Charles Schwab Conservative Income Portfolio vs Bogleheads Three Funds Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - August 2025 (~41 years)
Consolidated Returns as of 31 August 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/09 - 2025/08)
All Data
(1985/01 - 2025/08)
Inflation Adjusted:
Charles Schwab Conservative Income Portfolio
1.00$
Invested Capital
September 1995
3.57$
Final Capital
August 2025
4.34%
Yearly Return
3.60%
Std Deviation
-11.50%
Max Drawdown
33months
Recovery Period
1.00$
Invested Capital
September 1995
1.70$
Final Capital
August 2025
1.78%
Yearly Return
3.60%
Std Deviation
-22.21%
Max Drawdown
61months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
9.39$
Final Capital
August 2025
5.66%
Yearly Return
3.83%
Std Deviation
-11.50%
Max Drawdown
33months
Recovery Period
1.00$
Invested Capital
January 1985
3.07$
Final Capital
August 2025
2.80%
Yearly Return
3.83%
Std Deviation
-22.21%
Max Drawdown
61months*
Recovery Period
* in progress
Bogleheads Three Funds Portfolio
1.00$
Invested Capital
September 1995
10.35$
Final Capital
August 2025
8.10%
Yearly Return
12.44%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
September 1995
4.91$
Final Capital
August 2025
5.45%
Yearly Return
12.44%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1985
44.03$
Final Capital
August 2025
9.75%
Yearly Return
12.23%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
14.41$
Final Capital
August 2025
6.78%
Yearly Return
12.23%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period

As of August 2025, in the previous 30 Years, the Charles Schwab Conservative Income Portfolio obtained a 4.34% compound annual return, with a 3.60% standard deviation. It suffered a maximum drawdown of -11.50% that required 33 months to be recovered.

As of August 2025, in the previous 30 Years, the Bogleheads Three Funds Portfolio obtained a 8.10% compound annual return, with a 12.44% standard deviation. It suffered a maximum drawdown of -43.68% that required 42 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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Charles Schwab Conservative Income Portfolio
Weight
(%)		 Ticker Name
5.00
VNQ
Vanguard Real Estate
40.00
BND
Vanguard Total Bond Market
25.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
18.00
TIP
iShares TIPS Bond
7.00
HYG
iShares iBoxx $ High Yield Corporate Bond
5.00
BNDX
Vanguard Total International Bond
Bogleheads Three Funds Portfolio
Weight
(%)		 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
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Portfolio Returns as of Aug 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
Capital Growth
30 Years
(1995/09 - 2025/08)
All Data
(1985/01 - 2025/08)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Charles Schwab Conservative Income
Charles Schwab 		1 $ 3.57 $ 257.39% 4.34%
Bogleheads Three Funds
Bogleheads 		1 $ 10.35 $ 935.36% 8.10%
Sep 1995 Aug 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Charles Schwab Conservative Income
Charles Schwab 		1 $ 1.70 $ 69.59% 1.78%
Bogleheads Three Funds
Bogleheads 		1 $ 4.91 $ 391.31% 5.45%
Sep 1995 Aug 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Charles Schwab Conservative Income
Charles Schwab 		1 $ 9.39 $ 838.81% 5.66%
Bogleheads Three Funds
Bogleheads 		1 $ 44.03 $ 4 302.58% 9.75%
Jan 1985 Aug 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Charles Schwab Conservative Income
Charles Schwab 		1 $ 3.07 $ 207.39% 2.80%
Bogleheads Three Funds
Bogleheads 		1 $ 14.41 $ 1 341.50% 6.78%
Jan 1985 Aug 2025

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Return (%) as of Aug 31, 2025
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_charles_schwab.webp Conservative Income
Charles Schwab 		4.67 1.10 2.21 3.97 1.28 2.50 4.34 5.66
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		12.87 2.70 9.83 13.64 9.83 9.75 8.10 9.75
Returns over 1 year are annualized.
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Portfolio Metrics as of Aug 31, 2025

