Bogleheads Three Funds vs Value Stock Geek Weird Portfolio Comparison

Period: January 1975 - August 2024 (~50 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bogleheads Three Funds Portfolio
1.00$
Initial Capital
September 1994
10.14$
Final Capital
August 2024
8.03%
Yearly Return
12.40
Std Deviation
-43.68%
Max Drawdown
42 months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
September 1994
11.77$
Final Capital
August 2024
8.56%
Yearly Return
10.92
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1975
142.44$
Final Capital
August 2024
10.50%
Yearly Return
12.41
Std Deviation
-43.68%
Max Drawdown
42 months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
January 1975
189.54$
Final Capital
August 2024
11.14%
Yearly Return
10.88
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period

The Bogleheads Three Funds Portfolio obtained a 8.03% compound annual return, with a 12.40% standard deviation, in the last 30 Years.

The Value Stock Geek Weird Portfolio obtained a 8.56% compound annual return, with a 10.92% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1975 - 31 August 2024 (~50 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
Three Funds
Bogleheads 		13.08 2.14 9.39 19.97 10.02 8.02 8.03 10.50
Weird Portfolio
Value Stock Geek 		8.77 1.97 11.64 16.25 5.40 5.77 8.56 11.14
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since September 1994, now would be worth 10.14$, with a total return of 913.68% (8.03% annualized).

Value Stock Geek Weird Portfolio: an investment of 1$, since September 1994, now would be worth 11.77$, with a total return of 1076.68% (8.56% annualized).


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Bogleheads Three Funds Portfolio: an investment of 1$, since January 1975, now would be worth 142.44$, with a total return of 14143.94% (10.50% annualized).

Value Stock Geek Weird Portfolio: an investment of 1$, since January 1975, now would be worth 189.54$, with a total return of 18853.78% (11.14% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1975 - 31 August 2024 (~50 years)
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Three Funds Weird Portfolio
Author Bogleheads Value Stock Geek
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 19.97 16.25
Infl. Adjusted Return (%) 17.16 13.53
DRAWDOWN
Deepest Drawdown Depth (%) -6.46 -8.45
Start to Recovery (months) 3 4
Longest Drawdown Depth (%) -6.46 -8.45
Start to Recovery (months) 3 4
Longest Negative Period (months) 2 6
RISK INDICATORS
Standard Deviation (%) 11.87 16.02
Sharpe Ratio 1.23 0.68
Sortino Ratio 1.68 0.97
Ulcer Index 2.31 3.35
Ratio: Return / Standard Deviation 1.68 1.01
Ratio: Return / Deepest Drawdown 3.09 1.92
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Three Funds Weird Portfolio
Author Bogleheads Value Stock Geek
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.02 5.40
Infl. Adjusted Return (%) 5.65 1.22
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -24.18
Start to Recovery (months) 26 32*
Longest Drawdown Depth (%) -23.18 -24.18
Start to Recovery (months) 26 32*
Longest Negative Period (months) 34 47
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 14.64 14.33
Sharpe Ratio 0.54 0.23
Sortino Ratio 0.71 0.31
Ulcer Index 8.35 10.30
Ratio: Return / Standard Deviation 0.68 0.38
Ratio: Return / Deepest Drawdown 0.43 0.22
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Three Funds Weird Portfolio
Author Bogleheads Value Stock Geek
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.02 5.77
Infl. Adjusted Return (%) 5.06 2.87
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -24.18
Start to Recovery (months) 26 32*
Longest Drawdown Depth (%) -23.18 -24.18
Start to Recovery (months) 26 32*
Longest Negative Period (months) 34 47
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.31 11.66
Sharpe Ratio 0.53 0.37
Sortino Ratio 0.71 0.51
Ulcer Index 6.42 7.64
Ratio: Return / Standard Deviation 0.65 0.50
Ratio: Return / Deepest Drawdown 0.35 0.24
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Three Funds Weird Portfolio
Author Bogleheads Value Stock Geek
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.03 8.56
Infl. Adjusted Return (%) 5.38 5.91
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -32.97
Start to Recovery (months) 42 29
Longest Drawdown Depth (%) -33.38 -24.18
Start to Recovery (months) 57 32*
Longest Negative Period (months) 118 47
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 10.92
Sharpe Ratio 0.46 0.57
Sortino Ratio 0.60 0.76
Ulcer Index 10.83 6.63
Ratio: Return / Standard Deviation 0.65 0.78
Ratio: Return / Deepest Drawdown 0.18 0.26
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Three Funds Weird Portfolio
Author Bogleheads Value Stock Geek
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.50 11.14
Infl. Adjusted Return (%) 6.57 7.18
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -32.97
Start to Recovery (months) 42 29
Longest Drawdown Depth (%) -33.38 -24.18
Start to Recovery (months) 57 32*
Longest Negative Period (months) 118 47
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.41 10.88
Sharpe Ratio 0.50 0.63
Sortino Ratio 0.67 0.85
Ulcer Index 8.88 5.75
Ratio: Return / Standard Deviation 0.85 1.02
Ratio: Return / Deepest Drawdown 0.24 0.34
Metrics calculated over the period 1 January 1975 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1975 - 31 August 2024 (~50 years)

