Charles Schwab Conservative Income Portfolio vs Betterment Robo Advisor 20 Value Tilt Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - March 2025 (~40 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Charles Schwab Conservative Income Portfolio
1.00$
Initial Capital
April 1995
3.72$
Final Capital
March 2025
4.48%
Yearly Return
3.64%
Std Deviation
-11.50%
Max Drawdown
33months
Recovery Period
1.00$
Initial Capital
April 1995
1.76$
Final Capital
March 2025
1.90%
Yearly Return
3.64%
Std Deviation
-22.21%
Max Drawdown
56months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
9.18$
Final Capital
March 2025
5.66%
Yearly Return
3.85%
Std Deviation
-11.50%
Max Drawdown
33months
Recovery Period
1.00$
Initial Capital
January 1985
3.03$
Final Capital
March 2025
2.79%
Yearly Return
3.85%
Std Deviation
-22.21%
Max Drawdown
56months*
Recovery Period
* in progress
Betterment Robo Advisor 20 Value Tilt Portfolio
1.00$
Initial Capital
April 1995
4.63$
Final Capital
March 2025
5.24%
Yearly Return
4.16%
Std Deviation
-12.16%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
April 1995
2.19$
Final Capital
March 2025
2.65%
Yearly Return
4.16%
Std Deviation
-20.01%
Max Drawdown
51months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
13.18$
Final Capital
March 2025
6.62%
Yearly Return
4.46%
Std Deviation
-12.16%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
January 1985
4.35$
Final Capital
March 2025
3.72%
Yearly Return
4.46%
Std Deviation
-20.01%
Max Drawdown
51months*
Recovery Period
* in progress

As of March 2025, in the previous 30 Years, the Charles Schwab Conservative Income Portfolio obtained a 4.48% compound annual return, with a 3.64% standard deviation. It suffered a maximum drawdown of -11.50% that required 33 months to be recovered.

As of March 2025, in the previous 30 Years, the Betterment Robo Advisor 20 Value Tilt Portfolio obtained a 5.24% compound annual return, with a 4.16% standard deviation. It suffered a maximum drawdown of -12.16% that required 35 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Charles Schwab Conservative Income Portfolio
Weight
(%)
ETF
Ticker
Name
5.00
VNQ
Vanguard Real Estate
40.00
BND
Vanguard Total Bond Market
25.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
18.00
TIP
iShares TIPS Bond
7.00
HYG
iShares iBoxx $ High Yield Corporate Bond
5.00
BNDX
Vanguard Total International Bond
Betterment Robo Advisor 20 Value Tilt Portfolio
Weight
(%)
ETF
Ticker
Name
6.30
VTI
Vanguard Total Stock Market
5.60
EFA
iShares MSCI EAFE
3.70
EEM
iShares MSCI Emerging Markets
1.70
VTV
Vanguard Value
1.40
VOE
Vanguard Mid-Cap Value
1.20
IJS
iShares S&P Small-Cap 600 Value
42.80
SHY
iShares 1-3 Year Treasury Bond
10.70
BSV
Vanguard Short-Term Bond
9.80
BNDX
Vanguard Total International Bond
7.60
BND
Vanguard Total Bond Market
5.90
EMB
iShares JP Morgan USD Em Mkts Bd
3.30
TIP
iShares TIPS Bond
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Portfolio Returns as of Mar 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 March 2025 (~40 years)
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Return (%) as of Mar 31, 2025
YTD
(3M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_charles_schwab.webp Conservative Income
Charles Schwab
2.35 -0.06 0.41 5.50 1.83 2.10 4.48 5.66
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 20 Value Tilt
Betterment
1.62 -0.38 0.34 5.55 3.53 2.95 5.24 6.62
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

Charles Schwab Conservative Income Portfolio: an investment of 1$, since April 1995, now would be worth 3.72$, with a total return of 272.03% (4.48% annualized).

Betterment Robo Advisor 20 Value Tilt Portfolio: an investment of 1$, since April 1995, now would be worth 4.63$, with a total return of 363.00% (5.24% annualized).


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Charles Schwab Conservative Income Portfolio: an investment of 1$, since January 1985, now would be worth 9.18$, with a total return of 818.34% (5.66% annualized).

