Scott Burns Four Square Portfolio vs Marc Faber 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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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Scott Burns Four Square Portfolio
1.00$
Invested Capital
July 1995
7.58$
Final Capital
June 2025
6.98%
Yearly Return
8.45%
Std Deviation
-29.95%
Max Drawdown
35months
Recovery Period
1.00$
Invested Capital
July 1995
3.60$
Final Capital
June 2025
4.36%
Yearly Return
8.45%
Std Deviation
-31.11%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
29.03$
Final Capital
June 2025
8.67%
Yearly Return
8.65%
Std Deviation
-29.95%
Max Drawdown
35months
Recovery Period
1.00$
Invested Capital
January 1985
9.55$
Final Capital
June 2025
5.73%
Yearly Return
8.65%
Std Deviation
-31.11%
Max Drawdown
38months
Recovery Period
Marc Faber Portfolio
1.00$
Invested Capital
July 1995
9.93$
Final Capital
June 2025
7.95%
Yearly Return
9.73%
Std Deviation
-28.82%
Max Drawdown
22months
Recovery Period
1.00$
Invested Capital
July 1995
4.72$
Final Capital
June 2025
5.31%
Yearly Return
9.73%
Std Deviation
-29.83%
Max Drawdown
29months
Recovery Period
1.00$
Invested Capital
January 1985
27.57$
Final Capital
June 2025
8.53%
Yearly Return
9.08%
Std Deviation
-28.82%
Max Drawdown
22months
Recovery Period
1.00$
Invested Capital
January 1985
9.07$
Final Capital
June 2025
5.60%
Yearly Return
9.08%
Std Deviation
-29.83%
Max Drawdown
29months
Recovery Period

As of June 2025, in the previous 30 Years, the Scott Burns Four Square Portfolio obtained a 6.98% compound annual return, with a 8.45% standard deviation. It suffered a maximum drawdown of -29.95% that required 35 months to be recovered.

As of June 2025, in the previous 30 Years, the Marc Faber Portfolio obtained a 7.95% compound annual return, with a 9.73% standard deviation. It suffered a maximum drawdown of -28.82% that required 22 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
Marc Faber Portfolio
Weight
(%)		 Ticker Name
25.00
VNQ
Vanguard Real Estate
13.00
VV
Vanguard Large-Cap
8.00
VEA
Vanguard FTSE Developed Markets
4.00
EEM
iShares MSCI Emerging Markets
25.00
BND
Vanguard Total Bond Market
25.00
GLD
SPDR Gold Trust
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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 (%)
Scott Burns Four Square
Scott Burns 		1 $ 7.58 $ 657.97% 6.98%
Marc Faber Marc Faber Portfolio
Marc Faber 		1 $ 9.93 $ 893.08% 7.95%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Four Square
Scott Burns 		1 $ 3.60 $ 260.24% 4.36%
Marc Faber Marc Faber Portfolio
Marc Faber 		1 $ 4.72 $ 371.98% 5.31%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Four Square
Scott Burns 		1 $ 29.03 $ 2 803.31% 8.67%
Marc Faber Marc Faber Portfolio
Marc Faber 		1 $ 27.57 $ 2 656.77% 8.53%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Four Square
Scott Burns 		1 $ 9.55 $ 855.21% 5.73%
Marc Faber Marc Faber Portfolio
Marc Faber 		1 $ 9.07 $ 806.99% 5.60%
Jan 1985 Jun 2025

