Larry Swedroe Larry Portfolio vs Merrill Lynch Edge Select Moderately Conservative Portfolio Portfolio Comparison

With the current simulation settings, as of June 2026, in the previous 30 Years:

• the Larry Swedroe Larry Portfolio obtained a 6.01% compound annual return, with a 5.58% standard deviation. It suffered a maximum drawdown of -15.96% that required 49 months to be recovered.
• the Merrill Lynch Edge Select Moderately Conservative Portfolio obtained a 6.67% compound annual return, with a 6.93% standard deviation. It suffered a maximum drawdown of -20.48% that required 25 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Larry Swedroe Larry Portfolio

1YRebalanced: every 12M
at every Jan 1^st

Weight (%)	Ticker		Name
15.00	IJS		iShares S&P Small-Cap 600 Value
7.50	DLS		WisdomTree International SmallCp Div
7.50	EEM		iShares MSCI Emerging Markets
70.00	IEI		iShares 3-7 Year Treasury Bond

Merrill Lynch Edge Select Moderately Conservative Portfolio

1YRebalanced: every 12M
at every Jan 1^st

Weight (%)	Ticker		Name
14.00	VUG		Vanguard Growth
9.00	VTV		Vanguard Value
9.00	VEU		Vanguard FTSE All-World ex-US
3.00	EEM		iShares MSCI Emerging Markets
1.00	IJS		iShares S&P Small-Cap 600 Value
1.00	IJT		iShares S&P Small-Cap 600 Growth
17.00	IEI		iShares 3-7 Year Treasury Bond
15.00	MBB		iShares MBS
15.00	LQD		iShares Investment Grade Corporate Bond
9.00	BNDX		Vanguard Total International Bond
5.00	HYG		iShares iBoxx $ High Yield Corporate Bond
2.00	BIL		SPDR Blmbg Barclays 1-3 Mth T-Bill

Portfolio Returns as of Jun 30, 2026

Readings that may interest you

Mastering ETF Investing: How to Build Wealth with Lazy Portfolios and Passive ...

Meditations

Investing In ETFs FD

Portfolio Metrics as of Jun 30, 2026

The following metrics, updated as of 30 June 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

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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.

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.

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

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.

Your practical guide to Building Wealth.

Master ETF Investing & maximize profits with Lazy Portfolios & Passive Strategies.

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