As of May 2026, in the previous 30 Years, the Bogleheads Three Funds Portfolio obtained a 8.19% compound annual return, with a 12.55% standard deviation. It suffered a maximum drawdown of -43.68% that required 42 months to be recovered.

As of May 2026, in the previous 30 Years, the Scott Burns Seven Value Portfolio obtained a 8.29% compound annual return, with a 11.39% standard deviation. It suffered a maximum drawdown of -41.22% that required 39 months to be recovered.

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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.

Table of contents

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Bogleheads
Bogleheads Three Funds Portfolio
Weight
(%)		 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
Scott Burns
Scott Burns Seven Value Portfolio
Weight
(%)		 Ticker Name
14.50
VTI
Vanguard Total Stock Market
14.25
XLE
Energy Select Sector SPDR Fund
14.25
VTV
Vanguard Value
14.25
VEU
Vanguard FTSE All-World ex-US
14.25
VNQ
Vanguard Real Estate
14.25
TIP
iShares TIPS Bond
14.25
BNDX
Vanguard Total International Bond

Portfolio Returns as of May 31, 2026

Return Comparison
Capital Growth
Inflation Adj:
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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		10.14 3.83 10.98 25.67 9.35 11.04 8.19 9.98
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_scott_burns.webp Seven Value
Scott Burns 		10.86 0.67 10.90 21.17 9.21 8.96 8.29 9.76
Returns over 1 year are annualized.

Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
1Y
5Y
10Y
30Y
MAX
Period: ()
Swipe left to see all data
Three Funds Seven Value
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 25.67 21.17
Infl. Adjusted (%) 20.63 16.30
DRAWDOWN
Deepest Drawdown Depth (%) -5.35 -2.23
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -5.35 -2.23
Start to Recovery (months) 2 2
Longest Negative Period (months) 5 1
RISK INDICATORS
Standard Deviation (%) 9.96 6.46
Sharpe Ratio 2.19 2.68
Sortino Ratio 2.84 3.72
Ulcer Index 1.48 0.62
Ratio: Return / Standard Deviation 2.58 3.28
Ratio: Return / Deepest Drawdown 4.80 9.51
Metrics calculated over the period 1 June 2025 - 31 May 2026
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Three Funds Seven Value
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.35 9.21
Infl. Adjusted (%) 4.67 4.54
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -14.49
Start to Recovery (months) 26 16
Longest Drawdown Depth (%) -23.18 -14.49
Start to Recovery (months) 26 16
Longest Negative Period (months) 30 24
RISK INDICATORS
Standard Deviation (%) 12.81 11.77
Sharpe Ratio 0.46 0.49
Sortino Ratio 0.62 0.66
Ulcer Index 7.91 3.38
Ratio: Return / Standard Deviation 0.73 0.78
Ratio: Return / Deepest Drawdown 0.40 0.64
Metrics calculated over the period 1 June 2021 - 31 May 2026
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Three Funds Seven Value
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.04 8.96
Infl. Adjusted (%) 7.41 5.39
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -20.44
Start to Recovery (months) 26 12
Longest Drawdown Depth (%) -23.18 -14.49
Start to Recovery (months) 26 16
Longest Negative Period (months) 34 44
RISK INDICATORS
Standard Deviation (%) 12.27 11.78
Sharpe Ratio 0.72 0.58
Sortino Ratio 0.95 0.75
Ulcer Index 6.18 4.12
Ratio: Return / Standard Deviation 0.90 0.76
Ratio: Return / Deepest Drawdown 0.48 0.44
Metrics calculated over the period 1 June 2016 - 31 May 2026
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Three Funds Seven Value
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.19 8.29
Infl. Adjusted (%) 5.49 5.59
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -41.22
Start to Recovery (months) 42 39
Longest Drawdown Depth (%) -33.38 -41.22
Start to Recovery (months) 57 39
Longest Negative Period (months) 118 60
RISK INDICATORS
Standard Deviation (%) 12.55 11.39
Sharpe Ratio 0.48 0.53
Sortino Ratio 0.62 0.69
Ulcer Index 10.84 7.31
Ratio: Return / Standard Deviation 0.65 0.73
Ratio: Return / Deepest Drawdown 0.19 0.20
Metrics calculated over the period 1 June 1996 - 31 May 2026
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Three Funds Seven Value
Author Bogleheads Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.98 9.76
Infl. Adjusted (%) 6.96 6.75
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -41.22
Start to Recovery (months) 42 39
Longest Drawdown Depth (%) -33.38 -41.22
Start to Recovery (months) 57 39
Longest Negative Period (months) 118 60
RISK INDICATORS
Standard Deviation (%) 12.22 10.91
Sharpe Ratio 0.56 0.60
Sortino Ratio 0.73 0.78
Ulcer Index 9.51 6.51
Ratio: Return / Standard Deviation 0.82 0.90
Ratio: Return / Deepest Drawdown 0.23 0.24
Metrics calculated over the period 1 January 1985 - 31 May 2026
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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
Inflation Adj:

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

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

Time to Target Comparison
Time to reach your Target Capital

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 Seven Value
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 10.14 -5.35 10.86 -2.23
2025
 19.67 -2.75 12.22 -3.44
2024
 13.85 -3.44 8.74 -4.74
2023
 18.86 -8.74 10.68 -7.06
2022
 -17.06 -23.18 -3.63 -14.49
2021
 14.95 -3.53 22.53 -2.24
2020
 15.39 -17.01 1.86 -20.44
2019
 23.65 -4.68 19.31 -3.92
2018
 -6.89 -10.53 -6.81 -9.57
2017
 19.54 0.00 10.75 -0.38
2016
 8.39 -4.82 11.54 -3.28
2015
 -1.14 -8.74 -3.57 -9.07
2014
 6.07 -3.01 7.89 -3.60
2013
 20.56 -2.36 14.33 -3.26
2012
 14.53 -7.09 12.77 -5.25
2011
 -2.14 -15.77 3.05 -14.02
2010
 13.50 -9.82 15.52 -8.80
2009
 26.45 -15.70 23.22 -16.01
2008
 -30.15 -33.07 -27.82 -32.22
2007
 8.73 -4.35 8.29 -3.44
2006
 16.69 -3.08 17.32 -2.23
2005
 8.30 -3.34 12.65 -3.52
2004
 13.49 -2.83 18.27 -3.80
2003
 28.27 -3.88 25.26 -1.84
2002
 -13.11 -18.90 -5.96 -12.60
2001
 -9.84 -18.61 -4.35 -10.12
2000
 -7.69 -11.84 8.17 -4.20
1999
 20.73 -2.88 10.89 -3.22
1998
 18.03 -12.46 6.19 -13.01
1997
 17.15 -4.61 14.55 -2.60
1996
 12.60 -3.77 17.33 -2.26
1995
 22.72 -1.03 22.68 -1.40
1994
 2.31 -4.84 -2.08 -7.04
1993
 16.23 -4.16 19.57 -4.28
1992
 1.54 -4.66 7.31 -2.91
1991
 22.09 -4.27 20.27 -3.54
1990
 -8.74 -15.31 -5.60 -9.72
1989
 20.64 -2.08 21.02 -1.39
1988
 17.83 -3.20 16.18 -2.10
1987
 10.76 -19.21 5.84 -17.34
1986
 29.32 -4.89 23.44 -3.19
1985
 35.27 -2.34 28.48 -1.76
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