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:
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:
| 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 |
Capital Growth
Drawdowns
Rolling Returns
Bogleheads Four Funds Portfolio: annualized rolling and average returns
| 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
| 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