Betterment Robo Advisor 20 Value Tilt Portfolio: an investment of 1$, since January 1985, now would be worth 13.18$, with a total return of 1218.05% (6.62% annualized).


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Portfolio Metrics as of Mar 31, 2025

The following metrics, updated as of 31 March 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1985 - 31 March 2025 (~40 years)
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Conservative Income Robo Advisor 20 Value Tilt
Author Charles Schwab Betterment
ASSET ALLOCATION
Stocks 5% 19.9%
Fixed Income 95% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.50 5.55
Infl. Adjusted Return (%) 2.99 3.03
DRAWDOWN
Deepest Drawdown Depth (%) -1.89 -1.48
Start to Recovery (months) 5 2
Longest Drawdown Depth (%) -1.89 -1.38
Start to Recovery (months) 5 5
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 4.34 4.01
Sharpe Ratio 0.14 0.16
Sortino Ratio 0.17 0.20
Ulcer Index 0.89 0.67
Ratio: Return / Standard Deviation 1.27 1.39
Ratio: Return / Deepest Drawdown 2.91 3.75
Metrics calculated over the period 1 April 2024 - 31 March 2025
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Conservative Income Robo Advisor 20 Value Tilt
Author Charles Schwab Betterment
ASSET ALLOCATION
Stocks 5% 19.9%
Fixed Income 95% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.83 3.53
Infl. Adjusted Return (%) -2.44 -0.82
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -12.16
Start to Recovery (months) 33 35
Longest Drawdown Depth (%) -11.50 -12.16
Start to Recovery (months) 33 35
Longest Negative Period (months) 48 40
RISK INDICATORS
Standard Deviation (%) 5.07 5.24
Sharpe Ratio -0.12 0.20
Sortino Ratio -0.17 0.28
Ulcer Index 5.24 4.66
Ratio: Return / Standard Deviation 0.36 0.67
Ratio: Return / Deepest Drawdown 0.16 0.29
Metrics calculated over the period 1 April 2020 - 31 March 2025
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Conservative Income Robo Advisor 20 Value Tilt
Author Charles Schwab Betterment
ASSET ALLOCATION
Stocks 5% 19.9%
Fixed Income 95% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.10 2.95
Infl. Adjusted Return (%) -0.96 -0.13
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -12.16
Start to Recovery (months) 33 35
Longest Drawdown Depth (%) -11.50 -12.16
Start to Recovery (months) 33 35
Longest Negative Period (months) 52 45
RISK INDICATORS
Standard Deviation (%) 4.07 4.35
Sharpe Ratio 0.09 0.28
Sortino Ratio 0.13 0.38
Ulcer Index 3.78 3.41
Ratio: Return / Standard Deviation 0.51 0.68
Ratio: Return / Deepest Drawdown 0.18 0.24
Metrics calculated over the period 1 April 2015 - 31 March 2025
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Conservative Income Robo Advisor 20 Value Tilt
Author Charles Schwab Betterment
ASSET ALLOCATION
Stocks 5% 19.9%
Fixed Income 95% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.48 5.24
Infl. Adjusted Return (%) 1.90 2.65
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -12.16
Start to Recovery (months) 33 35
Longest Drawdown Depth (%) -11.50 -12.16
Start to Recovery (months) 33 35
Longest Negative Period (months) 52 45
RISK INDICATORS
Standard Deviation (%) 3.64 4.16
Sharpe Ratio 0.60 0.71
Sortino Ratio 0.80 0.94
Ulcer Index 2.40 2.33
Ratio: Return / Standard Deviation 1.23 1.26
Ratio: Return / Deepest Drawdown 0.39 0.43
Metrics calculated over the period 1 April 1995 - 31 March 2025
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Conservative Income Robo Advisor 20 Value Tilt
Author Charles Schwab Betterment
ASSET ALLOCATION
Stocks 5% 19.9%
Fixed Income 95% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.66 6.62
Infl. Adjusted Return (%) 2.79 3.72
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -12.16
Start to Recovery (months) 33 35
Longest Drawdown Depth (%) -11.50 -12.16
Start to Recovery (months) 33 35
Longest Negative Period (months) 52 45
RISK INDICATORS
Standard Deviation (%) 3.85 4.46
Sharpe Ratio 0.65 0.78
Sortino Ratio 0.89 1.06
Ulcer Index 2.20 2.15
Ratio: Return / Standard Deviation 1.47 1.48
Ratio: Return / Deepest Drawdown 0.49 0.54
Metrics calculated over the period 1 January 1985 - 31 March 2025
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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 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1985 - 31 March 2025 (~40 years)

