Merrill Lynch Edge Select Aggressive vs JL Collins Simple Path to Wealth Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 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 September 2024.
Reset settings
Close
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
October 1994
12.45$
Final Capital
September 2024
8.77%
Yearly Return
13.24
Std Deviation
-45.65%
Max Drawdown
41 months
Recovery Period
JL Collins Simple Path to Wealth Portfolio
1.00$
Initial Capital
October 1994
15.06$
Final Capital
September 2024
9.46%
Yearly Return
11.76
Std Deviation
-38.53%
Max Drawdown
38 months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
January 1985
55.45$
Final Capital
September 2024
10.63%
Yearly Return
13.32
Std Deviation
-45.65%
Max Drawdown
41 months
Recovery Period
JL Collins Simple Path to Wealth Portfolio
1.00$
Initial Capital
January 1985
48.78$
Final Capital
September 2024
10.27%
Yearly Return
11.85
Std Deviation
-38.53%
Max Drawdown
38 months
Recovery Period

The Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.77% compound annual return, with a 13.24% standard deviation, in the last 30 Years.

The JL Collins Simple Path to Wealth Portfolio obtained a 9.46% compound annual return, with a 11.76% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
Swipe left to see all data
Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Edge Select Aggressive
Merrill Lynch 		16.11 2.28 9.25 28.75 11.24 9.32 8.77 10.63
Simple Path to Wealth
JL Collins 		16.58 1.87 8.67 29.29 11.58 10.13 9.46 10.27
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since October 1994, now would be worth 12.45$, with a total return of 1144.80% (8.77% annualized).

JL Collins Simple Path to Wealth Portfolio: an investment of 1$, since October 1994, now would be worth 15.06$, with a total return of 1405.95% (9.46% annualized).


Loading data
Please wait
Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 55.45$, with a total return of 5445.49% (10.63% annualized).

JL Collins Simple Path to Wealth Portfolio: an investment of 1$, since January 1985, now would be worth 48.78$, with a total return of 4778.28% (10.27% annualized).


Loading data
Please wait

Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
Swipe left to see all data
Edge Select Aggressive Simple Path to Wealth
Author Merrill Lynch JL Collins
ASSET ALLOCATION
Stocks 84% 75%
Fixed Income 16% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 28.75 29.29
Infl. Adjusted Return (%) 25.72 26.25
DRAWDOWN
Deepest Drawdown Depth (%) -3.19 -3.90
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -2.47 -3.90
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.44 10.53
Sharpe Ratio 2.24 2.27
Sortino Ratio 3.12 3.07
Ulcer Index 1.12 1.27
Ratio: Return / Standard Deviation 2.75 2.78
Ratio: Return / Deepest Drawdown 9.01 7.52
Metrics calculated over the period 1 October 2023 - 30 September 2024
Swipe left to see all data
Edge Select Aggressive Simple Path to Wealth
Author Merrill Lynch JL Collins
ASSET ALLOCATION
Stocks 84% 75%
Fixed Income 16% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.24 11.58
Infl. Adjusted Return (%) 6.78 7.10
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -22.24
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -23.81 -22.24
Start to Recovery (months) 26 25
Longest Negative Period (months) 32 31
RISK INDICATORS
Standard Deviation (%) 15.17 14.66
Sharpe Ratio 0.60 0.64
Sortino Ratio 0.79 0.84
Ulcer Index 8.48 8.28
Ratio: Return / Standard Deviation 0.74 0.79
Ratio: Return / Deepest Drawdown 0.47 0.52
Metrics calculated over the period 1 October 2019 - 30 September 2024
Swipe left to see all data
Edge Select Aggressive Simple Path to Wealth
Author Merrill Lynch JL Collins
ASSET ALLOCATION
Stocks 84% 75%
Fixed Income 16% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.32 10.13
Infl. Adjusted Return (%) 6.28 7.08
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -22.24
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -23.81 -22.24
Start to Recovery (months) 26 25
Longest Negative Period (months) 32 31
RISK INDICATORS
Standard Deviation (%) 12.89 12.18
Sharpe Ratio 0.61 0.71
Sortino Ratio 0.81 0.94
Ulcer Index 6.57 6.17
Ratio: Return / Standard Deviation 0.72 0.83
Ratio: Return / Deepest Drawdown 0.39 0.46
Metrics calculated over the period 1 October 2014 - 30 September 2024
Swipe left to see all data
Edge Select Aggressive Simple Path to Wealth
Author Merrill Lynch JL Collins
ASSET ALLOCATION
Stocks 84% 75%
Fixed Income 16% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.77 9.46
Infl. Adjusted Return (%) 6.10 6.77
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -38.53
Start to Recovery (months) 41 38
Longest Drawdown Depth (%) -33.96 -30.50
Start to Recovery (months) 56 52
Longest Negative Period (months) 118 122
RISK INDICATORS
Standard Deviation (%) 13.24 11.76
Sharpe Ratio 0.49 0.61
Sortino Ratio 0.64 0.79
Ulcer Index 11.10 9.47
Ratio: Return / Standard Deviation 0.66 0.80
Ratio: Return / Deepest Drawdown 0.19 0.25
Metrics calculated over the period 1 October 1994 - 30 September 2024
Swipe left to see all data
Edge Select Aggressive Simple Path to Wealth
Author Merrill Lynch JL Collins
ASSET ALLOCATION
Stocks 84% 75%
Fixed Income 16% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.63 10.27
Infl. Adjusted Return (%) 7.63 7.28
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -38.53
Start to Recovery (months) 41 38
Longest Drawdown Depth (%) -33.96 -30.50
Start to Recovery (months) 56 52
Longest Negative Period (months) 118 122
RISK INDICATORS
Standard Deviation (%) 13.32 11.85
Sharpe Ratio 0.56 0.60
Sortino Ratio 0.74 0.78
Ulcer Index 10.04 8.66
Ratio: Return / Standard Deviation 0.80 0.87
Ratio: Return / Deepest Drawdown 0.23 0.27
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)