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

METRIC COMPARISON
Period: 1 September 2024 - 31 August 2025 (1 year)
Period: 1 September 2020 - 31 August 2025 (5 years)
Period: 1 September 2015 - 31 August 2025 (10 years)
Period: 1 September 1995 - 31 August 2025 (30 years)
Period: 1 January 1985 - 31 August 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/08)
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Conservative Income Three Funds
Author Charles Schwab Bogleheads
ASSET ALLOCATION
Stocks 5% 80%
Fixed Income 95% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 3.97 13.64
Infl. Adjusted (%) 1.36 10.78
DRAWDOWN
Deepest Drawdown Depth (%) -1.90 -2.75
Start to Recovery (months) 5 3
Longest Drawdown Depth (%) -1.90 -2.68
Start to Recovery (months) 5 3
Longest Negative Period (months) 4 7
RISK INDICATORS
Standard Deviation (%) 3.35 8.50
Sharpe Ratio -0.14 1.08
Sortino Ratio -0.18 1.43
Ulcer Index 0.75 1.36
Ratio: Return / Standard Deviation 1.19 1.60
Ratio: Return / Deepest Drawdown 2.09 4.95
Metrics calculated over the period 1 September 2024 - 31 August 2025
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Conservative Income Three Funds
Author Charles Schwab Bogleheads
ASSET ALLOCATION
Stocks 5% 80%
Fixed Income 95% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.28 9.83
Infl. Adjusted (%) -3.02 5.17
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -23.18
Start to Recovery (months) 33 26
Longest Drawdown Depth (%) -11.50 -23.18
Start to Recovery (months) 33 26
Longest Negative Period (months) 46 34
RISK INDICATORS
Standard Deviation (%) 4.95 12.94
Sharpe Ratio -0.31 0.54
Sortino Ratio -0.43 0.74
Ulcer Index 5.24 7.90
Ratio: Return / Standard Deviation 0.26 0.76
Ratio: Return / Deepest Drawdown 0.11 0.42
Metrics calculated over the period 1 September 2020 - 31 August 2025
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Conservative Income Three Funds
Author Charles Schwab Bogleheads
ASSET ALLOCATION
Stocks 5% 80%
Fixed Income 95% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.50 9.75
Infl. Adjusted (%) -0.56 6.48
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -23.18
Start to Recovery (months) 33 26
Longest Drawdown Depth (%) -11.50 -23.18
Start to Recovery (months) 33 26
Longest Negative Period (months) 52 34
RISK INDICATORS
Standard Deviation (%) 4.05 12.28
Sharpe Ratio 0.15 0.64
Sortino Ratio 0.20 0.85
Ulcer Index 3.76 6.23
Ratio: Return / Standard Deviation 0.62 0.79
Ratio: Return / Deepest Drawdown 0.22 0.42
Metrics calculated over the period 1 September 2015 - 31 August 2025
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Conservative Income Three Funds
Author Charles Schwab Bogleheads
ASSET ALLOCATION
Stocks 5% 80%
Fixed Income 95% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.34 8.10
Infl. Adjusted (%) 1.78 5.45
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -43.68
Start to Recovery (months) 33 42
Longest Drawdown Depth (%) -11.50 -33.38
Start to Recovery (months) 33 57
Longest Negative Period (months) 52 118
RISK INDICATORS
Standard Deviation (%) 3.60 12.44
Sharpe Ratio 0.58 0.47
Sortino Ratio 0.76 0.61
Ulcer Index 2.40 10.83
Ratio: Return / Standard Deviation 1.20 0.65
Ratio: Return / Deepest Drawdown 0.38 0.19
Metrics calculated over the period 1 September 1995 - 31 August 2025
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Conservative Income Three Funds
Author Charles Schwab Bogleheads
ASSET ALLOCATION
Stocks 5% 80%
Fixed Income 95% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.66 9.75
Infl. Adjusted (%) 2.80 6.78
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -43.68
Start to Recovery (months) 33 42
Longest Drawdown Depth (%) -11.50 -33.38
Start to Recovery (months) 33 57
Longest Negative Period (months) 52 118
RISK INDICATORS
Standard Deviation (%) 3.83 12.23
Sharpe Ratio 0.65 0.54
Sortino Ratio 0.89 0.71
Ulcer Index 2.19 9.60
Ratio: Return / Standard Deviation 1.48 0.80
Ratio: Return / Deepest Drawdown 0.49 0.22
Metrics calculated over the period 1 January 1985 - 31 August 2025
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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 September 1995 - 31 August 2025 (30 years)
Period: 1 January 1985 - 31 August 2025 (~41 years)
30 Years
(1995/09 - 2025/08)

