Dynamic 40/60 Income vs Betterment Robo Advisor 50 Portfolio Comparison

Period: January 1992 - August 2024 (~33 years)
Consolidated Returns as of 31 August 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 August 2024.
Reset settings
Close
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
September 1994
8.16$
Final Capital
August 2024
7.25%
Yearly Return
8.12
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Betterment Robo Advisor 50 Portfolio
1.00$
Initial Capital
September 1994
8.66$
Final Capital
August 2024
7.46%
Yearly Return
9.27
Std Deviation
-30.72%
Max Drawdown
30 months
Recovery Period
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1992
10.40$
Final Capital
August 2024
7.43%
Yearly Return
7.87
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Betterment Robo Advisor 50 Portfolio
1.00$
Initial Capital
January 1992
11.37$
Final Capital
August 2024
7.73%
Yearly Return
9.14
Std Deviation
-30.72%
Max Drawdown
30 months
Recovery Period

The Dynamic 40/60 Income Portfolio obtained a 7.25% compound annual return, with a 8.12% standard deviation, in the last 30 Years.

The Betterment Robo Advisor 50 Portfolio obtained a 7.46% compound annual return, with a 9.27% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1992 - 31 August 2024 (~33 years)
Swipe left to see all data
Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
Dynamic 40/60 Income 8.35 1.89 6.20 13.84 4.49 4.68 7.25 7.43
Robo Advisor 50
Betterment 		8.57 1.70 7.49 14.51 5.38 5.07 7.46 7.73
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since September 1994, now would be worth 8.16$, with a total return of 715.86% (7.25% annualized).

Betterment Robo Advisor 50 Portfolio: an investment of 1$, since September 1994, now would be worth 8.66$, with a total return of 765.80% (7.46% annualized).


Loading data
Please wait
Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.40$, with a total return of 940.29% (7.43% annualized).

Betterment Robo Advisor 50 Portfolio: an investment of 1$, since January 1992, now would be worth 11.37$, with a total return of 1037.12% (7.73% annualized).


Loading data
Please wait

Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1992 - 31 August 2024 (~33 years)
Swipe left to see all data
Dynamic 40/60 Income Robo Advisor 50
Author Betterment
ASSET ALLOCATION
Stocks 40% 49.9%
Fixed Income 60% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.84 14.51
Infl. Adjusted Return (%) 11.18 11.83
DRAWDOWN
Deepest Drawdown Depth (%) -4.16 -5.20
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.16 -5.20
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.13 9.70
Sharpe Ratio 1.05 0.95
Sortino Ratio 1.46 1.32
Ulcer Index 1.49 1.87
Ratio: Return / Standard Deviation 1.70 1.50
Ratio: Return / Deepest Drawdown 3.33 2.79
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income Robo Advisor 50
Author Betterment
ASSET ALLOCATION
Stocks 40% 49.9%
Fixed Income 60% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.49 5.38
Infl. Adjusted Return (%) 0.34 1.19
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -20.25
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.33 -20.25
Start to Recovery (months) 30 31
Longest Negative Period (months) 38 37
RISK INDICATORS
Standard Deviation (%) 10.09 11.33
Sharpe Ratio 0.23 0.29
Sortino Ratio 0.31 0.38
Ulcer Index 7.24 7.66
Ratio: Return / Standard Deviation 0.45 0.47
Ratio: Return / Deepest Drawdown 0.26 0.27
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income Robo Advisor 50
Author Betterment
ASSET ALLOCATION
Stocks 40% 49.9%
Fixed Income 60% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.68 5.07
Infl. Adjusted Return (%) 1.81 2.19
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -20.25
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.33 -20.25
Start to Recovery (months) 30 31
Longest Negative Period (months) 38 39
RISK INDICATORS
Standard Deviation (%) 7.87 9.22
Sharpe Ratio 0.41 0.39
Sortino Ratio 0.55 0.53
Ulcer Index 5.24 5.75
Ratio: Return / Standard Deviation 0.60 0.55
Ratio: Return / Deepest Drawdown 0.27 0.25
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income Robo Advisor 50
Author Betterment
ASSET ALLOCATION
Stocks 40% 49.9%
Fixed Income 60% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.25 7.46
Infl. Adjusted Return (%) 4.62 4.83
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -30.72
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -20.25
Start to Recovery (months) 30 31
Longest Negative Period (months) 69 51
RISK INDICATORS
Standard Deviation (%) 8.12 9.27
Sharpe Ratio 0.61 0.56
Sortino Ratio 0.80 0.73
Ulcer Index 4.85 5.69
Ratio: Return / Standard Deviation 0.89 0.80
Ratio: Return / Deepest Drawdown 0.24 0.24
Metrics calculated over the period 1 September 1994 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income Robo Advisor 50
Author Betterment
ASSET ALLOCATION
Stocks 40% 49.9%
Fixed Income 60% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.43 7.73
Infl. Adjusted Return (%) 4.77 5.06
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -30.72
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -20.25
Start to Recovery (months) 30 31
Longest Negative Period (months) 69 51
RISK INDICATORS
Standard Deviation (%) 7.87 9.14
Sharpe Ratio 0.64 0.59
Sortino Ratio 0.84 0.76
Ulcer Index 4.70 5.56
Ratio: Return / Standard Deviation 0.94 0.85
Ratio: Return / Deepest Drawdown 0.25 0.25
Metrics calculated over the period 1 January 1992 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1992 - 31 August 2024 (~33 years)

