Bogleheads Three Funds Portfolio vs Gyroscopic Investing Desert Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - April 2025 (~55 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1970)
Inflation Adjusted:
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
May 1995
9.86$
Final Capital
April 2025
7.93%
Yearly Return
12.41%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
May 1995
4.68$
Final Capital
April 2025
5.28%
Yearly Return
12.41%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1970
153.03$
Final Capital
April 2025
9.52%
Yearly Return
12.53%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1970
18.05$
Final Capital
April 2025
5.37%
Yearly Return
12.53%
Std Deviation
-44.62%
Max Drawdown
124months
Recovery Period
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
May 1995
7.32$
Final Capital
April 2025
6.86%
Yearly Return
5.50%
Std Deviation
-14.72%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
May 1995
3.48$
Final Capital
April 2025
4.24%
Yearly Return
5.50%
Std Deviation
-21.07%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1970
92.81$
Final Capital
April 2025
8.53%
Yearly Return
6.56%
Std Deviation
-14.72%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
January 1970
10.94$
Final Capital
April 2025
4.42%
Yearly Return
6.56%
Std Deviation
-21.07%
Max Drawdown
44months*
Recovery Period
* in progress

As of April 2025, in the previous 30 Years, the Bogleheads Three Funds Portfolio obtained a 7.93% compound annual return, with a 12.41% standard deviation. It suffered a maximum drawdown of -43.68% that required 42 months to be recovered.

As of April 2025, in the previous 30 Years, the Gyroscopic Investing Desert Portfolio obtained a 6.86% compound annual return, with a 5.50% standard deviation. It suffered a maximum drawdown of -14.72% that required 27 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 Three Funds Portfolio
Weight
(%)		 ETF
Ticker		 Name
50.00
VTI
Vanguard Total Stock Market
30.00
VEU
Vanguard FTSE All-World ex-US
20.00
BND
Vanguard Total Bond Market
Gyroscopic Investing Desert Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
60.00
IEI
iShares 3-7 Year Treasury Bond
10.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Apr 30, 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 1970 - 30 April 2025 (~55 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		0.55 0.61 1.41 11.53 10.64 7.80 7.93 9.52
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp Desert Portfolio
Gyroscopic Investing 		3.40 1.24 3.88 13.30 5.82 5.58 6.86 8.53
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Bogleheads Three Funds Portfolio: an investment of 1$, since May 1995, now would be worth 9.86$, with a total return of 886.40% (7.93% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since May 1995, now would be worth 7.32$, with a total return of 632.26% (6.86% annualized).


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Bogleheads Three Funds Portfolio: an investment of 1$, since January 1970, now would be worth 153.03$, with a total return of 15202.84% (9.52% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1970, now would be worth 92.81$, with a total return of 9180.97% (8.53% 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 1970 - 30 April 2025 (~55 years)
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Three Funds Desert Portfolio
Author Bogleheads Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 11.53 13.30
Infl. Adjusted Return (%) 9.27 10.99
DRAWDOWN
Deepest Drawdown Depth (%) -2.75 -1.63
Start to Recovery (months) 2* 2
Longest Drawdown Depth (%) -2.68 -0.95
Start to Recovery (months) 3 2
Longest Negative Period (months) 7* 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.81 4.49
Sharpe Ratio 0.86 1.89
Sortino Ratio 1.10 2.31
Ulcer Index 1.36 0.53
Ratio: Return / Standard Deviation 1.48 2.96
Ratio: Return / Deepest Drawdown 4.19 8.14
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Three Funds Desert Portfolio
Author Bogleheads Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 10.64 5.82
Infl. Adjusted Return (%) 5.84 1.23
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -14.72
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -23.18 -14.72
Start to Recovery (months) 26 27
Longest Negative Period (months) 34 38
RISK INDICATORS
Standard Deviation (%) 13.05 7.18
Sharpe Ratio 0.62 0.46
Sortino Ratio 0.84 0.61
Ulcer Index 7.90 5.30
Ratio: Return / Standard Deviation 0.81 0.81
Ratio: Return / Deepest Drawdown 0.46 0.39
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Three Funds Desert Portfolio
Author Bogleheads Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.80 5.58
Infl. Adjusted Return (%) 4.59 2.43
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -14.72
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -23.18 -14.72
Start to Recovery (months) 26 27
Longest Negative Period (months) 34 38
RISK INDICATORS
Standard Deviation (%) 12.36 5.95
Sharpe Ratio 0.49 0.64
Sortino Ratio 0.65 0.88
Ulcer Index 6.43 3.86
Ratio: Return / Standard Deviation 0.63 0.94
Ratio: Return / Deepest Drawdown 0.34 0.38
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Three Funds Desert Portfolio
Author Bogleheads Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.93 6.86
Infl. Adjusted Return (%) 5.28 4.24
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -14.72
Start to Recovery (months) 42 27
Longest Drawdown Depth (%) -33.38 -14.72
Start to Recovery (months) 57 27
Longest Negative Period (months) 118 38
RISK INDICATORS
Standard Deviation (%) 12.41 5.50
Sharpe Ratio 0.46 0.83
Sortino Ratio 0.59 1.13
Ulcer Index 10.83 2.63
Ratio: Return / Standard Deviation 0.64 1.25
Ratio: Return / Deepest Drawdown 0.18 0.47
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Three Funds Desert Portfolio
Author Bogleheads Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 9.52 8.53
Infl. Adjusted Return (%) 5.37 4.42
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -14.72
Start to Recovery (months) 42 27
Longest Drawdown Depth (%) -33.38 -14.72
Start to Recovery (months) 57 27
Longest Negative Period (months) 118 38
RISK INDICATORS
Standard Deviation (%) 12.53 6.56
Sharpe Ratio 0.41 0.63
Sortino Ratio 0.55 0.89
Ulcer Index 9.21 2.54
Ratio: Return / Standard Deviation 0.76 1.30
Ratio: Return / Deepest Drawdown 0.22 0.58
Metrics calculated over the period 1 January 1970 - 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 1970 - 30 April 2025 (~55 years)

