Bogleheads Four Funds Portfolio vs Aim Ways Gold Pivot Ptf Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - March 2025 (~40 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Bogleheads Four Funds Portfolio
1.00$
Initial Capital
April 1995
10.32$
Final Capital
March 2025
8.09%
Yearly Return
12.47%
Std Deviation
-44.08%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
April 1995
4.88$
Final Capital
March 2025
5.43%
Yearly Return
12.47%
Std Deviation
-45.00%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1985
40.47$
Final Capital
March 2025
9.63%
Yearly Return
12.34%
Std Deviation
-44.08%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1985
13.36$
Final Capital
March 2025
6.65%
Yearly Return
12.34%
Std Deviation
-45.00%
Max Drawdown
63months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
April 1995
11.23$
Final Capital
March 2025
8.40%
Yearly Return
8.22%
Std Deviation
-19.49%
Max Drawdown
18months
Recovery Period
1.00$
Initial Capital
April 1995
5.31$
Final Capital
March 2025
5.73%
Yearly Return
8.22%
Std Deviation
-22.26%
Max Drawdown
43months
Recovery Period
1.00$
Initial Capital
January 1985
28.44$
Final Capital
March 2025
8.67%
Yearly Return
7.78%
Std Deviation
-19.49%
Max Drawdown
18months
Recovery Period
1.00$
Initial Capital
January 1985
9.39$
Final Capital
March 2025
5.72%
Yearly Return
7.78%
Std Deviation
-22.26%
Max Drawdown
43months
Recovery Period

As of March 2025, in the previous 30 Years, the Bogleheads Four Funds Portfolio obtained a 8.09% compound annual return, with a 12.47% standard deviation. It suffered a maximum drawdown of -44.08% that required 42 months to be recovered.

As of March 2025, in the previous 30 Years, the Aim Ways Gold Pivot Ptf Portfolio obtained a 8.40% compound annual return, with a 8.22% standard deviation. It suffered a maximum drawdown of -19.49% that required 18 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.

Bogleheads Four Funds Portfolio
Weight
(%)		 ETF
Ticker		 Name
50.00
VTI
Vanguard Total Stock Market
30.00
VEU
Vanguard FTSE All-World ex-US
10.00
TIP
iShares TIPS Bond
10.00
BND
Vanguard Total Bond Market
Aim Ways Gold Pivot Ptf Portfolio
Weight
(%)		 ETF
Ticker		 Name
16.00
QQQ
Invesco QQQ Trust
6.00
USMV
iShares Edge MSCI Min Vol USA
31.00
BNDX
Vanguard Total International Bond
13.00
HYG
iShares iBoxx $ High Yield Corporate Bond
34.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Mar 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 March 2025 (~40 years)
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Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Four Funds
Bogleheads 		0.08 -2.68 -1.26 7.16 12.62 7.99 8.09 9.63
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Gold Pivot Ptf
Aim Ways 		5.65 1.67 6.24 17.47 10.29 8.11 8.40 8.67
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

Bogleheads Four Funds Portfolio: an investment of 1$, since April 1995, now would be worth 10.32$, with a total return of 932.21% (8.09% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since April 1995, now would be worth 11.23$, with a total return of 1023.36% (8.40% annualized).


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Bogleheads Four Funds Portfolio: an investment of 1$, since January 1985, now would be worth 40.47$, with a total return of 3947.19% (9.63% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since January 1985, now would be worth 28.44$, with a total return of 2744.30% (8.67% annualized).


