Paul Farrell Second Grader's Starter Portfolio vs US Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - June 2025 (~56 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond June 2025.
Reset settings
Close
Results
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Inflation Adjusted:
Paul Farrell Second Grader's Starter Portfolio
1.00$
Invested Capital
July 1995
11.91$
Final Capital
June 2025
8.61%
Yearly Return
13.93%
Std Deviation
-48.52%
Max Drawdown
59months
Recovery Period
1.00$
Invested Capital
July 1995
5.66$
Final Capital
June 2025
5.95%
Yearly Return
13.93%
Std Deviation
-49.37%
Max Drawdown
66months
Recovery Period
1.00$
Invested Capital
January 1970
197.07$
Final Capital
June 2025
9.99%
Yearly Return
13.90%
Std Deviation
-48.52%
Max Drawdown
59months
Recovery Period
1.00$
Invested Capital
January 1970
23.17$
Final Capital
June 2025
5.83%
Yearly Return
13.90%
Std Deviation
-49.37%
Max Drawdown
66months
Recovery Period
US Stocks Portfolio
1.00$
Invested Capital
July 1995
19.25$
Final Capital
June 2025
10.36%
Yearly Return
15.66%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
July 1995
9.15$
Final Capital
June 2025
7.66%
Yearly Return
15.66%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1970
298.80$
Final Capital
June 2025
10.82%
Yearly Return
15.69%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
January 1970
35.13$
Final Capital
June 2025
6.62%
Yearly Return
15.69%
Std Deviation
-54.53%
Max Drawdown
124months
Recovery Period

As of June 2025, in the previous 30 Years, the Paul Farrell Second Grader's Starter Portfolio obtained a 8.61% compound annual return, with a 13.93% standard deviation. It suffered a maximum drawdown of -48.52% that required 59 months to be recovered.

As of June 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.36% compound annual return, with a 15.66% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 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.
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Weight
(%)
Ticker Name
60.00
VTI
Vanguard Total Stock Market
30.00
VEU
Vanguard FTSE All-World ex-US
10.00
BND
Vanguard Total Bond Market
Weight
(%)
Ticker Name
100.00
VTI
Vanguard Total Stock Market
Evaluate your portfolio strategy in 7 different currencies

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
(1970/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Paul Farrell Second Grader's Starter
Paul Farrell
1 $ 11.91 $ 1 091.00% 8.61%
US Stocks
1 $ 19.25 $ 1 824.60% 10.36%

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Paul Farrell Second Grader's Starter
Paul Farrell
1 $ 5.66 $ 466.04% 5.95%
US Stocks
1 $ 9.15 $ 814.70% 7.66%

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Paul Farrell Second Grader's Starter
Paul Farrell
1 $ 197.07 $ 19 607.37% 9.99%
US Stocks
1 $ 298.80 $ 29 780.01% 10.82%

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Paul Farrell Second Grader's Starter
Paul Farrell
1 $ 23.17 $ 2 216.98% 5.83%
US Stocks
1 $ 35.13 $ 3 412.96% 6.62%

Loading data
Please wait
Swipe left to see all data
Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~56Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_paul_farrell.webp Second Grader's Starter
Paul Farrell
9.23 4.36 9.23 15.51 12.70 9.95 8.61 9.99
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark
5.56 5.16 5.56 15.08 15.87 12.90 10.36 10.82
Returns over 1 year are annualized.
Tailored Portfolios for every Investment Strategy