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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_scott_burns.webp Four Square
Scott Burns 		7.64 2.58 7.64 11.52 6.90 6.14 6.98 8.67
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_marc_faber.webp Marc Faber Portfolio
Marc Faber 		11.14 1.84 11.14 18.79 8.34 7.42 7.95 8.53
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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Four Square Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 50% 50%
Fixed Income 50% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 11.52 18.79
Infl. Adjusted (%) 8.87 15.97
DRAWDOWN
Deepest Drawdown Depth (%) -2.09 -3.50
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -2.09 -3.50
Start to Recovery (months) 3 3
Longest Negative Period (months) 6 4
RISK INDICATORS
Standard Deviation (%) 5.83 6.73
Sharpe Ratio 1.18 2.10
Sortino Ratio 1.43 2.58
Ulcer Index 0.90 1.01
Ratio: Return / Standard Deviation 1.98 2.79
Ratio: Return / Deepest Drawdown 5.51 5.37
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Four Square Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 50% 50%
Fixed Income 50% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 6.90 8.34
Infl. Adjusted (%) 2.27 3.65
DRAWDOWN
Deepest Drawdown Depth (%) -19.67 -19.93
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -19.67 -19.93
Start to Recovery (months) 30 30
Longest Negative Period (months) 35 34
RISK INDICATORS
Standard Deviation (%) 9.65 10.95
Sharpe Ratio 0.44 0.52
Sortino Ratio 0.59 0.70
Ulcer Index 7.07 7.23
Ratio: Return / Standard Deviation 0.71 0.76
Ratio: Return / Deepest Drawdown 0.35 0.42
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Four Square Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 50% 50%
Fixed Income 50% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 6.14 7.42
Infl. Adjusted (%) 3.01 4.25
DRAWDOWN
Deepest Drawdown Depth (%) -19.67 -19.93
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -19.67 -19.93
Start to Recovery (months) 30 30
Longest Negative Period (months) 35 34
RISK INDICATORS
Standard Deviation (%) 8.71 9.79
Sharpe Ratio 0.50 0.57
Sortino Ratio 0.65 0.78
Ulcer Index 5.37 5.52
Ratio: Return / Standard Deviation 0.71 0.76
Ratio: Return / Deepest Drawdown 0.31 0.37
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Four Square Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 50% 50%
Fixed Income 50% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 6.98 7.95
Infl. Adjusted (%) 4.36 5.31
DRAWDOWN
Deepest Drawdown Depth (%) -29.95 -28.82
Start to Recovery (months) 35 22
Longest Drawdown Depth (%) -11.74 -19.93
Start to Recovery (months) 36 30
Longest Negative Period (months) 52 41
RISK INDICATORS
Standard Deviation (%) 8.45 9.73
Sharpe Ratio 0.56 0.58
Sortino Ratio 0.73 0.77
Ulcer Index 5.62 5.36
Ratio: Return / Standard Deviation 0.83 0.82
Ratio: Return / Deepest Drawdown 0.23 0.28
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Four Square Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 50% 50%
Fixed Income 50% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 8.67 8.53
Infl. Adjusted (%) 5.73 5.60
DRAWDOWN
Deepest Drawdown Depth (%) -29.95 -28.82
Start to Recovery (months) 35 22
Longest Drawdown Depth (%) -11.74 -19.93
Start to Recovery (months) 36 30
Longest Negative Period (months) 52 41
RISK INDICATORS
Standard Deviation (%) 8.65 9.08
Sharpe Ratio 0.64 0.59
Sortino Ratio 0.85 0.78
Ulcer Index 5.09 4.81
Ratio: Return / Standard Deviation 1.00 0.94
Ratio: Return / Deepest Drawdown 0.29 0.30
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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Four Square Marc Faber Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.95 35 Nov 2007
Sep 2010
-28.82 22 Jun 2008
Mar 2010
-19.93 30 Jan 2022
Jun 2024
-19.67 30 Jan 2022
Jun 2024
-11.74 36 Sep 2000
Aug 2003
-11.30 6 Feb 2020
Jul 2020
-10.98 6 Feb 2020
Jul 2020
-10.47 12 May 1998
Apr 1999
-8.76 9 May 2011
Jan 2012
-7.96 5 Sep 2011
Jan 2012
-7.74 15 Feb 2015
Apr 2016
-7.73 12 Aug 2016
Jul 2017
-7.35 6 Apr 2004
Sep 2004
-7.32 10 May 2013
Feb 2014
-6.80 12 Jun 2002
May 2003

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Four Square Marc Faber Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.95 35 Nov 2007
Sep 2010
-28.82 22 Jun 2008
Mar 2010
-19.93 30 Jan 2022
Jun 2024
-19.67 30 Jan 2022
Jun 2024
-11.74 36 Sep 2000
Aug 2003
-11.32 13 Sep 1987
Sep 1988
-11.30 6 Feb 2020
Jul 2020
-10.98 6 Feb 2020
Jul 2020
-10.77 14 Jan 1990
Feb 1991
-10.47 12 May 1998
Apr 1999
-9.04 17 Sep 1987
Jan 1989
-8.76 9 May 2011
Jan 2012
-8.47 14 Jan 1990
Feb 1991
-7.96 5 Sep 2011
Jan 2012
-7.74 15 Feb 2015
Apr 2016

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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Four Square Marc Faber Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 7.64 -1.45 11.14 0.00
2024
 8.65 -2.53 12.01 -3.50
2023
 13.49 -6.43 12.80 -6.81
2022
 -15.24 -19.67 -14.67 -19.93
2021
 9.33 -2.52 12.98 -3.70
2020
 11.91 -10.98 11.15 -11.30
2019
 17.18 -2.46 20.49 -0.76
2018
 -4.50 -6.72 -4.39 -5.23
2017
 13.48 0.00 11.79 -0.53
2016
 6.76 -2.11 6.97 -7.73
2015
 -1.25 -6.71 -2.47 -7.74
2014
 5.08 -2.41 9.60 -4.12
2013
 9.58 -4.32 -1.18 -7.32
2012
 12.82 -3.97 11.20 -4.70
2011
 2.20 -8.76 4.97 -7.96
2010
 10.97 -5.40 19.36 -3.86
2009
 22.68 -10.14 22.95 -12.23
2008
 -20.68 -24.65 -16.28 -24.88
2007
 9.45 -1.72 8.25 -4.55
2006
 11.39 -1.90 20.89 -2.23
2005
 7.34 -1.96 11.20 -3.43
2004
 12.00 -2.76 13.91 -7.35
2003
 20.76 -1.66 23.98 -1.74
2002
 -2.42 -7.60 4.97 -6.80
2001
 -3.17 -9.29 1.95 -4.37
2000
 0.17 -4.92 4.65 -3.12
1999
 12.39 -2.57 7.25 -3.69
1998
 16.31 -6.72 2.17 -10.47
1997
 9.52 -3.68 5.23 -3.45
1996
 7.91 -1.59 12.19 -0.80
1995
 21.01 -0.12 13.03 -1.18
1994
 -0.99 -5.70 -3.18 -6.45
1993
 18.18 -3.33 19.45 -2.71
1992
 3.74 -4.82 3.34 -3.05
1991
 20.47 -3.04 19.75 -1.89
1990
 -3.87 -10.77 -4.94 -8.47
1989
 16.96 -1.40 13.95 -0.81
1988
 14.57 -2.29 7.03 -1.66
1987
 9.08 -11.32 6.79 -9.04
1986
 28.18 -4.00 21.19 -0.55
1985
 33.22 -1.08 21.48 -1.50
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