Frank Armstrong Ideal Index Portfolio vs JL Collins Simple Path to Wealth Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - June 2025 (~56 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Inflation Adjusted:
Frank Armstrong Ideal Index Portfolio
1.00$
Invested Capital
July 1995
7.58$
Final Capital
June 2025
6.98%
Yearly Return
10.74%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
July 1995
3.60$
Final Capital
June 2025
4.36%
Yearly Return
10.74%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period
1.00$
Invested Capital
January 1970
132.57$
Final Capital
June 2025
9.20%
Yearly Return
10.82%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1970
15.59$
Final Capital
June 2025
5.07%
Yearly Return
10.82%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period
JL Collins Simple Path to Wealth Portfolio
1.00$
Invested Capital
July 1995
13.78$
Final Capital
June 2025
9.14%
Yearly Return
11.85%
Std Deviation
-38.53%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
July 1995
6.55$
Final Capital
June 2025
6.47%
Yearly Return
11.85%
Std Deviation
-39.55%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1970
199.32$
Final Capital
June 2025
10.01%
Yearly Return
12.13%
Std Deviation
-38.53%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1970
23.43$
Final Capital
June 2025
5.85%
Yearly Return
12.13%
Std Deviation
-45.02%
Max Drawdown
123months
Recovery Period

As of June 2025, in the previous 30 Years, the Frank Armstrong Ideal Index Portfolio obtained a 6.98% compound annual return, with a 10.74% standard deviation. It suffered a maximum drawdown of -40.11% that required 40 months to be recovered.