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 1970 - 30 June 2025 (~56 years)
1 Year
5 Years
10 Years
30 Years
All (1970/01 - 2025/06)
Swipe left to see all data
Second Grader's Starter US Stocks
Author Paul Farrell
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.51 15.08
Infl. Adjusted (%) 12.77 12.35
DRAWDOWN
Deepest Drawdown Depth (%) -3.62 -8.40
Start to Recovery (months) 4 7
Longest Drawdown Depth (%) -3.62 -8.40
Start to Recovery (months) 4 7
Longest Negative Period (months) 7 8
RISK INDICATORS
Standard Deviation (%) 9.41 12.72
Sharpe Ratio 1.16 0.82
Sortino Ratio 1.52 1.12
Ulcer Index 1.64 3.41
Ratio: Return / Standard Deviation 1.65 1.19
Ratio: Return / Deepest Drawdown 4.28 1.79
Metrics calculated over the period 1 July 2024 - 30 June 2025
Swipe left to see all data
Second Grader's Starter US Stocks
Author Paul Farrell
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.70 15.87
Infl. Adjusted (%) 7.82 10.86
DRAWDOWN
Deepest Drawdown Depth (%) -24.21 -24.81
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -24.21 -24.81
Start to Recovery (months) 26 24
Longest Negative Period (months) 31 30
RISK INDICATORS
Standard Deviation (%) 14.28 16.49
Sharpe Ratio 0.70 0.80
Sortino Ratio 0.95 1.08
Ulcer Index 8.11 8.64
Ratio: Return / Standard Deviation 0.89 0.96
Ratio: Return / Deepest Drawdown 0.52 0.64
Metrics calculated over the period 1 July 2020 - 30 June 2025
Swipe left to see all data
Second Grader's Starter US Stocks
Author Paul Farrell
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.95 12.90
Infl. Adjusted (%) 6.71 9.57
DRAWDOWN
Deepest Drawdown Depth (%) -24.21 -24.81
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -24.21 -24.81
Start to Recovery (months) 26 24
Longest Negative Period (months) 31 30
RISK INDICATORS
Standard Deviation (%) 13.75 15.89
Sharpe Ratio 0.59 0.70
Sortino Ratio 0.78 0.93
Ulcer Index 6.69 7.03
Ratio: Return / Standard Deviation 0.72 0.81
Ratio: Return / Deepest Drawdown 0.41 0.52
Metrics calculated over the period 1 July 2015 - 30 June 2025
Swipe left to see all data
Second Grader's Starter US Stocks
Author Paul Farrell
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.61 10.36
Infl. Adjusted (%) 5.95 7.66
DRAWDOWN
Deepest Drawdown Depth (%) -48.52 -50.84
Start to Recovery (months) 59 53
Longest Drawdown Depth (%) -39.03 -43.94
Start to Recovery (months) 64 67
Longest Negative Period (months) 131 139
RISK INDICATORS
Standard Deviation (%) 13.93 15.66
Sharpe Ratio 0.46 0.52
Sortino Ratio 0.59 0.68
Ulcer Index 12.78 14.32
Ratio: Return / Standard Deviation 0.62 0.66
Ratio: Return / Deepest Drawdown 0.18 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
Swipe left to see all data
Second Grader's Starter US Stocks
Author Paul Farrell
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.99 10.82
Infl. Adjusted (%) 5.83 6.62
DRAWDOWN
Deepest Drawdown Depth (%) -48.52 -50.84
Start to Recovery (months) 59 53
Longest Drawdown Depth (%) -39.03 -43.94
Start to Recovery (months) 64 67
Longest Negative Period (months) 131 139
RISK INDICATORS
Standard Deviation (%) 13.90 15.69
Sharpe Ratio 0.40 0.41
Sortino Ratio 0.54 0.54
Ulcer Index 10.85 12.60
Ratio: Return / Standard Deviation 0.72 0.69
Ratio: Return / Deepest Drawdown 0.21 0.21
Metrics calculated over the period 1 January 1970 - 30 June 2025
Build wealth
with Lazy Portfolios and Passive Investing

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 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)

Loading data
Please wait
Swipe left to see all data
Second Grader's Starter US Stocks
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-50.84 53 Nov 2007
Mar 2012
-48.52 59 Nov 2007
Sep 2012
-43.94 67 Sep 2000
Mar 2006
-39.03 64 Apr 2000
Jul 2005
-24.81 24 Jan 2022
Dec 2023
-24.21 26 Jan 2022
Feb 2024
-20.84 7 Jan 2020
Jul 2020
-19.32 8 Jan 2020
Aug 2020
-17.57 5 Jul 1998
Nov 1998
-14.32 5 Jul 1998
Nov 1998
-14.20 7 Oct 2018
Apr 2019
-11.99 7 Oct 2018
Apr 2019
-10.88 14 Jun 2015
Jul 2016
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 2000

