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

Period: January 1970 - November 2024 (~55 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond November 2024.
Reset settings
Close
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
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
December 1994
12.50$
Final Capital
November 2024
8.78%
Yearly Return
9.64
Std Deviation
-30.55%
Max Drawdown
36months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1970
156.38$
Final Capital
November 2024
9.64%
Yearly Return
12.55
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
January 1970
145.32$
Final Capital
November 2024
9.49%
Yearly Return
10.15
Std Deviation
-30.55%
Max Drawdown
36months
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 Stocks/Bonds 60/40 Portfolio obtained a 8.78% compound annual return, with a 9.64% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1970 - 30 November 2024 (~55 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
Three Funds
Bogleheads 		16.98 3.63 9.66 22.68 9.45 8.36 8.30 9.64
Stocks/Bonds 60/40 17.86 4.66 11.69 23.36 9.25 8.45 8.78 9.49
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).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since December 1994, now would be worth 12.50$, with a total return of 1150.43% (8.78% annualized).


Loading data
Please wait
Bogleheads Three Funds Portfolio: an investment of 1$, since January 1970, now would be worth 156.38$, with a total return of 15538.27% (9.64% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1970, now would be worth 145.32$, with a total return of 14432.05% (9.49% annualized).


Loading data
Please wait

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 1970 - 30 November 2024 (~55 years)
Swipe left to see all data
Three Funds Stocks/Bonds 60/40
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 22.68 23.36
Infl. Adjusted Return (%) 19.79 20.45
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -3.62
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -3.44 -3.62
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.22 7.86
Sharpe Ratio 2.12 2.31
Sortino Ratio 2.59 2.84
Ulcer Index 1.13 1.07
Ratio: Return / Standard Deviation 2.76 2.97
Ratio: Return / Deepest Drawdown 6.60 6.46
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Three Funds Stocks/Bonds 60/40
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.45 9.25
Infl. Adjusted Return (%) 5.13 4.94
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -20.69
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -23.18 -20.69
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 14.74 12.70
Sharpe Ratio 0.49 0.55
Sortino Ratio 0.64 0.73
Ulcer Index 8.36 7.86
Ratio: Return / Standard Deviation 0.64 0.73
Ratio: Return / Deepest Drawdown 0.41 0.45
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Three Funds Stocks/Bonds 60/40
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.36 8.45
Infl. Adjusted Return (%) 5.30 5.39
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -20.69
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -23.18 -20.69
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.33 10.34
Sharpe Ratio 0.55 0.67
Sortino Ratio 0.73 0.89
Ulcer Index 6.42 5.78
Ratio: Return / Standard Deviation 0.68 0.82
Ratio: Return / Deepest Drawdown 0.36 0.41
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Three Funds Stocks/Bonds 60/40
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.30 8.78
Infl. Adjusted Return (%) 5.64 6.12
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -30.55
Start to Recovery (months) 42 36
Longest Drawdown Depth (%) -33.38 -21.56
Start to Recovery (months) 57 41
Longest Negative Period (months) 118 110
RISK INDICATORS
Standard Deviation (%) 12.39 9.64
Sharpe Ratio 0.48 0.67
Sortino Ratio 0.63 0.88
Ulcer Index 10.83 6.90
Ratio: Return / Standard Deviation 0.67 0.91
Ratio: Return / Deepest Drawdown 0.19 0.29
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Three Funds Stocks/Bonds 60/40
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.64 9.49
Infl. Adjusted Return (%) 5.48 5.34
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -30.55
Start to Recovery (months) 42 36
Longest Drawdown Depth (%) -33.38 -21.56
Start to Recovery (months) 57 41
Longest Negative Period (months) 118 110
RISK INDICATORS
Standard Deviation (%) 12.55 10.15
Sharpe Ratio 0.42 0.50
Sortino Ratio 0.56 0.67
Ulcer Index 9.25 6.29
Ratio: Return / Standard Deviation 0.77 0.93
Ratio: Return / Deepest Drawdown 0.22 0.31
Metrics calculated over the period 1 January 1970 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1970 - 30 November 2024 (~55 years)

