Betterment Robo Advisor 10 Value Tilt Portfolio vs All Country World Bonds Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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The minimum date range must be at least 12 months. 'Date To' cannot be beyond June 2025.
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Betterment Robo Advisor 10 Value Tilt Portfolio
1.00$
Invested Capital
July 1995
3.39$
Final Capital
June 2025
4.15%
Yearly Return
2.50%
Std Deviation
-8.91%
Max Drawdown
35months
Recovery Period
1.00$
Invested Capital
July 1995
1.61$
Final Capital
June 2025
1.60%
Yearly Return
2.50%
Std Deviation
-18.56%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
9.00$
Final Capital
June 2025
5.57%
Yearly Return
2.89%
Std Deviation
-8.91%
Max Drawdown
35months
Recovery Period
1.00$
Invested Capital
January 1985
2.96$
Final Capital
June 2025
2.72%
Yearly Return
2.89%
Std Deviation
-18.56%
Max Drawdown
54months*
Recovery Period
* in progress
All Country World Bonds Portfolio
1.00$
Invested Capital
July 1995
4.65$
Final Capital
June 2025
5.26%
Yearly Return
4.58%
Std Deviation
-17.60%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Invested Capital
July 1995
2.21$
Final Capital
June 2025
2.68%
Yearly Return
4.58%
Std Deviation
-28.97%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
13.39$
Final Capital
June 2025
6.62%
Yearly Return
4.89%
Std Deviation
-17.60%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
4.41$
Final Capital
June 2025
3.73%
Yearly Return
4.89%
Std Deviation
-28.97%
Max Drawdown
59months*
Recovery Period
* in progress

As of June 2025, in the previous 30 Years, the Betterment Robo Advisor 10 Value Tilt Portfolio obtained a 4.15% compound annual return, with a 2.50% standard deviation. It suffered a maximum drawdown of -8.91% that required 35 months to be recovered.

As of June 2025, in the previous 30 Years, the All Country World Bonds Portfolio obtained a 5.26% compound annual return, with a 4.58% standard deviation. It suffered a maximum drawdown of -17.60% which has been ongoing for 54 months and is still in progress.

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.

Weight
(%)
Ticker Name
3.20
VTI
Vanguard Total Stock Market
2.80
EFA
iShares MSCI EAFE
1.90
EEM
iShares MSCI Emerging Markets
0.90
VTV
Vanguard Value
0.60
IJS
iShares S&P Small-Cap 600 Value
0.50
VOE
Vanguard Mid-Cap Value
61.40
SHY
iShares 1-3 Year Treasury Bond
15.40
BSV
Vanguard Short-Term Bond
4.90
BNDX
Vanguard Total International Bond
3.80
BND
Vanguard Total Bond Market
2.90
EMB
iShares JP Morgan USD Em Mkts Bd
1.70
TIP
iShares TIPS Bond
Weight
(%)
Ticker Name
50.00
BND
Vanguard Total Bond Market
35.00
BNDX
Vanguard Total International Bond
15.00
EMB
iShares JP Morgan USD Em Mkts Bd
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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
(1985/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 10 Value Tilt
Betterment
1 $ 3.39 $ 238.68% 4.15%
All Country World Bonds
1 $ 4.65 $ 364.85% 5.26%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 10 Value Tilt
Betterment
1 $ 1.61 $ 60.96% 1.60%
All Country World Bonds
1 $ 2.21 $ 120.92% 2.68%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 10 Value Tilt
Betterment
1 $ 9.00 $ 799.54% 5.57%
All Country World Bonds
1 $ 13.39 $ 1 239.00% 6.62%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 10 Value Tilt
Betterment
1 $ 2.96 $ 195.95% 2.72%
All Country World Bonds
1 $ 4.41 $ 340.54% 3.73%