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Portfolio Metrics as of Mar 31, 2025

The following metrics, updated as of 31 March 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1985 - 31 March 2025 (~40 years)
Swipe left to see all data
Four Funds Gold Pivot Ptf
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 22%
Fixed Income 20% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 7.16 17.47
Infl. Adjusted Return (%) 4.66 14.72
DRAWDOWN
Deepest Drawdown Depth (%) -3.37 -1.11
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.68 -0.50
Start to Recovery (months) 3 2
Longest Negative Period (months) 6* 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.78 4.31
Sharpe Ratio 0.26 2.91
Sortino Ratio 0.34 3.88
Ulcer Index 1.53 0.34
Ratio: Return / Standard Deviation 0.82 4.05
Ratio: Return / Deepest Drawdown 2.13 15.79
Metrics calculated over the period 1 April 2024 - 31 March 2025
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Four Funds Gold Pivot Ptf
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 22%
Fixed Income 20% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 12.62 10.29
Infl. Adjusted Return (%) 7.90 5.67
DRAWDOWN
Deepest Drawdown Depth (%) -23.20 -15.46
Start to Recovery (months) 26 23
Longest Drawdown Depth (%) -23.20 -15.46
Start to Recovery (months) 26 23
Longest Negative Period (months) 32 33
RISK INDICATORS
Standard Deviation (%) 13.52 9.02
Sharpe Ratio 0.75 0.87
Sortino Ratio 1.03 1.20
Ulcer Index 7.85 4.85
Ratio: Return / Standard Deviation 0.93 1.14
Ratio: Return / Deepest Drawdown 0.54 0.67
Metrics calculated over the period 1 April 2020 - 31 March 2025
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Four Funds Gold Pivot Ptf
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 22%
Fixed Income 20% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 7.99 8.11
Infl. Adjusted Return (%) 4.76 4.88
DRAWDOWN
Deepest Drawdown Depth (%) -23.20 -15.46
Start to Recovery (months) 26 23
Longest Drawdown Depth (%) -23.20 -15.46
Start to Recovery (months) 26 23
Longest Negative Period (months) 32 33
RISK INDICATORS
Standard Deviation (%) 12.40 7.83
Sharpe Ratio 0.51 0.82
Sortino Ratio 0.67 1.16
Ulcer Index 6.41 3.71
Ratio: Return / Standard Deviation 0.64 1.04
Ratio: Return / Deepest Drawdown 0.34 0.52
Metrics calculated over the period 1 April 2015 - 31 March 2025
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Four Funds Gold Pivot Ptf
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 22%
Fixed Income 20% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 8.09 8.40
Infl. Adjusted Return (%) 5.43 5.73
DRAWDOWN
Deepest Drawdown Depth (%) -44.08 -19.49
Start to Recovery (months) 42 18
Longest Drawdown Depth (%) -32.45 -12.99
Start to Recovery (months) 56 39
Longest Negative Period (months) 118 39
RISK INDICATORS
Standard Deviation (%) 12.47 8.22
Sharpe Ratio 0.47 0.74
Sortino Ratio 0.61 1.03
Ulcer Index 10.70 4.21
Ratio: Return / Standard Deviation 0.65 1.02
Ratio: Return / Deepest Drawdown 0.18 0.43
Metrics calculated over the period 1 April 1995 - 31 March 2025
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Four Funds Gold Pivot Ptf
Author Bogleheads Aim Ways
ASSET ALLOCATION
Stocks 80% 22%
Fixed Income 20% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 9.63 8.67
Infl. Adjusted Return (%) 6.65 5.72
DRAWDOWN
Deepest Drawdown Depth (%) -44.08 -19.49
Start to Recovery (months) 42 18
Longest Drawdown Depth (%) -32.45 -12.99
Start to Recovery (months) 56 39
Longest Negative Period (months) 118 39
RISK INDICATORS
Standard Deviation (%) 12.34 7.78
Sharpe Ratio 0.52 0.71
Sortino Ratio 0.69 0.99
Ulcer Index 9.54 3.80
Ratio: Return / Standard Deviation 0.78 1.12
Ratio: Return / Deepest Drawdown 0.22 0.45
Metrics calculated over the period 1 January 1985 - 31 March 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 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1985 - 31 March 2025 (~40 years)

