Ben Felix Five Factor Model 50/50 Portfolio vs Scott Burns US Couch Potato To CAD Bond Hedged 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 1^st

Currency: CAD

Inflation: Canada

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Results

30 Years
(1996/06 - 2026/05)

All Data
(1988/01 - 2026/05)

Inflation Adjusted:

Ben Felix Five Factor Model 50/50 Portfolio

1.00$
Invested Capital
June 1996
7.50$
Final Capital
May 2026
6.95%
Yearly Return
7.20%
Std Deviation
-20.01%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
June 1996
3.97$
Final Capital
May 2026
4.71%
Yearly Return
7.20%
Std Deviation
-22.67%
Max Drawdown
47months
Recovery Period

1.00$
Invested Capital
January 1988
17.92$
Final Capital
May 2026
7.80%
Yearly Return
7.28%
Std Deviation
-20.01%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
January 1988
7.42$
Final Capital
May 2026
5.36%
Yearly Return
7.28%
Std Deviation
-22.67%
Max Drawdown
47months
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.

Scott Burns US Couch Potato To CAD Bond Hedged Portfolio

1.00$
Invested Capital
June 1996
10.19$
Final Capital
May 2026
8.05%
Yearly Return
7.15%
Std Deviation
-19.07%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
June 1996
5.40$
Final Capital
May 2026
5.78%
Yearly Return
7.15%
Std Deviation
-22.12%
Max Drawdown
51months
Recovery Period

1.00$
Invested Capital
January 1988
31.73$
Final Capital
May 2026
9.42%
Yearly Return
7.35%
Std Deviation
-19.07%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
January 1988
13.14$
Final Capital
May 2026
6.94%
Yearly Return
7.35%
Std Deviation
-22.12%
Max Drawdown
51months
Recovery Period

As of May 2026, in the previous 30 Years, the Ben Felix Five Factor Model 50/50 Portfolio obtained a 6.95% compound annual return, with a 7.20% standard deviation. It suffered a maximum drawdown of -20.01% that required 36 months to be recovered.

As of May 2026, in the previous 30 Years, the Scott Burns US Couch Potato To CAD Bond Hedged Portfolio obtained a 8.05% compound annual return, with a 7.15% standard deviation. It suffered a maximum drawdown of -19.07% that required 36 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.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Ben Felix Five Factor Model 50/50 Portfolio

Weight (%)	Ticker	Name
15.00	VUN.TO	Vanguard US Total Market Index
15.00	XIC.TO	iShares Core S&P/TSX Capped Composite Index
8.00	XEF.TO	iShares Core MSCI EAFE IMI Index
5.00	AVUV	Avantis US Small Cap Value ETF
4.00	XEC.TO	iShares Core MSCI Emerging Markets IMI Index
3.00	AVDV	Avantis International Small Cap Value ETF
50.00	ZAG.TO	BMO Aggregate Bond Index
• Not denominated in CAD.

Scott Burns US Couch Potato To CAD Bond Hedged Portfolio

Weight (%)	Ticker	Name
50.00	VUN.TO	Vanguard US Total Market Index
50.00	XSTH.TO	iShares 0-5 Year TIPS 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 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1996/06 - 2026/05)

All Data
(1988/01 - 2026/05)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Five Factor Model 50/50 Ben Felix	1 $	7.50 $	650.09%	6.95%
US Couch Potato To CAD Bond Hedged Scott Burns	1 $	10.19 $	919.15%	8.05%
	Jun 1996	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Five Factor Model 50/50 Ben Felix	1 $	3.97 $	297.37%	4.71%
US Couch Potato To CAD Bond Hedged Scott Burns	1 $	5.40 $	439.91%	5.78%
	Jun 1996	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Five Factor Model 50/50 Ben Felix	1 $	17.92 $	1 691.75%	7.80%
US Couch Potato To CAD Bond Hedged Scott Burns	1 $	31.73 $	3 072.59%	9.42%
	Jan 1988	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Five Factor Model 50/50 Ben Felix	1 $	7.42 $	642.30%	5.36%
US Couch Potato To CAD Bond Hedged Scott Burns	1 $	13.14 $	1 214.36%	6.94%
	Jan 1988	May 2026

