Bogleheads Three Funds vs Scott Burns Seven Value Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bogleheads Three Funds Portfolio
1.00$
Initial Capital
December 1994
10.93$
Final Capital
November 2024
8.30%
Yearly Return
12.39
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Scott Burns Seven Value Portfolio
1.00$
Initial Capital
December 1994
12.04$
Final Capital
November 2024
8.65%
Yearly Return
11.30
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1985
40.08$
Final Capital
November 2024
9.69%
Yearly Return
12.29
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Scott Burns Seven Value Portfolio
1.00$
Initial Capital
January 1985
39.98$
Final Capital
November 2024
9.68%
Yearly Return
11.00
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period

The Bogleheads Three Funds Portfolio obtained a 8.30% compound annual return, with a 12.39% standard deviation, in the last 30 Years.

The Scott Burns Seven Value Portfolio obtained a 8.65% compound annual return, with a 11.30% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Three Funds
Bogleheads 		16.98 3.63 9.66 22.68 9.45 8.36 8.30 9.69
Seven Value
Scott Burns 		14.15 3.85 9.32 19.18 9.23 7.23 8.65 9.68
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since December 1994, now would be worth 10.93$, with a total return of 993.06% (8.30% annualized).

Scott Burns Seven Value Portfolio: an investment of 1$, since December 1994, now would be worth 12.04$, with a total return of 1103.89% (8.65% annualized).


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Bogleheads Three Funds Portfolio: an investment of 1$, since January 1985, now would be worth 40.08$, with a total return of 3908.01% (9.69% annualized).

Scott Burns Seven Value Portfolio: an investment of 1$, since January 1985, now would be worth 39.98$, with a total return of 3897.82% (9.68% annualized).


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Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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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 (%) 22.68 19.18
Infl. Adjusted Return (%) 19.41 16.01
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -3.22
Start to Recovery (months) 2 4
Longest Drawdown Depth (%) -3.44 -3.22
Start to Recovery (months) 2 4
Longest Negative Period (months) 2 3
RISK INDICATORS
Standard Deviation (%) 8.22 7.89
Sharpe Ratio 2.12 1.77
Sortino Ratio 2.59 2.25
Ulcer Index 1.13 1.05
Ratio: Return / Standard Deviation 2.76 2.43
Ratio: Return / Deepest Drawdown 6.60 5.96
Metrics calculated over the period 1 December 2023 - 30 November 2024
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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 (%) 9.45 9.23
Infl. Adjusted Return (%) 5.06 4.85
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 24
RISK INDICATORS
Standard Deviation (%) 14.74 14.59
Sharpe Ratio 0.49 0.48
Sortino Ratio 0.64 0.62
Ulcer Index 8.36 5.38
Ratio: Return / Standard Deviation 0.64 0.63
Ratio: Return / Deepest Drawdown 0.41 0.45
Metrics calculated over the period 1 December 2019 - 30 November 2024
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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 (%) 8.36 7.23
Infl. Adjusted Return (%) 5.27 4.17
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 (%) 12.33 11.91
Sharpe Ratio 0.55 0.48
Sortino Ratio 0.73 0.63
Ulcer Index 6.42 4.45
Ratio: Return / Standard Deviation 0.68 0.61
Ratio: Return / Deepest Drawdown 0.36 0.35
Metrics calculated over the period 1 December 2014 - 30 November 2024
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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 (%) 8.30 8.65
Infl. Adjusted Return (%) 5.63 5.97
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 (%) 12.39 11.30
Sharpe Ratio 0.48 0.56
Sortino Ratio 0.63 0.73
Ulcer Index 10.83 7.30
Ratio: Return / Standard Deviation 0.67 0.76
Ratio: Return / Deepest Drawdown 0.19 0.21
Metrics calculated over the period 1 December 1994 - 30 November 2024
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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 (%) 9.69 9.68
Infl. Adjusted Return (%) 6.71 6.70
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 (%) 12.29 11.00
Sharpe Ratio 0.53 0.59
Sortino Ratio 0.70 0.77
Ulcer Index 9.68 6.62
Ratio: Return / Standard Deviation 0.79 0.88
Ratio: Return / Deepest Drawdown 0.22 0.23
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

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

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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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 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 Seven Value
Year Return Drawdown Return Drawdown
2024
 16.98% -3.44% 14.15% -3.22%
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%