Ben Felix Five Factor Model 80/20 Portfolio vs Gyroscopic Investing US Desert Portfolio To CAD 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 80/20 Portfolio
1.00$
Initial Capital
May 1995
10.14$
Final Capital
April 2025
8.03%
Yearly Return
10.34%
Std Deviation
-33.91%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
May 1995
5.43$
Final Capital
April 2025
5.80%
Yearly Return
10.34%
Std Deviation
-35.70%
Max Drawdown
73months
Recovery Period
1.00$
Initial Capital
January 1988
22.23$
Final Capital
April 2025
8.66%
Yearly Return
10.27%
Std Deviation
-33.91%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
January 1988
9.46$
Final Capital
April 2025
6.21%
Yearly Return
10.27%
Std Deviation
-35.70%
Max Drawdown
73months
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.
Gyroscopic Investing US Desert Portfolio To CAD
1.00$
Initial Capital
May 1995
6.84$
Final Capital
April 2025
6.62%
Yearly Return
7.03%
Std Deviation
-13.02%
Max Drawdown
20months
Recovery Period
1.00$
Initial Capital
May 1995
3.66$
Final Capital
April 2025
4.42%
Yearly Return
7.03%
Std Deviation
-19.30%
Max Drawdown
82months
Recovery Period
1.00$
Initial Capital
January 1988
13.68$
Final Capital
April 2025
7.26%
Yearly Return
6.91%
Std Deviation
-13.02%
Max Drawdown
20months
Recovery Period
1.00$
Initial Capital
January 1988
5.82$
Final Capital
April 2025
4.83%
Yearly Return
6.91%
Std Deviation
-19.30%
Max Drawdown
82months
Recovery Period

As of April 2025, in the previous 30 Years, the Ben Felix Five Factor Model 80/20 Portfolio obtained a 8.03% compound annual return, with a 10.34% standard deviation. It suffered a maximum drawdown of -33.91% that required 45 months to be recovered.

As of April 2025, in the previous 30 Years, the Gyroscopic Investing US Desert Portfolio To CAD obtained a 6.62% compound annual return, with a 7.03% standard deviation. It suffered a maximum drawdown of -13.02% that required 20 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 80/20 Portfolio
Weight
(%)		 ETF
Ticker		 Name
24.00
VUN.TO
Vanguard US Total Market Index
24.00
XIC.TO
iShares Core S&P/TSX Capped Composite Index
12.80
XEF.TO
iShares Core MSCI EAFE IMI Index
8.00
AVUV
Avantis US Small Cap Value ETF
6.40
XEC.TO
iShares Core MSCI Emerging Markets IMI Index
4.80
AVDV
Avantis International Small Cap Value ETF
20.00
ZAG.TO
BMO Aggregate Bond Index
• Not denominated in CAD.
Gyroscopic Investing US Desert Portfolio To CAD
Weight
(%)		 ETF
Ticker		 Name
30.00
VUN.TO
Vanguard US Total Market Index
60.00
ZTM.NE
BMO Mid-Term US Treasury Bond
10.00
ZGLD.TO
BMO Gold Bullion ETF CAD Units
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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)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ben_felix.webp Five Factor Model 80/20
Ben Felix 		-1.97 -2.21 0.99 11.60 10.91 7.70 8.03 8.66
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp US Desert Portfolio
Gyroscopic Investing 		-1.84 -3.14 2.09 12.89 4.25 6.04 6.62 7.26
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Ben Felix Five Factor Model 80/20 Portfolio: an investment of 1$, since May 1995, now would be worth 10.14$, with a total return of 914.01% (8.03% annualized).

Gyroscopic Investing US Desert Portfolio To CAD: an investment of 1$, since May 1995, now would be worth 6.84$, with a total return of 583.78% (6.62% annualized).


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Ben Felix Five Factor Model 80/20 Portfolio: an investment of 1$, since January 1988, now would be worth 22.23$, with a total return of 2123.26% (8.66% annualized).

