Ben Felix Five Factor Model 50/50 Portfolio vs Vanguard Growth Portfolio Portfolio Comparison

Simulation Settings
Period: January 1988 - April 2025 (~37 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
All (since January 1988)
Inflation Adjusted:
Ben Felix Five Factor Model 50/50 Portfolio
1.00$
Initial Capital
May 1995
7.26$
Final Capital
April 2025
6.83%
Yearly Return
7.14%
Std Deviation
-20.01%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
May 1995
3.89$
Final Capital
April 2025
4.63%
Yearly Return
7.14%
Std Deviation
-22.67%
Max Drawdown
47months
Recovery Period
1.00$
Initial Capital
January 1988
14.74$
Final Capital
April 2025
7.47%
Yearly Return
7.30%
Std Deviation
-20.01%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1988
6.28$
Final Capital
April 2025
5.04%
Yearly Return
7.30%
Std Deviation
-22.67%
Max Drawdown
47months
Recovery Period
This portfolio is built with ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.
Vanguard Growth Portfolio
1.00$
Initial Capital
May 1995
10.07$
Final Capital
April 2025
8.00%
Yearly Return
10.10%
Std Deviation
-32.25%
Max Drawdown
44months
Recovery Period
1.00$
Initial Capital
May 1995
5.39$
Final Capital
April 2025
5.78%
Yearly Return
10.10%
Std Deviation
-36.59%
Max Drawdown
75months
Recovery Period
1.00$
Initial Capital
January 1988
21.82$
Final Capital
April 2025
8.61%
Yearly Return
10.03%
Std Deviation
-32.25%
Max Drawdown
44months
Recovery Period
1.00$
Initial Capital
January 1988
9.29$
Final Capital
April 2025
6.15%
Yearly Return
10.03%
Std Deviation
-36.59%
Max Drawdown
75months
Recovery Period

As of April 2025, in the previous 30 Years, the Ben Felix Five Factor Model 50/50 Portfolio obtained a 6.83% compound annual return, with a 7.14% standard deviation. It suffered a maximum drawdown of -20.01% that required 36 months to be recovered.

As of April 2025, in the previous 30 Years, the Vanguard Growth Portfolio obtained a 8.00% compound annual return, with a 10.10% standard deviation. It suffered a maximum drawdown of -32.25% that required 44 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.
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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.
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 Apr 30, 2025

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1988 - 30 April 2025 (~37 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~37Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ben_felix.webp Five Factor Model 50/50
Ben Felix 		-0.80 -1.59 1.55 10.84 6.75 5.50 6.83 7.47
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_vanguard.webp Vanguard Growth
Vanguard 		-1.81 -2.00 1.47 12.76 10.64 8.06 8.00 8.61
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Ben Felix Five Factor Model 50/50 Portfolio: an investment of 1$, since May 1995, now would be worth 7.26$, with a total return of 626.30% (6.83% annualized).

Vanguard Growth Portfolio: an investment of 1$, since May 1995, now would be worth 10.07$, with a total return of 906.83% (8.00% annualized).


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Ben Felix Five Factor Model 50/50 Portfolio: an investment of 1$, since January 1988, now would be worth 14.74$, with a total return of 1374.07% (7.47% annualized).

Vanguard Growth Portfolio: an investment of 1$, since January 1988, now would be worth 21.82$, with a total return of 2081.75% (8.61% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1988 - 30 April 2025 (~37 years)
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Five Factor Model 50/50 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 50% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.84 12.76
Infl. Adjusted Return (%) 8.94 10.82
DRAWDOWN
Deepest Drawdown Depth (%) -3.11 -5.07
Start to Recovery (months) 3* 3*
Longest Drawdown Depth (%) -3.11 -5.07
Start to Recovery (months) 3* 3*
Longest Negative Period (months) 5* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.34 7.92
Sharpe Ratio 0.95 1.00
Sortino Ratio 1.39 1.40
Ulcer Index 1.03 1.70
Ratio: Return / Standard Deviation 1.71 1.61
Ratio: Return / Deepest Drawdown 3.48 2.51
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Five Factor Model 50/50 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 50% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.75 10.64
Infl. Adjusted Return (%) 2.86 6.60
DRAWDOWN
Deepest Drawdown Depth (%) -13.85 -16.06
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -13.85 -16.06
Start to Recovery (months) 24 24
Longest Negative Period (months) 34 28
RISK INDICATORS
Standard Deviation (%) 8.27 10.26
Sharpe Ratio 0.51 0.79
Sortino Ratio 0.72 1.09
Ulcer Index 5.00 5.21
Ratio: Return / Standard Deviation 0.82 1.04
Ratio: Return / Deepest Drawdown 0.49 0.66
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Five Factor Model 50/50 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 50% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.50 8.06
Infl. Adjusted Return (%) 2.81 5.30
DRAWDOWN
Deepest Drawdown Depth (%) -13.85 -16.06
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -13.85 -16.06
Start to Recovery (months) 24 24
Longest Negative Period (months) 34 29
RISK INDICATORS
Standard Deviation (%) 7.91 10.20
Sharpe Ratio 0.47 0.62
Sortino Ratio 0.65 0.83
Ulcer Index 3.95 4.41
Ratio: Return / Standard Deviation 0.70 0.79
Ratio: Return / Deepest Drawdown 0.40 0.50
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Five Factor Model 50/50 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 50% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.83 8.00
Infl. Adjusted Return (%) 4.63 5.78
DRAWDOWN
Deepest Drawdown Depth (%) -20.01 -32.25
Start to Recovery (months) 36 44
Longest Drawdown Depth (%) -12.57 -31.69
Start to Recovery (months) 38 64
Longest Negative Period (months) 49 112
RISK INDICATORS
Standard Deviation (%) 7.14 10.10
Sharpe Ratio 0.64 0.57
Sortino Ratio 0.85 0.74
Ulcer Index 4.25 9.47
Ratio: Return / Standard Deviation 0.96 0.79
Ratio: Return / Deepest Drawdown 0.34 0.25
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Five Factor Model 50/50 Vanguard Growth
Author Ben Felix Vanguard
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 50% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.47 8.61
Infl. Adjusted Return (%) 5.04 6.15
DRAWDOWN
Deepest Drawdown Depth (%) -20.01 -32.25
Start to Recovery (months) 36 44
Longest Drawdown Depth (%) -12.57 -31.69
Start to Recovery (months) 38 64
Longest Negative Period (months) 49 112
RISK INDICATORS
Standard Deviation (%) 7.30 10.03
Sharpe Ratio 0.63 0.57
Sortino Ratio 0.84 0.75
Ulcer Index 4.08 8.64
Ratio: Return / Standard Deviation 1.02 0.86
Ratio: Return / Deepest Drawdown 0.37 0.27
Metrics calculated over the period 1 January 1988 - 30 April 2025
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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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1988 - 30 April 2025 (~37 years)