Loading data
Please wait
Swipe left to see all data
Three Funds Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-30.55 36 Nov 2007
Oct 2010
-23.18 26 Jan 2022
Feb 2024
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-12.46 5 Jul 1998
Nov 1998
-12.29 6 Feb 2020
Jul 2020
-10.53 15 Feb 2018
Apr 2019
-10.18 5 Jul 1998
Nov 1998
-9.88 14 Jun 2015
Jul 2016
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019

Loading data
Please wait
Swipe left to see all data
Three Funds Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-34.07 37 Jan 1973
Jan 1976
-33.38 57 Apr 2000
Dec 2004
-30.55 36 Nov 2007
Oct 2010
-27.28 37 Jan 1973
Jan 1976
-23.18 26 Jan 2022
Feb 2024
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-19.21 17 Sep 1987
Jan 1989
-19.17 17 Sep 1987
Jan 1989
-17.24 12 Jan 1970
Dec 1970
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-14.03 23 Dec 1980
Oct 1982

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 1970 - 30 November 2024 (~55 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
Three Funds Stocks/Bonds 60/40
Year Return Drawdown Return Drawdown
2024
 16.98% -3.44% 17.86% -3.62%
2023
 18.86% -8.74% 17.79% -7.48%
2022
 -17.06% -23.18% -16.95% -20.69%
2021
 14.95% -3.53% 14.66% -3.24%
2020
 15.39% -17.01% 15.70% -12.29%
2019
 23.65% -4.68% 21.94% -3.41%
2018
 -6.89% -10.53% -3.17% -8.38%
2017
 19.54% 0.00% 14.15% 0.00%
2016
 8.39% -4.82% 8.71% -2.95%
2015
 -1.14% -8.74% 0.44% -5.24%
2014
 6.07% -3.01% 9.85% -1.50%
2013
 20.56% -2.36% 19.23% -2.27%
2012
 14.53% -7.09% 11.13% -3.54%
2011
 -2.14% -15.77% 3.75% -9.00%
2010
 13.50% -9.82% 12.93% -7.13%
2009
 26.45% -15.70% 18.79% -11.70%
2008
 -30.15% -33.07% -19.44% -22.19%
2007
 8.73% -4.35% 5.99% -3.07%
2006
 16.69% -3.08% 11.12% -2.03%
2005
 8.30% -3.34% 4.74% -2.34%
2004
 13.49% -2.83% 9.37% -2.68%
2003
 28.27% -3.88% 20.04% -1.99%
2002
 -13.11% -18.90% -8.98% -13.74%
2001
 -9.84% -18.61% -3.21% -11.68%
2000
 -7.69% -11.84% -1.79% -8.27%
1999
 20.73% -2.88% 13.98% -3.76%
1998
 18.03% -12.46% 17.39% -10.18%
1997
 17.15% -4.61% 22.37% -3.12%
1996
 12.60% -3.77% 14.01% -3.33%
1995
 22.72% -1.03% 28.74% -0.20%
1994
 2.31% -4.84% -1.16% -6.47%
1993
 16.23% -4.16% 10.25% -1.36%
1992
 1.54% -4.66% 8.32% -1.65%
1991
 22.09% -4.27% 25.53% -2.86%
1990
 -8.74% -15.31% -0.19% -8.52%
1989
 20.64% -2.08% 22.33% -1.36%
1988
 17.83% -3.20% 13.33% -2.24%
1987
 10.76% -19.21% 2.18% -19.17%
1986
 29.32% -4.89% 14.79% -5.58%
1985
 35.27% -2.34% 27.66% -2.15%
1984
 4.95% -7.57% 7.32% -6.58%
1983
 19.49% -2.98% 15.69% -2.85%
1982
 16.05% -10.52% 24.75% -4.29%
1981
 -1.38% -10.40% 1.27% -8.82%
1980
 24.15% -10.43% 21.05% -9.57%
1979
 15.99% -7.03% 16.69% -6.65%
1978
 13.84% -7.76% 5.53% -7.92%
1977
 3.33% -3.91% -1.60% -4.89%
1976
 16.66% -2.66% 21.38% -1.34%
1975
 29.64% -10.48% 25.64% -8.13%
1974
 -18.66% -25.61% -14.41% -20.38%
1973
 -11.64% -12.71% -9.12% -9.87%
1972
 21.03% -1.21% 11.66% -1.45%
1971
 20.20% -5.15% 14.37% -5.73%
1970
 1.50% -17.24% 9.77% -11.52%