Gyroscopic Investing US Desert Portfolio To CAD: an investment of 1$, since January 1988, now would be worth 13.68$, with a total return of 1267.73% (7.26% 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)
Swipe left to see all data
Five Factor Model 80/20 US Desert Portfolio To CAD
Author Ben Felix Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 11.60 12.89
Infl. Adjusted Return (%) 9.62 10.89
DRAWDOWN
Deepest Drawdown Depth (%) -5.07 -4.57
Start to Recovery (months) 3* 2*
Longest Drawdown Depth (%) -5.07 -4.57
Start to Recovery (months) 3* 2*
Longest Negative Period (months) 5* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.34 6.28
Sharpe Ratio 0.82 1.29
Sortino Ratio 1.20 1.58
Ulcer Index 1.70 1.34
Ratio: Return / Standard Deviation 1.39 2.05
Ratio: Return / Deepest Drawdown 2.29 2.82
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Five Factor Model 80/20 US Desert Portfolio To CAD
Author Ben Felix Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 10.91 4.25
Infl. Adjusted Return (%) 6.85 0.44
DRAWDOWN
Deepest Drawdown Depth (%) -14.87 -10.50
Start to Recovery (months) 23 25
Longest Drawdown Depth (%) -14.87 -10.50
Start to Recovery (months) 23 25
Longest Negative Period (months) 28 41
RISK INDICATORS
Standard Deviation (%) 10.49 6.04
Sharpe Ratio 0.80 0.29
Sortino Ratio 1.12 0.40
Ulcer Index 4.54 3.99
Ratio: Return / Standard Deviation 1.04 0.70
Ratio: Return / Deepest Drawdown 0.73 0.41
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Five Factor Model 80/20 US Desert Portfolio To CAD
Author Ben Felix Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.70 6.04
Infl. Adjusted Return (%) 4.95 3.33
DRAWDOWN
Deepest Drawdown Depth (%) -16.76 -10.50
Start to Recovery (months) 7 25
Longest Drawdown Depth (%) -14.87 -10.50
Start to Recovery (months) 23 25
Longest Negative Period (months) 35 41
RISK INDICATORS
Standard Deviation (%) 10.70 6.62
Sharpe Ratio 0.56 0.65
Sortino Ratio 0.75 0.92
Ulcer Index 4.22 3.36
Ratio: Return / Standard Deviation 0.72 0.91
Ratio: Return / Deepest Drawdown 0.46 0.58
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Five Factor Model 80/20 US Desert Portfolio To CAD
Author Ben Felix Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.03 6.62
Infl. Adjusted Return (%) 5.80 4.42
DRAWDOWN
Deepest Drawdown Depth (%) -33.91 -13.02
Start to Recovery (months) 45 20
Longest Drawdown Depth (%) -27.26 -10.80
Start to Recovery (months) 52 48
Longest Negative Period (months) 108 84
RISK INDICATORS
Standard Deviation (%) 10.34 7.03
Sharpe Ratio 0.56 0.62
Sortino Ratio 0.73 0.90
Ulcer Index 8.26 3.75
Ratio: Return / Standard Deviation 0.78 0.94
Ratio: Return / Deepest Drawdown 0.24 0.51
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Five Factor Model 80/20 US Desert Portfolio To CAD
Author Ben Felix Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.66 7.26
Infl. Adjusted Return (%) 6.21 4.83
DRAWDOWN
Deepest Drawdown Depth (%) -33.91 -13.02
Start to Recovery (months) 45 20
Longest Drawdown Depth (%) -27.26 -10.80
Start to Recovery (months) 52 48
Longest Negative Period (months) 108 84
RISK INDICATORS
Standard Deviation (%) 10.27 6.91
Sharpe Ratio 0.56 0.63
Sortino Ratio 0.74 0.92
Ulcer Index 7.62 3.42
Ratio: Return / Standard Deviation 0.84 1.05
Ratio: Return / Deepest Drawdown 0.26 0.56
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 80/20 US Desert Portfolio To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-33.91 45 Jun 2007
Feb 2011
-27.26 52 Sep 2000
Dec 2004
-16.76 7 Feb 2020
Aug 2020
-14.87 23 Jan 2022
Nov 2023
-14.17 9 May 1998
Jan 1999
-13.02 20 Mar 2007
Oct 2008
-10.80 48 Jan 2003
Dec 2006
-10.80 10 Jun 2011
Mar 2012
-10.50 25 Dec 2021
Dec 2023
-10.08 17 Apr 2009
Aug 2010
-9.83 8 Sep 2018
Apr 2019
-7.44 15 Jun 2017
Aug 2018
-7.23 12 Aug 2015
Jul 2016
-6.56 6 Feb 2016
Jul 2016
-5.30 13 Aug 2020
Aug 2021

