Bogleheads Three Funds Portfolio vs Scott Burns Seven Value Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Bogleheads Three Funds Portfolio
1.00$
Invested Capital
July 1995
10.36$
Final Capital
June 2025
8.10%
Yearly Return
12.44%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
July 1995
4.92$
Final Capital
June 2025
5.46%
Yearly Return
12.44%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1985
42.55$
Final Capital
June 2025
9.70%
Yearly Return
12.25%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
14.00$
Final Capital
June 2025
6.73%
Yearly Return
12.25%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
Scott Burns Seven Value Portfolio
1.00$
Invested Capital
July 1995
10.81$
Final Capital
June 2025
8.26%
Yearly Return
11.36%
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
July 1995
5.14$
Final Capital
June 2025
5.61%
Yearly Return
11.36%
Std Deviation
-42.19%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
40.19$
Final Capital
June 2025
9.55%
Yearly Return
10.98%
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
January 1985
13.22$
Final Capital
June 2025
6.58%
Yearly Return
10.98%
Std Deviation
-42.19%
Max Drawdown
42months
Recovery Period

As of June 2025, in the previous 30 Years, the Bogleheads Three Funds Portfolio obtained a 8.10% compound annual return, with a 12.44% standard deviation. It suffered a maximum drawdown of -43.68% that required 42 months to be recovered.

As of June 2025, in the previous 30 Years, the Scott Burns Seven Value Portfolio obtained a 8.26% compound annual return, with a 11.36% standard deviation. It suffered a maximum drawdown of -41.22% that required 39 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
(%)		 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 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
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Portfolio Returns as of Jun 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
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Bogleheads Three Funds
Bogleheads 		1 $ 10.36 $ 935.75% 8.10%
Scott Burns Seven Value
Scott Burns 		1 $ 10.81 $ 981.04% 8.26%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Bogleheads Three Funds
Bogleheads 		1 $ 4.92 $ 392.26% 5.46%
Scott Burns Seven Value
Scott Burns 		1 $ 5.14 $ 413.78% 5.61%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Bogleheads Three Funds
Bogleheads 		1 $ 42.55 $ 4 154.67% 9.70%
Scott Burns Seven Value
Scott Burns 		1 $ 40.19 $ 3 918.89% 9.55%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Bogleheads Three Funds
Bogleheads 		1 $ 14.00 $ 1 299.81% 6.73%
Scott Burns Seven Value
Scott Burns 		1 $ 13.22 $ 1 222.24% 6.58%
Jan 1985 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		9.08 4.00 9.08 14.60 11.00 8.87 8.10 9.70
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Seven Value
Scott Burns 		5.53 2.78 5.53 9.21 11.15 7.37 8.26 9.55
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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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 (%) 14.60 9.21
Infl. Adjusted (%) 11.88 6.62
DRAWDOWN
Deepest Drawdown Depth (%) -2.75 -4.74
Start to Recovery (months) 3 7
Longest Drawdown Depth (%) -2.68 -4.74
Start to Recovery (months) 3 7
Longest Negative Period (months) 7 8
RISK INDICATORS
Standard Deviation (%) 8.47 8.73
Sharpe Ratio 1.18 0.52
Sortino Ratio 1.52 0.65
Ulcer Index 1.36 2.14
Ratio: Return / Standard Deviation 1.72 1.06
Ratio: Return / Deepest Drawdown 5.30 1.94
Metrics calculated over the period 1 July 2024 - 30 June 2025
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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 (%) 11.00 11.15
Infl. Adjusted (%) 6.20 6.34
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) 34 24
RISK INDICATORS
Standard Deviation (%) 13.11 12.46
Sharpe Ratio 0.63 0.68
Sortino Ratio 0.86 0.92
Ulcer Index 7.90 3.43
Ratio: Return / Standard Deviation 0.84 0.90
Ratio: Return / Deepest Drawdown 0.47 0.77
Metrics calculated over the period 1 July 2020 - 30 June 2025
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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 (%) 8.87 7.37
Infl. Adjusted (%) 5.65 4.20
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 (%) 12.42 12.05
Sharpe Ratio 0.57 0.46
Sortino Ratio 0.75 0.61
Ulcer Index 6.36 4.26
Ratio: Return / Standard Deviation 0.71 0.61
Ratio: Return / Deepest Drawdown 0.38 0.36
Metrics calculated over the period 1 July 2015 - 30 June 2025
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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 (%) 8.10 8.26
Infl. Adjusted (%) 5.46 5.61
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 (%) 12.44 11.36
Sharpe Ratio 0.47 0.53
Sortino Ratio 0.61 0.69
Ulcer Index 10.83 7.31
Ratio: Return / Standard Deviation 0.65 0.73
Ratio: Return / Deepest Drawdown 0.19 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
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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 (%) 9.70 9.55
Infl. Adjusted (%) 6.73 6.58
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 (%) 12.25 10.98
Sharpe Ratio 0.53 0.58
Sortino Ratio 0.70 0.75
Ulcer Index 9.62 6.58
Ratio: Return / Standard Deviation 0.79 0.87
Ratio: Return / Deepest Drawdown 0.22 0.23
Metrics calculated over the period 1 January 1985 - 30 June 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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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Three Funds Seven Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-41.22 39 Nov 2007
Jan 2011
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-20.44 12 Jan 2020
Dec 2020
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.04 32 Feb 2001
Sep 2003
-14.49 16 Apr 2022
Jul 2023
-14.02 10 May 2011
Feb 2012
-13.01 11 May 1998
Mar 1999
-12.46 5 Jul 1998
Nov 1998
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016
-9.57 7 Sep 2018
Mar 2019

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Three Funds Seven Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-41.22 39 Nov 2007
Jan 2011
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-20.44 12 Jan 2020
Dec 2020
-19.21 17 Sep 1987
Jan 1989
-17.34 16 Sep 1987
Dec 1988
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-15.04 32 Feb 2001
Sep 2003
-14.49 16 Apr 2022
Jul 2023
-14.02 10 May 2011
Feb 2012
-13.01 11 May 1998
Mar 1999
-12.46 5 Jul 1998
Nov 1998

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 - 30 June 2025 (~41 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 Seven Value
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 9.08 -2.75 5.53 -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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