Bogleheads Three Funds vs Scott Burns Couch Potato Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bogleheads Three Funds Portfolio
1.00$
Initial Capital
October 1994
10.57$
Final Capital
September 2024
8.18%
Yearly Return
12.39
Std Deviation
-43.68%
Max Drawdown
42 months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
October 1994
11.54$
Final Capital
September 2024
8.49%
Yearly Return
8.71
Std Deviation
-27.04%
Max Drawdown
30 months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1985
39.54$
Final Capital
September 2024
9.69%
Yearly Return
12.30
Std Deviation
-43.68%
Max Drawdown
42 months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
January 1985
36.02$
Final Capital
September 2024
9.44%
Yearly Return
9.06
Std Deviation
-27.04%
Max Drawdown
30 months
Recovery Period

The Bogleheads Three Funds Portfolio obtained a 8.18% compound annual return, with a 12.39% standard deviation, in the last 30 Years.

The Scott Burns Couch Potato Portfolio obtained a 8.49% compound annual return, with a 8.71% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Three Funds
Bogleheads 		15.40 2.05 8.57 27.49 10.11 8.53 8.18 9.69
Couch Potato
Scott Burns 		12.72 1.78 7.41 22.39 8.78 7.61 8.49 9.44
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since October 1994, now would be worth 10.57$, with a total return of 956.71% (8.18% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since October 1994, now would be worth 11.54$, with a total return of 1054.20% (8.49% annualized).


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Bogleheads Three Funds Portfolio: an investment of 1$, since January 1985, now would be worth 39.54$, with a total return of 3853.77% (9.69% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 36.02$, with a total return of 3501.62% (9.44% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 27.49 22.39
Infl. Adjusted Return (%) 24.72 19.73
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -3.08
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.60 -1.75
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.35 8.06
Sharpe Ratio 2.14 2.11
Sortino Ratio 2.93 2.83
Ulcer Index 1.20 0.98
Ratio: Return / Standard Deviation 2.66 2.78
Ratio: Return / Deepest Drawdown 7.99 7.27
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.11 8.78
Infl. Adjusted Return (%) 5.73 4.45
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -19.77
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -23.18 -19.77
Start to Recovery (months) 26 27
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 14.65 11.46
Sharpe Ratio 0.54 0.58
Sortino Ratio 0.71 0.75
Ulcer Index 8.35 7.44
Ratio: Return / Standard Deviation 0.69 0.77
Ratio: Return / Deepest Drawdown 0.44 0.44
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.53 7.61
Infl. Adjusted Return (%) 5.53 4.64
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -19.77
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -23.18 -19.77
Start to Recovery (months) 26 27
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 12.27 9.28
Sharpe Ratio 0.57 0.66
Sortino Ratio 0.76 0.87
Ulcer Index 6.42 5.48
Ratio: Return / Standard Deviation 0.69 0.82
Ratio: Return / Deepest Drawdown 0.37 0.38
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.18 8.49
Infl. Adjusted Return (%) 5.53 5.84
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -27.04
Start to Recovery (months) 42 30
Longest Drawdown Depth (%) -33.38 -10.30
Start to Recovery (months) 57 33
Longest Negative Period (months) 118 62
RISK INDICATORS
Standard Deviation (%) 12.39 8.71
Sharpe Ratio 0.47 0.71
Sortino Ratio 0.62 0.93
Ulcer Index 10.83 5.17
Ratio: Return / Standard Deviation 0.66 0.98
Ratio: Return / Deepest Drawdown 0.19 0.31
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Three Funds Couch Potato
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 50%
Fixed Income 20% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.69 9.44
Infl. Adjusted Return (%) 6.72 6.47
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -27.04
Start to Recovery (months) 42 30
Longest Drawdown Depth (%) -33.38 -10.30
Start to Recovery (months) 57 33
Longest Negative Period (months) 118 62
RISK INDICATORS
Standard Deviation (%) 12.30 9.06
Sharpe Ratio 0.53 0.70
Sortino Ratio 0.70 0.92
Ulcer Index 9.70 4.87
Ratio: Return / Standard Deviation 0.79 1.04
Ratio: Return / Deepest Drawdown 0.22 0.35
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)