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Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 10 Value Tilt
Betterment
3.80 1.09 3.80 6.89 2.18 2.43 4.15 5.57
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World Bonds
-- Market Benchmark
3.68 1.29 3.68 6.82 -0.20 2.12 5.26 6.62
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 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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Robo Advisor 10 Value Tilt All Country World Bonds
Author Betterment
ASSET ALLOCATION
Stocks 9.9% 0%
Fixed Income 90.1% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.89 6.82
Infl. Adjusted (%) 4.35 4.28
DRAWDOWN
Deepest Drawdown Depth (%) -1.05 -1.93
Start to Recovery (months) 4 5
Longest Drawdown Depth (%) -1.05 -1.93
Start to Recovery (months) 4 5
Longest Negative Period (months) 3 6
RISK INDICATORS
Standard Deviation (%) 2.43 4.31
Sharpe Ratio 0.92 0.51
Sortino Ratio 1.13 0.64
Ulcer Index 0.36 0.85
Ratio: Return / Standard Deviation 2.83 1.58
Ratio: Return / Deepest Drawdown 6.56 3.54
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Robo Advisor 10 Value Tilt All Country World Bonds
Author Betterment
ASSET ALLOCATION
Stocks 9.9% 0%
Fixed Income 90.1% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.18 -0.20
Infl. Adjusted (%) -2.24 -4.53
DRAWDOWN
Deepest Drawdown Depth (%) -8.91 -17.60
Start to Recovery (months) 35 54*
Longest Drawdown Depth (%) -8.91 -17.60
Start to Recovery (months) 35 54*
Longest Negative Period (months) 40 60*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 3.45 6.22
Sharpe Ratio -0.14 -0.46
Sortino Ratio -0.20 -0.67
Ulcer Index 3.54 9.21
Ratio: Return / Standard Deviation 0.63 -0.03
Ratio: Return / Deepest Drawdown 0.25 -0.01
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Robo Advisor 10 Value Tilt All Country World Bonds
Author Betterment
ASSET ALLOCATION
Stocks 9.9% 0%
Fixed Income 90.1% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.43 2.12
Infl. Adjusted (%) -0.59 -0.89
DRAWDOWN
Deepest Drawdown Depth (%) -8.91 -17.60
Start to Recovery (months) 35 54*
Longest Drawdown Depth (%) -8.91 -17.60
Start to Recovery (months) 35 54*
Longest Negative Period (months) 45 88
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 2.72 5.15
Sharpe Ratio 0.22 0.06
Sortino Ratio 0.30 0.08
Ulcer Index 2.53 6.59
Ratio: Return / Standard Deviation 0.89 0.41
Ratio: Return / Deepest Drawdown 0.27 0.12
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Robo Advisor 10 Value Tilt All Country World Bonds
Author Betterment
ASSET ALLOCATION
Stocks 9.9% 0%
Fixed Income 90.1% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.15 5.26
Infl. Adjusted (%) 1.60 2.68
DRAWDOWN
Deepest Drawdown Depth (%) -8.91 -17.60
Start to Recovery (months) 35 54*
Longest Drawdown Depth (%) -8.91 -17.60
Start to Recovery (months) 35 54*
Longest Negative Period (months) 45 88
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 2.50 4.58
Sharpe Ratio 0.75 0.65
Sortino Ratio 1.02 0.88
Ulcer Index 1.53 3.97
Ratio: Return / Standard Deviation 1.66 1.15
Ratio: Return / Deepest Drawdown 0.47 0.30
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Robo Advisor 10 Value Tilt All Country World Bonds
Author Betterment
ASSET ALLOCATION
Stocks 9.9% 0%
Fixed Income 90.1% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.57 6.62
Infl. Adjusted (%) 2.72 3.73
DRAWDOWN
Deepest Drawdown Depth (%) -8.91 -17.60
Start to Recovery (months) 35 54*
Longest Drawdown Depth (%) -8.91 -17.60
Start to Recovery (months) 35 54*
Longest Negative Period (months) 45 88
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 2.89 4.89
Sharpe Ratio 0.83 0.71
Sortino Ratio 1.19 0.97
Ulcer Index 1.38 3.59
Ratio: Return / Standard Deviation 1.93 1.35
Ratio: Return / Deepest Drawdown 0.63 0.38
Metrics calculated over the period 1 January 1985 - 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 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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Robo Advisor 10 Value Tilt All Country World Bonds
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.60 54* Jan 2021
In progress
-8.91 35 Sep 2021
Jul 2024
-8.82 10 Mar 2008
Dec 2008
-5.16 13 May 2013
May 2014
-3.92 4 Mar 2020
Jun 2020
-3.55 14 Apr 2008
May 2009
-3.54 11 Oct 2016
Aug 2017
-3.22 4 Jun 2003
Sep 2003
-3.02 5 Apr 2004
Aug 2004
-3.00 4 Jan 2009
Apr 2009
-2.69 7 May 1999
Nov 1999
-2.40 6 Dec 1996
May 1997
-2.23 13 Feb 2015
Feb 2016
-2.17 7 Nov 2010
May 2011
-2.13 2 Aug 1998
Sep 1998

