Dedalo Invest Dedalo Three Portfolio vs US Stocks Minimum Volatility Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
February 1995
17.73$
Final Capital
January 2025
10.06%
Yearly Return
15.51%
Std Deviation
-52.14%
Max Drawdown
59months
Recovery Period
1.00$
Initial Capital
February 1995
8.40$
Final Capital
January 2025
7.35%
Yearly Return
15.51%
Std Deviation
-52.93%
Max Drawdown
65months
Recovery Period
1.00$
Initial Capital
January 1985
68.17$
Final Capital
January 2025
11.11%
Yearly Return
15.38%
Std Deviation
-52.14%
Max Drawdown
59months
Recovery Period
1.00$
Initial Capital
January 1985
22.64$
Final Capital
January 2025
8.09%
Yearly Return
15.38%
Std Deviation
-52.93%
Max Drawdown
65months
Recovery Period
US Stocks Minimum Volatility Portfolio
1.00$
Initial Capital
February 1995
18.27$
Final Capital
January 2025
10.17%
Yearly Return
13.75%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
February 1995
8.66$
Final Capital
January 2025
7.46%
Yearly Return
13.75%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1985
71.96$
Final Capital
January 2025
11.26%
Yearly Return
14.16%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
23.90$
Final Capital
January 2025
8.24%
Yearly Return
14.16%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period

As of January 2025, in the previous 30 Years, the Dedalo Invest Dedalo Three Portfolio obtained a 10.06% compound annual return, with a 15.51% standard deviation. It suffered a maximum drawdown of -52.14% that required 59 months to be recovered.

As of January 2025, in the previous 30 Years, the US Stocks Minimum Volatility Portfolio obtained a 10.17% compound annual return, with a 13.75% standard deviation. It suffered a maximum drawdown of -43.27% that required 40 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Dedalo Invest Dedalo Three Portfolio
Weight
(%)		 ETF
Ticker		 Name
70.00
VTI
Vanguard Total Stock Market
30.00
VT
Vanguard Total World Stock
US Stocks Minimum Volatility Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
USMV
iShares Edge MSCI Min Vol USA
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Portfolio Returns as of Jan 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 January 2025 (~40 years)
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Return (%) as of Jan 31, 2025
YTD
(1M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_dedaloinvest.webp Dedalo Three
Dedalo Invest 		3.04 3.04 9.16 24.34 13.47 12.16 10.06 11.11
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Minimum Volatility
-- Market Benchmark 		3.56 3.56 6.60 17.32 8.36 10.67 10.17 11.26
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since February 1995, now would be worth 17.73$, with a total return of 1672.95% (10.06% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since February 1995, now would be worth 18.27$, with a total return of 1727.00% (10.17% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1985, now would be worth 68.17$, with a total return of 6716.75% (11.11% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 71.96$, with a total return of 7096.41% (11.26% annualized).


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Portfolio Metrics as of Jan 31, 2025

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

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)
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Dedalo Three US Stocks Minimum Volatility
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 24.34 17.32
Infl. Adjusted Return (%) 21.21 14.37
DRAWDOWN
Deepest Drawdown Depth (%) -4.12 -5.66
Start to Recovery (months) 2 2*
Longest Drawdown Depth (%) -3.01 -3.74
Start to Recovery (months) 2* 3
Longest Negative Period (months) 2 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.38 11.27
Sharpe Ratio 1.85 1.08
Sortino Ratio 2.31 1.32
Ulcer Index 1.45 2.04
Ratio: Return / Standard Deviation 2.34 1.54
Ratio: Return / Deepest Drawdown 5.91 3.06
Metrics calculated over the period 1 February 2024 - 31 January 2025
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Dedalo Three US Stocks Minimum Volatility
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.47 8.36
Infl. Adjusted Return (%) 8.92 4.01
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -19.06
Start to Recovery (months) 24 10
Longest Drawdown Depth (%) -25.03 -17.35
Start to Recovery (months) 24 25
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 18.25 15.22
Sharpe Ratio 0.61 0.39
Sortino Ratio 0.80 0.52
Ulcer Index 9.06 6.65
Ratio: Return / Standard Deviation 0.74 0.55
Ratio: Return / Deepest Drawdown 0.54 0.44
Metrics calculated over the period 1 February 2020 - 31 January 2025
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Dedalo Three US Stocks Minimum Volatility
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.16 10.67
Infl. Adjusted Return (%) 8.82 7.38
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -19.06
Start to Recovery (months) 24 10
Longest Drawdown Depth (%) -25.03 -17.35
Start to Recovery (months) 24 25
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 15.38 12.43
Sharpe Ratio 0.68 0.73
Sortino Ratio 0.91 0.96
Ulcer Index 7.01 4.96
Ratio: Return / Standard Deviation 0.79 0.86
Ratio: Return / Deepest Drawdown 0.49 0.56
Metrics calculated over the period 1 February 2015 - 31 January 2025
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Dedalo Three US Stocks Minimum Volatility
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.06 10.17
Infl. Adjusted Return (%) 7.35 7.46
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -43.27
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -44.69 -35.36
Start to Recovery (months) 65 59
Longest Negative Period (months) 137 131
RISK INDICATORS
Standard Deviation (%) 15.51 13.75
Sharpe Ratio 0.50 0.57
Sortino Ratio 0.65 0.76
Ulcer Index 14.63 10.61
Ratio: Return / Standard Deviation 0.65 0.74
Ratio: Return / Deepest Drawdown 0.19 0.23
Metrics calculated over the period 1 February 1995 - 31 January 2025
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Dedalo Three US Stocks Minimum Volatility
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.11 11.26
Infl. Adjusted Return (%) 8.09 8.24
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -43.27
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -44.69 -35.36
Start to Recovery (months) 65 59
Longest Negative Period (months) 137 131
RISK INDICATORS
Standard Deviation (%) 15.38 14.16
Sharpe Ratio 0.52 0.57
Sortino Ratio 0.67 0.75
Ulcer Index 13.12 9.94
Ratio: Return / Standard Deviation 0.72 0.80
Ratio: Return / Deepest Drawdown 0.21 0.26
Metrics calculated over the period 1 January 1985 - 31 January 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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)

