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

In the last 10 years, it obtained a 10.96% compound annual return, with a 10.72% standard deviation (*).

(*) Last Update: April 2019

The Bogleheads Three Funds Portfolio has the following asset allocation:

80% Stocks
20% Fixed Income
0% Commodities

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

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

Last Update: April 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 1987, now would be worth 13795.64$, with a total return of 1279.56% (8.46% annualized).

Capital Growth:

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

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

Swipe left to see all data
Range Returns
Apr 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.87%
0.00%
1 - 0
YTD
+13.90%
0.00%
4 - 0
1Y
+6.64%
11.97%
-10.47%
Oct 2018 - Dec 2018
9 - 3
3Y
+10.43%
annualized
8.22%
-10.54%
Feb 2018 - Dec 2018
30 - 6
5Y
+7.15%
annualized
8.88%
-10.54%
Feb 2018 - Dec 2018
42 - 18
10Y
+10.96%
annualized
10.72%
-15.77%
May 2011 - Sep 2011
82 - 38
MAX
Dec 1986
+8.46%
annualized
11.89%
-43.68%
Nov 2007 - Feb 2009
252 - 136

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Bogleheads Three Funds Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+8.77% +48.26%
Mar 2009 - Feb 2010
-37.11%
Mar 2008 - Feb 2009
2 Years
+8.48% +33.09%
Mar 2009 - Feb 2011
-20.26%
Mar 2007 - Feb 2009
3 Years
+8.20% +21.87%
Mar 2009 - Feb 2012
-12.10%
Apr 2000 - Mar 2003
5 Years
+8.11% +18.37%
Mar 2009 - Feb 2014
-2.39%
Mar 2004 - Feb 2009
7 Years
+8.00% +15.51%
Jan 1993 - Dec 1999
+0.64%
Mar 2002 - Feb 2009
10 Years
+7.76% +13.59%
Oct 1990 - Sep 2000
+0.39%
Mar 1999 - Feb 2009
15 Years
+7.35% +10.23%
Nov 1992 - Oct 2007
+4.53%
Mar 1994 - Feb 2009

* 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
2019
+13.90% 6.8 2.3 1.4 2.9
2018
-6.89% 4.1 -3.7 -1.0 0.2 0.9 -0.3 2.5 1.2 0.1 -6.4 1.6 -5.8
2017
+19.54% 2.2 2.4 0.9 1.3 1.6 0.6 2.1 0.4 1.7 1.7 1.7 1.3
2016
+8.39% -4.3 -0.6 6.1 1.0 0.6 0.3 3.4 0.3 0.6 -1.8 1.1 1.7
2015
-1.14% -0.9 4.3 -0.9 1.7 0.2 -1.9 0.9 -5.5 -2.5 5.9 -0.2 -1.9
2014
+6.07% -3.0 4.2 0.4 0.6 1.8 1.8 -1.5 2.6 -2.6 1.6 1.4 -1.1
2013
+20.56% 3.3 0.3 2.2 2.1 -0.1 -2.1 4.5 -2.4 4.4 3.4 1.5 1.8
2012
+14.53% 4.7 3.8 1.2 -0.7 -6.5 4.0 0.8 2.2 2.4 -0.7 1.0 2.0
2011
-2.14% 1.3 2.7 0.1 3.4 -1.3 -1.3 -1.5 -5.2 -7.4 8.8 -0.9 0.1
2010
+13.50% -3.3 2.2 5.1 0.8 -7.0 -3.1 6.7 -3.0 7.7 3.1 -1.1 5.7
2009
+26.45% -8.3 -8.0 7.1 9.3 7.4 -0.4 7.4 3.0 4.1 -2.3 4.7 1.7
2008
-30.15% -5.2 -1.3 -0.4 4.1 1.2 -6.5 -1.4 -0.6 -8.2 -15.3 -4.4 4.4
2007
+8.73% 1.2 -0.5 1.4 3.3 2.7 -0.8 -1.9 0.8 4.0 2.9 -3.4 -1.0
2006
+16.69% 3.7 -0.0 1.8 2.0 -3.0 -0.0 0.6 2.3 1.3 3.2 2.6 1.5
2005
+8.30% -1.6 2.3 -1.9 -1.4 2.2 0.9 3.1 0.6 1.6 -2.4 3.2 1.8
2004
+13.49% 2.0 1.7 -0.2 -2.6 0.8 1.9 -2.6 0.6 1.8 2.1 4.4 3.3
2003
+28.27% -2.5 -1.2 -0.2 7.3 5.1 1.6 1.5 2.1 0.8 4.9 1.5 4.7
2002
-13.11% -1.7 -0.5 3.2 -1.8 -0.2 -4.6 -6.9 0.7 -7.6 4.9 4.2 -2.9
2001
-9.84% 2.6 -6.8 -5.3 6.1 -0.4 -1.8 -1.0 -3.4 -7.1 2.5 4.2 1.1
2000
-7.69% -4.0 2.3 4.2 -4.3 -2.5 3.9 -2.1 4.2 -3.6 -1.7 -5.9 2.3
1999
+20.73% 1.8 -2.9 3.6 4.0 -2.7 3.8 -1.1 -0.4 -0.8 4.4 3.0 6.7
1998
+18.03% 1.4 5.7 3.6 0.8 -1.7 1.9 -0.8 -11.8 3.0 6.7 4.8 4.3
1997
+17.15% 2.1 0.5 -2.5 2.6 5.7 4.1 5.0 -4.6 4.9 -4.1 1.6 1.4
1996
+12.60% 1.6 0.6 1.0 2.3 0.9 -0.1 -3.7 1.5 3.7 0.8 4.8 -1.4
1995
+22.72% 0.3 1.0 3.3 2.6 2.1 1.2 3.6 -0.1 2.6 -1.0 3.2 2.1
1994
+2.31% 4.8 -1.3 -3.6 1.3 0.4 -0.7 2.0 2.7 -2.1 1.6 -3.6 1.1
1993
+16.23% 0.9 1.7 4.4 2.0 2.7 -0.4 1.4 3.8 -1.0 1.3 -4.2 3.0
1992
+1.54% -1.0 -0.3 -3.4 0.7 2.6 -2.0 1.5 0.9 0.1 -1.1 2.4 1.4
1991
+22.09% 3.2 6.9 0.1 0.9 2.1 -4.3 3.9 0.9 1.4 1.7 -3.4 7.3
1990
-8.74% -5.0 -1.1 -1.7 -2.4 8.2 -0.0 0.3 -7.7 -6.2 3.9 1.5 2.2
1989
+20.64% 4.2 -0.9 0.4 3.3 1.1 -0.2 7.7 -0.2 1.4 -2.1 2.3 2.2
1988
+17.83% 3.9 4.8 0.9 1.0 -1.0 2.0 0.1 -3.2 3.2 3.0 1.1 0.9
1987
+10.76% 10.2 3.3 4.4 2.1 0.3 1.2 2.1 4.6 -1.8 -15.1 -3.1 4.2