Dedalo Invest Dedalo Three Portfolio vs US Stocks Quality Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - January 2025 (~49 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 1976)
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 1976
208.55$
Final Capital
January 2025
11.49%
Yearly Return
15.28%
Std Deviation
-52.14%
Max Drawdown
59months
Recovery Period
1.00$
Initial Capital
January 1976
36.50$
Final Capital
January 2025
7.60%
Yearly Return
15.28%
Std Deviation
-52.93%
Max Drawdown
65months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
February 1995
30.12$
Final Capital
January 2025
12.02%
Yearly Return
15.11%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
February 1995
14.27$
Final Capital
January 2025
9.27%
Yearly Return
15.11%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period
1.00$
Initial Capital
January 1976
326.85$
Final Capital
January 2025
12.52%
Yearly Return
15.00%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1976
57.20$
Final Capital
January 2025
8.59%
Yearly Return
15.00%
Std Deviation
-50.85%
Max Drawdown
149months
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 Quality Portfolio obtained a 12.02% compound annual return, with a 15.11% standard deviation. It suffered a maximum drawdown of -46.25% 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 Quality Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
QUAL
iShares Edge MSCI USA Quality Factor ETF
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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 1976 - 31 January 2025 (~49 years)
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Return (%) as of Jan 31, 2025
YTD
(1M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
//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 11.49
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Quality
-- Market Benchmark 		2.96 2.96 7.39 23.10 14.40 13.42 12.02 12.52
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 Quality Portfolio: an investment of 1$, since February 1995, now would be worth 30.12$, with a total return of 2912.33% (12.02% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1976, now would be worth 208.55$, with a total return of 20755.04% (11.49% annualized).

US Stocks Quality Portfolio: an investment of 1$, since January 1976, now would be worth 326.85$, with a total return of 32584.86% (12.52% 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 1976 - 31 January 2025 (~49 years)
Swipe left to see all data
Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 24.34 23.10
Infl. Adjusted Return (%) 21.21 20.00
DRAWDOWN
Deepest Drawdown Depth (%) -4.12 -4.50
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -3.01 -3.60
Start to Recovery (months) 2* 2*
Longest Negative Period (months) 2 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.38 11.68
Sharpe Ratio 1.85 1.54
Sortino Ratio 2.31 1.98
Ulcer Index 1.45 1.67
Ratio: Return / Standard Deviation 2.34 1.98
Ratio: Return / Deepest Drawdown 5.91 5.14
Metrics calculated over the period 1 February 2024 - 31 January 2025
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.47 14.40
Infl. Adjusted Return (%) 8.92 9.82
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 18.25 18.81
Sharpe Ratio 0.61 0.64
Sortino Ratio 0.80 0.85
Ulcer Index 9.06 9.50
Ratio: Return / Standard Deviation 0.74 0.77
Ratio: Return / Deepest Drawdown 0.54 0.52
Metrics calculated over the period 1 February 2020 - 31 January 2025
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.16 13.42
Infl. Adjusted Return (%) 8.82 10.04
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 15.38 15.68
Sharpe Ratio 0.68 0.75
Sortino Ratio 0.91 1.00
Ulcer Index 7.01 7.17
Ratio: Return / Standard Deviation 0.79 0.86
Ratio: Return / Deepest Drawdown 0.49 0.48
Metrics calculated over the period 1 February 2015 - 31 January 2025
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.06 12.02
Infl. Adjusted Return (%) 7.35 9.27
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -46.25
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -44.69 -43.01
Start to Recovery (months) 65 77
Longest Negative Period (months) 137 130
RISK INDICATORS
Standard Deviation (%) 15.51 15.11
Sharpe Ratio 0.50 0.64
Sortino Ratio 0.65 0.85
Ulcer Index 14.63 13.77
Ratio: Return / Standard Deviation 0.65 0.80
Ratio: Return / Deepest Drawdown 0.19 0.26
Metrics calculated over the period 1 February 1995 - 31 January 2025
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.49 12.52
Infl. Adjusted Return (%) 7.60 8.59
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -46.25
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -44.69 -43.01
Start to Recovery (months) 65 77
Longest Negative Period (months) 137 130
RISK INDICATORS
Standard Deviation (%) 15.28 15.00
Sharpe Ratio 0.48 0.55
Sortino Ratio 0.63 0.75
Ulcer Index 12.10 11.66
Ratio: Return / Standard Deviation 0.75 0.83
Ratio: Return / Deepest Drawdown 0.22 0.27
Metrics calculated over the period 1 January 1976 - 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 1976 - 31 January 2025 (~49 years)

