Bogleheads Three Funds vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Bogleheads Three Funds Portfolio obtained a 7.78% compound annual return, with a 12.39% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Bogleheads Three Funds Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
30 Years Stats Return +7.78% +8.06%
Std Dev 12.39% 7.02%
Max Drawdown -43.68% -21.11%
All time Stats
(Since Jan 1982)
Return +9.80% +9.74%
Std Dev 12.35% 7.44%
Max Drawdown -43.68% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Bogleheads Three Funds Portfolio +3.34 +9.67 +18.81 +8.89 +7.67 +7.78 +9.80
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since March 1994, now would be worth 9.46$, with a total return of 845.59% (7.78% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since January 1982, now would be worth 51.54$, with a total return of 5054.07% (9.80% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bogleheads Three Funds Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-43.68% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.19
-33.38% Apr 2000 Sep 2002 (30) Dec 2004 (57) 17.93
-23.18% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.76
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-17.01% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.68
-15.77% May 2011 Sep 2011 (5) Sep 2012 (17) 6.20
-12.46% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.66
-10.53% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.26
-9.88% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.19
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-4.68% May 2019 May 2019 (1) Jun 2019 (2) 2.70
-4.61% Aug 1997 Aug 1997 (1) Sep 1997 (2) 2.66
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-4.11% Oct 1997 Oct 1997 (1) Jan 1998 (4) 2.24
-4.06% Sep 1994 Nov 1994 (3) Mar 1995 (7) 2.27
-3.99% Jan 2000 Jan 2000 (1) Mar 2000 (3) 2.18
-3.98% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.30

Drawdown comparison chart since January 1982.

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Bogleheads Three Funds Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-43.68% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.19
-33.38% Apr 2000 Sep 2002 (30) Dec 2004 (57) 17.93
-23.18% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.76
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-19.21% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.97
-17.01% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.68
-15.77% May 2011 Sep 2011 (5) Sep 2012 (17) 6.20
-15.31% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.86
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-12.46% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.66
-10.53% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.26
-10.52% Jan 1982 Jul 1982 (7) Sep 1982 (9) 6.12
-9.88% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.19
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.16% Dec 1983 May 1984 (6) Aug 1984 (9) 4.47
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46

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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Year Return Drawdown Return Drawdown
2024
+3.37%
0.00%
+5.54%
0.00%
2023
+18.86%
-8.74%
+6.91%
-5.18%
2022
-17.06%
-23.18%
-15.17%
-19.48%
2021
+14.95%
-3.53%
+4.23%
-2.38%
2020
+15.39%
-17.01%
+16.57%
-7.10%
2019
+23.65%
-4.68%
+16.20%
-0.81%
2018
-6.89%
-10.53%
-0.73%
-5.89%
2017
+19.54%
0.00%
+17.14%
0.00%
2016
+8.39%
-4.82%
+3.51%
-3.61%
2015
-1.14%
-8.74%
+3.91%
-2.95%
2014
+6.07%
-3.01%
+9.34%
-1.49%
2013
+20.56%
-2.36%
+12.57%
-1.74%
2012
+14.53%
-7.09%
+7.87%
-2.05%
2011
-2.14%
-15.77%
+7.13%
-3.62%
2010
+13.50%
-9.82%
+10.93%
-3.48%
2009
+26.45%
-15.70%
+9.16%
-9.41%
2008
-30.15%
-33.07%
-12.27%
-15.80%
2007
+8.73%
-4.35%
+11.21%
-0.82%
2006
+16.69%
-3.08%
+6.78%
-1.50%
2005
+8.30%
-3.34%
+9.09%
-0.93%
2004
+13.49%
-2.83%
+9.22%
-2.12%
2003
+28.27%
-3.88%
+12.78%
-1.27%
2002
-13.11%
-18.90%
+0.04%
-5.36%
2001
-9.84%
-18.61%
-1.88%
-6.89%
2000
-7.69%
-11.84%
+2.99%
-3.33%
1999
+20.73%
-2.88%
+15.71%
-1.69%
1998
+18.03%
-12.46%
+24.65%
-4.13%
1997
+17.15%
-4.61%
+20.41%
-2.69%
1996
+12.60%
-3.77%
+14.08%
-1.52%
1995
+22.72%
-1.03%
+27.84%
0.00%
1994
+2.31%
-4.84%
-2.03%
-5.91%
1993
+16.23%
-4.16%
+11.10%
-0.87%
1992
+1.54%
-4.66%
+6.01%
-2.11%
1991
+22.09%
-4.27%
+23.91%
-1.79%
1990
-8.74%
-15.31%
+5.79%
-5.29%
1989
+20.64%
-2.08%
+25.29%
-1.01%
1988
+17.83%
-3.20%
+7.24%
-2.95%
1987
+10.76%
-19.21%
+1.86%
-13.77%
1986
+29.32%
-4.89%
+18.14%
-4.37%
1985
+35.27%
-2.34%
+26.30%
-0.74%
1984
+4.95%
-7.57%
+8.68%
-6.28%
1983
+19.49%
-2.98%
+9.91%
-2.81%
1982
+16.05%
-10.52%
+30.86%
-1.48%