Last Update: 31 May 2023
The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.
The Bogleheads Four Funds Portfolio obtained a 7.61% compound annual return, with a 12.35% standard deviation, in the last 30 Years.
Summary
| All Country World 80/20 Portfolio | Bogleheads Four Funds Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 80% | 80% |
| Fixed Income | 20% | 20% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +6.32% | +7.61% |
| Std Dev | 12.69% | 12.35% | |
| Max Drawdown | -47.32% | -44.08% | |
Last Update: 31 May 2023
Historical Returns as of May 31, 2023
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| All Country World 80/20 Portfolio | -1.11 | +2.37 | +0.29 | +5.56 | +6.85 | +6.32 | +8.16 |
| Bogleheads Four Funds Portfolio | -1.10 | +2.37 | +0.02 | +6.21 | +7.41 | +7.61 | +9.43 |
Capital Growth as of May 31, 2023
All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).
Bogleheads Four Funds Portfolio: an investment of 1000$, since June 1993, now would be worth 9026.26$, with a total return of 802.63% (7.61% annualized).
All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).
Bogleheads Four Funds Portfolio: an investment of 1000$, since January 1985, now would be worth 31838.34$, with a total return of 3083.83% (9.43% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
All Country World 80/20 Portfolio |
Bogleheads Four Funds Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -47.32% | Nov 2007 | Feb 2009 | |||
| -44.08% | Nov 2007 | Feb 2009 | |||
| -36.69% | Apr 2000 | Sep 2002 | |||
| -32.45% | Apr 2000 | Sep 2002 | |||
| -23.52% | Jan 2022 | Sep 2022 | |||
| -23.20% | Jan 2022 | Sep 2022 | |||
| -17.97% | Jan 2020 | Mar 2020 | |||
| -17.11% | Jan 2020 | Mar 2020 | |||
| -15.64% | May 2011 | Sep 2011 | |||
| -12.43% | Jul 1998 | Aug 1998 | |||
| -12.27% | May 1998 | Aug 1998 | |||
| -11.51% | Feb 2018 | Dec 2018 | |||
| -10.78% | Jun 2015 | Feb 2016 | |||
| -10.69% | Feb 2018 | Dec 2018 | |||
| -10.05% | Jun 2015 | Feb 2016 | |||
| -6.92% | Apr 2012 | May 2012 | |||
| -6.57% | Aug 1997 | Oct 1997 | |||
| -5.88% | Feb 1994 | Mar 1994 | |||
| -5.19% | Feb 1994 | Mar 1994 | |||
| -4.69% | May 2019 | May 2019 | |||
Drawdown comparison chart since January 1985.
All Country World 80/20 Portfolio |
Bogleheads Four Funds Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -47.32% | Nov 2007 | Feb 2009 | |||
| -44.08% | Nov 2007 | Feb 2009 | |||
| -36.69% | Apr 2000 | Sep 2002 | |||
| -32.45% | Apr 2000 | Sep 2002 | |||
| -23.52% | Jan 2022 | Sep 2022 | |||
| -23.20% | Jan 2022 | Sep 2022 | |||
| -22.19% | Sep 1987 | Nov 1987 | |||
| -19.99% | Jan 1990 | Sep 1990 | |||
| -19.18% | Sep 1987 | Nov 1987 | |||
| -17.97% | Jan 2020 | Mar 2020 | |||
| -17.11% | Jan 2020 | Mar 2020 | |||
| -15.64% | May 2011 | Sep 2011 | |||
| -15.56% | Jan 1990 | Sep 1990 | |||
| -12.43% | Jul 1998 | Aug 1998 | |||
| -12.27% | May 1998 | Aug 1998 | |||
| -11.51% | Feb 2018 | Dec 2018 | |||
| -10.78% | Jun 2015 | Feb 2016 | |||
| -10.69% | Feb 2018 | Dec 2018 | |||
| -10.05% | Jun 2015 | Feb 2016 | |||
| -6.92% | Apr 2012 | May 2012 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | All Country World 80/20 Portfolio | Bogleheads Four Funds Portfolio |
|---|---|---|
| 2023 |
+6.47% | +6.38% |
| 2022 |
-17.17% | -17.06% |
| 2021 |
+14.21% | +15.70% |
| 2020 |
+14.55% | +15.71% |
| 2019 |
+23.35% | +23.60% |
| 2018 |
-7.79% | -7.02% |
| 2017 |
+20.43% | +19.47% |
| 2016 |
+7.66% | +8.61% |
| 2015 |
-1.32% | -1.37% |
| 2014 |
+4.31% | +5.85% |
| 2013 |
+17.86% | +19.92% |
| 2012 |
+15.19% | +14.85% |
| 2011 |
-4.38% | -1.60% |
| 2010 |
+12.00% | +13.49% |
| 2009 |
+28.02% | +26.98% |
| 2008 |
-34.37% | -30.83% |
| 2007 |
+8.92% | +9.23% |
| 2006 |
+15.95% | +16.29% |
| 2005 |
+8.00% | +8.31% |
| 2004 |
+11.86% | +13.90% |
| 2003 |
+26.95% | +28.68% |
| 2002 |
-14.55% | -12.27% |
| 2001 |
-11.36% | -9.93% |
| 2000 |
-9.84% | -7.07% |
| 1999 |
+20.74% | +20.36% |
| 1998 |
+17.65% | +18.10% |
| 1997 |
+11.46% | +17.48% |
| 1996 |
+10.54% | +12.38% |
| 1995 |
+17.60% | +23.21% |
| 1994 |
+1.26% | +1.95% |
| 1993 |
+20.51% | +16.83% |
| 1992 |
-3.52% | +1.70% |
| 1991 |
+17.30% | +22.43% |
| 1990 |
-13.44% | -8.79% |
| 1989 |
+14.69% | +20.86% |
| 1988 |
+18.54% | +17.74% |
| 1987 |
+13.56% | +10.58% |
| 1986 |
+37.13% | +29.65% |
| 1985 |
+37.92% | +35.65% |
