Stocks/Bonds 60/40 Portfolio vs Scott Burns Seven Value 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
(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
(1985/01 - 2025/06)
Inflation Adjusted:
Stocks/Bonds 60/40 Portfolio
1.00$
Invested Capital
July 1995
10.91$
Final Capital
June 2025
8.29%
Yearly Return
9.68%
Std Deviation
-30.55%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
July 1995
5.18$
Final Capital
June 2025
5.64%
Yearly Return
9.68%
Std Deviation
-31.69%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
38.84$
Final Capital
June 2025
9.46%
Yearly Return
9.79%
Std Deviation
-30.55%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1985
12.78$
Final Capital
June 2025
6.49%
Yearly Return
9.79%
Std Deviation
-31.69%
Max Drawdown
38months
Recovery Period
Scott Burns Seven Value Portfolio
1.00$
Invested Capital
July 1995
10.81$
Final Capital
June 2025
8.26%
Yearly Return
11.36%
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
July 1995
5.14$
Final Capital
June 2025
5.61%
Yearly Return
11.36%
Std Deviation
-42.19%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
40.19$
Final Capital
June 2025
9.55%
Yearly Return
10.98%
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
January 1985
13.22$
Final Capital
June 2025
6.58%
Yearly Return
10.98%
Std Deviation
-42.19%
Max Drawdown
42months
Recovery Period

As of June 2025, in the previous 30 Years, the Stocks/Bonds 60/40 Portfolio obtained a 8.29% compound annual return, with a 9.68% standard deviation. It suffered a maximum drawdown of -30.55% that required 36 months to be recovered.

As of June 2025, in the previous 30 Years, the Scott Burns Seven Value Portfolio obtained a 8.26% compound annual return, with a 11.36% standard deviation. It suffered a maximum drawdown of -41.22% that required 39 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
40.00
BND
Vanguard Total Bond Market
Weight
(%)
Ticker Name
14.50
VTI
Vanguard Total Stock Market
14.25
XLE
Energy Select Sector SPDR Fund
14.25
VTV
Vanguard Value
14.25
VEU
Vanguard FTSE All-World ex-US
14.25
VNQ
Vanguard Real Estate
14.25
TIP
iShares TIPS Bond
14.25
BNDX
Vanguard Total International Bond
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
(1985/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Stocks/Bonds 60/40
1 $ 10.91 $ 990.90% 8.29%
Scott Burns Seven Value
Scott Burns
1 $ 10.81 $ 981.04% 8.26%

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Stocks/Bonds 60/40
1 $ 5.18 $ 418.47% 5.64%
Scott Burns Seven Value
Scott Burns
1 $ 5.14 $ 413.78% 5.61%

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Stocks/Bonds 60/40
1 $ 38.84 $ 3 784.43% 9.46%
Scott Burns Seven Value
Scott Burns
1 $ 40.19 $ 3 918.89% 9.55%

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Stocks/Bonds 60/40
1 $ 12.78 $ 1 178.00% 6.49%
Scott Burns Seven Value
Scott Burns
1 $ 13.22 $ 1 222.24% 6.58%

