Ben Felix Five Factor Model 100/0 Portfolio vs Vanguard Growth Portfolio Portfolio Comparison

Simulation Settings
Period: January 1988 - May 2026 (~38 years)
Consolidated Returns as of 31 May 2026
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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The minimum date range must be at least 12 months. 'Date To' cannot be beyond May 2026.
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Results
30 Years
(1996/06 - 2026/05)
All Data
(1988/01 - 2026/05)
Inflation Adjusted:
Ben Felix Ben Felix Five Factor Model 100/0 Portfolio
1.00$
Invested Capital
June 1996
13.92$
Final Capital
May 2026
9.18%
Yearly Return
12.77%
Std Deviation
-42.33%
Max Drawdown
68months
Recovery Period
1.00$
Invested Capital
June 1996
7.38$
Final Capital
May 2026
6.89%
Yearly Return
12.77%
Std Deviation
-43.65%
Max Drawdown
78months
Recovery Period
1.00$
Invested Capital
January 1988
40.17$
Final Capital
May 2026
10.09%
Yearly Return
12.44%
Std Deviation
-42.33%
Max Drawdown
68months
Recovery Period
1.00$
Invested Capital
January 1988
16.64$
Final Capital
May 2026
7.59%
Yearly Return
12.44%
Std Deviation
-43.65%
Max Drawdown
78months
Recovery Period
This portfolio includes ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.
Vanguard Vanguard Growth Portfolio
1.00$
Invested Capital
June 1996
10.65$
Final Capital
May 2026
8.21%
Yearly Return
10.18%
Std Deviation
-32.25%
Max Drawdown
44months
Recovery Period
1.00$
Invested Capital
June 1996
5.64$
Final Capital
May 2026
5.94%
Yearly Return
10.18%
Std Deviation
-36.59%
Max Drawdown
75months
Recovery Period
1.00$
Invested Capital
January 1988
28.53$
Final Capital
May 2026
9.11%
Yearly Return
10.01%
Std Deviation
-32.25%
Max Drawdown
44months
Recovery Period
1.00$
Invested Capital
January 1988
11.82$
Final Capital
May 2026
6.64%
Yearly Return
10.01%
Std Deviation
-36.59%
Max Drawdown
75months
Recovery Period

As of May 2026, in the previous 30 Years, the Ben Felix Five Factor Model 100/0 Portfolio obtained a 9.18% compound annual return, with a 12.77% standard deviation. It suffered a maximum drawdown of -42.33% that required 68 months to be recovered.

As of May 2026, in the previous 30 Years, the Vanguard Growth Portfolio obtained a 8.21% compound annual return, with a 10.18% standard deviation. It suffered a maximum drawdown of -32.25% that required 44 months to be recovered.

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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.

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Ben Felix
Ben Felix Five Factor Model 100/0 Portfolio
Weight
(%)		 Ticker Name
30.00
VUN.TO
Vanguard US Total Market Index
30.00
XIC.TO
iShares Core S&P/TSX Capped Composite Index
16.00
XEF.TO
iShares Core MSCI EAFE IMI Index
10.00
AVUV
Avantis US Small Cap Value ETF
8.00
XEC.TO
iShares Core MSCI Emerging Markets IMI Index
6.00
AVDV
Avantis International Small Cap Value ETF
• Not denominated in CAD.
Vanguard
Vanguard Growth Portfolio
Weight
(%)		 Ticker Name
36.00
VUN.TO
Vanguard US Total Market Index
24.00
VCN.TO
Vanguard FTSE Canada All Cap Index
14.40
VIU.TO
Vanguard FTSE Developed All Cap ex North Amer Idx
5.60
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index
12.00
VAB.TO
Vanguard Canadian Aggregate Bond Index
4.00
VBG.NE
Vanguard Global ex-US Aggregate Bond Index CAD-hedged
4.00
VBU.NE
Vanguard US Aggregate Bond Index CAD-hedged
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Portfolio Returns as of May 31, 2026

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1996/06 - 2026/05)
All Data
(1988/01 - 2026/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ben Felix Five Factor Model 100/0
Ben Felix 		1 $ 13.92 $ 1 292.43% 9.18%
Vanguard Vanguard Growth
Vanguard 		1 $ 10.65 $ 965.44% 8.21%
Jun 1996 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ben Felix Five Factor Model 100/0
Ben Felix 		1 $ 7.38 $ 637.65% 6.89%
Vanguard Vanguard Growth
Vanguard 		1 $ 5.64 $ 464.43% 5.94%
Jun 1996 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ben Felix Five Factor Model 100/0
Ben Felix 		1 $ 40.17 $ 3 917.22% 10.09%
Vanguard Vanguard Growth
Vanguard 		1 $ 28.53 $ 2 753.09% 9.11%
Jan 1988 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ben Felix Five Factor Model 100/0
Ben Felix 		1 $ 16.64 $ 1 564.28% 7.59%
Vanguard Vanguard Growth
Vanguard 		1 $ 11.82 $ 1 081.99% 6.64%
Jan 1988 May 2026

