Scott Burns Four Square Portfolio vs Betterment Robo Advisor 50 Value Tilt 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
Betterment Robo Advisor 50 Value Tilt Portfolio
1.00$
Invested Capital
July 1995
8.71$
Final Capital
June 2025
7.48%
Yearly Return
9.28%
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
July 1995
4.14$
Final Capital
June 2025
4.85%
Yearly Return
9.28%
Std Deviation
-31.87%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1985
35.62$
Final Capital
June 2025
9.22%
Yearly Return
9.43%
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
January 1985
11.72$
Final Capital
June 2025
6.27%
Yearly Return
9.43%
Std Deviation
-31.87%
Max Drawdown
36months
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 Betterment Robo Advisor 50 Value Tilt Portfolio obtained a 7.48% compound annual return, with a 9.28% standard deviation. It suffered a maximum drawdown of -30.72% that required 30 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.

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
Weight
(%)
Ticker Name
16.20
VTI
Vanguard Total Stock Market
13.70
EFA
iShares MSCI EAFE
9.00
EEM
iShares MSCI Emerging Markets
4.40
VTV
Vanguard Value
3.60
VOE
Vanguard Mid-Cap Value
3.00
IJS
iShares S&P Small-Cap 600 Value
18.40
BNDX
Vanguard Total International Bond
14.70
BND
Vanguard Total Bond Market
10.70
EMB
iShares JP Morgan USD Em Mkts Bd
6.30
TIP
iShares TIPS 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
(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%
Betterment Robo Advisor 50 Value Tilt
Betterment
1 $ 8.71 $ 771.45% 7.48%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Four Square
Scott Burns
1 $ 3.60 $ 260.24% 4.36%
Betterment Robo Advisor 50 Value Tilt
Betterment
1 $ 4.14 $ 314.17% 4.85%

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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%
Betterment Robo Advisor 50 Value Tilt
Betterment
1 $ 35.62 $ 3 461.91% 9.22%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Four Square
Scott Burns
1 $ 9.55 $ 855.21% 5.73%
Betterment Robo Advisor 50 Value Tilt
Betterment
1 $ 11.72 $ 1 071.89% 6.27%

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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_betterment.webp Robo Advisor 50 Value Tilt
Betterment
7.22 2.81 7.22 11.22 6.34 5.72 7.48 9.22
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 Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.52 11.22
Infl. Adjusted (%) 8.87 8.58
DRAWDOWN
Deepest Drawdown Depth (%) -2.09 -2.63
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -2.09 -2.63
Start to Recovery (months) 3 3
Longest Negative Period (months) 6 7
RISK INDICATORS
Standard Deviation (%) 5.83 6.46
Sharpe Ratio 1.18 1.02
Sortino Ratio 1.43 1.25
Ulcer Index 0.90 1.09
Ratio: Return / Standard Deviation 1.98 1.74
Ratio: Return / Deepest Drawdown 5.51 4.26
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Four Square Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.90 6.34
Infl. Adjusted (%) 2.27 1.74
DRAWDOWN
Deepest Drawdown Depth (%) -19.67 -20.25
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -19.67 -20.25
Start to Recovery (months) 30 31
Longest Negative Period (months) 35 36
RISK INDICATORS
Standard Deviation (%) 9.65 10.15
Sharpe Ratio 0.44 0.36
Sortino Ratio 0.59 0.49
Ulcer Index 7.07 7.34
Ratio: Return / Standard Deviation 0.71 0.62
Ratio: Return / Deepest Drawdown 0.35 0.31
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Four Square Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.14 5.72
Infl. Adjusted (%) 3.01 2.60
DRAWDOWN
Deepest Drawdown Depth (%) -19.67 -20.25
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -19.67 -20.25
Start to Recovery (months) 30 31
Longest Negative Period (months) 35 39
RISK INDICATORS
Standard Deviation (%) 8.71 9.30
Sharpe Ratio 0.50 0.42
Sortino Ratio 0.65 0.56
Ulcer Index 5.37 5.67
Ratio: Return / Standard Deviation 0.71 0.62
Ratio: Return / Deepest Drawdown 0.31 0.28
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Four Square Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.98 7.48
Infl. Adjusted (%) 4.36 4.85
DRAWDOWN
Deepest Drawdown Depth (%) -29.95 -30.72
Start to Recovery (months) 35 30
Longest Drawdown Depth (%) -11.74 -20.25
Start to Recovery (months) 36 31
Longest Negative Period (months) 52 51
RISK INDICATORS
Standard Deviation (%) 8.45 9.28
Sharpe Ratio 0.56 0.56
Sortino Ratio 0.73 0.73
Ulcer Index 5.62 5.69
Ratio: Return / Standard Deviation 0.83 0.81
Ratio: Return / Deepest Drawdown 0.23 0.24
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Four Square Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.67 9.22
Infl. Adjusted (%) 5.73 6.27
DRAWDOWN
Deepest Drawdown Depth (%) -29.95 -30.72
Start to Recovery (months) 35 30
Longest Drawdown Depth (%) -11.74 -20.25
Start to Recovery (months) 36 31
Longest Negative Period (months) 52 51
RISK INDICATORS
Standard Deviation (%) 8.65 9.43
Sharpe Ratio 0.64 0.64
Sortino Ratio 0.85 0.84
Ulcer Index 5.09 5.23
Ratio: Return / Standard Deviation 1.00 0.98
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 Robo Advisor 50 Value Tilt
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-30.72 30 Nov 2007
Apr 2010
-29.95 35 Nov 2007
Sep 2010
-20.25 31 Jan 2022
Jul 2024
-19.67 30 Jan 2022
Jun 2024
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-11.74 36 Sep 2000
Aug 2003
-10.98 6 Feb 2020
Jul 2020
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-8.76 9 May 2011
Jan 2012
-8.54 14 Feb 2001
Mar 2002
-7.45 15 Feb 2018
Apr 2019
-7.06 15 May 2015
Jul 2016
-6.76 15 May 2015
Jul 2016

