European Stocks vs Bogleheads Four Funds Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% standard deviation, in the last 30 Years.

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

Summary

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European Stocks Portfolio Bogleheads Four Funds Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
30 Years Stats Return +6.89% +7.86%
Std Dev 17.88% 12.45%
Max Drawdown -59.77% -44.08%
All time Stats
(Since Jan 1985)
Return +9.84% +9.64%
Std Dev 17.89% 12.42%
Max Drawdown -59.77% -44.08%
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
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +9.84
Bogleheads Four Funds Portfolio +3.37 +9.63 +18.64 +9.05 +7.70 +7.86 +9.64
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% annualized).

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).

European Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 39.53$, with a total return of 3853.06% (9.84% 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).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks Portfolio
Bogleheads Four Funds Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-44.08% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.37
-32.45% Apr 2000 Sep 2002 (30) Nov 2004 (56) 17.46
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.20% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.69
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-17.11% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.73
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.64% May 2011 Sep 2011 (5) Mar 2012 (11) 7.01
-12.43% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.63
-10.69% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.28
-10.05% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.32
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-6.92% Apr 2012 May 2012 (2) Sep 2012 (6) 3.06
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96
-4.95% Oct 1997 Oct 1997 (1) Jan 1998 (4) 2.75

Drawdown comparison chart since January 1985.

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European Stocks Portfolio
Bogleheads Four Funds Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-44.08% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.37
-32.45% Apr 2000 Sep 2002 (30) Nov 2004 (56) 17.46
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.20% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.69
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-19.18% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.92
-17.11% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.73
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.64% May 2011 Sep 2011 (5) Mar 2012 (11) 7.01
-15.56% Jan 1990 Sep 1990 (9) Feb 1991 (14) 8.00
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-12.43% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.63
-10.69% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.28
-10.05% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.32

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
+1.15%
-1.23%
+3.45%
0.00%
2023
+20.21%
-11.19%
+18.65%
-8.64%
2022
-16.00%
-30.58%
-17.06%
-23.20%
2021
+16.88%
-5.48%
+15.70%
-3.50%
2020
+6.11%
-25.65%
+15.71%
-17.11%
2019
+24.86%
-5.67%
+23.60%
-4.69%
2018
-14.91%
-19.44%
-7.02%
-10.69%
2017
+26.99%
-0.51%
+19.47%
0.00%
2016
-0.37%
-8.60%
+8.61%
-4.75%
2015
-1.94%
-11.47%
-1.37%
-8.95%
2014
-7.10%
-11.75%
+5.85%
-2.96%
2013
+24.38%
-4.42%
+19.92%
-2.53%
2012
+21.57%
-14.17%
+14.85%
-6.92%
2011
-11.64%
-27.74%
-1.60%
-15.64%
2010
+6.05%
-17.10%
+13.49%
-9.93%
2009
+31.33%
-22.78%
+26.98%
-15.65%
2008
-44.71%
-48.36%
-30.83%
-33.84%
2007
+13.24%
-5.77%
+9.23%
-4.14%
2006
+33.06%
-2.93%
+16.29%
-3.01%
2005
+9.26%
-4.49%
+8.31%
-3.23%
2004
+20.86%
-3.93%
+13.90%
-2.94%
2003
+38.70%
-9.25%
+28.68%
-3.75%
2002
-17.95%
-25.96%
-12.27%
-18.10%
2001
-20.30%
-27.21%
-9.93%
-18.59%
2000
-8.21%
-14.23%
-7.07%
-11.57%
1999
+16.66%
-4.90%
+20.36%
-2.99%
1998
+28.86%
-16.03%
+18.10%
-12.43%
1997
+24.23%
-5.68%
+17.48%
-4.68%
1996
+21.25%
-1.20%
+12.38%
-3.74%
1995
+22.28%
-3.97%
+23.21%
-1.02%
1994
+1.88%
-7.00%
+1.95%
-5.19%
1993
+29.13%
-2.19%
+16.83%
-4.19%
1992
-3.32%
-12.85%
+1.70%
-4.87%
1991
+12.40%
-12.16%
+22.43%
-4.29%
1990
-3.87%
-20.21%
-8.79%
-15.56%
1989
+28.18%
-6.85%
+20.86%
-2.00%
1988
+13.69%
-6.81%
+17.74%
-3.23%
1987
+7.05%
-23.15%
+10.58%
-19.18%
1986
+40.96%
-8.83%
+29.65%
-5.02%
1985
+78.72%
0.00%
+35.65%
-2.38%