Bogleheads Three Funds vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Bogleheads Three Funds Portfolio obtained a 7.78% compound annual return, with a 12.39% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.77% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

Summary

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Bogleheads Three Funds Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
30 Years Stats Return +7.78% +9.77%
Std Dev 12.39% 9.60%
Max Drawdown -43.68% -32.52%
All time Stats
(Since Jan 1982)
Return +9.80% +11.21%
Std Dev 12.35% 9.90%
Max Drawdown -43.68% -32.52%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Bogleheads Three Funds Portfolio +3.34 +9.67 +18.81 +8.89 +7.67 +7.78 +9.80
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.77 +11.21
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since March 1994, now would be worth 9.46$, with a total return of 845.59% (7.78% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 16.39$, with a total return of 1539.44% (9.77% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since January 1982, now would be worth 51.54$, with a total return of 5054.07% (9.80% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 88.14$, with a total return of 8713.62% (11.21% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bogleheads Three Funds Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-43.68% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.19
-33.38% Apr 2000 Sep 2002 (30) Dec 2004 (57) 17.93
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-23.18% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.76
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-17.01% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.68
-15.77% May 2011 Sep 2011 (5) Sep 2012 (17) 6.20
-12.46% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.66
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.53% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.26
-9.88% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.19
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87
-4.68% May 2019 May 2019 (1) Jun 2019 (2) 2.70
-4.61% Aug 2015 Sep 2015 (2) Mar 2016 (8) 2.30
-4.61% Aug 1997 Aug 1997 (1) Sep 1997 (2) 2.66
-4.11% Oct 1997 Oct 1997 (1) Jan 1998 (4) 2.24

Drawdown comparison chart since January 1982.

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Bogleheads Three Funds Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-43.68% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.19
-33.38% Apr 2000 Sep 2002 (30) Dec 2004 (57) 17.93
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-23.18% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.76
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-19.21% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.97
-17.01% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.68
-15.77% May 2011 Sep 2011 (5) Sep 2012 (17) 6.20
-15.31% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.86
-12.46% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.66
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.53% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.26
-10.52% Jan 1982 Jul 1982 (7) Sep 1982 (9) 6.12
-9.88% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.19
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-8.16% Dec 1983 May 1984 (6) Aug 1984 (9) 4.47
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.54% Dec 1983 May 1984 (6) Aug 1984 (9) 3.90

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
+3.37%
0.00%
+9.07%
0.00%
2023
+18.86%
-8.74%
+7.66%
-5.48%
2022
-17.06%
-23.18%
-16.20%
-21.97%
2021
+14.95%
-3.53%
+7.27%
-2.88%
2020
+15.39%
-17.01%
+20.99%
-10.73%
2019
+23.65%
-4.68%
+19.89%
-0.92%
2018
-6.89%
-10.53%
-1.04%
-9.29%
2017
+19.54%
0.00%
+23.93%
0.00%
2016
+8.39%
-4.82%
+4.01%
-3.57%
2015
-1.14%
-8.74%
+5.58%
-4.61%
2014
+6.07%
-3.01%
+11.10%
-2.40%
2013
+20.56%
-2.36%
+19.91%
-2.13%
2012
+14.53%
-7.09%
+10.22%
-3.51%
2011
-2.14%
-15.77%
+6.73%
-7.14%
2010
+13.50%
-9.82%
+13.29%
-6.43%
2009
+26.45%
-15.70%
+11.92%
-12.79%
2008
-30.15%
-33.07%
-21.83%
-24.08%
2007
+8.73%
-4.35%
+13.35%
-1.41%
2006
+16.69%
-3.08%
+8.04%
-2.23%
2005
+8.30%
-3.34%
+12.44%
-0.99%
2004
+13.49%
-2.83%
+11.72%
-2.06%
2003
+28.27%
-3.88%
+17.18%
-1.95%
2002
-13.11%
-18.90%
-4.07%
-11.25%
2001
-9.84%
-18.61%
-7.04%
-13.57%
2000
-7.69%
-11.84%
-1.21%
-6.50%
1999
+20.73%
-2.88%
+23.95%
-1.65%
1998
+18.03%
-12.46%
+32.69%
-6.78%
1997
+17.15%
-4.61%
+25.89%
-3.48%
1996
+12.60%
-3.77%
+19.33%
-2.32%
1995
+22.72%
-1.03%
+32.67%
0.00%
1994
+2.31%
-4.84%
-1.72%
-6.35%
1993
+16.23%
-4.16%
+11.81%
-0.99%
1992
+1.54%
-4.66%
+5.45%
-2.52%
1991
+22.09%
-4.27%
+28.24%
-2.57%
1990
-8.74%
-15.31%
+4.36%
-7.66%
1989
+20.64%
-2.08%
+31.11%
-1.20%
1988
+17.83%
-3.20%
+7.18%
-3.36%
1987
+10.76%
-19.21%
+2.02%
-20.08%
1986
+29.32%
-4.89%
+19.66%
-5.55%
1985
+35.27%
-2.34%
+28.33%
-1.52%
1984
+4.95%
-7.57%
+5.51%
-7.11%
1983
+19.49%
-2.98%
+12.26%
-3.09%
1982
+16.05%
-10.52%
+30.72%
-2.23%