Loading data
Please wait
Swipe left to see all data
Edge Select Aggressive Simple Path to Wealth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.65 41 Nov 2007
Mar 2011
-38.53 38 Nov 2007
Dec 2010
-33.96 56 Apr 2000
Nov 2004
-30.50 52 Sep 2000
Dec 2004
-23.81 26 Jan 2022
Feb 2024
-22.24 25 Jan 2022
Jan 2024
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-15.46 6 Feb 2020
Jul 2020
-13.97 7 May 1998
Nov 1998
-13.02 5 Jul 1998
Nov 1998
-12.27 10 May 2011
Feb 2012
-11.27 7 Oct 2018
Apr 2019
-10.58 7 Oct 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016

Loading data
Please wait
Swipe left to see all data
Edge Select Aggressive Simple Path to Wealth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.65 41 Nov 2007
Mar 2011
-38.53 38 Nov 2007
Dec 2010
-33.96 56 Apr 2000
Nov 2004
-30.50 52 Sep 2000
Dec 2004
-23.81 26 Jan 2022
Feb 2024
-23.27 20 Sep 1987
Apr 1989
-22.86 17 Sep 1987
Jan 1989
-22.24 25 Jan 2022
Jan 2024
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-15.96 7 Aug 1990
Feb 1991
-15.46 6 Feb 2020
Jul 2020
-13.97 7 May 1998
Nov 1998
-13.02 5 Jul 1998
Nov 1998
-12.27 10 May 2011
Feb 2012

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 1985 - 30 September 2024 (~40 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
Edge Select Aggressive Simple Path to Wealth
Year Return Drawdown Return Drawdown
2024
 16.11% -3.19% 16.58% -3.90%
2023
 21.47% -8.85% 20.89% -8.12%
2022
 -17.87% -23.81% -17.91% -22.24%
2021
 15.74% -3.70% 18.79% -3.72%
2020
 17.62% -17.64% 17.70% -15.46%
2019
 24.61% -5.32% 25.21% -4.59%
2018
 -6.88% -11.27% -3.94% -10.58%
2017
 21.70% 0.00% 16.80% 0.00%
2016
 9.21% -4.97% 10.25% -3.99%
2015
 -1.81% -9.34% 0.41% -6.60%
2014
 6.27% -3.59% 10.86% -1.99%
2013
 20.62% -2.29% 24.56% -2.57%
2012
 15.28% -7.41% 13.13% -4.80%
2011
 -2.72% -16.85% 2.71% -12.27%
2010
 14.37% -10.38% 14.62% -9.46%
2009
 30.72% -15.46% 22.58% -13.96%
2008
 -32.45% -35.23% -26.02% -28.15%
2007
 10.67% -4.82% 5.76% -3.89%
2006
 16.89% -3.81% 12.84% -2.48%
2005
 9.86% -4.16% 5.33% -3.14%
2004
 13.59% -3.69% 10.65% -2.89%
2003
 30.43% -3.69% 24.06% -2.85%
2002
 -14.01% -20.65% -13.29% -18.79%
2001
 -9.00% -19.93% -6.12% -16.19%
2000
 -8.67% -12.07% -5.08% -11.10%
1999
 23.19% -2.88% 17.67% -4.79%
1998
 18.05% -13.97% 19.59% -13.02%
1997
 17.27% -6.20% 25.61% -3.67%
1996
 15.00% -3.98% 16.62% -4.42%
1995
 23.68% -0.91% 31.38% -0.57%
1994
 0.50% -7.08% -0.79% -6.83%
1993
 21.88% -3.14% 10.39% -1.89%
1992
 3.09% -3.48% 8.62% -1.93%
1991
 34.86% -4.62% 28.11% -3.49%
1990
 -6.03% -15.96% -2.40% -11.23%
1989
 30.19% -2.36% 24.50% -1.72%
1988
 18.97% -3.56% 14.83% -2.69%
1987
 4.52% -22.86% 2.34% -23.27%
1986
 25.81% -5.82% 14.71% -6.46%
1985
 34.45% -2.58% 29.02% -3.12%