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Dedalo Three US Stocks Minimum Volatility
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-44.69 65 Sep 2000
Jan 2006
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-17.27 5 Jul 1998
Nov 1998
-16.52 5 Jul 1998
Nov 1998
-13.86 7 Oct 2018
Apr 2019
-11.70 8 May 2011
Dec 2011
-10.24 14 Jun 2015
Jul 2016
-9.14 6 Jul 1999
Dec 1999
-7.56 5 Oct 2018
Feb 2019

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Dedalo Three US Stocks Minimum Volatility
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-44.69 65 Sep 2000
Jan 2006
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-30.08 21 Sep 1987
May 1989
-28.32 20 Sep 1987
Apr 1989
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-19.06 10 Feb 2020
Nov 2020
-17.64 9 Jun 1990
Feb 1991
-17.35 25 Jan 2022
Jan 2024
-17.27 5 Jul 1998
Nov 1998
-16.52 5 Jul 1998
Nov 1998
-14.10 9 Jun 1990
Feb 1991
-13.86 7 Oct 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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 January 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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Dedalo Three US Stocks Minimum Volatility
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.04 0.00 3.56 0.00
2024
 21.62 -4.12 15.74 -5.66
2023
 24.84 -9.28 10.33 -4.29
2022
 -19.06 -25.03 -9.42 -17.35
2021
 23.45 -4.36 20.84 -4.99
2020
 19.70 -21.23 5.64 -19.06
2019
 29.51 -6.31 27.69 -1.61
2018
 -6.58 -13.86 1.36 -7.56
2017
 22.20 0.00 18.91 -0.35
2016
 11.53 -6.09 10.57 -5.27
2015
 -0.31 -9.69 5.45 -5.12
2014
 9.88 -3.55 16.33 -3.04
2013
 30.30 -2.87 25.09 -3.26
2012
 16.65 -7.77 10.82 -2.17
2011
 -1.57 -18.86 12.70 -11.70
2010
 16.12 -13.01 14.52 -12.81
2009
 30.02 -18.21 18.18 -19.43
2008
 -38.58 -39.39 -25.77 -28.06
2007
 7.43 -4.72 4.15 -5.15
2006
 17.68 -2.99 14.77 -3.11
2005
 7.97 -3.59 6.45 -3.39
2004
 14.03 -3.28 14.34 -2.88
2003
 32.35 -3.73 19.79 -5.68
2002
 -20.01 -26.98 -15.44 -24.56
2001
 -12.52 -24.34 -7.96 -20.58
2000
 -10.82 -15.16 2.67 -9.24
1999
 24.56 -5.78 7.63 -9.14
1998
 23.06 -17.27 22.82 -16.52
1997
 26.24 -5.13 30.20 -5.47
1996
 18.59 -5.91 14.96 -5.24
1995
 30.83 -1.31 36.61 -0.39
1994
 1.59 -6.54 0.13 -7.03
1993
 14.86 -2.28 11.82 -2.26
1992
 5.08 -2.85 6.42 -2.83
1991
 28.61 -4.77 28.86 -4.68
1990
 -9.23 -17.64 -2.01 -14.10
1989
 24.94 -3.57 35.71 -2.13
1988
 19.28 -3.15 15.74 -3.84
1987
 6.82 -28.32 3.77 -30.08
1986
 23.00 -7.23 17.36 -8.39
1985
 34.39 -3.95 32.55 -3.71
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book