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Conservative Income Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-23.18 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
-11.50 33 Jan 2022
Sep 2024
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016
-7.01 15 May 2008
Jul 2009
-4.68 2 May 2019
Jun 2019
-4.61 2 Aug 1997
Sep 1997
-4.32 13 May 2013
May 2014
-4.11 4 Oct 1997
Jan 1998
-3.99 3 Jan 2000
Mar 2000

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Conservative Income Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-19.21 17 Sep 1987
Jan 1989
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-12.46 5 Jul 1998
Nov 1998
-11.50 33 Jan 2022
Sep 2024
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016
-7.01 15 May 2008
Jul 2009
-4.89 5 Sep 1986
Jan 1987
-4.84 7 Feb 1994
Aug 1994
-4.80 14 Feb 1994
Mar 1995

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 August 2025 (~41 years)


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

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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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Conservative Income Three Funds
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.67 -0.12 12.87 -2.75
2024
 3.12 -1.90 13.85 -3.44
2023
 5.79 -3.43 18.86 -8.74
2022
 -9.97 -11.50 -17.06 -23.18
2021
 2.43 -1.40 14.95 -3.53
2020
 5.45 -2.57 15.39 -17.01
2019
 8.37 -0.27 23.65 -4.68
2018
 -0.17 -1.84 -6.89 -10.53
2017
 2.91 -0.28 19.54 0.00
2016
 3.48 -2.55 8.39 -4.82
2015
 -0.30 -2.38 -1.14 -8.74
2014
 5.05 -1.20 6.07 -3.01
2013
 -1.91 -4.32 20.56 -2.36
2012
 4.58 -0.18 14.53 -7.09
2011
 6.88 -0.61 -2.14 -15.77
2010
 6.25 -1.09 13.50 -9.82
2009
 7.40 -3.86 26.45 -15.70
2008
 -0.05 -7.01 -30.15 -33.07
2007
 5.65 -1.21 8.73 -4.35
2006
 5.45 -0.71 16.69 -3.08
2005
 3.19 -1.10 8.30 -3.34
2004
 5.92 -2.79 13.49 -2.83
2003
 6.47 -2.06 28.27 -3.88
2002
 7.47 -0.98 -13.11 -18.90
2001
 7.06 -0.84 -9.84 -18.61
2000
 10.92 -0.02 -7.69 -11.84
1999
 0.05 -1.43 20.73 -2.88
1998
 6.75 -0.25 18.03 -12.46
1997
 8.91 -0.83 17.15 -4.61
1996
 5.56 -1.96 12.60 -3.77
1995
 15.82 0.00 22.72 -1.03
1994
 -2.12 -4.80 2.31 -4.84
1993
 10.51 -0.90 16.23 -4.16
1992
 7.63 -1.15 1.54 -4.66
1991
 15.73 -0.03 22.09 -4.27
1990
 6.08 -1.67 -8.74 -15.31
1989
 11.52 -0.97 20.64 -2.08
1988
 7.76 -1.64 17.83 -3.20
1987
 2.12 -3.90 10.76 -19.21
1986
 13.85 -1.69 29.32 -4.89
1985
 19.26 -1.36 35.27 -2.34
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