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Conservative Income Robo Advisor 20 Value Tilt
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-12.16 35 Sep 2021
Jul 2024
-11.50 33 Jan 2022
Sep 2024
-9.97 15 May 2008
Jul 2009
-7.01 15 May 2008
Jul 2009
-4.38 5 Feb 2020
Jun 2020
-4.32 13 May 2013
May 2014
-4.07 6 May 1998
Oct 1998
-3.26 8 Jun 2011
Jan 2012
-2.79 5 Apr 2004
Aug 2004
-2.69 14 May 2015
Jun 2016
-2.57 3 Mar 2020
May 2020
-2.55 13 Aug 2016
Aug 2017
-2.38 14 Feb 2015
Mar 2016
-2.38 6 Jun 2002
Nov 2002
-2.28 6 Apr 2004
Sep 2004

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Conservative Income Robo Advisor 20 Value Tilt
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-12.16 35 Sep 2021
Jul 2024
-11.50 33 Jan 2022
Sep 2024
-9.97 15 May 2008
Jul 2009
-7.01 15 May 2008
Jul 2009
-4.85 6 Sep 1987
Feb 1988
-4.80 14 Feb 1994
Mar 1995
-4.47 15 Feb 1994
Apr 1995
-4.38 5 Feb 2020
Jun 2020
-4.32 13 May 2013
May 2014
-4.18 5 Aug 1990
Dec 1990
-4.07 6 May 1998
Oct 1998
-3.90 11 Mar 1987
Jan 1988
-3.26 8 Jun 2011
Jan 2012
-2.84 5 Jan 1990
May 1990
-2.79 5 Apr 2004
Aug 2004

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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 March 2025 (~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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Conservative Income Robo Advisor 20 Value Tilt
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
2.35 -0.06 1.62 -0.38
2024
3.16 -1.89 5.41 -1.48
2023
5.79 -3.43 7.68 -3.04
2022
-9.97 -11.50 -9.10 -11.83
2021
2.43 -1.40 2.61 -1.26
2020
5.45 -2.57 6.01 -4.38
2019
8.37 -0.27 9.57 -0.68
2018
-0.17 -1.84 -1.42 -2.14
2017
2.91 -0.28 6.24 0.00
2016
3.48 -2.55 4.01 -1.37
2015
-0.30 -2.38 -0.31 -2.69
2014
5.05 -1.20 2.92 -1.13
2013
-1.91 -4.32 3.86 -2.19
2012
4.58 -0.18 6.18 -1.76
2011
6.88 -0.61 1.94 -3.26
2010
6.25 -1.09 6.55 -1.59
2009
7.40 -3.86 10.31 -5.34
2008
-0.05 -7.01 -4.00 -8.67
2007
5.65 -1.21 7.51 -0.09
2006
5.45 -0.71 7.81 -1.09
2005
3.19 -1.10 5.11 -1.09
2004
5.92 -2.79 6.10 -2.28
2003
6.47 -2.06 12.15 -0.49
2002
7.47 -0.98 3.70 -2.38
2001
7.06 -0.84 5.73 -1.48
2000
10.92 -0.02 6.02 -1.47
1999
0.05 -1.43 8.74 -1.36
1998
6.75 -0.25 7.78 -4.07
1997
8.91 -0.83 7.86 -1.41
1996
5.56 -1.96 8.41 -0.87
1995
15.82 0.00 16.25 0.00
1994
-2.12 -4.80 -2.09 -4.47
1993
10.51 -0.90 14.56 -1.13
1992
7.63 -1.15 6.45 -1.46
1991
15.73 -0.03 19.85 -1.32
1990
6.08 -1.67 4.63 -4.18
1989
11.52 -0.97 16.78 -0.08
1988
7.76 -1.64 10.19 -0.87
1987
2.12 -3.90 2.79 -4.85
1986
13.85 -1.69 15.37 -2.01
1985
19.26 -1.36 21.34 -0.68
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