Loading data
Please wait
Swipe left to see all data
Second Grader's Starter US Stocks
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-50.84 53 Nov 2007
Mar 2012
-48.52 59 Nov 2007
Sep 2012
-45.86 48 Jan 1973
Dec 1976
-43.94 67 Sep 2000
Mar 2006
-39.03 64 Apr 2000
Jul 2005
-38.74 39 Jan 1973
Mar 1976
-29.34 21 Sep 1987
May 1989
-24.81 24 Jan 2022
Dec 2023
-24.21 26 Jan 2022
Feb 2024
-21.75 17 Sep 1987
Jan 1989
-20.84 7 Jan 2020
Jul 2020
-19.60 12 Jan 1970
Dec 1970
-19.32 8 Jan 2020
Aug 2020
-19.06 12 Jan 1970
Dec 1970
-17.85 23 Dec 1980
Oct 1982

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 1970 - 30 June 2025 (~56 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.

Swipe left to see all data
Second Grader's Starter US Stocks
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
9.23 -3.62 5.56 -8.31
2024
16.09 -3.63 23.81 -4.34
2023
20.93 -9.14 26.05 -9.11
2022
-17.70 -24.21 -19.51 -24.81
2021
17.70 -3.84 25.67 -4.46
2020
16.72 -19.32 21.03 -20.84
2019
25.83 -5.44 30.67 -6.45
2018
-7.40 -11.99 -5.21 -14.20
2017
21.30 0.00 21.21 0.00
2016
9.42 -5.60 12.83 -5.73
2015
-1.16 -9.62 0.36 -8.84
2014
6.75 -3.49 12.54 -3.17
2013
24.11 -2.56 33.45 -3.03
2012
15.86 -7.88 16.45 -6.82
2011
-2.83 -17.88 0.97 -17.58
2010
14.62 -11.38 17.42 -13.26
2009
28.98 -17.20 28.89 -17.72
2008
-34.54 -37.04 -36.98 -38.08
2007
8.57 -5.03 5.37 -5.23
2006
17.83 -3.36 15.69 -3.22
2005
8.70 -3.82 6.31 -4.48
2004
14.35 -3.09 12.79 -3.56
2003
30.95 -4.37 30.75 -4.27
2002
-15.98 -22.25 -20.47 -27.18
2001
-11.78 -21.62 -10.97 -23.65
2000
-9.89 -14.07 -10.57 -15.87
1999
23.19 -3.08 23.81 -6.42
1998
19.50 -14.32 23.26 -17.57
1997
19.31 -4.84 30.99 -4.56
1996
14.34 -4.50 20.96 -6.17
1995
24.48 -1.28 35.79 -1.17
1994
2.56 -5.09 -0.17 -7.43
1993
16.32 -4.22 10.62 -2.77
1992
1.74 -4.65 9.11 -2.40
1991
23.80 -4.67 32.39 -4.47
1990
-10.22 -16.95 -6.08 -16.20
1989
22.09 -2.57 28.12 -3.05
1988
18.82 -3.47 17.32 -3.42
1987
10.87 -21.75 2.61 -29.34
1986
29.27 -5.18 14.57 -7.92
1985
36.18 -2.85 31.27 -4.77
1984
3.66 -8.18 2.19 -9.02
1983
21.23 -3.07 22.66 -4.00
1982
14.99 -12.58 20.50 -11.21
1981
-2.74 -11.40 -4.15 -12.79
1980
27.18 -10.99 33.15 -11.98
1979
17.88 -7.18 24.25 -7.22
1978
14.57 -8.59 8.45 -11.64
1977
2.89 -4.35 -3.36 -8.29
1976
17.93 -2.79 26.47 -2.10
1975
32.69 -11.35 37.82 -11.74
1974
-22.01 -29.06 -27.81 -34.15
1973
-13.91 -15.04 -18.18 -19.22
1972
22.52 -1.37 17.62 -2.45
1971
21.01 -5.36 17.63 -6.54
1970
0.25 -19.60 4.79 -19.06
Build wealth
with Lazy Portfolios and Passive Investing