Roger Gibson Five Asset Portfolio vs Paul Farrell Second Grader's Starter Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
Roger Gibson Five Asset Portfolio
1.00$
Invested Capital
June 1995
8.91$
Final Capital
May 2025
7.56%
Yearly Return
11.31%
Std Deviation
-44.75%
Max Drawdown
33months
Recovery Period
1.00$
Invested Capital
June 1995
4.23$
Final Capital
May 2025
4.92%
Yearly Return
11.31%
Std Deviation
-44.09%
Max Drawdown
35months
Recovery Period
1.00$
Invested Capital
January 1985
31.46$
Final Capital
May 2025
8.91%
Yearly Return
10.59%
Std Deviation
-44.75%
Max Drawdown
33months
Recovery Period
1.00$
Invested Capital
January 1985
10.35$
Final Capital
May 2025
5.95%
Yearly Return
10.59%
Std Deviation
-44.09%
Max Drawdown
35months
Recovery Period
Paul Farrell Second Grader's Starter Portfolio
1.00$
Invested Capital
June 1995
11.58$
Final Capital
May 2025
8.51%
Yearly Return
13.92%
Std Deviation
-48.52%
Max Drawdown
59months
Recovery Period
1.00$
Invested Capital
June 1995
5.49$
Final Capital
May 2025
5.84%
Yearly Return
13.92%
Std Deviation
-49.37%
Max Drawdown
66months
Recovery Period
1.00$
Invested Capital
January 1985
48.68$
Final Capital
May 2025
10.09%
Yearly Return
13.63%
Std Deviation
-48.52%
Max Drawdown
59months
Recovery Period
1.00$
Invested Capital
January 1985
16.02$
Final Capital
May 2025
7.10%
Yearly Return
13.63%
Std Deviation
-49.37%
Max Drawdown
66months
Recovery Period

As of May 2025, in the previous 30 Years, the Roger Gibson Five Asset Portfolio obtained a 7.56% compound annual return, with a 11.31% standard deviation. It suffered a maximum drawdown of -44.75% that required 33 months to be recovered.

As of May 2025, in the previous 30 Years, the Paul Farrell Second Grader's Starter Portfolio obtained a 8.51% compound annual return, with a 13.92% standard deviation. It suffered a maximum drawdown of -48.52% that required 59 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.