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
(~41Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40
-- Market Benchmark
4.95 3.69 4.95 11.70 9.25 8.59 8.29 9.46
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Seven Value
Scott Burns
5.53 2.78 5.53 9.21 11.15 7.37 8.26 9.55
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 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
Swipe left to see all data
Stocks/Bonds 60/40 Seven Value
Author Scott Burns
ASSET ALLOCATION
Stocks 60% 71.5%
Fixed Income 40% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.70 9.21
Infl. Adjusted (%) 9.04 6.62
DRAWDOWN
Deepest Drawdown Depth (%) -4.56 -4.74
Start to Recovery (months) 7 7
Longest Drawdown Depth (%) -4.56 -4.74
Start to Recovery (months) 7 7
Longest Negative Period (months) 7 8
RISK INDICATORS
Standard Deviation (%) 8.45 8.73
Sharpe Ratio 0.84 0.52
Sortino Ratio 1.11 0.65
Ulcer Index 1.97 2.14
Ratio: Return / Standard Deviation 1.38 1.06
Ratio: Return / Deepest Drawdown 2.57 1.94
Metrics calculated over the period 1 July 2024 - 30 June 2025
Swipe left to see all data
Stocks/Bonds 60/40 Seven Value
Author Scott Burns
ASSET ALLOCATION
Stocks 60% 71.5%
Fixed Income 40% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.25 11.15
Infl. Adjusted (%) 4.52 6.34
DRAWDOWN
Deepest Drawdown Depth (%) -20.69 -14.49
Start to Recovery (months) 26 16
Longest Drawdown Depth (%) -20.69 -14.49
Start to Recovery (months) 26 16
Longest Negative Period (months) 34 24
RISK INDICATORS
Standard Deviation (%) 11.65 12.46
Sharpe Ratio 0.56 0.68
Sortino Ratio 0.76 0.92
Ulcer Index 7.71 3.43
Ratio: Return / Standard Deviation 0.79 0.90
Ratio: Return / Deepest Drawdown 0.45 0.77
Metrics calculated over the period 1 July 2020 - 30 June 2025
Swipe left to see all data
Stocks/Bonds 60/40 Seven Value
Author Scott Burns
ASSET ALLOCATION
Stocks 60% 71.5%
Fixed Income 40% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.59 7.37
Infl. Adjusted (%) 5.38 4.20
DRAWDOWN
Deepest Drawdown Depth (%) -20.69 -20.44
Start to Recovery (months) 26 12
Longest Drawdown Depth (%) -20.69 -14.49
Start to Recovery (months) 26 16
Longest Negative Period (months) 34 44
RISK INDICATORS
Standard Deviation (%) 10.50 12.05
Sharpe Ratio 0.64 0.46
Sortino Ratio 0.85 0.61
Ulcer Index 5.81 4.26
Ratio: Return / Standard Deviation 0.82 0.61
Ratio: Return / Deepest Drawdown 0.41 0.36
Metrics calculated over the period 1 July 2015 - 30 June 2025
Swipe left to see all data
Stocks/Bonds 60/40 Seven Value
Author Scott Burns
ASSET ALLOCATION
Stocks 60% 71.5%
Fixed Income 40% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.29 8.26
Infl. Adjusted (%) 5.64 5.61
DRAWDOWN
Deepest Drawdown Depth (%) -30.55 -41.22
Start to Recovery (months) 36 39
Longest Drawdown Depth (%) -21.56 -41.22
Start to Recovery (months) 41 39
Longest Negative Period (months) 110 60
RISK INDICATORS
Standard Deviation (%) 9.68 11.36
Sharpe Ratio 0.62 0.53
Sortino Ratio 0.82 0.69
Ulcer Index 6.91 7.31
Ratio: Return / Standard Deviation 0.86 0.73
Ratio: Return / Deepest Drawdown 0.27 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
Swipe left to see all data
Stocks/Bonds 60/40 Seven Value
Author Scott Burns
ASSET ALLOCATION
Stocks 60% 71.5%
Fixed Income 40% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.46 9.55
Infl. Adjusted (%) 6.49 6.58
DRAWDOWN
Deepest Drawdown Depth (%) -30.55 -41.22
Start to Recovery (months) 36 39
Longest Drawdown Depth (%) -21.56 -41.22
Start to Recovery (months) 41 39
Longest Negative Period (months) 110 60
RISK INDICATORS
Standard Deviation (%) 9.79 10.98
Sharpe Ratio 0.64 0.58
Sortino Ratio 0.84 0.75
Ulcer Index 6.31 6.58
Ratio: Return / Standard Deviation 0.97 0.87
Ratio: Return / Deepest Drawdown 0.31 0.23
Metrics calculated over the period 1 January 1985 - 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 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

