Bogleheads Three Funds Portfolio vs Technology Portfolio Portfolio Comparison

Simulation Settings
Period: January 1971 - January 2025 (~54 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond January 2025.
Reset settings
Close
Results
30 Years
All (since January 1971)
Inflation Adjusted:
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
February 1995
10.77$
Final Capital
January 2025
8.25%
Yearly Return
12.41%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
February 1995
5.08$
Final Capital
January 2025
5.57%
Yearly Return
12.41%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1971
153.94$
Final Capital
January 2025
9.76%
Yearly Return
12.45%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1971
19.20$
Final Capital
January 2025
5.62%
Yearly Return
12.45%
Std Deviation
-44.62%
Max Drawdown
124months
Recovery Period
Technology Portfolio
1.00$
Initial Capital
February 1995
61.60$
Final Capital
January 2025
14.72%
Yearly Return
23.96%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
1.00$
Initial Capital
February 1995
29.05$
Final Capital
January 2025
11.88%
Yearly Return
23.96%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period
1.00$
Initial Capital
January 1971
705.77$
Final Capital
January 2025
12.89%
Yearly Return
22.39%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
1.00$
Initial Capital
January 1971
88.01$
Final Capital
January 2025
8.63%
Yearly Return
22.39%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period

As of January 2025, in the previous 30 Years, the Bogleheads Three Funds Portfolio obtained a 8.25% compound annual return, with a 12.41% standard deviation. It suffered a maximum drawdown of -43.68% that required 42 months to be recovered.

As of January 2025, in the previous 30 Years, the Technology Portfolio obtained a 14.72% compound annual return, with a 23.96% standard deviation. It suffered a maximum drawdown of -81.08% that required 175 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.
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Buy now
English book
Buy now
Italian book

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Bogleheads Three Funds Portfolio
Weight
(%)		 ETF
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
Technology Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
QQQ
Invesco QQQ Trust
Test Your Asset Allocation
Evaluate your portfolio strategy in 7 different currencies
Try the Backtest Tool

Portfolio Returns as of Jan 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1971 - 31 January 2025 (~54 years)
Swipe left to see all data
Return (%) as of Jan 31, 2025
YTD
(1M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		2.66 2.66 5.57 16.85 9.00 8.56 8.25 9.76
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Technology
-- Market Benchmark 		2.16 2.16 11.21 26.00 19.71 18.77 14.72 12.89
Return over 1 year are annualized.
Explore All Lazy Portfolios
Tailored Portfolios for every Investment Strategy

Capital Growth as of Jan 31, 2025

Bogleheads Three Funds Portfolio: an investment of 1$, since February 1995, now would be worth 10.77$, with a total return of 977.48% (8.25% annualized).

Technology Portfolio: an investment of 1$, since February 1995, now would be worth 61.60$, with a total return of 6060.14% (14.72% annualized).


Loading data
Please wait
Bogleheads Three Funds Portfolio: an investment of 1$, since January 1971, now would be worth 153.94$, with a total return of 15293.57% (9.76% annualized).

Technology Portfolio: an investment of 1$, since January 1971, now would be worth 705.77$, with a total return of 70476.80% (12.89% annualized).


Loading data
Please wait
Readings that may interest you

Portfolio Metrics as of Jan 31, 2025

The following metrics, updated as of 31 January 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1971 - 31 January 2025 (~54 years)
Swipe left to see all data
Three Funds Technology
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 16.85 26.00
Infl. Adjusted Return (%) 13.37 22.26
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -4.37
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.68 -1.68
Start to Recovery (months) 2* 3
Longest Negative Period (months) 3 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.56 11.21
Sharpe Ratio 1.37 1.86
Sortino Ratio 1.64 2.57
Ulcer Index 1.35 1.33
Ratio: Return / Standard Deviation 1.97 2.32
Ratio: Return / Deepest Drawdown 4.90 5.95
Metrics calculated over the period 1 February 2024 - 31 January 2025
Swipe left to see all data
Three Funds Technology
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.00 19.71
Infl. Adjusted Return (%) 4.53 14.80
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -32.58
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.18 -32.58
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 28
RISK INDICATORS
Standard Deviation (%) 14.81 21.35
Sharpe Ratio 0.45 0.81
Sortino Ratio 0.59 1.10
Ulcer Index 8.32 12.53
Ratio: Return / Standard Deviation 0.61 0.92
Ratio: Return / Deepest Drawdown 0.39 0.60
Metrics calculated over the period 1 February 2020 - 31 January 2025
Swipe left to see all data
Three Funds Technology
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.56 18.77
Infl. Adjusted Return (%) 5.28 15.17
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -32.58
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.18 -32.58
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 28
RISK INDICATORS
Standard Deviation (%) 12.37 18.43
Sharpe Ratio 0.56 0.93
Sortino Ratio 0.74 1.26
Ulcer Index 6.42 9.40
Ratio: Return / Standard Deviation 0.69 1.02
Ratio: Return / Deepest Drawdown 0.37 0.58
Metrics calculated over the period 1 February 2015 - 31 January 2025
Swipe left to see all data
Three Funds Technology
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.25 14.72
Infl. Adjusted Return (%) 5.57 11.88
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -81.08
Start to Recovery (months) 42 175
Longest Drawdown Depth (%) -33.38 -81.08
Start to Recovery (months) 57 175
Longest Negative Period (months) 118 174
RISK INDICATORS
Standard Deviation (%) 12.41 23.96
Sharpe Ratio 0.48 0.52
Sortino Ratio 0.63 0.70
Ulcer Index 10.83 39.57
Ratio: Return / Standard Deviation 0.66 0.61
Ratio: Return / Deepest Drawdown 0.19 0.18
Metrics calculated over the period 1 February 1995 - 31 January 2025
Swipe left to see all data
Three Funds Technology
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.76 12.89
Infl. Adjusted Return (%) 5.62 8.63
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -81.08
Start to Recovery (months) 42 175
Longest Drawdown Depth (%) -33.38 -81.08
Start to Recovery (months) 57 175
Longest Negative Period (months) 118 174
RISK INDICATORS
Standard Deviation (%) 12.45 22.39
Sharpe Ratio 0.43 0.38
Sortino Ratio 0.58 0.52
Ulcer Index 9.24 31.97
Ratio: Return / Standard Deviation 0.78 0.58
Ratio: Return / Deepest Drawdown 0.22 0.16
Metrics calculated over the period 1 January 1971 - 31 January 2025
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book