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Five Factor Model 80/20 US Desert Portfolio To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-33.91 45 Jun 2007
Feb 2011
-27.26 52 Sep 2000
Dec 2004
-16.76 7 Feb 2020
Aug 2020
-16.36 17 Jan 1990
May 1991
-14.87 23 Jan 2022
Nov 2023
-14.17 9 May 1998
Jan 1999
-13.02 20 Mar 2007
Oct 2008
-10.80 48 Jan 2003
Dec 2006
-10.80 10 Jun 2011
Mar 2012
-10.50 25 Dec 2021
Dec 2023
-10.08 17 Apr 2009
Aug 2010
-9.83 8 Sep 2018
Apr 2019
-7.44 15 Jun 2017
Aug 2018
-7.23 12 Aug 2015
Jul 2016
-6.72 16 Feb 1994
May 1995

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.

Swipe left to see all data
Five Factor Model 80/20 US Desert Portfolio To CAD
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -1.97 -5.07 -1.84 -4.57
2024
 18.83 -2.01 19.63 -1.42
2023
 14.82 -5.43 8.36 -3.01
2022
 -9.38 -14.87 -6.72 -10.46
2021
 16.12 -2.64 3.65 -3.80
2020
 9.72 -16.76 10.86 -1.56
2019
 17.88 -4.04 8.70 -1.91
2018
 -4.33 -9.83 5.32 -3.87
2017
 10.78 -3.32 0.74 -7.44
2016
 9.95 -3.84 1.92 -6.56
2015
 6.83 -7.23 18.47 -4.35
2014
 12.44 -2.09 15.78 -1.89
2013
 23.13 -2.14 13.62 -0.85
2012
 10.51 -5.01 3.86 -1.12
2011
 -3.02 -10.80 8.61 -1.58
2010
 11.27 -7.01 6.09 -2.29
2009
 19.11 -10.75 -4.85 -10.08
2008
 -21.24 -24.44 18.51 -3.82
2007
 -2.17 -5.98 -5.37 -13.02
2006
 16.93 -4.97 9.12 -5.50
2005
 12.22 -2.66 1.53 -5.07
2004
 10.22 -3.61 -1.37 -8.55
2003
 17.79 -6.50 -7.12 -9.27
2002
 -9.50 -17.38 3.63 -5.18
2001
 -3.38 -14.86 7.61 -1.91
2000
 -0.64 -11.03 8.53 -1.78
1999
 19.26 -3.77 -0.69 -4.24
1998
 11.12 -14.17 21.26 -0.44
1997
 14.79 -3.26 17.35 -1.31
1996
 16.63 -4.17 7.49 -2.46
1995
 15.85 -1.55 19.80 -1.55
1994
 0.82 -6.72 3.03 -3.15
1993
 30.25 -1.90 16.26 -0.11
1992
 8.39 -2.81 17.52 -1.52
1991
 24.59 -3.99 18.01 -1.70
1990
 -10.65 -16.36 3.67 -3.93
1989
 21.15 -2.66 13.62 -0.93
1988
 10.90 -2.76 -1.98 -4.47
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book