The Bogleheads Three Funds Portfolio is exposed for 80% on the Stock Market.
In the last 10 years, it obtained a 10.28% compound annual return, with a 10.76% standard deviation (*).
(*) Last Update: June 2019
The Bogleheads Three Funds Portfolio has the following asset allocation:
The Bogleheads Three Funds Portfolio can be replicated with the following ETFs:
| Weight | ETF: Ticker - 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 | |
| 20.00 % | BND - Vanguard Total Bond Market |
Bond, U.S., All-Term |
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: June 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 1987, now would be worth 13885.77$, with a total return of 1288.58% (8.43% annualized).
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
| Range | Returns Jun 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+5.60%
|
0.00%
|
1 - 0 | |
|
YTD
|
+14.64%
|
-4.68%
May 2019 - May 2019
|
5 - 1 | |
|
1Y
|
+6.68%
|
13.98%
|
-10.47%
Oct 2018 - Dec 2018
|
9 - 3 |
|
3Y
|
+10.32%
annualized
|
9.23%
|
-10.54%
Feb 2018 - Dec 2018
|
29 - 7 |
|
5Y
|
+6.51%
annualized
|
9.43%
|
-10.54%
Feb 2018 - Dec 2018
|
41 - 19 |
|
10Y
|
+10.28%
annualized
|
10.76%
|
-15.77%
May 2011 - Sep 2011
|
82 - 38 |
|
MAX
Dec 1986
|
+8.43%
annualized
|
11.93%
|
-43.68%
Nov 2007 - Feb 2009
|
253 - 137 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Bogleheads Three Funds Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+8.74% |
+48.26% Mar 2009 - Feb 2010 |
-37.11% Mar 2008 - Feb 2009 |
| 2 Years |
+8.47% |
+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 |
+8.10% |
+18.37% Mar 2009 - Feb 2014 |
-2.39% Mar 2004 - Feb 2009 |
| 7 Years |
+8.01% |
+15.51% Jan 1993 - Dec 1999 |
+0.64% Mar 2002 - Feb 2009 |
| 10 Years |
+7.78% |
+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
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+14.64% | 6.8 | 2.3 | 1.4 | 2.9 | -4.7 | 5.6 | ||||||
| 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 |