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Robo Advisor 10 Value Tilt All Country World Bonds
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.60 54* Jan 2021
In progress
-8.91 35 Sep 2021
Jul 2024
-8.82 10 Mar 2008
Dec 2008
-6.85 16 Feb 1994
May 1995
-5.71 11 Mar 1987
Jan 1988
-5.16 13 May 2013
May 2014
-3.92 4 Mar 2020
Jun 2020
-3.55 14 Apr 2008
May 2009
-3.54 11 Oct 2016
Aug 2017
-3.22 4 Jun 2003
Sep 2003
-3.17 13 Feb 1994
Feb 1995
-3.02 5 Apr 2004
Aug 2004
-3.00 4 Jan 2009
Apr 2009
-2.97 5 Jan 1990
May 1990
-2.83 3 Feb 1985
Apr 1985

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 - 30 June 2025 (~41 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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Robo Advisor 10 Value Tilt All Country World Bonds
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
3.80 0.00 3.68 -0.58
2024
4.64 -1.05 2.77 -2.17
2023
5.92 -1.47 7.31 -4.11
2022
-6.66 -8.39 -13.82 -15.86
2021
0.88 -0.88 -2.06 -3.44
2020
4.71 -1.19 6.30 -3.92
2019
6.61 0.00 9.49 -0.86
2018
0.02 -0.91 0.10 -1.92
2017
3.34 -0.02 4.16 -0.40
2016
2.45 -1.03 4.27 -3.54
2015
0.10 -1.18 0.85 -2.23
2014
1.76 -0.61 6.88 -0.66
2013
1.99 -1.31 -2.50 -5.16
2012
3.35 -0.85 7.45 -0.22
2011
1.84 -1.48 8.12 -0.42
2010
4.56 -0.60 7.71 -2.17
2009
5.43 -3.09 9.48 -3.00
2008
1.51 -3.55 2.29 -8.82
2007
7.32 0.00 6.05 -1.42
2006
5.96 -0.47 4.63 -1.46
2005
3.37 -0.59 4.71 -1.32
2004
3.50 -1.68 6.09 -3.02
2003
7.36 -0.53 8.25 -3.22
2002
5.59 -0.24 9.30 -1.07
2001
6.78 -0.09 12.23 -0.35
2000
7.31 -0.69 11.10 -0.72
1999
5.47 -1.00 3.71 -2.69
1998
7.51 -1.05 8.51 -2.13
1997
7.18 -0.73 5.56 -2.07
1996
6.42 -0.77 8.94 -2.00
1995
14.22 0.00 20.40 -0.22
1994
-1.25 -3.17 -5.13 -6.85
1993
10.54 -0.63 14.09 -0.38
1992
6.61 -1.12 9.20 -1.73
1991
15.83 -0.59 18.81 -0.40
1990
7.24 -1.52 7.31 -2.97
1989
14.16 -0.50 12.84 -1.53
1988
8.05 -0.37 7.90 -2.11
1987
3.74 -1.32 1.20 -5.71
1986
12.96 -1.17 15.08 -2.62
1985
17.68 -0.60 22.99 -2.83
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