Scott Burns Four Square Portfolio vs The Lazy Team Dynamic 40/60 Income Portfolio Portfolio Comparison

Simulation Settings
Period: January 1992 - May 2025 (~33 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
(1992/01 - 2025/05)
Inflation Adjusted:
Scott Burns Four Square Portfolio
1.00$
Invested Capital
June 1995
7.42$
Final Capital
May 2025
6.91%
Yearly Return
8.44%
Std Deviation
-29.95%
Max Drawdown
35months
Recovery Period
1.00$
Invested Capital
June 1995
3.52$
Final Capital
May 2025
4.28%
Yearly Return
8.44%
Std Deviation
-31.11%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1992
9.79$
Final Capital
May 2025
7.07%
Yearly Return
8.28%
Std Deviation
-29.95%
Max Drawdown
35months
Recovery Period
1.00$
Invested Capital
January 1992
4.22$
Final Capital
May 2025
4.40%
Yearly Return
8.28%
Std Deviation
-31.11%
Max Drawdown
38months
Recovery Period
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Invested Capital
June 1995
7.66$
Final Capital
May 2025
7.02%
Yearly Return
8.12%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
June 1995
3.63$
Final Capital
May 2025
4.39%
Yearly Return
8.12%
Std Deviation
-31.61%
Max Drawdown
34months
Recovery Period
1.00$
Invested Capital
January 1992
10.68$
Final Capital
May 2025
7.34%
Yearly Return
7.83%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
January 1992
4.60$
Final Capital
May 2025
4.67%
Yearly Return
7.83%
Std Deviation
-31.61%
Max Drawdown
34months
Recovery Period

As of May 2025, in the previous 30 Years, the Scott Burns Four Square Portfolio obtained a 6.91% compound annual return, with a 8.44% standard deviation. It suffered a maximum drawdown of -29.95% that required 35 months to be recovered.

As of May 2025, in the previous 30 Years, the The Lazy Team Dynamic 40/60 Income Portfolio obtained a 7.02% compound annual return, with a 8.12% standard deviation. It suffered a maximum drawdown of -29.84% that required 26 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.

Scott Burns Four Square Portfolio
Weight
(%)		 Ticker Name
25.00
VTI
Vanguard Total Stock Market
25.00
VEU
Vanguard FTSE All-World ex-US
25.00
TIP
iShares TIPS Bond
25.00
BNDX
Vanguard Total International Bond
The Lazy Team Dynamic 40/60 Income Portfolio
Weight
(%)		 Ticker Name
20.00
PFF
iShares Preferred and Income Securities ETF
20.00
VTI
Vanguard Total Stock Market
20.00
EMB
iShares JP Morgan USD Em Mkts Bd
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
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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
(1992/01 - 2025/05)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Four Square
Scott Burns 		1 $ 7.42 $ 642.16% 6.91%
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 7.66 $ 666.02% 7.02%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Four Square
Scott Burns 		1 $ 3.52 $ 252.03% 4.28%
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 3.63 $ 263.34% 4.39%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Four Square
Scott Burns 		1 $ 9.79 $ 879.09% 7.07%
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 10.68 $ 968.05% 7.34%
Jan 1992 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Four Square
Scott Burns 		1 $ 4.22 $ 321.97% 4.40%
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 4.60 $ 360.31% 4.67%
Jan 1992 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Four Square
Scott Burns 		4.93 2.52 2.74 9.81 6.77 5.69 6.91 7.07
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Dynamic 40/60 Income
The Lazy Team 		1.51 1.88 -0.46 7.35 5.04 4.70 7.02 7.34
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 1992 - 31 May 2025 (~33 years)
1 Year
5 Years
10 Years
30 Years
All (1992/01 - 2025/05)
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Four Square Dynamic 40/60 Income
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.81 7.35
Infl. Adjusted (%) 7.26 4.86
DRAWDOWN
Deepest Drawdown Depth (%) -2.09 -2.36
Start to Recovery (months) 3 3*
Longest Drawdown Depth (%) -2.09 -2.36
Start to Recovery (months) 3 3*
Longest Negative Period (months) 6 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.58 5.28
Sharpe Ratio 0.92 0.50
Sortino Ratio 1.11 0.63
Ulcer Index 0.90 1.09
Ratio: Return / Standard Deviation 1.76 1.39
Ratio: Return / Deepest Drawdown 4.69 3.11
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Four Square Dynamic 40/60 Income
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.77 5.04
Infl. Adjusted (%) 2.05 0.40
DRAWDOWN
Deepest Drawdown Depth (%) -19.67 -17.33
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -19.67 -17.33
Start to Recovery (months) 30 30
Longest Negative Period (months) 35 38
RISK INDICATORS
Standard Deviation (%) 9.63 8.66
Sharpe Ratio 0.43 0.28
Sortino Ratio 0.58 0.38
Ulcer Index 7.07 6.98
Ratio: Return / Standard Deviation 0.70 0.58
Ratio: Return / Deepest Drawdown 0.34 0.29
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Four Square Dynamic 40/60 Income
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.69 4.70
Infl. Adjusted (%) 2.54 1.59
DRAWDOWN
Deepest Drawdown Depth (%) -19.67 -17.33
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -19.67 -17.33
Start to Recovery (months) 30 30
Longest Negative Period (months) 35 38
RISK INDICATORS
Standard Deviation (%) 8.71 7.96
Sharpe Ratio 0.45 0.37
Sortino Ratio 0.59 0.48
Ulcer Index 5.42 5.25
Ratio: Return / Standard Deviation 0.65 0.59
Ratio: Return / Deepest Drawdown 0.29 0.27
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Four Square Dynamic 40/60 Income
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.91 7.02
Infl. Adjusted (%) 4.28 4.39
DRAWDOWN
Deepest Drawdown Depth (%) -29.95 -29.84
Start to Recovery (months) 35 26
Longest Drawdown Depth (%) -11.74 -17.33
Start to Recovery (months) 36 30
Longest Negative Period (months) 52 69
RISK INDICATORS
Standard Deviation (%) 8.44 8.12
Sharpe Ratio 0.55 0.58
Sortino Ratio 0.72 0.76
Ulcer Index 5.62 4.85
Ratio: Return / Standard Deviation 0.82 0.86
Ratio: Return / Deepest Drawdown 0.23 0.24
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Four Square Dynamic 40/60 Income
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.07 7.34
Infl. Adjusted (%) 4.40 4.67
DRAWDOWN
Deepest Drawdown Depth (%) -29.95 -29.84
Start to Recovery (months) 35 26
Longest Drawdown Depth (%) -11.74 -17.33
Start to Recovery (months) 36 30
Longest Negative Period (months) 52 69
RISK INDICATORS
Standard Deviation (%) 8.28 7.83
Sharpe Ratio 0.56 0.63
Sortino Ratio 0.74 0.82
Ulcer Index 5.41 4.65
Ratio: Return / Standard Deviation 0.85 0.94
Ratio: Return / Deepest Drawdown 0.24 0.25
Metrics calculated over the period 1 January 1992 - 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 1992 - 31 May 2025 (~33 years)
30 Years
(1995/06 - 2025/05)