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		Return (%) as of May 31, 2026
		YTD (5M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~38Y)
	Five Factor Model 50/50 Ben Felix	7.56	3.04	6.81	18.27	7.61	7.41	6.95	7.80
	US Couch Potato • Bond Hedged Scott Burns	6.52	3.35	5.37	15.65	9.19	9.25	8.05	9.42
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 50/50	US Couch Potato To CAD Bond Hedged
Author	Ben Felix	Scott Burns
ASSET ALLOCATION
Stocks	50%	50%
Fixed Income	50%	50%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	18.27	15.65
Infl. Adjusted (%)	15.67	13.10
DRAWDOWN
Deepest Drawdown Depth (%)	-3.24	-2.19
Start to Recovery (months)	3	5
Longest Drawdown Depth (%)	-3.24	-2.19
Start to Recovery (months)	3	5
Longest Negative Period (months)	2	6
RISK INDICATORS
Standard Deviation (%)	6.26	5.77
Sharpe Ratio	2.30	2.04
Sortino Ratio	2.76	2.85
Ulcer Index	0.92	0.71
Ratio: Return / Standard Deviation	2.92	2.71
Ratio: Return / Deepest Drawdown	5.64	7.16
Metrics calculated over the period 1 June 2025 - 31 May 2026

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	Five Factor Model 50/50	US Couch Potato To CAD Bond Hedged
Author	Ben Felix	Scott Burns
ASSET ALLOCATION
Stocks	50%	50%
Fixed Income	50%	50%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	7.61	9.19
Infl. Adjusted (%)	3.90	5.43
DRAWDOWN
Deepest Drawdown Depth (%)	-13.85	-11.27
Start to Recovery (months)	24	20
Longest Drawdown Depth (%)	-13.85	-11.27
Start to Recovery (months)	24	20
Longest Negative Period (months)	29	26
RISK INDICATORS
Standard Deviation (%)	8.43	7.54
Sharpe Ratio	0.50	0.77
Sortino Ratio	0.68	1.01
Ulcer Index	5.02	3.74
Ratio: Return / Standard Deviation	0.90	1.22
Ratio: Return / Deepest Drawdown	0.55	0.82
Metrics calculated over the period 1 June 2021 - 31 May 2026

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	Five Factor Model 50/50	US Couch Potato To CAD Bond Hedged
Author	Ben Felix	Scott Burns
ASSET ALLOCATION
Stocks	50%	50%
Fixed Income	50%	50%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	7.41	9.25
Infl. Adjusted (%)	4.60	6.39
DRAWDOWN
Deepest Drawdown Depth (%)	-13.85	-11.27
Start to Recovery (months)	24	20
Longest Drawdown Depth (%)	-13.85	-11.27
Start to Recovery (months)	24	20
Longest Negative Period (months)	34	26
RISK INDICATORS
Standard Deviation (%)	7.98	7.40
Sharpe Ratio	0.66	0.96
Sortino Ratio	0.89	1.28
Ulcer Index	3.87	2.97
Ratio: Return / Standard Deviation	0.93	1.25
Ratio: Return / Deepest Drawdown	0.54	0.82
Metrics calculated over the period 1 June 2016 - 31 May 2026

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	Five Factor Model 50/50	US Couch Potato To CAD Bond Hedged
Author	Ben Felix	Scott Burns
ASSET ALLOCATION
Stocks	50%	50%
Fixed Income	50%	50%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	6.95	8.05
Infl. Adjusted (%)	4.71	5.78
DRAWDOWN
Deepest Drawdown Depth (%)	-20.01	-19.07
Start to Recovery (months)	36	36
Longest Drawdown Depth (%)	-12.57	-7.54
Start to Recovery (months)	38	38
Longest Negative Period (months)	49	64
RISK INDICATORS
Standard Deviation (%)	7.20	7.15
Sharpe Ratio	0.66	0.81
Sortino Ratio	0.87	1.10
Ulcer Index	4.26	3.39
Ratio: Return / Standard Deviation	0.96	1.13
Ratio: Return / Deepest Drawdown	0.35	0.42
Metrics calculated over the period 1 June 1996 - 31 May 2026

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	Five Factor Model 50/50	US Couch Potato To CAD Bond Hedged
Author	Ben Felix	Scott Burns
ASSET ALLOCATION
Stocks	50%	50%
Fixed Income	50%	50%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	7.80	9.42
Infl. Adjusted (%)	5.36	6.94
DRAWDOWN
Deepest Drawdown Depth (%)	-20.01	-19.07
Start to Recovery (months)	36	36
Longest Drawdown Depth (%)	-12.57	-7.54
Start to Recovery (months)	38	38
Longest Negative Period (months)	49	64
RISK INDICATORS
Standard Deviation (%)	7.28	7.35
Sharpe Ratio	0.67	0.88
Sortino Ratio	0.89	1.22
Ulcer Index	4.03	3.16
Ratio: Return / Standard Deviation	1.07	1.28
Ratio: Return / Deepest Drawdown	0.39	0.49
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)

