8.37
Ratio: Return / Standard Deviation 0.68 0.84
Ratio: Return / Deepest Drawdown 0.36 0.37
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Three Funds Stocks/Bonds 60/40 Momentum
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.30 10.34
Infl. Adjusted Return (%) 5.63 7.62
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -32.52
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -33.38 -21.14
Start to Recovery (months) 57 41
Longest Negative Period (months) 118 53
RISK INDICATORS
Standard Deviation (%) 12.39 9.64
Sharpe Ratio 0.48 0.83
Sortino Ratio 0.63 1.10
Ulcer Index 10.83 8.22
Ratio: Return / Standard Deviation 0.67 1.07
Ratio: Return / Deepest Drawdown 0.19 0.32
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Three Funds Stocks/Bonds 60/40 Momentum
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.94 11.34
Infl. Adjusted Return (%) 6.87 8.24
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -32.52
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -33.38 -21.14
Start to Recovery (months) 57 41
Longest Negative Period (months) 118 53
RISK INDICATORS
Standard Deviation (%) 12.30 9.90
Sharpe Ratio 0.52 0.78
Sortino Ratio 0.68 1.04
Ulcer Index 9.40 7.33
Ratio: Return / Standard Deviation 0.81 1.15
Ratio: Return / Deepest Drawdown 0.23 0.35
Metrics calculated over the period 1 January 1982 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1982 - 30 November 2024 (~43 years)

Loading data
Please wait
Swipe left to see all data
Three Funds Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-23.18 26 Jan 2022
Feb 2024
-21.14 41 Sep 2000
Jan 2004
-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
-9.29 9 Oct 2018
Jun 2019
-7.14 9 May 2011
Jan 2012
-6.78 3 Aug 1998
Oct 1998

Loading data
Please wait
Swipe left to see all data
Three Funds Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-23.18 26 Jan 2022
Feb 2024
-21.14 41 Sep 2000
Jan 2004
-20.08 21 Sep 1987
May 1989
-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
-12.46 5 Jul 1998
Nov 1998
-10.73 5 Feb 2020
Jun 2020
-10.53 15 Feb 2018
Apr 2019
-10.52 9 Jan 1982
Sep 1982

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 1982 - 30 November 2024 (~43 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
Three Funds Stocks/Bonds 60/40 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 16.98 -3.44 24.39 -4.38
2023
 18.86 -8.74 7.65 -5.48
2022
 -17.06 -23.18 -16.20 -21.97
2021
 14.95 -3.53 7.27 -2.88
2020
 15.39 -17.01 20.99 -10.73
2019
 23.65 -4.68 19.89 -0.92
2018
 -6.89 -10.53 -1.04 -9.29
2017
 19.54 0.00 23.93 0.00
2016
 8.39 -4.82 4.01 -3.57
2015
 -1.14 -8.74 5.58 -4.61
2014
 6.07 -3.01 11.10 -2.40
2013
 20.56 -2.36 19.91 -2.13
2012
 14.53 -7.09 10.22 -3.51
2011
 -2.14 -15.77 6.73 -7.14
2010
 13.50 -9.82 13.29 -6.43
2009
 26.45 -15.70 11.92 -12.79
2008
 -30.15 -33.07 -21.83 -24.08
2007
 8.73 -4.35 13.35 -1.41
2006
 16.69 -3.08 8.04 -2.23
2005
 8.30 -3.34 12.44 -0.99
2004
 13.49 -2.83 11.72 -2.06
2003
 28.27 -3.88 17.18 -1.95
2002
 -13.11 -18.90 -4.07 -11.25
2001
 -9.84 -18.61 -7.04 -13.57
2000
 -7.69 -11.84 -1.21 -6.50
1999
 20.73 -2.88 23.95 -1.65
1998
 18.03 -12.46 32.69 -6.78
1997
 17.15 -4.61 25.89 -3.48
1996
 12.60 -3.77 19.33 -2.32
1995
 22.72 -1.03 32.67 0.00
1994
 2.31 -4.84 -1.72 -6.35
1993
 16.23 -4.16 11.81 -0.99
1992
 1.54 -4.66 5.45 -2.52
1991
 22.09 -4.27 28.24 -2.57
1990
 -8.74 -15.31 4.36 -7.66
1989
 20.64 -2.08 31.11 -1.20
1988
 17.83 -3.20 7.18 -3.36
1987
 10.76 -19.21 2.02 -20.08
1986
 29.32 -4.89 19.66 -5.55
1985
 35.27 -2.34 28.33 -1.52
1984
 4.95 -7.57 5.51 -7.11
1983
 19.49 -2.98 12.26 -3.09
1982
 16.05 -10.52 30.72 -2.23