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Four Square Dynamic 40/60 Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.95 35 Nov 2007
Sep 2010
-29.84 26 Nov 2007
Dec 2009
-19.67 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-11.74 36 Sep 2000
Aug 2003
-10.98 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-8.76 9 May 2011
Jan 2012
-7.19 8 Jun 2011
Jan 2012
-6.76 15 May 2015
Jul 2016
-6.73 9 May 2002
Jan 2003
-6.72 14 Feb 2018
Mar 2019
-6.72 4 Jul 1998
Oct 1998
-5.09 5 Oct 2018
Feb 2019

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Four Square Dynamic 40/60 Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.95 35 Nov 2007
Sep 2010
-29.84 26 Nov 2007
Dec 2009
-19.67 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-11.74 36 Sep 2000
Aug 2003
-10.98 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-8.76 9 May 2011
Jan 2012
-7.19 8 Jun 2011
Jan 2012
-6.76 15 May 2015
Jul 2016
-6.73 9 May 2002
Jan 2003
-6.72 14 Feb 2018
Mar 2019
-6.72 4 Jul 1998
Oct 1998
-5.70 15 Feb 1994
Apr 1995

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 1992 - 31 May 2025 (~33 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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Four Square Dynamic 40/60 Income
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.93 -1.45 1.51 -2.36
2024
 8.65 -2.53 9.59 -2.45
2023
 13.49 -6.43 11.97 -5.00
2022
 -15.24 -19.67 -14.37 -17.33
2021
 9.33 -2.52 6.72 -1.83
2020
 11.91 -10.98 8.28 -12.42
2019
 17.18 -2.46 15.91 -1.51
2018
 -4.50 -6.72 -3.18 -5.09
2017
 13.48 0.00 9.18 0.00
2016
 6.76 -2.11 7.53 -1.95
2015
 -1.25 -6.71 0.21 -4.06
2014
 5.08 -2.41 7.01 -1.44
2013
 9.58 -4.32 6.13 -3.06
2012
 12.82 -3.97 12.70 -2.72
2011
 2.20 -8.76 2.96 -7.19
2010
 10.97 -5.40 11.25 -3.72
2009
 22.68 -10.14 22.37 -15.04
2008
 -20.68 -24.65 -14.80 -23.51
2007
 9.45 -1.72 0.88 -3.23
2006
 11.39 -1.90 9.18 -1.29
2005
 7.34 -1.96 5.23 -1.76
2004
 12.00 -2.76 8.41 -3.31
2003
 20.76 -1.66 21.64 -1.30
2002
 -2.42 -7.60 1.03 -6.73
2001
 -3.17 -9.29 8.71 -3.24
2000
 0.17 -4.92 3.43 -4.13
1999
 12.39 -2.57 11.02 -2.15
1998
 16.31 -6.72 6.04 -9.38
1997
 9.52 -3.68 16.36 -2.49
1996
 7.91 -1.59 16.81 -1.12
1995
 21.01 -0.12 23.17 0.00
1994
 -0.99 -5.70 -3.19 -5.36
1993
 18.18 -3.33 14.73 -0.57
1992
 3.74 -4.82 12.95 -0.70
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