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Four Funds Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-44.08 42 Nov 2007
Apr 2011
-32.45 56 Apr 2000
Nov 2004
-23.20 26 Jan 2022
Feb 2024
-19.49 18 Mar 2008
Aug 2009
-17.11 7 Jan 2020
Jul 2020
-15.64 11 May 2011
Mar 2012
-15.46 23 Jan 2022
Nov 2023
-12.99 39 Mar 2000
May 2003
-12.43 5 Jul 1998
Nov 1998
-10.69 15 Feb 2018
Apr 2019
-10.05 14 Jun 2015
Jul 2016
-9.18 17 Oct 2012
Feb 2014
-6.92 6 Apr 2012
Sep 2012
-6.06 5 May 1998
Sep 1998
-5.71 5 Sep 2011
Jan 2012

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Four Funds Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-44.08 42 Nov 2007
Apr 2011
-32.45 56 Apr 2000
Nov 2004
-23.20 26 Jan 2022
Feb 2024
-19.49 18 Mar 2008
Aug 2009
-19.18 17 Sep 1987
Jan 1989
-17.11 7 Jan 2020
Jul 2020
-15.64 11 May 2011
Mar 2012
-15.56 14 Jan 1990
Feb 1991
-15.46 23 Jan 2022
Nov 2023
-12.99 39 Mar 2000
May 2003
-12.43 5 Jul 1998
Nov 1998
-10.69 15 Feb 2018
Apr 2019
-10.05 14 Jun 2015
Jul 2016
-9.18 17 Oct 2012
Feb 2014
-7.14 15 Dec 1989
Feb 1991

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 1985 - 31 March 2025 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US 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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Four Funds Gold Pivot Ptf
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.08 -2.68 5.65 0.00
2024
 13.88 -3.37 16.31 -1.11
2023
 18.65 -8.64 17.87 -4.11
2022
 -17.06 -23.20 -11.42 -15.46
2021
 15.70 -3.50 4.01 -4.11
2020
 15.71 -17.11 18.54 -5.61
2019
 23.60 -4.69 18.24 -1.03
2018
 -7.02 -10.69 0.01 -2.56
2017
 19.47 0.00 12.25 -1.32
2016
 8.61 -4.75 7.68 -5.47
2015
 -1.37 -8.95 -2.07 -5.55
2014
 5.85 -2.96 6.26 -2.55
2013
 19.92 -2.53 -1.77 -8.02
2012
 14.85 -6.92 10.26 -3.78
2011
 -1.60 -15.64 8.11 -5.71
2010
 13.49 -9.93 18.24 -1.29
2009
 26.98 -15.65 26.47 -2.40
2008
 -30.83 -33.84 -9.56 -19.49
2007
 9.23 -4.14 15.46 -1.98
2006
 16.29 -3.01 11.68 -3.60
2005
 8.31 -3.23 8.58 -2.17
2004
 13.90 -2.94 7.13 -3.73
2003
 28.68 -3.75 19.35 -2.07
2002
 -12.27 -18.10 4.89 -6.10
2001
 -9.93 -18.59 -1.82 -7.75
2000
 -7.07 -11.57 -4.73 -8.07
1999
 20.36 -2.99 17.47 -3.69
1998
 18.10 -12.43 20.77 -6.06
1997
 17.48 -4.68 -2.12 -5.62
1996
 12.38 -3.74 8.83 -1.21
1995
 23.21 -1.02 18.41 -0.12
1994
 1.95 -5.19 -2.97 -5.11
1993
 16.83 -4.19 15.87 -1.82
1992
 1.70 -4.87 5.39 -3.33
1991
 22.43 -4.29 19.63 -1.36
1990
 -8.79 -15.56 -1.37 -6.49
1989
 20.86 -2.00 9.05 -0.91
1988
 17.74 -3.23 2.41 -2.76
1987
 10.58 -19.18 11.67 -6.76
1986
 29.65 -5.02 15.85 -0.90
1985
 35.65 -2.38 20.28 -2.71
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