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Four Square Robo Advisor 50 Value Tilt
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-30.72 30 Nov 2007
Apr 2010
-29.95 35 Nov 2007
Sep 2010
-20.25 31 Jan 2022
Jul 2024
-19.67 30 Jan 2022
Jun 2024
-14.26 14 Sep 1987
Oct 1988
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-11.74 36 Sep 2000
Aug 2003
-11.61 7 Aug 1990
Feb 1991
-11.32 13 Sep 1987
Sep 1988
-10.98 6 Feb 2020
Jul 2020
-10.86 13 May 2002
May 2003
-10.77 14 Jan 1990
Feb 1991
-9.49 10 May 2011
Feb 2012
-8.76 9 May 2011
Jan 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 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 Robo Advisor 50 Value Tilt
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
7.64 -1.45 7.22 -1.48
2024
8.65 -2.53 7.90 -2.71
2023
13.49 -6.43 12.46 -7.30
2022
-15.24 -19.67 -14.79 -20.25
2021
9.33 -2.52 7.95 -2.64
2020
11.91 -10.98 9.50 -13.31
2019
17.18 -2.46 17.41 -2.78
2018
-4.50 -6.72 -5.36 -7.45
2017
13.48 0.00 14.19 0.00
2016
6.76 -2.11 8.00 -2.25
2015
-1.25 -6.71 -1.55 -6.85
2014
5.08 -2.41 5.47 -2.43
2013
9.58 -4.32 10.19 -3.88
2012
12.82 -3.97 13.19 -4.36
2011
2.20 -8.76 1.17 -9.49
2010
10.97 -5.40 11.61 -5.51
2009
22.68 -10.14 23.06 -11.58
2008
-20.68 -24.65 -19.44 -24.47
2007
9.45 -1.72 8.19 -2.74
2006
11.39 -1.90 13.22 -2.76
2005
7.34 -1.96 9.54 -2.36
2004
12.00 -2.76 12.75 -3.66
2003
20.76 -1.66 24.96 -1.03
2002
-2.42 -7.60 -2.56 -10.86
2001
-3.17 -9.29 1.49 -8.54
2000
0.17 -4.92 1.53 -4.79
1999
12.39 -2.57 17.87 -2.47
1998
16.31 -6.72 8.83 -12.79
1997
9.52 -3.68 10.06 -3.98
1996
7.91 -1.59 13.19 -1.81
1995
21.01 -0.12 20.93 -0.56
1994
-0.99 -5.70 -3.66 -7.31
1993
18.18 -3.33 24.85 -2.42
1992
3.74 -4.82 5.53 -2.73
1991
20.47 -3.04 30.42 -3.25
1990
-3.87 -10.77 -2.59 -11.61
1989
16.96 -1.40 24.37 -1.05
1988
14.57 -2.29 16.22 -2.20
1987
9.08 -11.32 0.64 -14.26
1986
28.18 -4.00 21.70 -4.04
1985
33.22 -1.08 30.70 -1.22
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