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Three Funds Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-14.72 27 Jan 2022
Mar 2024
-12.46 5 Jul 1998
Nov 1998
-10.53 15 Feb 2018
Apr 2019
-10.15 19 Mar 2008
Sep 2009
-9.88 14 Jun 2015
Jul 2016
-4.68 2 May 2019
Jun 2019
-4.61 2 Aug 1997
Sep 1997
-4.42 3 Jul 1998
Sep 1998
-4.11 4 Oct 1997
Jan 1998
-3.99 3 Jan 2000
Mar 2000

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Three Funds Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-34.07 37 Jan 1973
Jan 1976
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-19.21 17 Sep 1987
Jan 1989
-17.24 12 Jan 1970
Dec 1970
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-14.72 27 Jan 2022
Mar 2024
-14.03 23 Dec 1980
Oct 1982
-12.46 5 Jul 1998
Nov 1998
-10.61 11 Mar 1974
Jan 1975
-10.53 15 Feb 2018
Apr 2019
-10.43 5 Feb 1980
Jun 1980

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 1970 - 30 April 2025 (~55 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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Three Funds Desert Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.55 -2.75 3.40 -0.40
2024
 13.85 -3.44 10.90 -2.08
2023
 18.86 -8.74 11.64 -4.01
2022
 -17.06 -23.18 -11.64 -14.72
2021
 14.95 -3.53 5.76 -2.29
2020
 15.39 -17.01 12.96 -3.56
2019
 23.65 -4.68 14.41 -0.95
2018
 -6.89 -10.53 -0.94 -2.77
2017
 19.54 0.00 8.38 -0.12
2016
 8.39 -4.82 5.39 -2.63
2015
 -1.14 -8.74 0.02 -2.57
2014
 6.07 -3.01 5.45 -1.59
2013
 20.56 -2.36 6.10 -2.64
2012
 14.53 -7.09 6.70 -2.16
2011
 -2.14 -15.77 6.23 -3.24
2010
 13.50 -9.82 11.95 -1.56
2009
 26.45 -15.70 10.05 -5.76
2008
 -30.15 -33.07 -2.92 -8.78
2007
 8.73 -4.35 10.64 -0.86
2006
 16.69 -3.08 8.85 -1.61
2005
 8.30 -3.34 5.06 -1.48
2004
 13.49 -2.83 6.34 -3.44
2003
 28.27 -3.88 12.64 -1.46
2002
 -13.11 -18.90 4.90 -2.20
2001
 -9.84 -18.61 1.31 -3.94
2000
 -7.69 -11.84 4.70 -2.78
1999
 20.73 -2.88 5.12 -2.91
1998
 18.03 -12.46 13.26 -4.42
1997
 17.15 -4.61 12.53 -2.44
1996
 12.60 -3.77 6.98 -2.04
1995
 22.72 -1.03 23.10 0.00
1994
 2.31 -4.84 -2.86 -5.63
1993
 16.23 -4.16 11.81 -1.14
1992
 1.54 -4.66 6.83 -2.19
1991
 22.09 -4.27 18.44 -1.44
1990
 -8.74 -15.31 3.54 -3.71
1989
 20.64 -2.08 16.86 -1.08
1988
 17.83 -3.20 6.82 -1.71
1987
 10.76 -19.21 4.17 -8.49
1986
 29.32 -4.89 15.33 -2.55
1985
 35.27 -2.34 23.33 -1.21
1984
 4.95 -7.57 7.73 -4.82
1983
 19.49 -2.98 8.30 -2.24
1982
 16.05 -10.52 26.32 -3.26
1981
 -1.38 -10.40 1.14 -7.38
1980
 24.15 -10.43 13.20 -9.99
1979
 15.99 -7.03 23.14 -5.87
1978
 13.84 -7.76 6.93 -4.01
1977
 3.33 -3.91 1.88 -2.73
1976
 16.66 -2.66 15.78 -1.19
1975
 29.64 -10.48 13.28 -5.90
1974
 -18.66 -25.61 1.69 -10.61
1973
 -11.64 -12.71 4.52 -2.49
1972
 21.03 -1.21 11.82 -0.45
1971
 20.20 -5.15 12.65 -4.66
1970
 1.50 -17.24 12.37 -7.35
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