The Bogleheads Four Funds Portfolio is exposed for 80% on the Stock Market .

It's a Very High Risk portfolio and it can be replicated with 4 ETFs.

In the last 10 years, the portfolio obtained a 9.26% compound annual return, with a 10.55% standard deviation (Last Update: October 2019).

Asset Allocation and ETFs

The Bogleheads Four Funds Portfolio has the following asset allocation:

80% Stocks
20% Fixed Income
0% Commodities

The Bogleheads Four Funds Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
50.00 % VTI Vanguard Total Stock Market Equity, U.S., Large Cap
30.00 % VEU Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
10.00 % TIP iShares TIPS Bond Bond, U.S., All-Term
10.00 % BND Vanguard Total Bond Market Bond, U.S., All-Term

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Historical Returns

Bogleheads Four Funds Portfolio - Historical returns and stats:

Swipe left to see all data
Range Returns
Oct 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.13%
0.00%
1 - 0
YTD
+17.62%
-4.69%
May 2019 - May 2019
8 - 2
1Y
+12.36%
12.17%
-5.95%
Dec 2018 - Dec 2018
9 - 3
3Y
+10.33%
annualized
9.16%
-10.70%
Feb 2018 - Dec 2018
29 - 7
5Y
+6.97%
annualized
9.35%
-10.70%
Feb 2018 - Dec 2018
42 - 18
10Y
+9.26%
annualized
10.55%
-15.64%
May 2011 - Sep 2011
81 - 39
MAX
Dec 2000
+6.35%
annualized
12.09%
-44.07%
Nov 2007 - Feb 2009
141 - 85

* Annualized St.Dev. of monthly returns

Best Very High Risk Porftolios, ordered by 10Y annualized return.

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
US Stocks
+13.64% 1 100 0 0
Warren Buffett
+12.48% 2 90 10 0
Second Grader's Starter
Paul Farrell
+10.24% 3 90 10 0
Ultimate Buy and Hold Strategy
Paul Merriman
+10.18% 10 100 0 0
Core Four
Rick Ferri
+9.81% 4 80 20 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Bogleheads Four Funds Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.73% +48.60%
Mar 2009 - Feb 2010
-37.94%
Mar 2008 - Feb 2009
23.26%
2 Years
+7.83% +33.36%
Mar 2009 - Feb 2011
-20.48%
Mar 2007 - Feb 2009
16.26%
3 Years
+7.88% +22.28%
Mar 2009 - Feb 2012
-10.56%
Mar 2006 - Feb 2009
14.14%
5 Years
+7.54% +18.54%
Mar 2009 - Feb 2014
-2.51%
Mar 2004 - Feb 2009
1.80%
7 Years
+7.12% +12.65%
Mar 2009 - Feb 2016
+0.75%
Mar 2002 - Feb 2009
0.00%
10 Years
+7.22% +12.28%
Mar 2009 - Feb 2019
+4.60%
Feb 2001 - Jan 2011
0.00%
15 Years
+7.54% +9.57%
Feb 2003 - Jan 2018
+5.06%
Feb 2001 - Jan 2016
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+17.62% 6.8 2.3 1.4 2.9 -4.7 5.6 0.2 -1.3 1.6 2.1
2018
-7.02% 4.1 -3.7 -1.0 0.3 0.9 -0.2 2.5 1.2 0.1 -6.5 1.6 -6.0
2017
+19.47% 2.3 2.3 0.9 1.3 1.5 0.6 2.1 0.5 1.7 1.7 1.7 1.4
2016
+8.61% -4.3 -0.5 6.2 1.0 0.6 0.4 3.4 0.2 0.7 -1.8 1.2 1.6
2015
-1.37% -0.8 4.3 -1.0 1.8 0.2 -1.9 0.9 -5.5 -2.6 5.9 -0.1 -1.9
2014
+5.85% -3.0 4.2 0.3 0.7 1.9 1.9 -1.5 2.6 -2.8 1.6 1.3 -1.2
2013
+19.92% 3.3 0.3 2.2 2.1 -0.3 -2.3 4.5 -2.4 4.5 3.4 1.5 1.8
2012
+14.85% 4.9 3.7 1.1 -0.6 -6.4 3.9 0.9 2.2 2.4 -0.7 1.0 2.0
2011
-1.60% 1.3 2.8 0.3 3.5 -1.4 -1.2 -1.3 -5.3 -7.4 9.0 -0.8 -0.0
2010
+13.49% -3.2 2.0 5.2 1.0 -7.1 -3.1 6.6 -3.0 7.8 3.4 -1.2 5.7
2009
+26.98% -8.1 -8.2 7.7 9.0 7.5 -0.4 7.3 3.0 4.2 -2.2 4.8 1.6
2008
-30.83% -4.9 -1.1 -0.4 3.9 1.3 -6.3 -1.5 -0.6 -8.5 -16.0 -4.8 4.5
2007
+9.23% 1.2 -0.5 1.4 3.3 2.6 -0.8 -1.8 0.7 4.1 3.0 -3.1 -1.0
2006
+16.29% 3.7 -0.1 1.7 2.0 -3.0 -0.0 0.6 2.3 1.3 3.1 2.6 1.3
2005
+8.31% -1.7 2.3 -1.9 -1.4 2.1 0.9 2.9 0.7 1.7 -2.4 3.2 1.8
2004
+13.90% 2.0 1.8 -0.1 -2.8 1.0 1.8 -2.6 0.7 1.8 2.1 4.4 3.4
2003
+28.68% -2.5 -1.0 -0.4 7.2 5.4 1.5 1.4 2.2 0.8 5.1 1.5 4.7
2002
-12.27% -1.7 -0.4 3.3 -1.7 -0.1 -4.5 -6.7 1.0 -7.4 4.5 4.1 -2.7
2001
-9.93% 2.6 -6.8 -5.2 6.2 -0.3 -1.9 -1.1 -3.5 -7.1 2.5 4.1 1.0

* Note:
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001

VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007

TIP - iShares TIPS Bond: simulated historical serie, up to December 2003

BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007

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