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Three Funds Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-27.04 30 Nov 2007
Apr 2010
-23.18 26 Jan 2022
Feb 2024
-19.77 27 Jan 2022
Mar 2024
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-12.46 5 Jul 1998
Nov 1998
-10.72 5 Feb 2020
Jun 2020
-10.53 15 Feb 2018
Apr 2019
-10.30 33 Sep 2000
May 2003
-9.88 14 Jun 2015
Jul 2016
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-6.25 8 May 2011
Dec 2011

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Three Funds Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-27.04 30 Nov 2007
Apr 2010
-23.18 26 Jan 2022
Feb 2024
-19.77 27 Jan 2022
Mar 2024
-19.21 17 Sep 1987
Jan 1989
-17.01 7 Jan 2020
Jul 2020
-16.03 17 Sep 1987
Jan 1989
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-12.46 5 Jul 1998
Nov 1998
-10.72 5 Feb 2020
Jun 2020
-10.53 15 Feb 2018
Apr 2019
-10.30 33 Sep 2000
May 2003
-9.88 14 Jun 2015
Jul 2016

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 September 2024 (~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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Three Funds Couch Potato
Year Return Drawdown Return Drawdown
2024
 15.40% -3.44% 12.72% -3.08%
2023
 18.86% -8.74% 14.66% -6.50%
2022
 -17.06% -23.18% -16.31% -19.77%
2021
 14.95% -3.53% 15.67% -2.76%
2020
 15.39% -17.01% 15.93% -10.72%
2019
 23.65% -4.68% 19.51% -2.63%
2018
 -6.89% -10.53% -3.32% -8.06%
2017
 19.54% 0.00% 12.07% 0.00%
2016
 8.39% -4.82% 8.75% -2.08%
2015
 -1.14% -8.74% -0.70% -5.47%
2014
 6.07% -3.01% 8.07% -2.34%
2013
 20.56% -2.36% 12.48% -3.18%
2012
 14.53% -7.09% 11.42% -2.32%
2011
 -2.14% -15.77% 7.12% -6.25%
2010
 13.50% -9.82% 11.78% -6.09%
2009
 26.45% -15.70% 18.92% -9.98%
2008
 -30.15% -33.07% -18.47% -22.29%
2007
 8.73% -4.35% 8.64% -1.70%
2006
 16.69% -3.08% 7.99% -1.54%
2005
 8.30% -3.34% 4.40% -1.83%
2004
 13.49% -2.83% 10.53% -3.54%
2003
 28.27% -3.88% 19.38% -1.09%
2002
 -13.11% -18.90% -1.93% -6.44%
2001
 -9.84% -18.61% -1.68% -8.57%
2000
 -7.69% -11.84% 3.54% -5.60%
1999
 20.73% -2.88% 9.67% -3.30%
1998
 18.03% -12.46% 16.26% -8.06%
1997
 17.15% -4.61% 21.85% -3.41%
1996
 12.60% -3.77% 11.14% -2.76%
1995
 22.72% -1.03% 29.40% 0.00%
1994
 2.31% -4.84% -3.21% -8.78%
1993
 16.23% -4.16% 13.19% -1.53%
1992
 1.54% -4.66% 8.92% -2.25%
1991
 22.09% -4.27% 25.50% -2.55%
1990
 -8.74% -15.31% 1.06% -7.58%
1989
 20.64% -2.08% 21.95% -1.62%
1988
 17.83% -3.20% 11.91% -2.50%
1987
 10.76% -19.21% 1.19% -16.03%
1986
 29.32% -4.89% 16.48% -5.55%
1985
 35.27% -2.34% 28.66% -1.87%