Bogleheads Three Funds vs US Stocks Minimum Volatility 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 US Stocks Minimum Volatility Portfolio obtained a 9.77% compound annual return, with a 13.71% standard deviation, in the last 30 Years.

Summary

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Bogleheads Three Funds Portfolio US Stocks Minimum Volatility Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
30 Years Stats Return +7.78% +9.77%
Std Dev 12.39% 13.71%
Max Drawdown -43.68% -43.27%
All time Stats
(Since Jan 1985)
Return +9.54% +11.14%
Std Dev 12.35% 14.21%
Max Drawdown -43.68% -43.27%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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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 +9.54
US Stocks Minimum Volatility Portfolio +2.09 +9.89 +17.47 +9.15 +10.62 +9.77 +11.14
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).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since March 1994, now would be worth 16.37$, with a total return of 1536.95% (9.77% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since January 1985, now would be worth 35.42$, with a total return of 3441.64% (9.54% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 62.63$, with a total return of 6163.30% (11.14% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bogleheads Three Funds Portfolio
US Stocks Minimum Volatility 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
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-35.36% Sep 2000 Sep 2002 (25) Jul 2005 (59) 18.12
-33.38% Apr 2000 Sep 2002 (30) Dec 2004 (57) 17.93
-23.18% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.76
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-17.01% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.68
-16.52% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.42
-15.77% May 2011 Sep 2011 (5) Sep 2012 (17) 6.20
-12.46% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.66
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-10.53% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.26
-9.88% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.19
-9.14% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.76
-7.56% Oct 2018 Dec 2018 (3) Feb 2019 (5) 3.65
-5.47% Aug 1997 Aug 1997 (1) Dec 1997 (5) 2.74
-5.27% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.90
-5.24% Jul 1996 Jul 1996 (1) Sep 1996 (3) 3.27
-5.12% Aug 2015 Sep 2015 (2) Oct 2015 (3) 3.42

Drawdown comparison chart since January 1985.

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Bogleheads Three Funds Portfolio
US Stocks Minimum Volatility 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
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-35.36% Sep 2000 Sep 2002 (25) Jul 2005 (59) 18.12
-33.38% Apr 2000 Sep 2002 (30) Dec 2004 (57) 17.93
-30.08% Sep 1987 Nov 1987 (3) May 1989 (21) 16.33
-23.18% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.76
-19.21% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.97
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-17.01% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.68
-16.52% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.42
-15.77% May 2011 Sep 2011 (5) Sep 2012 (17) 6.20
-15.31% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.86
-14.10% Jun 1990 Oct 1990 (5) Feb 1991 (9) 7.72
-12.46% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.66
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-10.53% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.26
-9.88% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.19
-9.14% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.76
-8.39% Sep 1986 Sep 1986 (1) Jan 1987 (5) 3.95

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%
+4.31%
0.00%
2023
+18.86%
-8.74%
+10.34%
-4.29%
2022
-17.06%
-23.18%
-9.42%
-17.35%
2021
+14.95%
-3.53%
+20.84%
-4.99%
2020
+15.39%
-17.01%
+5.64%
-19.06%
2019
+23.65%
-4.68%
+27.69%
-1.61%
2018
-6.89%
-10.53%
+1.36%
-7.56%
2017
+19.54%
0.00%
+18.91%
-0.35%
2016
+8.39%
-4.82%
+10.57%
-5.27%
2015
-1.14%
-8.74%
+5.45%
-5.12%
2014
+6.07%
-3.01%
+16.33%
-3.04%
2013
+20.56%
-2.36%
+25.09%
-3.26%
2012
+14.53%
-7.09%
+10.82%
-2.17%
2011
-2.14%
-15.77%
+12.70%
-11.70%
2010
+13.50%
-9.82%
+14.52%
-12.81%
2009
+26.45%
-15.70%
+18.18%
-19.43%
2008
-30.15%
-33.07%
-25.77%
-28.06%
2007
+8.73%
-4.35%
+4.15%
-5.15%
2006
+16.69%
-3.08%
+14.77%
-3.11%
2005
+8.30%
-3.34%
+6.45%
-3.39%
2004
+13.49%
-2.83%
+14.34%
-2.88%
2003
+28.27%
-3.88%
+19.79%
-5.68%
2002
-13.11%
-18.90%
-15.44%
-24.56%
2001
-9.84%
-18.61%
-7.96%
-20.58%
2000
-7.69%
-11.84%
+2.67%
-9.24%
1999
+20.73%
-2.88%
+7.63%
-9.14%
1998
+18.03%
-12.46%
+22.82%
-16.52%
1997
+17.15%
-4.61%
+30.20%
-5.47%
1996
+12.60%
-3.77%
+14.96%
-5.24%
1995
+22.72%
-1.03%
+36.61%
-0.39%
1994
+2.31%
-4.84%
+0.13%
-7.03%
1993
+16.23%
-4.16%
+11.82%
-2.26%
1992
+1.54%
-4.66%
+6.42%
-2.83%
1991
+22.09%
-4.27%
+28.86%
-4.68%
1990
-8.74%
-15.31%
-2.01%
-14.10%
1989
+20.64%
-2.08%
+35.71%
-2.13%
1988
+17.83%
-3.20%
+15.74%
-3.84%
1987
+10.76%
-19.21%
+3.77%
-30.08%
1986
+29.32%
-4.89%
+17.36%
-8.39%
1985
+35.27%
-2.34%
+32.55%
-3.71%