As of June 2025, in the previous 30 Years, the JL Collins Simple Path to Wealth Portfolio obtained a 9.14% compound annual return, with a 11.85% standard deviation. It suffered a maximum drawdown of -38.53% that required 38 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Frank Armstrong Ideal Index Portfolio
Weight
(%)		 Ticker Name
31.00
VEU
Vanguard FTSE All-World ex-US
9.25
IJS
iShares S&P Small-Cap 600 Value
9.25
VTV
Vanguard Value
8.00
VNQ
Vanguard Real Estate
6.25
IJT
iShares S&P Small-Cap 600 Growth
6.25
VV
Vanguard Large-Cap
30.00
SHY
iShares 1-3 Year Treasury Bond
JL Collins Simple Path to Wealth Portfolio
Weight
(%)		 Ticker Name
75.00
VTI
Vanguard Total Stock Market
25.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Frank Armstrong Ideal Index
Frank Armstrong 		1 $ 7.58 $ 657.59% 6.98%
JL Collins Simple Path to Wealth
JL Collins 		1 $ 13.78 $ 1 278.32% 9.14%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Frank Armstrong Ideal Index
Frank Armstrong 		1 $ 3.60 $ 260.06% 4.36%
JL Collins Simple Path to Wealth
JL Collins 		1 $ 6.55 $ 555.07% 6.47%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Frank Armstrong Ideal Index
Frank Armstrong 		1 $ 132.57 $ 13 157.06% 9.20%
JL Collins Simple Path to Wealth
JL Collins 		1 $ 199.32 $ 19 831.86% 10.01%
Jan 1970 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Frank Armstrong Ideal Index
Frank Armstrong 		1 $ 15.59 $ 1 458.62% 5.07%
JL Collins Simple Path to Wealth
JL Collins 		1 $ 23.43 $ 2 243.37% 5.85%
Jan 1970 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~56Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_frank_armstrong.webp Ideal Index
Frank Armstrong 		6.78 2.74 6.78 11.19 8.51 6.19 6.98 9.20
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_jl_collins.webp Simple Path to Wealth
JL Collins 		5.18 4.24 5.18 12.99 11.74 10.23 9.14 10.01
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1970 - 30 June 2025 (~56 years)
1 Year
5 Years
10 Years
30 Years
All (1970/01 - 2025/06)
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Ideal Index Simple Path to Wealth
Author Frank Armstrong JL Collins
ASSET ALLOCATION
Stocks 70% 75%
Fixed Income 30% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.19 12.99
Infl. Adjusted (%) 8.55 10.31
DRAWDOWN
Deepest Drawdown Depth (%) -3.51 -6.01
Start to Recovery (months) 6 7
Longest Drawdown Depth (%) -3.51 -6.01
Start to Recovery (months) 6 7
Longest Negative Period (months) 8 8
RISK INDICATORS
Standard Deviation (%) 7.84 9.99
Sharpe Ratio 0.84 0.84
Sortino Ratio 1.06 1.13
Ulcer Index 1.61 2.51
Ratio: Return / Standard Deviation 1.43 1.30
Ratio: Return / Deepest Drawdown 3.19 2.16
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Ideal Index Simple Path to Wealth
Author Frank Armstrong JL Collins
ASSET ALLOCATION
Stocks 70% 75%
Fixed Income 30% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.51 11.74
Infl. Adjusted (%) 3.81 6.90
DRAWDOWN
Deepest Drawdown Depth (%) -18.25 -22.24
Start to Recovery (months) 27 25
Longest Drawdown Depth (%) -18.25 -22.24
Start to Recovery (months) 27 25
Longest Negative Period (months) 33 31
RISK INDICATORS
Standard Deviation (%) 11.09 13.41
Sharpe Ratio 0.53 0.68
Sortino Ratio 0.73 0.91
Ulcer Index 6.00 8.03
Ratio: Return / Standard Deviation 0.77 0.88
Ratio: Return / Deepest Drawdown 0.47 0.53
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Ideal Index Simple Path to Wealth
Author Frank Armstrong JL Collins
ASSET ALLOCATION
Stocks 70% 75%
Fixed Income 30% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.19 10.23
Infl. Adjusted (%) 3.06 6.97
DRAWDOWN
Deepest Drawdown Depth (%) -18.25 -22.24
Start to Recovery (months) 27 25
Longest Drawdown Depth (%) -18.25 -22.24
Start to Recovery (months) 27 25
Longest Negative Period (months) 35 31
RISK INDICATORS
Standard Deviation (%) 10.63 12.46
Sharpe Ratio 0.41 0.67
Sortino Ratio 0.55 0.89
Ulcer Index 5.28 6.22
Ratio: Return / Standard Deviation 0.58 0.82
Ratio: Return / Deepest Drawdown 0.34 0.46
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Ideal Index Simple Path to Wealth
Author Frank Armstrong JL Collins
ASSET ALLOCATION
Stocks 70% 75%
Fixed Income 30% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.98 9.14
Infl. Adjusted (%) 4.36 6.47
DRAWDOWN
Deepest Drawdown Depth (%) -40.11 -38.53
Start to Recovery (months) 40 38
Longest Drawdown Depth (%) -40.11 -30.50
Start to Recovery (months) 40 52
Longest Negative Period (months) 62 122
RISK INDICATORS
Standard Deviation (%) 10.74 11.85
Sharpe Ratio 0.44 0.58
Sortino Ratio 0.57 0.76
Ulcer Index 7.57 9.48
Ratio: Return / Standard Deviation 0.65 0.77
Ratio: Return / Deepest Drawdown 0.17 0.24
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Ideal Index Simple Path to Wealth
Author Frank Armstrong JL Collins
ASSET ALLOCATION
Stocks 70% 75%
Fixed Income 30% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.20 10.01
Infl. Adjusted (%) 5.07 5.85
DRAWDOWN
Deepest Drawdown Depth (%) -40.11 -38.53
Start to Recovery (months) 40 38
Longest Drawdown Depth (%) -40.11 -30.50
Start to Recovery (months) 40 52
Longest Negative Period (months) 62 122
RISK INDICATORS
Standard Deviation (%) 10.82 12.13
Sharpe Ratio 0.44 0.46
Sortino Ratio 0.59 0.62
Ulcer Index 6.64 8.47
Ratio: Return / Standard Deviation 0.85 0.83
Ratio: Return / Deepest Drawdown 0.23 0.26
Metrics calculated over the period 1 January 1970 - 30 June 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)

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Ideal Index Simple Path to Wealth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.11 40 Nov 2007
Feb 2011
-38.53 38 Nov 2007
Dec 2010
-30.50 52 Sep 2000
Dec 2004
-22.24 25 Jan 2022
Jan 2024
-18.25 27 Jan 2022
Mar 2024
-17.16 11 Jan 2020
Nov 2020
-16.33 33 Feb 2001
Oct 2003
-15.51 20 May 2011
Dec 2012
-15.46 6 Feb 2020
Jul 2020
-13.02 5 Jul 1998
Nov 1998
-12.27 10 May 2011
Feb 2012
-12.21 8 May 1998
Dec 1998
-10.58 7 Oct 2018
Apr 2019
-9.48 8 Sep 2018
Apr 2019
-8.72 14 Jun 2015
Jul 2016