Loading data
Please wait
Swipe left to see all data
Stocks/Bonds 60/40 Seven Value
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-41.22 39 Nov 2007
Jan 2011
-30.55 36 Nov 2007
Oct 2010
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-20.44 12 Jan 2020
Dec 2020
-15.04 32 Feb 2001
Sep 2003
-14.49 16 Apr 2022
Jul 2023
-14.02 10 May 2011
Feb 2012
-13.01 11 May 1998
Mar 1999
-12.29 6 Feb 2020
Jul 2020
-10.18 5 Jul 1998
Nov 1998
-9.57 7 Sep 2018
Mar 2019
-9.24 14 May 2015
Jun 2016
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019

Loading data
Please wait
Swipe left to see all data
Stocks/Bonds 60/40 Seven Value
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-41.22 39 Nov 2007
Jan 2011
-30.55 36 Nov 2007
Oct 2010
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-20.44 12 Jan 2020
Dec 2020
-19.17 17 Sep 1987
Jan 1989
-17.34 16 Sep 1987
Dec 1988
-15.04 32 Feb 2001
Sep 2003
-14.49 16 Apr 2022
Jul 2023
-14.02 10 May 2011
Feb 2012
-13.01 11 May 1998
Mar 1999
-12.29 6 Feb 2020
Jul 2020
-10.18 5 Jul 1998
Nov 1998
-9.72 14 Jan 1990
Feb 1991
-9.57 7 Sep 2018
Mar 2019

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:

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
Stocks/Bonds 60/40 Seven Value
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
4.95 -4.02 5.53 -3.44
2024
14.84 -3.62 8.74 -4.74
2023
17.79 -7.48 10.68 -7.06
2022
-16.95 -20.69 -3.63 -14.49
2021
14.66 -3.24 22.53 -2.24
2020
15.70 -12.29 1.86 -20.44
2019
21.94 -3.41 19.31 -3.92
2018
-3.17 -8.38 -6.81 -9.57
2017
14.15 0.00 10.75 -0.38
2016
8.71 -2.95 11.54 -3.28
2015
0.44 -5.24 -3.57 -9.07
2014
9.85 -1.50 7.89 -3.60
2013
19.23 -2.27 14.33 -3.26
2012
11.13 -3.54 12.77 -5.25
2011
3.75 -9.00 3.05 -14.02
2010
12.93 -7.13 15.52 -8.80
2009
18.79 -11.70 23.22 -16.01
2008
-19.44 -22.19 -27.82 -32.22
2007
5.99 -3.07 8.29 -3.44
2006
11.12 -2.03 17.32 -2.23
2005
4.74 -2.34 12.65 -3.52
2004
9.37 -2.68 18.27 -3.80
2003
20.04 -1.99 25.26 -1.84
2002
-8.98 -13.74 -5.96 -12.60
2001
-3.21 -11.68 -4.35 -10.12
2000
-1.79 -8.27 8.17 -4.20
1999
13.98 -3.76 10.89 -3.22
1998
17.39 -10.18 6.19 -13.01
1997
22.37 -3.12 14.55 -2.60
1996
14.01 -3.33 17.33 -2.26
1995
28.74 -0.20 22.68 -1.40
1994
-1.16 -6.47 -2.08 -7.04
1993
10.25 -1.36 19.57 -4.28
1992
8.32 -1.65 7.31 -2.91
1991
25.53 -2.86 20.27 -3.54
1990
-0.19 -8.52 -5.60 -9.72
1989
22.33 -1.36 21.02 -1.39
1988
13.33 -2.24 16.18 -2.10
1987
2.18 -19.17 5.84 -17.34
1986
14.79 -5.58 23.44 -3.19
1985
27.66 -2.15 28.48 -1.76
Build wealth
with Lazy Portfolios and Passive Investing