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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_ben_felix.webp Five Factor Model 100/0
Ben Felix 		13.42 4.43 13.28 34.55 14.36 12.99 9.18 10.09
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_vanguard.webp Vanguard Growth
Vanguard 		9.81 4.25 9.24 25.62 11.58 10.86 8.21 9.11
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2025 - 31 May 2026 (1 year)
Period: 1 June 2021 - 31 May 2026 (5 years)
Period: 1 June 2016 - 31 May 2026 (10 years)
Period: 1 June 1996 - 31 May 2026 (30 years)
Period: 1 January 1988 - 31 May 2026 (~38 years)
1 Year
5 Years
10 Years
30 Years
All (1988/01 - 2026/05)
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Five Factor Model 100/0 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 34.55 25.62
Infl. Adjusted (%) 31.59 22.86
DRAWDOWN
Deepest Drawdown Depth (%) -4.34 -3.92
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.13 -0.52
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 8.99 7.95
Sharpe Ratio 3.41 2.73
Sortino Ratio 4.10 3.36
Ulcer Index 1.21 1.10
Ratio: Return / Standard Deviation 3.84 3.22
Ratio: Return / Deepest Drawdown 7.96 6.54
Metrics calculated over the period 1 June 2025 - 31 May 2026
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Five Factor Model 100/0 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.36 11.58
Infl. Adjusted (%) 10.42 7.73
DRAWDOWN
Deepest Drawdown Depth (%) -15.56 -16.06
Start to Recovery (months) 19 24
Longest Drawdown Depth (%) -15.56 -16.06
Start to Recovery (months) 19 24
Longest Negative Period (months) 26 28
RISK INDICATORS
Standard Deviation (%) 12.05 10.33
Sharpe Ratio 0.91 0.79
Sortino Ratio 1.23 1.05
Ulcer Index 4.48 5.22
Ratio: Return / Standard Deviation 1.19 1.12
Ratio: Return / Deepest Drawdown 0.92 0.72
Metrics calculated over the period 1 June 2021 - 31 May 2026
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Five Factor Model 100/0 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.99 10.86
Infl. Adjusted (%) 10.02 7.95
DRAWDOWN
Deepest Drawdown Depth (%) -20.43 -16.06
Start to Recovery (months) 10 24
Longest Drawdown Depth (%) -15.56 -16.06
Start to Recovery (months) 19 24
Longest Negative Period (months) 37 29
RISK INDICATORS
Standard Deviation (%) 12.72 10.15
Sharpe Ratio 0.85 0.86
Sortino Ratio 1.12 1.13
Ulcer Index 4.40 4.24
Ratio: Return / Standard Deviation 1.02 1.07
Ratio: Return / Deepest Drawdown 0.64 0.68
Metrics calculated over the period 1 June 2016 - 31 May 2026
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Five Factor Model 100/0 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.18 8.21
Infl. Adjusted (%) 6.89 5.94
DRAWDOWN
Deepest Drawdown Depth (%) -42.33 -32.25
Start to Recovery (months) 68 44
Longest Drawdown Depth (%) -42.33 -31.69
Start to Recovery (months) 68 64
Longest Negative Period (months) 116 112
RISK INDICATORS
Standard Deviation (%) 12.77 10.18
Sharpe Ratio 0.54 0.59
Sortino Ratio 0.71 0.77
Ulcer Index 11.46 9.47
Ratio: Return / Standard Deviation 0.72 0.81
Ratio: Return / Deepest Drawdown 0.22 0.25
Metrics calculated over the period 1 June 1996 - 31 May 2026
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Five Factor Model 100/0 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.09 9.11
Infl. Adjusted (%) 7.59 6.64
DRAWDOWN
Deepest Drawdown Depth (%) -42.33 -32.25
Start to Recovery (months) 68 44
Longest Drawdown Depth (%) -42.33 -31.69
Start to Recovery (months) 68 64
Longest Negative Period (months) 116 112
RISK INDICATORS
Standard Deviation (%) 12.44 10.01
Sharpe Ratio 0.58 0.62
Sortino Ratio 0.76 0.81
Ulcer Index 10.36 8.52
Ratio: Return / Standard Deviation 0.81 0.91
Ratio: Return / Deepest Drawdown 0.24 0.28
Metrics calculated over the period 1 January 1988 - 31 May 2026
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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 June 1996 - 31 May 2026 (30 years)
Period: 1 January 1988 - 31 May 2026 (~38 years)
30 Years
(1996/06 - 2026/05)