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Three Funds Weird Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-32.97 29 Nov 2007
Mar 2010
-24.18 32* Jan 2022
In progress
-23.18 26 Jan 2022
Feb 2024
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.46 5 Jul 1998
Nov 1998
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-7.32 6 Apr 2004
Sep 2004

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Three Funds Weird Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-32.97 29 Nov 2007
Mar 2010
-24.18 32* Jan 2022
In progress
-23.18 26 Jan 2022
Feb 2024
-19.21 17 Sep 1987
Jan 1989
-17.01 7 Jan 2020
Jul 2020
-16.24 18 Dec 1989
May 1991
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-15.06 5 Feb 1980
Jun 1980
-14.03 23 Dec 1980
Oct 1982
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.71 14 Sep 1987
Oct 1988

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 1975 - 31 August 2024 (~50 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 Weird Portfolio
Year Return Drawdown Return Drawdown
2024
 13.08% -3.44% 8.77% -4.13%
2023
 18.86% -8.74% 10.94% -12.66%
2022
 -17.06% -23.18% -18.17% -24.18%
2021
 14.95% -3.53% 14.49% -3.51%
2020
 15.39% -17.01% 10.52% -13.36%
2019
 23.65% -4.68% 21.93% -1.68%
2018
 -6.89% -10.53% -8.01% -8.66%
2017
 19.54% 0.00% 14.20% -0.31%
2016
 8.39% -4.82% 10.34% -6.58%
2015
 -1.14% -8.74% -1.57% -7.20%
2014
 6.07% -3.01% 11.39% -5.08%
2013
 20.56% -2.36% 5.71% -6.89%
2012
 14.53% -7.09% 13.28% -4.45%
2011
 -2.14% -15.77% 7.07% -5.96%
2010
 13.50% -9.82% 22.57% -4.90%
2009
 26.45% -15.70% 19.50% -17.34%
2008
 -30.15% -33.07% -15.22% -24.57%
2007
 8.73% -4.35% 4.32% -4.58%
2006
 16.69% -3.08% 21.26% -3.05%
2005
 8.30% -3.34% 13.51% -2.30%
2004
 13.49% -2.83% 20.31% -7.32%
2003
 28.27% -3.88% 32.68% -1.93%
2002
 -13.11% -18.90% 7.55% -8.65%
2001
 -9.84% -18.61% 4.90% -4.41%
2000
 -7.69% -11.84% 11.88% -2.51%
1999
 20.73% -2.88% 2.11% -4.11%
1998
 18.03% -12.46% -0.30% -13.23%
1997
 17.15% -4.61% 4.80% -3.83%
1996
 12.60% -3.77% 10.07% -2.17%
1995
 22.72% -1.03% 14.94% -1.53%
1994
 2.31% -4.84% -4.11% -7.57%
1993
 16.23% -4.16% 21.05% -2.35%
1992
 1.54% -4.66% 10.23% -2.71%
1991
 22.09% -4.27% 18.76% -2.61%
1990
 -8.74% -15.31% -10.86% -16.22%
1989
 20.64% -2.08% 13.23% -1.43%
1988
 17.83% -3.20% 12.98% -1.18%
1987
 10.76% -19.21% 8.44% -12.71%
1986
 29.32% -4.89% 28.08% -2.01%
1985
 35.27% -2.34% 30.14% -1.95%
1984
 4.95% -7.57% 5.34% -5.43%
1983
 19.49% -2.98% 16.56% -1.96%
1982
 16.05% -10.52% 23.60% -8.30%
1981
 -1.38% -10.40% -2.54% -10.01%
1980
 24.15% -10.43% 16.86% -15.06%
1979
 15.99% -7.03% 40.61% -8.18%
1978
 13.84% -7.76% 20.11% -6.79%
1977
 3.33% -3.91% 16.95% -0.10%
1976
 16.66% -2.66% 23.87% -2.72%
1975
 29.64% -10.48% 18.84% -10.11%