Bogleheads Three Funds Portfolio vs US Stocks Minimum Volatility Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - January 2025 (~40 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 1985)
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 1985
40.04$
Final Capital
January 2025
9.64%
Yearly Return
12.28%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1985
13.24$
Final Capital
January 2025
6.66%
Yearly Return
12.28%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
US Stocks Minimum Volatility Portfolio
1.00$
Initial Capital
February 1995
18.27$
Final Capital
January 2025
10.17%
Yearly Return
13.75%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
February 1995
8.61$
Final Capital
January 2025
7.44%
Yearly Return
13.75%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1985
71.96$
Final Capital
January 2025
11.26%
Yearly Return
14.16%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
23.79$
Final Capital
January 2025
8.23%
Yearly Return
14.16%
Std Deviation
-44.21%
Max Drawdown
42months
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 US Stocks Minimum Volatility Portfolio obtained a 10.17% compound annual return, with a 13.75% standard deviation. It suffered a maximum drawdown of -43.27% that required 40 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.
The first official book of
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

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
US Stocks Minimum Volatility Portfolio
Weight
(%)
ETF
Ticker
Name
100.00
USMV
iShares Edge MSCI Min Vol USA
Evaluate your portfolio strategy in 7 different currencies

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 1985 - 31 January 2025 (~40 years)
Swipe left to see all data
Return (%) as of Jan 31, 2025
YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//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 9.64
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Minimum Volatility
-- Market Benchmark
3.56 3.56 6.60 17.32 8.36 10.67 10.17 11.26
Return over 1 year are annualized.
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).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since February 1995, now would be worth 18.27$, with a total return of 1727.00% (10.17% annualized).


Loading data
Please wait
Bogleheads Three Funds Portfolio: an investment of 1$, since January 1985, now would be worth 40.04$, with a total return of 3904.44% (9.64% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 71.96$, with a total return of 7096.41% (11.26% annualized).


Loading data
Please wait

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 1985 - 31 January 2025 (~40 years)
Swipe left to see all data
Three Funds US Stocks Minimum Volatility
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 16.85 17.32
Infl. Adjusted Return (%) 13.37 13.84
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -5.66
Start to Recovery (months) 2 2*
Longest Drawdown Depth (%) -2.68 -3.74
Start to Recovery (months) 2* 3
Longest Negative Period (months) 3 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.56 11.27
Sharpe Ratio 1.37 1.08
Sortino Ratio 1.64 1.32
Ulcer Index 1.35 2.04
Ratio: Return / Standard Deviation 1.97 1.54
Ratio: Return / Deepest Drawdown 4.90 3.06
Metrics calculated over the period 1 February 2024 - 31 January 2025
Swipe left to see all data
Three Funds US Stocks Minimum Volatility
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.00 8.36
Infl. Adjusted Return (%) 4.53 3.92
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -19.06
Start to Recovery (months) 26 10
Longest Drawdown Depth (%) -23.18 -17.35
Start to Recovery (months) 26 25
Longest Negative Period (months) 34 27
RISK INDICATORS
Standard Deviation (%) 14.81 15.22
Sharpe Ratio 0.45 0.39
Sortino Ratio 0.59 0.52
Ulcer Index 8.32 6.65
Ratio: Return / Standard Deviation 0.61 0.55
Ratio: Return / Deepest Drawdown 0.39 0.44
Metrics calculated over the period 1 February 2020 - 31 January 2025
Swipe left to see all data
Three Funds US Stocks Minimum Volatility
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.56 10.67
Infl. Adjusted Return (%) 5.28 7.33
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -19.06
Start to Recovery (months) 26 10
Longest Drawdown Depth (%) -23.18 -17.35
Start to Recovery (months) 26 25
Longest Negative Period (months) 34 27
RISK INDICATORS
Standard Deviation (%) 12.37 12.43
Sharpe Ratio 0.56 0.73
Sortino Ratio 0.74 0.96
Ulcer Index 6.42 4.96
Ratio: Return / Standard Deviation 0.69 0.86
Ratio: Return / Deepest Drawdown 0.37 0.56
Metrics calculated over the period 1 February 2015 - 31 January 2025
Swipe left to see all data
Three Funds US Stocks Minimum Volatility
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.25 10.17
Infl. Adjusted Return (%) 5.57 7.44
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -43.27
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -33.38 -35.36
Start to Recovery (months) 57 59
Longest Negative Period (months) 118 131
RISK INDICATORS
Standard Deviation (%) 12.41 13.75
Sharpe Ratio 0.48 0.57
Sortino Ratio 0.63 0.76
Ulcer Index 10.83 10.61
Ratio: Return / Standard Deviation 0.66 0.74
Ratio: Return / Deepest Drawdown 0.19 0.23
Metrics calculated over the period 1 February 1995 - 31 January 2025
Swipe left to see all data
Three Funds US Stocks Minimum Volatility
Author Bogleheads
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.64 11.26
Infl. Adjusted Return (%) 6.66 8.23
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -43.27
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -33.38 -35.36
Start to Recovery (months) 57 59
Longest Negative Period (months) 118 131
RISK INDICATORS
Standard Deviation (%) 12.28 14.16
Sharpe Ratio 0.53 0.57
Sortino Ratio 0.69 0.75
Ulcer Index 9.66 9.94
Ratio: Return / Standard Deviation 0.79 0.80
Ratio: Return / Deepest Drawdown 0.22 0.26
Metrics calculated over the period 1 January 1985 - 31 January 2025
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing

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 1985 - 31 January 2025 (~40 years)

Loading data
Please wait
Swipe left to see all data
Three Funds US Stocks Minimum Volatility
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-43.68 42 Nov 2007
Apr 2011
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-17.01 7 Jan 2020
Jul 2020
-16.52 5 Jul 1998
Nov 1998
-15.77 17 May 2011
Sep 2012
-12.46 5 Jul 1998
Nov 1998
-11.70 8 May 2011
Dec 2011
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016
-9.14 6 Jul 1999
Dec 1999

Loading data
Please wait
Swipe left to see all data
Three Funds US Stocks Minimum Volatility
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-43.68 42 Nov 2007
Apr 2011
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-33.38 57 Apr 2000
Dec 2004
-30.08 21 Sep 1987
May 1989
-23.18 26 Jan 2022
Feb 2024
-19.21 17 Sep 1987
Jan 1989
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-17.01 7 Jan 2020
Jul 2020
-16.52 5 Jul 1998
Nov 1998
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-14.10 9 Jun 1990
Feb 1991
-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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 January 2025 (~40 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 US Stocks Minimum Volatility
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
2.66 0.00 3.56 0.00
2024
13.85 -3.44 15.74 -5.66
2023
18.86 -8.74 10.33 -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
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing