Betterment Robo Advisor 100 Value Tilt Portfolio vs The Lazy Team Aggressive Global Income Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - June 2025 (~50 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
(1976/01 - 2025/06)
Inflation Adjusted:
Betterment Robo Advisor 100 Value Tilt Portfolio
1.00$
Invested Capital
July 1995
12.02$
Final Capital
June 2025
8.64%
Yearly Return
15.81%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
July 1995
5.71$
Final Capital
June 2025
5.98%
Yearly Return
15.81%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period
1.00$
Invested Capital
January 1976
197.34$
Final Capital
June 2025
11.27%
Yearly Return
15.49%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1976
34.22$
Final Capital
June 2025
7.40%
Yearly Return
15.49%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period
The Lazy Team Aggressive Global Income Portfolio
1.00$
Invested Capital
July 1995
13.02$
Final Capital
June 2025
8.93%
Yearly Return
14.48%
Std Deviation
-52.63%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
July 1995
6.19$
Final Capital
June 2025
6.26%
Yearly Return
14.48%
Std Deviation
-53.41%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1976
207.42$
Final Capital
June 2025
11.38%
Yearly Return
13.75%
Std Deviation
-52.63%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1976
35.96$
Final Capital
June 2025
7.51%
Yearly Return
13.75%
Std Deviation
-53.41%
Max Drawdown
63months
Recovery Period

As of June 2025, in the previous 30 Years, the Betterment Robo Advisor 100 Value Tilt Portfolio obtained a 8.64% compound annual return, with a 15.81% standard deviation. It suffered a maximum drawdown of -54.55% that required 63 months to be recovered.

As of June 2025, in the previous 30 Years, the The Lazy Team Aggressive Global Income Portfolio obtained a 8.93% compound annual return, with a 14.48% standard deviation. It suffered a maximum drawdown of -52.63% that required 42 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.

Betterment Robo Advisor 100 Value Tilt Portfolio
Weight
(%)		 Ticker Name
34.60
VTI
Vanguard Total Stock Market
27.30
EFA
iShares MSCI EAFE
15.00
EEM
iShares MSCI Emerging Markets
9.20
VTV
Vanguard Value
7.50
VOE
Vanguard Mid-Cap Value
6.40
IJS
iShares S&P Small-Cap 600 Value
The Lazy Team Aggressive Global Income Portfolio
Weight
(%)		 Ticker Name
30.00
DWX
SPDR S&P International Dividend ETF
30.00
VYM
Vanguard High Dividend Yield
20.00
DES
WisdomTree US SmallCap Dividend ETF
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
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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
(1976/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 100 Value Tilt
Betterment 		1 $ 12.02 $ 1 102.36% 8.64%
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 13.02 $ 1 201.88% 8.93%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 100 Value Tilt
Betterment 		1 $ 5.71 $ 471.44% 5.98%
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 6.19 $ 518.74% 6.26%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 100 Value Tilt
Betterment 		1 $ 197.34 $ 19 633.55% 11.27%
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 207.42 $ 20 641.92% 11.38%
Jan 1976 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 100 Value Tilt
Betterment 		1 $ 34.22 $ 3 321.62% 7.40%
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 35.96 $ 3 496.46% 7.51%
Jan 1976 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 100 Value Tilt
Betterment 		10.17 4.24 10.17 15.29 12.97 9.18 8.64 11.27
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Aggressive Global Income
The Lazy Team 		8.44 2.69 8.44 16.44 10.68 6.82 8.93 11.38
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 1976 - 30 June 2025 (~50 years)
1 Year
5 Years
10 Years
30 Years
All (1976/01 - 2025/06)
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Robo Advisor 100 Value Tilt Aggressive Global Income
Author Betterment The Lazy Team
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.29 16.44
Infl. Adjusted (%) 12.56 13.67
DRAWDOWN
Deepest Drawdown Depth (%) -3.76 -4.45
Start to Recovery (months) 6 6
Longest Drawdown Depth (%) -3.76 -4.45
Start to Recovery (months) 6 6
Longest Negative Period (months) 7 5
RISK INDICATORS
Standard Deviation (%) 9.66 9.31
Sharpe Ratio 1.10 1.27
Sortino Ratio 1.43 1.68
Ulcer Index 1.72 1.73
Ratio: Return / Standard Deviation 1.58 1.77
Ratio: Return / Deepest Drawdown 4.07 3.69
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Robo Advisor 100 Value Tilt Aggressive Global Income
Author Betterment The Lazy Team
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.97 10.68
Infl. Adjusted (%) 8.08 5.89
DRAWDOWN
Deepest Drawdown Depth (%) -24.17 -18.06
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -24.17 -18.06
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 31
RISK INDICATORS
Standard Deviation (%) 15.13 12.83
Sharpe Ratio 0.68 0.62
Sortino Ratio 0.94 0.87
Ulcer Index 7.46 4.70
Ratio: Return / Standard Deviation 0.86 0.83
Ratio: Return / Deepest Drawdown 0.54 0.59
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Robo Advisor 100 Value Tilt Aggressive Global Income
Author Betterment The Lazy Team
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.18 6.82
Infl. Adjusted (%) 5.96 3.67
DRAWDOWN
Deepest Drawdown Depth (%) -24.17 -23.84
Start to Recovery (months) 26 14
Longest Drawdown Depth (%) -24.17 -18.06
Start to Recovery (months) 26 24
Longest Negative Period (months) 36 42
RISK INDICATORS
Standard Deviation (%) 15.04 12.86
Sharpe Ratio 0.49 0.39
Sortino Ratio 0.65 0.51
Ulcer Index 6.97 5.88
Ratio: Return / Standard Deviation 0.61 0.53
Ratio: Return / Deepest Drawdown 0.38 0.29
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Robo Advisor 100 Value Tilt Aggressive Global Income
Author Betterment The Lazy Team
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.64 8.93
Infl. Adjusted (%) 5.98 6.26
DRAWDOWN
Deepest Drawdown Depth (%) -54.55 -52.63
Start to Recovery (months) 63 42
Longest Drawdown Depth (%) -54.55 -27.39
Start to Recovery (months) 63 46
Longest Negative Period (months) 118 110
RISK INDICATORS
Standard Deviation (%) 15.81 14.48
Sharpe Ratio 0.40 0.46
Sortino Ratio 0.53 0.62
Ulcer Index 13.29 10.90
Ratio: Return / Standard Deviation 0.55 0.62
Ratio: Return / Deepest Drawdown 0.16 0.17
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Robo Advisor 100 Value Tilt Aggressive Global Income
Author Betterment The Lazy Team
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.27 11.38
Infl. Adjusted (%) 7.40 7.51
DRAWDOWN
Deepest Drawdown Depth (%) -54.55 -52.63
Start to Recovery (months) 63 42
Longest Drawdown Depth (%) -54.55 -27.39
Start to Recovery (months) 63 46
Longest Negative Period (months) 118 110
RISK INDICATORS
Standard Deviation (%) 15.49 13.75
Sharpe Ratio 0.45 0.52
Sortino Ratio 0.60 0.70
Ulcer Index 11.05 8.96
Ratio: Return / Standard Deviation 0.73 0.83
Ratio: Return / Deepest Drawdown 0.21 0.22
Metrics calculated over the period 1 January 1976 - 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 1976 - 30 June 2025 (~50 years)
30 Years
(1995/07 - 2025/06)

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Robo Advisor 100 Value Tilt Aggressive Global Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-54.55 63 Nov 2007
Jan 2013
-52.63 42 Nov 2007
Apr 2011
-37.03 55 Apr 2000
Oct 2004
-27.39 46 Mar 2000
Dec 2003
-24.17 26 Jan 2022
Feb 2024
-24.14 11 Jan 2020
Nov 2020
-23.84 14 Jan 2020
Feb 2021
-20.12 11 May 1998
Mar 1999
-18.06 24 Jan 2022
Dec 2023
-17.13 17 May 2011
Sep 2012
-15.46 14 May 1998
Jun 1999
-14.58 21 Feb 2018
Oct 2019
-13.71 16 Jun 2015
Sep 2016
-13.63 15 May 2015
Jul 2016
-9.93 15 Feb 2018
Apr 2019