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Five Factor Model 50/50 Vanguard Growth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.25 44 Jun 2007
Jan 2011
-31.69 64 Sep 2000
Dec 2005
-20.01 36 May 2007
Apr 2010
-16.06 24 Jan 2022
Dec 2023
-14.93 6 Feb 2020
Jul 2020
-13.85 24 Jan 2022
Dec 2023
-12.62 8 May 1998
Dec 1998
-12.57 38 Sep 2000
Oct 2003
-11.32 6 Feb 2020
Jul 2020
-9.85 9 Jun 2011
Feb 2012
-9.47 8 May 1998
Dec 1998
-8.11 7 Sep 2018
Mar 2019
-7.70 12 Aug 2015
Jul 2016
-6.01 7 Sep 2018
Mar 2019
-5.07 3* Feb 2025
In progress

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Five Factor Model 50/50 Vanguard Growth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.25 44 Jun 2007
Jan 2011
-31.69 64 Sep 2000
Dec 2005
-20.01 36 May 2007
Apr 2010
-16.06 24 Jan 2022
Dec 2023
-14.98 15 Jan 1990
Mar 1991
-14.93 6 Feb 2020
Jul 2020
-13.85 24 Jan 2022
Dec 2023
-12.62 8 May 1998
Dec 1998
-12.57 38 Sep 2000
Oct 2003
-11.32 6 Feb 2020
Jul 2020
-9.85 9 Jun 2011
Feb 2012
-9.56 14 Jan 1990
Feb 1991
-9.47 8 May 1998
Dec 1998
-8.97 17 Feb 1994
Jun 1995
-8.11 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 - 30 April 2025 (~37 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 50/50 Vanguard Growth
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -0.80 -3.11 -1.81 -5.07
2024
 13.45 -2.03 20.63 -1.95
2023
 11.54 -4.55 15.52 -5.12
2022
 -10.23 -13.85 -11.33 -16.06
2021
 9.09 -2.21 15.88 -3.21
2020
 9.10 -11.32 10.94 -14.93
2019
 13.74 -2.05 18.20 -3.59
2018
 -2.29 -6.01 -2.73 -8.11
2017
 7.66 -3.19 11.29 -3.35
2016
 6.92 -2.16 8.52 -4.41
2015
 5.48 -5.07 7.26 -7.70
2014
 11.07 -1.58 13.80 -1.43
2013
 13.77 -2.14 22.53 -1.82
2012
 7.75 -2.53 10.54 -4.53
2011
 1.92 -4.90 -1.49 -9.85
2010
 8.93 -3.68 10.60 -6.22
2009
 14.39 -6.85 18.55 -10.18
2008
 -11.73 -15.31 -22.00 -23.76
2007
 -0.56 -2.72 -0.31 -3.31
2006
 11.72 -3.55 15.92 -4.68
2005
 9.74 -1.85 11.21 -2.55
2004
 8.51 -2.44 8.53 -3.78
2003
 13.29 -4.43 13.72 -6.99
2002
 -3.12 -8.74 -12.18 -18.73
2001
 0.38 -7.76 -5.81 -16.97
2000
 3.00 -6.23 -2.26 -11.74
1999
 11.22 -3.07 20.33 -3.49
1998
 9.79 -9.47 15.46 -12.62
1997
 12.34 -2.38 17.10 -3.80
1996
 14.31 -2.01 17.22 -3.95
1995
 16.11 -1.05 18.09 -1.20
1994
 -2.98 -8.97 1.53 -6.10
1993
 26.75 -1.16 27.11 -2.03
1992
 8.05 -2.30 6.90 -2.93
1991
 21.07 -2.87 24.44 -3.88
1990
 -4.84 -9.56 -8.68 -14.98
1989
 16.51 -2.12 21.74 -2.15
1988
 9.44 -2.57 9.73 -2.49
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