Roger Gibson Five Asset Portfolio
Weight
(%)		 Ticker Name
20.00
VTI
Vanguard Total Stock Market
20.00
VEU
Vanguard FTSE All-World ex-US
20.00
VNQ
Vanguard Real Estate
14.00
BND
Vanguard Total Bond Market
6.00
BNDX
Vanguard Total International Bond
20.00
DBC
Invesco DB Commodity Tracking
Paul Farrell Second Grader's Starter Portfolio
Weight
(%)		 Ticker Name
60.00
VTI
Vanguard Total Stock Market
30.00
VEU
Vanguard FTSE All-World ex-US
10.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of May 31, 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
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Roger Gibson Five Asset
Roger Gibson 		1 $ 8.91 $ 790.90% 7.56%
Paul Farrell Second Grader's Starter
Paul Farrell 		1 $ 11.58 $ 1 057.96% 8.51%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Roger Gibson Five Asset
Roger Gibson 		1 $ 4.23 $ 322.58% 4.92%
Paul Farrell Second Grader's Starter
Paul Farrell 		1 $ 5.49 $ 449.26% 5.84%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Roger Gibson Five Asset
Roger Gibson 		1 $ 31.46 $ 3 045.98% 8.91%
Paul Farrell Second Grader's Starter
Paul Farrell 		1 $ 48.68 $ 4 768.25% 10.09%
Jan 1985 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Roger Gibson Five Asset
Roger Gibson 		1 $ 10.35 $ 935.05% 5.95%
Paul Farrell Second Grader's Starter
Paul Farrell 		1 $ 16.02 $ 1 501.68% 7.10%
Jan 1985 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_roger_gibson.webp Five Asset
Roger Gibson 		3.11 2.60 0.13 7.65 9.84 6.10 7.56 8.91
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_paul_farrell.webp Second Grader's Starter
Paul Farrell 		4.67 5.01 1.73 12.68 12.33 9.27 8.51 10.09
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/05)
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Five Asset Second Grader's Starter
Author Roger Gibson Paul Farrell
ASSET ALLOCATION
Stocks 60% 90%
Fixed Income 20% 10%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.65 12.68
Infl. Adjusted (%) 5.16 10.06
DRAWDOWN
Deepest Drawdown Depth (%) -2.89 -3.62
Start to Recovery (months) 3 4
Longest Drawdown Depth (%) -2.85 -3.62
Start to Recovery (months) 3* 4
Longest Negative Period (months) 8 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.52 8.87
Sharpe Ratio 0.45 0.90
Sortino Ratio 0.56 1.19
Ulcer Index 1.30 1.64
Ratio: Return / Standard Deviation 1.17 1.43
Ratio: Return / Deepest Drawdown 2.65 3.50
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Five Asset Second Grader's Starter
Author Roger Gibson Paul Farrell
ASSET ALLOCATION
Stocks 60% 90%
Fixed Income 20% 10%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.84 12.33
Infl. Adjusted (%) 4.99 7.37
DRAWDOWN
Deepest Drawdown Depth (%) -16.29 -24.21
Start to Recovery (months) 24 26
Longest Drawdown Depth (%) -16.29 -24.21
Start to Recovery (months) 24 26
Longest Negative Period (months) 30 31
RISK INDICATORS
Standard Deviation (%) 11.51 14.22
Sharpe Ratio 0.63 0.68
Sortino Ratio 0.84 0.93
Ulcer Index 5.23 8.11
Ratio: Return / Standard Deviation 0.85 0.87
Ratio: Return / Deepest Drawdown 0.60 0.51
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Five Asset Second Grader's Starter
Author Roger Gibson Paul Farrell
ASSET ALLOCATION
Stocks 60% 90%
Fixed Income 20% 10%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.10 9.27
Infl. Adjusted (%) 2.94 6.01
DRAWDOWN
Deepest Drawdown Depth (%) -19.30 -24.21
Start to Recovery (months) 11 26
Longest Drawdown Depth (%) -16.29 -24.21
Start to Recovery (months) 24 26
Longest Negative Period (months) 37 31
RISK INDICATORS
Standard Deviation (%) 11.12 13.73
Sharpe Ratio 0.39 0.54
Sortino Ratio 0.51 0.73
Ulcer Index 5.24 6.76
Ratio: Return / Standard Deviation 0.55 0.67
Ratio: Return / Deepest Drawdown 0.32 0.38
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Five Asset Second Grader's Starter
Author Roger Gibson Paul Farrell
ASSET ALLOCATION
Stocks 60% 90%
Fixed Income 20% 10%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.56 8.51
Infl. Adjusted (%) 4.92 5.84
DRAWDOWN
Deepest Drawdown Depth (%) -44.75 -48.52
Start to Recovery (months) 33 59
Longest Drawdown Depth (%) -44.75 -39.03
Start to Recovery (months) 33 64
Longest Negative Period (months) 62 131
RISK INDICATORS
Standard Deviation (%) 11.31 13.92
Sharpe Ratio 0.47 0.45
Sortino Ratio 0.60 0.58
Ulcer Index 8.25 12.78
Ratio: Return / Standard Deviation 0.67 0.61
Ratio: Return / Deepest Drawdown 0.17 0.18
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Five Asset Second Grader's Starter
Author Roger Gibson Paul Farrell
ASSET ALLOCATION
Stocks 60% 90%
Fixed Income 20% 10%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.91 10.09
Infl. Adjusted (%) 5.95 7.10
DRAWDOWN
Deepest Drawdown Depth (%) -44.75 -48.52
Start to Recovery (months) 33 59
Longest Drawdown Depth (%) -44.75 -39.03
Start to Recovery (months) 33 64
Longest Negative Period (months) 62 131
RISK INDICATORS
Standard Deviation (%) 10.59 13.63
Sharpe Ratio 0.54 0.51
Sortino Ratio 0.70 0.66
Ulcer Index 7.24 11.34
Ratio: Return / Standard Deviation 0.84 0.74
Ratio: Return / Deepest Drawdown 0.20 0.21
Metrics calculated over the period 1 January 1985 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
30 Years
(1995/06 - 2025/05)