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Ideal Index Simple Path to Wealth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.11 40 Nov 2007
Feb 2011
-38.53 38 Nov 2007
Dec 2010
-34.54 37 Jan 1973
Jan 1976
-30.50 52 Sep 2000
Dec 2004
-27.37 30 Jan 1973
Jun 1975
-23.27 20 Sep 1987
Apr 1989
-22.24 25 Jan 2022
Jan 2024
-18.25 27 Jan 2022
Mar 2024
-17.16 11 Jan 2020
Nov 2020
-16.33 33 Feb 2001
Oct 2003
-15.93 12 Jan 1970
Dec 1970
-15.51 20 May 2011
Dec 2012
-15.46 6 Feb 2020
Jul 2020
-14.90 14 Sep 1987
Oct 1988
-14.74 15 Jan 1990
Mar 1991

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 30 June 2025 (~56 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Ideal Index Simple Path to Wealth
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 6.78 -1.52 5.18 -5.64
2024
 7.60 -3.51 18.20 -3.90
2023
 12.04 -8.07 20.89 -8.12
2022
 -11.91 -18.25 -17.91 -22.24
2021
 13.98 -2.66 18.79 -3.72
2020
 6.95 -17.16 17.70 -15.46
2019
 17.96 -4.04 25.21 -4.59
2018
 -6.68 -9.48 -3.94 -10.58
2017
 13.88 -0.15 16.80 0.00
2016
 9.05 -4.06 10.25 -3.99
2015
 -1.66 -7.44 0.41 -6.60
2014
 4.16 -3.12 10.86 -1.99
2013
 16.03 -2.21 24.56 -2.57
2012
 12.36 -6.57 13.13 -4.80
2011
 -2.98 -15.51 2.71 -12.27
2010
 13.00 -8.67 14.62 -9.46
2009
 21.58 -16.28 22.58 -13.96
2008
 -24.86 -27.96 -26.02 -28.15
2007
 5.91 -4.80 5.76 -3.89
2006
 17.74 -2.78 12.84 -2.48
2005
 8.40 -2.89 5.33 -3.14
2004
 14.62 -3.40 10.65 -2.89
2003
 26.78 -3.93 24.06 -2.85
2002
 -7.53 -13.72 -13.29 -18.79
2001
 -3.80 -11.76 -6.12 -16.19
2000
 2.04 -5.59 -5.08 -11.10
1999
 13.53 -2.81 17.67 -4.79
1998
 8.85 -12.21 19.59 -13.02
1997
 12.22 -4.02 25.61 -3.67
1996
 11.54 -3.03 16.62 -4.42
1995
 16.29 -1.64 31.38 -0.57
1994
 1.99 -4.20 -0.79 -6.83
1993
 17.70 -4.41 10.39 -1.89
1992
 3.75 -3.20 8.62 -1.93
1991
 20.38 -3.65 28.11 -3.49
1990
 -9.45 -14.74 -2.40 -11.23
1989
 15.59 -2.18 24.50 -1.72
1988
 17.45 -2.71 14.83 -2.69
1987
 10.19 -14.90 2.34 -23.27
1986
 28.89 -3.91 14.71 -6.46
1985
 31.78 -1.78 29.02 -3.12
1984
 7.88 -4.89 5.39 -7.49
1983
 21.11 -2.00 18.30 -2.99
1982
 16.37 -6.90 23.16 -6.05
1981
 4.16 -7.60 -0.76 -10.31
1980
 22.04 -9.55 25.59 -10.43
1979
 17.78 -7.14 19.52 -6.87
1978
 15.30 -7.53 6.63 -9.36
1977
 9.26 -1.55 -2.26 -6.16
1976
 18.88 -2.99 23.29 -1.55
1975
 28.38 -9.10 30.20 -9.59
1974
 -13.41 -20.91 -19.44 -25.55
1973
 -10.09 -10.78 -12.52 -13.38
1972
 17.91 -0.27 13.90 -1.83
1971
 17.25 -5.44 15.59 -6.04
1970
 0.66 -15.93 7.90 -13.78
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