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Robo Advisor 100 Value Tilt Aggressive Global Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-54.55 63 Nov 2007
Jan 2013
-52.63 42 Nov 2007
Apr 2011
-37.03 55 Apr 2000
Oct 2004
-27.39 46 Mar 2000
Dec 2003
-25.46 17 Sep 1987
Jan 1989
-24.17 26 Jan 2022
Feb 2024
-24.14 11 Jan 2020
Nov 2020
-23.84 14 Jan 2020
Feb 2021
-23.14 24 Dec 1980
Nov 1982
-21.38 17 Sep 1987
Jan 1989
-20.93 14 Jan 1990
Feb 1991
-20.12 11 May 1998
Mar 1999
-19.23 17 Jan 1990
May 1991
-18.06 24 Jan 2022
Dec 2023
-17.13 17 May 2011
Sep 2012

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 1976 - 30 June 2025 (~50 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 100 Value Tilt Aggressive Global Income
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 10.17 -2.59 8.44 -0.60
2024
 13.15 -3.76 9.62 -4.45
2023
 17.91 -10.44 11.91 -7.58
2022
 -15.26 -24.17 -8.43 -18.06
2021
 18.02 -3.75 17.07 -3.13
2020
 12.47 -24.14 -1.13 -23.84
2019
 25.35 -6.47 19.97 -4.74
2018
 -10.13 -14.58 -8.07 -9.93
2017
 23.37 0.00 13.53 -0.18
2016
 11.17 -6.32 18.29 -3.34
2015
 -3.25 -11.66 -6.99 -13.07
2014
 4.80 -4.57 3.96 -4.21
2013
 25.26 -2.77 19.30 -3.15
2012
 17.46 -9.49 12.95 -7.73
2011
 -5.87 -21.44 0.62 -17.13
2010
 15.28 -12.96 14.37 -10.71
2009
 33.82 -19.82 33.97 -22.88
2008
 -39.26 -42.29 -34.21 -38.73
2007
 8.88 -6.67 3.78 -6.63
2006
 21.56 -4.63 21.69 -3.86
2005
 12.96 -5.00 12.70 -5.15
2004
 18.09 -4.14 16.76 -2.82
2003
 38.64 -5.78 32.98 -2.92
2002
 -16.20 -24.90 -7.54 -18.13
2001
 -10.62 -23.72 -4.83 -16.72
2000
 -8.25 -13.29 -0.62 -14.41
1999
 29.44 -3.30 48.88 -3.02
1998
 11.29 -20.12 8.84 -15.46
1997
 15.46 -6.42 18.82 -3.75
1996
 15.79 -5.24 13.71 -4.27
1995
 21.40 -2.18 24.10 -1.27
1994
 -0.71 -8.30 2.10 -5.06
1993
 31.23 -4.22 19.15 -4.01
1992
 2.17 -4.49 3.24 -3.34
1991
 38.61 -5.51 24.91 -4.27
1990
 -12.28 -20.93 -13.87 -19.23
1989
 33.54 -3.73 17.94 -3.26
1988
 24.10 -3.67 21.28 -3.17
1987
 2.12 -25.46 8.36 -21.38
1986
 28.15 -5.66 32.40 -3.91
1985
 38.11 -3.15 37.47 -2.20
1984
 6.89 -6.80 6.06 -6.93
1983
 23.93 -2.67 24.33 -2.44
1982
 8.68 -17.47 20.53 -7.77
1981
 -3.48 -12.17 4.76 -9.45
1980
 24.52 -12.44 21.29 -11.49
1979
 19.37 -7.99 17.54 -7.85
1978
 16.43 -9.58 14.65 -8.85
1977
 5.87 -3.49 10.80 -1.85
1976
 20.93 -3.25 24.53 -1.62
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