Chart Table

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Five Factor Model 50/50			US Couch Potato To CAD Bond Hedged
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-20.01	36	May 2007 Apr 2010
			-19.07	36	May 2007 Apr 2010
-13.85	24	Jan 2022 Dec 2023
-12.57	38	Sep 2000 Oct 2003
-11.32	6	Feb 2020 Jul 2020
			-11.27	20	Jan 2022 Aug 2023
-9.47	8	May 1998 Dec 1998
			-8.59	4	Feb 2020 May 2020
			-7.54	38	Sep 2000 Oct 2003
			-6.59	7	Sep 2018 Mar 2019
-6.01	7	Sep 2018 Mar 2019
			-5.70	3	Aug 1998 Oct 1998
			-5.41	6	Feb 2025 Jul 2025
			-5.17	4	Aug 2015 Nov 2015
-5.07	12	Aug 2015 Jul 2016

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Five Factor Model 50/50			US Couch Potato To CAD Bond Hedged
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-20.01	36	May 2007 Apr 2010
			-19.07	36	May 2007 Apr 2010
-13.85	24	Jan 2022 Dec 2023
-12.57	38	Sep 2000 Oct 2003
-11.32	6	Feb 2020 Jul 2020
			-11.27	20	Jan 2022 Aug 2023
-9.56	14	Jan 1990 Feb 1991
-9.47	8	May 1998 Dec 1998
-8.97	17	Feb 1994 Jun 1995
			-8.59	4	Feb 2020 May 2020
			-7.54	38	Sep 2000 Oct 2003
			-7.06	6	Jul 1990 Dec 1990
			-6.71	13	Feb 1994 Feb 1995
			-6.59	7	Sep 2018 Mar 2019
-6.01	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 1988 - 31 May 2026 (~38 years)

Rolling Period:

Five Factor Model 50/50
US Couch Potato To CAD Bond Hedged

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 50/50		US Couch Potato To CAD Bond Hedged
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	7.56	-3.24	6.52	-1.65
2025	12.00	-3.11	7.81	-5.41
2024	13.56	-2.03	18.72	-1.63
2023	11.54	-4.55	13.69	-2.65
2022	-10.23	-13.85	-8.83	-11.27
2021	9.09	-2.21	13.87	-2.61
2020	9.10	-11.32	14.46	-8.59
2019	13.74	-2.05	15.74	-2.22
2018	-2.29	-6.01	0.09	-6.59
2017	7.66	-3.19	7.68	-3.01
2016	6.92	-2.16	6.35	-2.08
2015	5.48	-5.07	7.82	-5.17
2014	11.07	-1.58	14.33	-0.88
2013	13.77	-2.14	17.49	-1.71
2012	7.75	-2.53	10.13	-0.02
2011	1.92	-4.90	8.53	-2.08
2010	8.93	-3.68	8.76	-3.95
2009	14.39	-6.85	10.13	-8.03
2008	-11.73	-15.31	-11.11	-15.17
2007	-0.56	-2.72	0.55	-3.24
2006	11.72	-3.55	7.55	-4.16
2005	9.74	-1.85	2.20	-2.68
2004	8.51	-2.44	6.76	-2.66
2003	13.29	-4.43	8.75	-3.50
2002	-3.12	-8.74	-2.11	-6.51
2001	0.38	-7.76	1.13	-6.45
2000	3.00	-6.23	4.61	-4.04
1999	11.22	-3.07	5.96	-3.38
1998	9.79	-9.47	20.31	-5.70
1997	12.34	-2.38	23.35	-2.89
1996	14.31	-2.01	10.85	-2.38
1995	16.11	-1.05	28.07	0.00
1994	-2.98	-8.97	0.04	-6.71
1993	26.75	-1.16	16.10	-0.93
1992	8.05	-2.30	16.29	-1.44
1991	21.07	-2.87	27.60	-2.52
1990	-4.84	-9.56	3.97	-7.06
1989	16.51	-2.12	22.13	-1.00
1988	9.44	-2.57	8.50	-3.30

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of May 31, 2026

Portfolio Metrics as of May 31, 2026

Drawdowns

Rolling Returns

Yearly Returns