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Five Asset Second Grader's Starter
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-48.52 59 Nov 2007
Sep 2012
-44.75 33 Jun 2008
Feb 2011
-39.03 64 Apr 2000
Jul 2005
-24.21 26 Jan 2022
Feb 2024
-19.32 8 Jan 2020
Aug 2020
-19.30 11 Jan 2020
Nov 2020
-16.29 24 Apr 2022
Mar 2024
-15.14 16 May 2011
Aug 2012
-14.32 5 Jul 1998
Nov 1998
-13.25 13 Apr 1998
Apr 1999
-13.03 29 Sep 2014
Jan 2017
-11.99 7 Oct 2018
Apr 2019
-11.36 28 Feb 2001
May 2003
-10.88 14 Jun 2015
Jul 2016
-10.00 7 Oct 2018
Apr 2019

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Five Asset Second Grader's Starter
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-48.52 59 Nov 2007
Sep 2012
-44.75 33 Jun 2008
Feb 2011
-39.03 64 Apr 2000
Jul 2005
-24.21 26 Jan 2022
Feb 2024
-21.75 17 Sep 1987
Jan 1989
-19.32 8 Jan 2020
Aug 2020
-19.30 11 Jan 2020
Nov 2020
-16.95 14 Jan 1990
Feb 1991
-16.29 24 Apr 2022
Mar 2024
-15.14 16 May 2011
Aug 2012
-14.32 5 Jul 1998
Nov 1998
-13.25 13 Apr 1998
Apr 1999
-13.03 29 Sep 2014
Jan 2017
-11.99 7 Oct 2018
Apr 2019
-11.38 10 Sep 1987
Jun 1988

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 1985 - 31 May 2025 (~40 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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Five Asset Second Grader's Starter
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.11 -2.85 4.67 -3.62
2024
 7.68 -3.03 16.09 -3.63
2023
 10.79 -7.73 20.93 -9.14
2022
 -11.00 -16.29 -17.70 -24.21
2021
 22.77 -3.55 17.70 -3.84
2020
 5.29 -19.30 16.72 -19.32
2019
 20.35 -3.32 25.83 -5.44
2018
 -7.26 -10.00 -7.40 -11.99
2017
 12.32 -0.50 21.30 0.00
2016
 9.61 -3.95 9.42 -5.60
2015
 -5.77 -8.86 -1.16 -9.62
2014
 3.39 -4.13 6.75 -3.49
2013
 8.12 -4.34 24.11 -2.56
2012
 12.31 -6.55 15.86 -7.88
2011
 0.22 -15.14 -2.83 -17.88
2010
 15.28 -9.00 14.62 -11.38
2009
 23.98 -16.95 28.98 -17.20
2008
 -29.02 -36.68 -34.54 -37.04
2007
 8.47 -3.75 8.57 -5.03
2006
 15.69 -2.03 17.83 -3.36
2005
 11.50 -3.59 8.70 -3.82
2004
 17.11 -5.79 14.35 -3.09
2003
 28.11 -2.15 30.95 -4.37
2002
 3.88 -5.15 -15.98 -22.25
2001
 -8.31 -11.36 -11.78 -21.62
2000
 12.13 -2.94 -9.89 -14.07
1999
 18.03 -2.76 23.19 -3.08
1998
 -0.41 -13.25 19.50 -14.32
1997
 8.02 -3.37 19.31 -4.84
1996
 19.46 -2.51 14.34 -4.50
1995
 18.27 -1.10 24.48 -1.28
1994
 0.49 -6.61 2.56 -5.09
1993
 11.92 -4.90 16.32 -4.22
1992
 4.38 -3.09 1.74 -4.65
1991
 17.71 -3.33 23.80 -4.67
1990
 -1.78 -7.29 -10.22 -16.95
1989
 20.20 -1.50 22.09 -2.57
1988
 18.43 -1.97 18.82 -3.47
1987
 11.07 -11.38 10.87 -21.75
1986
 22.93 -2.98 29.27 -5.18
1985
 26.81 -0.45 36.18 -2.85
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