Bogleheads Four Funds Portfolio: ETF allocation and returns

Last Update: 31 May 2020

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 8.73% compound annual return, with a 11.29% standard deviation.

In 2019, the portfolio granted a 2.73% dividend yield. If you are interested in getting periodic income, please refer to the Bogleheads Four Funds Portfolio: Dividend Yield page.

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

Portfolio and ETF Returns

The Bogleheads Four Funds Portfolio guaranteed the following returns.

BOGLEHEADS FOUR FUNDS PORTFOLIO RETURNS (%)

Last Update: 31 May 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Bogleheads Four Funds Portfolio	+4.10	+0.25	-3.50	+6.91	+5.90	+5.76	+8.73
*Components*
VTI - Vanguard Total Stock Market	+5.40	+2.65	-2.97	+11.28	+9.52	+9.14	+12.78
VEU - Vanguard FTSE All-World ex-US	+4.68	-5.11	-10.83	-2.79	-0.08	+1.04	+4.75
TIP - iShares TIPS Bond	+0.65	+1.88	+5.38	+8.06	+4.31	+3.27	+3.41
BND - Vanguard Total Bond Market	+0.67	+1.97	+5.64	+9.75	+5.18	+4.02	+3.79

(*) annualized

Portfolio returns are calculated assuming:

a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
the reinvestment of dividends

If you are interested in getting periodic income, please refer to the Bogleheads Four Funds Portfolio: Dividend Yield page.

Historical Returns

Bogleheads Four Funds Portfolio - Historical returns and stats.

BOGLEHEADS FOUR FUNDS PORTFOLIO

Last Update: 31 May 2020

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Period	Returns May 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+4.10%		0.00%	1 - 0
3M	+0.25%		-11.54% Mar 2020 - Mar 2020	2 - 1
6M	-3.50%		-17.10% Jan 2020 - Mar 2020	3 - 3
YTD	-6.05%		-17.10% Jan 2020 - Mar 2020	2 - 3
1Y	+6.91%	17.55%	-17.10% Jan 2020 - Mar 2020	8 - 4
3Y	+5.90% annualized	13.19%	-17.10% Jan 2020 - Mar 2020	26 - 10
5Y	+5.76% annualized	11.74%	-17.10% Jan 2020 - Mar 2020	42 - 18
10Y	+8.73% annualized	11.29%	-17.10% Jan 2020 - Mar 2020	80 - 40
MAX 01 Jan 2001	+6.08% annualized	12.49%	-44.07% Nov 2007 - Feb 2009	145 - 88

* Annualized St.Dev. of monthly returns

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

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Technology	+18.99%	1	100	0	Compare
US Stocks	+12.78%	1	100	0	Compare
Warren Buffett	+12.02%	2	90	10	Compare
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Edge Select Aggressive Merrill Lynch	+9.18%	12	84	16	Compare

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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since May 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-17.10%	Jan 2020	Mar 2020	3	in progress	2	5
-15.64%	May 2011	Sep 2011	5	Mar 2012	6	11
-10.70%	Feb 2018	Dec 2018	11	Apr 2019	4	15
-10.06%	Jun 2015	Feb 2016	9	Jul 2016	5	14
-6.92%	Apr 2012	May 2012	2	Sep 2012	4	6
-4.69%	May 2019	May 2019	1	Jun 2019	1	2
-3.07%	Jun 2010	Jun 2010	1	Jul 2010	1	2
-2.99%	Aug 2010	Aug 2010	1	Sep 2010	1	2
-2.96%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-2.81%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-2.52%	May 2013	Jun 2013	2	Jul 2013	1	3
-2.44%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-2.02%	Dec 2014	Jan 2015	2	Feb 2015	1	3
-1.76%	Oct 2016	Oct 2016	1	Dec 2016	2	3
-1.48%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.33%	Aug 2019	Aug 2019	1	Sep 2019	1	2
-1.20%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-1.00%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.66%	Oct 2012	Oct 2012	1	Nov 2012	1	2

Worst drawdowns since December 2000.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-44.07%	Nov 2007	Feb 2009	16	Apr 2011	26	42
-27.27%	Feb 2001	Sep 2002	20	Jan 2004	16	36
-17.10%	Jan 2020	Mar 2020	3	in progress	2	5
-15.64%	May 2011	Sep 2011	5	Mar 2012	6	11
-10.70%	Feb 2018	Dec 2018	11	Apr 2019	4	15
-10.06%	Jun 2015	Feb 2016	9	Jul 2016	5	14
-6.92%	Apr 2012	May 2012	2	Sep 2012	4	6
-4.69%	May 2019	May 2019	1	Jun 2019	1	2
-3.22%	Mar 2005	Apr 2005	2	Jul 2005	3	5
-3.02%	May 2006	Jun 2006	2	Sep 2006	3	5
-2.96%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-2.93%	Mar 2004	Apr 2004	2	Oct 2004	6	8
-2.81%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-2.55%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-2.52%	May 2013	Jun 2013	2	Jul 2013	1	3
-2.44%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-2.42%	Oct 2005	Oct 2005	1	Nov 2005	1	2
-2.02%	Dec 2014	Jan 2015	2	Feb 2015	1	3
-1.76%	Oct 2016	Oct 2016	1	Dec 2016	2	3
-1.68%	Jan 2005	Jan 2005	1	Feb 2005	1	2

Rolling Returns

Bogleheads Four Funds Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+7.74%	+48.60% Mar 2009 - Feb 2010	-37.94% Mar 2008 - Feb 2009	23.42%
2 Years	+7.69%	+33.36% Mar 2009 - Feb 2011	-20.48% Mar 2007 - Feb 2009	16.19%
3 Years	+7.87%	+22.28% Mar 2009 - Feb 2012	-10.56% Mar 2006 - Feb 2009	13.64%
5 Years	+7.48%	+18.54% Mar 2009 - Feb 2014	-2.51% Mar 2004 - Feb 2009	1.72%
7 Years	+7.15%	+12.65% Mar 2009 - Feb 2016	+0.75% Mar 2002 - Feb 2009	0.00%
10 Years	+7.29%	+12.28% Mar 2009 - Feb 2019	+4.60% Feb 2001 - Jan 2011	0.00%
15 Years	+7.47%	+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

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	-6.05%	-0.6	-5.7	-11.5	8.9	4.1
2019	+23.60%	6.8	2.3	1.4	2.9	-4.7	5.6	0.2	-1.3	1.6	2.1	2.3	2.7
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