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Five Factor Model 100/0 Vanguard Growth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-42.33 68 Jun 2007
Jan 2013
-35.94 59 Sep 2000
Jul 2005
-32.25 44 Jun 2007
Jan 2011
-31.69 64 Sep 2000
Dec 2005
-20.43 10 Feb 2020
Nov 2020
-17.13 12 May 1998
Apr 1999
-16.06 24 Jan 2022
Dec 2023
-15.56 19 Jan 2022
Jul 2023
-14.93 6 Feb 2020
Jul 2020
-12.62 8 May 1998
Dec 1998
-12.29 8 Sep 2018
Apr 2019
-9.85 9 Jun 2011
Feb 2012
-8.62 12 Aug 2015
Jul 2016
-8.11 7 Sep 2018
Mar 2019
-7.70 12 Aug 2015
Jul 2016

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Five Factor Model 100/0 Vanguard Growth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-42.33 68 Jun 2007
Jan 2013
-35.94 59 Sep 2000
Jul 2005
-32.25 44 Jun 2007
Jan 2011
-31.69 64 Sep 2000
Dec 2005
-20.89 22 Jan 1990
Oct 1991
-20.43 10 Feb 2020
Nov 2020
-17.13 12 May 1998
Apr 1999
-16.06 24 Jan 2022
Dec 2023
-15.56 19 Jan 2022
Jul 2023
-14.98 15 Jan 1990
Mar 1991
-14.93 6 Feb 2020
Jul 2020
-12.62 8 May 1998
Dec 1998
-12.29 8 Sep 2018
Apr 2019
-9.85 9 Jun 2011
Feb 2012
-8.62 12 Aug 2015
Jul 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 1988 - 31 May 2026 (~38 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada 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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Five Factor Model 100/0 Vanguard Growth
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 13.42 -4.34 9.81 -3.92
2025
 21.75 -6.35 16.93 -5.07
2024
 22.63 -1.99 20.63 -1.95
2023
 17.01 -6.00 15.52 -5.12
2022
 -8.82 -15.56 -11.33 -16.06
2021
 20.80 -2.89 15.88 -3.21
2020
 10.13 -20.43 10.94 -14.93
2019
 20.65 -5.29 18.20 -3.59
2018
 -5.70 -12.29 -2.73 -8.11
2017
 12.86 -3.54 11.29 -3.35
2016
 11.97 -4.96 8.52 -4.41
2015
 7.73 -8.62 7.26 -7.70
2014
 13.35 -2.42 13.80 -1.43
2013
 29.37 -2.13 22.53 -1.82
2012
 12.34 -6.59 10.54 -4.53
2011
 -6.32 -14.70 -1.49 -9.85
2010
 12.83 -9.20 10.60 -6.22
2009
 22.25 -13.35 18.55 -10.18
2008
 -27.58 -30.50 -22.00 -23.76
2007
 -3.24 -8.11 -0.31 -3.31
2006
 20.40 -5.93 15.92 -4.68
2005
 13.87 -3.28 11.21 -2.55
2004
 11.36 -4.52 8.53 -3.78
2003
 20.79 -7.88 13.72 -6.99
2002
 -13.76 -22.95 -12.18 -18.73
2001
 -5.89 -19.46 -5.81 -16.97
2000
 -3.06 -14.32 -2.26 -11.74
1999
 24.61 -4.24 20.33 -3.49
1998
 12.00 -17.13 15.46 -12.62
1997
 16.42 -3.99 17.10 -3.80
1996
 18.17 -5.53 17.22 -3.95
1995
 15.67 -2.45 18.09 -1.20
1994
 3.35 -5.24 1.53 -6.10
1993
 32.59 -2.37 27.11 -2.03
1992
 8.62 -3.27 6.90 -2.93
1991
 26.94 -4.70 24.44 -3.88
1990
 -14.52 -20.89 -8.68 -14.98
1989
 24.24 -3.00 21.74 -2.15
1988
 11.88 -2.89 9.73 -2.49
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