Bogleheads Four Funds vs US Stocks Momentum Portfolio Comparison

Last Update: 29 February 2024

The Bogleheads Four Funds Portfolio obtained a 7.86% compound annual return, with a 12.45% standard deviation, in the last 30 Years.

The US Stocks Momentum Portfolio obtained a 12.68% compound annual return, with a 15.38% standard deviation, in the last 30 Years.

Summary

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Bogleheads Four Funds Portfolio US Stocks Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
30 Years Stats Return +7.86% +12.68%
Std Dev 12.45% 15.38%
Max Drawdown -44.08% -53.85%
All time Stats
(Since Jan 1985)
Return +9.64% +13.65%
Std Dev 12.42% 15.47%
Max Drawdown -44.08% -53.85%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Bogleheads Four Funds Portfolio +3.37 +9.63 +18.64 +9.05 +7.70 +7.86 +9.64
US Stocks Momentum Portfolio +10.00 +24.44 +32.84 +12.02 +12.68 +12.68 +13.65
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bogleheads Four Funds Portfolio: an investment of 1$, since March 1994, now would be worth 9.68$, with a total return of 867.97% (7.86% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 35.91$, with a total return of 3491.37% (12.68% annualized).

Bogleheads Four Funds Portfolio: an investment of 1$, since January 1985, now would be worth 36.74$, with a total return of 3573.60% (9.64% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 150.09$, with a total return of 14908.84% (13.65% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bogleheads Four Funds Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-44.08% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.37
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-32.45% Apr 2000 Sep 2002 (30) Nov 2004 (56) 17.46
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-23.20% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.69
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-17.11% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.73
-15.64% May 2011 Sep 2011 (5) Mar 2012 (11) 7.01
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-12.43% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.63
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-10.69% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.28
-10.05% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.32
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-6.92% Apr 2012 May 2012 (2) Sep 2012 (6) 3.06
-6.40% Jan 2000 Feb 2000 (2) Mar 2000 (3) 4.05
-5.01% Apr 2000 May 2000 (2) Aug 2000 (5) 3.38
-4.89% Aug 1997 Aug 1997 (1) Nov 1997 (4) 2.43

Drawdown comparison chart since January 1985.

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Bogleheads Four Funds Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-44.08% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.37
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-32.45% Apr 2000 Sep 2002 (30) Nov 2004 (56) 17.46
-30.55% Sep 1987 Nov 1987 (3) Jul 1989 (23) 18.49
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-23.20% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.69
-19.18% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.92
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-17.11% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.73
-15.64% May 2011 Sep 2011 (5) Mar 2012 (11) 7.01
-15.56% Jan 1990 Sep 1990 (9) Feb 1991 (14) 8.00
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-12.56% Jun 1990 Sep 1990 (4) Jan 1991 (8) 7.07
-12.43% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.63
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-10.69% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.28
-10.05% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.32
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.79% Sep 1986 Sep 1986 (1) Nov 1986 (3) 4.08

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+3.45%
0.00%
+16.14%
0.00%
2023
+18.65%
-8.64%
+9.16%
-6.59%
2022
-17.06%
-23.20%
-18.26%
-26.94%
2021
+15.70%
-3.50%
+13.37%
-4.41%
2020
+15.71%
-17.11%
+29.85%
-17.90%
2019
+23.60%
-4.69%
+27.26%
-2.20%
2018
-7.02%
-10.69%
-1.66%
-15.44%
2017
+19.47%
0.00%
+37.50%
0.00%
2016
+8.61%
-4.75%
+5.00%
-5.03%
2015
-1.37%
-8.95%
+8.93%
-7.78%
2014
+5.85%
-2.96%
+14.61%
-4.38%
2013
+19.92%
-2.53%
+34.58%
-2.81%
2012
+14.85%
-6.92%
+14.94%
-6.80%
2011
-1.60%
-15.64%
+5.93%
-14.50%
2010
+13.49%
-9.93%
+18.02%
-12.13%
2009
+26.98%
-15.65%
+17.45%
-19.56%
2008
-30.83%
-33.84%
-40.96%
-41.23%
2007
+9.23%
-4.14%
+17.64%
-2.82%
2006
+16.29%
-3.01%
+10.56%
-3.64%
2005
+8.31%
-3.23%
+19.14%
-1.25%
2004
+13.90%
-2.94%
+16.70%
-2.66%
2003
+28.68%
-3.75%
+25.99%
-4.14%
2002
-12.27%
-18.10%
-12.28%
-22.85%
2001
-9.93%
-18.59%
-17.35%
-26.75%
2000
-7.07%
-11.57%
-9.61%
-13.35%
1999
+20.36%
-2.99%
+40.42%
-1.57%
1998
+18.10%
-12.43%
+48.76%
-11.51%
1997
+17.48%
-4.68%
+36.86%
-4.89%
1996
+12.38%
-3.74%
+29.83%
-3.81%
1995
+23.21%
-1.02%
+42.32%
-0.02%
1994
+1.95%
-5.19%
-1.09%
-7.23%
1993
+16.83%
-4.19%
+13.22%
-2.14%
1992
+1.70%
-4.87%
+4.32%
-3.35%
1991
+22.43%
-4.29%
+36.90%
-4.00%
1990
-8.79%
-15.56%
+1.49%
-12.56%
1989
+20.86%
-2.00%
+42.76%
-1.57%
1988
+17.74%
-3.23%
+7.07%
-5.33%
1987
+10.58%
-19.18%
+2.34%
-30.55%
1986
+29.65%
-5.02%
+22.70%
-7.79%
1985
+35.65%
-2.38%
+32.38%
-3.74%