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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1971 - 31 January 2025 (~54 years)

Loading data
Please wait
Swipe left to see all data
Three Funds Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-32.58 24 Jan 2022
Dec 2023
-23.18 26 Jan 2022
Feb 2024
-17.20 3 Aug 1998
Oct 1998
-17.01 7 Jan 2020
Jul 2020
-16.96 8 Sep 2018
Apr 2019
-15.77 17 May 2011
Sep 2012
-13.51 4 Feb 1997
May 1997
-12.90 3 Feb 2020
Apr 2020
-12.46 5 Jul 1998
Nov 1998
-10.53 15 Feb 2018
Apr 2019
-10.50 7 Aug 1997
Feb 1998
-9.88 14 Jun 2015
Jul 2016

Loading data
Please wait
Swipe left to see all data
Three Funds Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-58.37 68 Jan 1973
Aug 1978
-43.68 42 Nov 2007
Apr 2011
-34.57 21 Sep 1987
May 1989
-34.07 37 Jan 1973
Jan 1976
-33.38 57 Apr 2000
Dec 2004
-32.58 24 Jan 2022
Dec 2023
-27.93 29 Jul 1983
Nov 1985
-27.64 8 Jul 1990
Feb 1991
-25.11 18 Jun 1981
Nov 1982
-23.18 26 Jan 2022
Feb 2024
-19.21 17 Sep 1987
Jan 1989
-19.01 6 Feb 1980
Jul 1980
-17.69 10 Sep 1978
Jun 1979
-17.20 3 Aug 1998
Oct 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 1971 - 31 January 2025 (~54 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 Technology
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.66 0.00 2.16 0.00
2024
 13.85 -3.44 25.58 -4.37
2023
 18.86 -8.74 54.86 -8.42
2022
 -17.06 -23.18 -32.58 -32.58
2021
 14.95 -3.53 27.42 -5.68
2020
 15.39 -17.01 48.40 -12.90
2019
 23.65 -4.68 38.96 -8.23
2018
 -6.89 -10.53 -0.12 -16.96
2017
 19.54 0.00 32.66 -2.32
2016
 8.39 -4.82 7.10 -8.37
2015
 -1.14 -8.74 9.45 -8.88
2014
 6.07 -3.01 19.18 -3.04
2013
 20.56 -2.36 36.63 -2.39
2012
 14.53 -7.09 18.12 -8.13
2011
 -2.14 -15.77 3.47 -10.79
2010
 13.50 -9.82 20.14 -12.93
2009
 26.45 -15.70 54.68 -7.43
2008
 -30.15 -33.07 -41.73 -43.03
2007
 8.73 -4.35 19.02 -6.83
2006
 16.69 -3.08 7.14 -11.54
2005
 8.30 -3.34 1.57 -12.37
2004
 13.49 -2.83 10.54 -9.86
2003
 28.27 -3.88 49.67 -2.90
2002
 -13.11 -18.90 -37.37 -46.75
2001
 -9.84 -18.61 -33.34 -54.93
2000
 -7.69 -11.84 -36.11 -46.69
1999
 20.73 -2.88 101.95 -9.49
1998
 18.03 -12.46 85.30 -17.20
1997
 17.15 -4.61 20.63 -13.51
1996
 12.60 -3.77 42.54 -8.14
1995
 22.72 -1.03 42.54 -3.77
1994
 2.31 -4.84 1.50 -12.97
1993
 16.23 -4.16 10.58 -8.26
1992
 1.54 -4.66 8.86 -13.48
1991
 22.09 -4.27 64.99 -8.89
1990
 -8.74 -15.31 -10.41 -27.64
1989
 20.64 -2.08 26.17 -4.64
1988
 17.83 -3.20 13.54 -10.50
1987
 10.76 -19.21 10.50 -34.57
1986
 29.32 -4.89 6.89 -15.73
1985
 35.27 -2.34 35.61 -6.97
1984
 4.95 -7.57 -11.31 -17.55
1983
 19.49 -2.98 19.87 -13.85
1982
 16.05 -10.52 18.67 -14.55
1981
 -1.38 -10.40 -3.21 -19.44
1980
 24.15 -10.43 33.88 -19.01
1979
 15.99 -7.03 28.11 -9.91
1978
 13.84 -7.76 12.31 -17.69
1977
 3.33 -3.91 7.33 -3.83
1976
 16.66 -2.66 26.10 -2.85
1975
 29.64 -10.48 29.76 -14.58
1974
 -18.66 -25.61 -35.11 -41.36
1973
 -11.64 -12.71 -31.06 -31.06
1972
 21.03 -1.21 17.18 -3.61
1971
 20.20 -5.15 27.35 -7.42
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book