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income Robo Advisor 50
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-29.84 26 Nov 2007
Dec 2009
-20.25 31 Jan 2022
Jul 2024
-17.33 30 Jan 2022
Jun 2024
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-12.42 6 Feb 2020
Jul 2020
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-8.54 14 Feb 2001
Mar 2002
-7.45 15 Feb 2018
Apr 2019
-7.19 8 Jun 2011
Jan 2012
-7.06 15 May 2015
Jul 2016
-6.73 9 May 2002
Jan 2003

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income Robo Advisor 50
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-29.84 26 Nov 2007
Dec 2009
-20.25 31 Jan 2022
Jul 2024
-17.33 30 Jan 2022
Jun 2024
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-12.42 6 Feb 2020
Jul 2020
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-8.54 14 Feb 2001
Mar 2002
-7.45 15 Feb 2018
Apr 2019
-7.31 16 Feb 1994
May 1995
-7.19 8 Jun 2011
Jan 2012
-7.06 15 May 2015
Jul 2016

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 1992 - 31 August 2024 (~33 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
Dynamic 40/60 Income Robo Advisor 50
Year Return Drawdown Return Drawdown
2024
 8.35% -2.45% 8.57% -2.71%
2023
 11.97% -5.00% 12.46% -7.30%
2022
 -14.37% -17.33% -14.79% -20.25%
2021
 6.72% -1.83% 7.95% -2.64%
2020
 8.28% -12.42% 9.50% -13.31%
2019
 15.91% -1.51% 17.41% -2.78%
2018
 -3.18% -5.09% -5.36% -7.45%
2017
 9.18% 0.00% 14.19% 0.00%
2016
 7.53% -1.95% 8.00% -2.25%
2015
 0.21% -4.06% -1.55% -6.85%
2014
 7.01% -1.44% 5.47% -2.43%
2013
 6.13% -3.06% 10.19% -3.88%
2012
 12.70% -2.72% 13.19% -4.36%
2011
 2.96% -7.19% 1.17% -9.49%
2010
 11.25% -3.72% 11.61% -5.51%
2009
 22.37% -15.04% 23.06% -11.58%
2008
 -14.80% -23.51% -19.44% -24.47%
2007
 0.88% -3.23% 8.19% -2.74%
2006
 9.18% -1.29% 13.22% -2.76%
2005
 5.23% -1.76% 9.54% -2.36%
2004
 8.41% -3.31% 12.75% -3.66%
2003
 21.64% -1.30% 24.96% -1.03%
2002
 1.03% -6.73% -2.56% -10.86%
2001
 8.71% -3.24% 1.49% -8.54%
2000
 3.43% -4.13% 1.53% -4.79%
1999
 11.02% -2.15% 17.87% -2.47%
1998
 6.04% -9.38% 8.83% -12.79%
1997
 16.36% -2.49% 10.06% -3.98%
1996
 16.81% -1.12% 13.19% -1.81%
1995
 23.17% 0.00% 20.93% -0.56%
1994
 -3.19% -5.36% -3.66% -7.31%
1993
 14.73% -0.57% 24.85% -2.42%
1992
 12.95% -0.70% 5.53% -2.73%