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Dedalo Three US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-46.25 40 Nov 2007
Feb 2011
-44.69 65 Sep 2000
Jan 2006
-43.01 77 Sep 2000
Jan 2007
-27.78 24 Jan 2022
Dec 2023
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-19.34 7 Jan 2020
Jul 2020
-17.27 5 Jul 1998
Nov 1998
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-13.86 7 Oct 2018
Apr 2019
-12.07 4 Jul 1998
Oct 1998
-10.24 14 Jun 2015
Jul 2016
-7.51 5 Apr 2000
Aug 2000

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Dedalo Three US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-46.25 40 Nov 2007
Feb 2011
-44.69 65 Sep 2000
Jan 2006
-43.01 77 Sep 2000
Jan 2007
-29.94 21 Sep 1987
May 1989
-28.32 20 Sep 1987
Apr 1989
-27.78 24 Jan 2022
Dec 2023
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-19.34 7 Jan 2020
Jul 2020
-18.81 23 Dec 1980
Oct 1982
-18.54 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979
-17.64 9 Jun 1990
Feb 1991
-17.27 5 Jul 1998
Nov 1998

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 1976 - 31 January 2025 (~49 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 Quality
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.04 0.00 2.96 0.00
2024
 21.62 -4.12 22.29 -4.50
2023
 24.84 -9.28 30.88 -6.88
2022
 -19.06 -25.03 -20.49 -27.78
2021
 23.45 -4.36 26.93 -6.45
2020
 19.70 -21.23 17.03 -19.34
2019
 29.51 -6.31 33.89 -6.58
2018
 -6.58 -13.86 -5.68 -14.61
2017
 22.20 0.00 22.27 -0.04
2016
 11.53 -6.09 9.21 -4.62
2015
 -0.31 -9.69 5.46 -6.64
2014
 9.88 -3.55 11.62 -4.19
2013
 30.30 -2.87 34.11 -2.85
2012
 16.65 -7.77 12.59 -7.19
2011
 -1.57 -18.86 7.32 -13.90
2010
 16.12 -13.01 14.04 -12.90
2009
 30.02 -18.21 24.74 -18.35
2008
 -38.58 -39.39 -31.36 -32.42
2007
 7.43 -4.72 9.91 -4.10
2006
 17.68 -2.99 12.62 -3.30
2005
 7.97 -3.59 5.28 -3.71
2004
 14.03 -3.28 8.51 -3.83
2003
 32.35 -3.73 23.58 -4.72
2002
 -20.01 -26.98 -21.34 -27.87
2001
 -12.52 -24.34 -10.47 -22.22
2000
 -10.82 -15.16 -6.78 -12.22
1999
 24.56 -5.78 26.24 -4.34
1998
 23.06 -17.27 45.30 -12.07
1997
 26.24 -5.13 32.95 -5.23
1996
 18.59 -5.91 30.34 -3.76
1995
 30.83 -1.31 39.91 -0.17
1994
 1.59 -6.54 5.81 -6.09
1993
 14.86 -2.28 -1.84 -3.85
1992
 5.08 -2.85 2.36 -3.83
1991
 28.61 -4.77 42.31 -3.57
1990
 -9.23 -17.64 3.83 -11.84
1989
 24.94 -3.57 36.63 -2.05
1988
 19.28 -3.15 15.66 -3.85
1987
 6.82 -28.32 4.18 -29.94
1986
 23.00 -7.23 24.86 -7.56
1985
 34.39 -3.95 33.09 -3.58
1984
 3.23 -8.43 8.49 -5.91
1983
 22.81 -3.17 16.46 -3.65
1982
 17.69 -12.44 19.76 -10.30
1981
 -3.92 -12.31 -6.60 -13.09
1980
 31.48 -11.45 36.68 -9.37
1979
 20.74 -7.20 14.27 -7.04
1978
 11.35 -10.24 6.16 -9.35
1977
 -1.78 -6.78 -11.04 -14.07
1976
 22.91 -2.35 16.99 -3.07
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Mastering ETF Investing
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English book
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