European Stocks Portfolio vs Scott Burns Five Fold Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - April 2025 (~40 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
European Stocks Portfolio
1.00$
Initial Capital
May 1995
7.75$
Final Capital
April 2025
7.06%
Yearly Return
17.90%
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
1.00$
Initial Capital
May 1995
3.68$
Final Capital
April 2025
4.44%
Yearly Return
17.90%
Std Deviation
-60.44%
Max Drawdown
158months
Recovery Period
1.00$
Initial Capital
January 1985
45.92$
Final Capital
April 2025
9.95%
Yearly Return
17.76%
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
1.00$
Initial Capital
January 1985
15.15$
Final Capital
April 2025
6.97%
Yearly Return
17.76%
Std Deviation
-60.44%
Max Drawdown
158months
Recovery Period
Scott Burns Five Fold Portfolio
1.00$
Initial Capital
May 1995
8.93$
Final Capital
April 2025
7.57%
Yearly Return
9.80%
Std Deviation
-37.94%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
May 1995
4.24$
Final Capital
April 2025
4.93%
Yearly Return
9.80%
Std Deviation
-38.96%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
30.57$
Final Capital
April 2025
8.85%
Yearly Return
9.59%
Std Deviation
-37.94%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
10.09$
Final Capital
April 2025
5.90%
Yearly Return
9.59%
Std Deviation
-38.96%
Max Drawdown
40months
Recovery Period

As of April 2025, in the previous 30 Years, the European Stocks Portfolio obtained a 7.06% compound annual return, with a 17.90% standard deviation. It suffered a maximum drawdown of -59.77% that required 78 months to be recovered.

As of April 2025, in the previous 30 Years, the Scott Burns Five Fold Portfolio obtained a 7.57% compound annual return, with a 9.80% standard deviation. It suffered a maximum drawdown of -37.94% that required 36 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.

European Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VGK
Vanguard FTSE Europe
Scott Burns Five Fold Portfolio
Weight
(%)		 Ticker Name
20.00
VTI
Vanguard Total Stock Market
20.00
VEU
Vanguard FTSE All-World ex-US
20.00
VNQ
Vanguard Real Estate
20.00
TIP
iShares TIPS Bond
20.00
BNDX
Vanguard Total International Bond
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Portfolio Returns as of Apr 30, 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 - 30 April 2025 (~40 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp European Stocks
-- Market Benchmark 		15.34 3.85 10.21 14.82 13.21 5.98 7.06 9.95
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Five Fold
Scott Burns 		1.92 0.31 1.11 11.04 6.99 5.46 7.57 8.85
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

European Stocks Portfolio: an investment of 1$, since May 1995, now would be worth 7.75$, with a total return of 674.50% (7.06% annualized).

Scott Burns Five Fold Portfolio: an investment of 1$, since May 1995, now would be worth 8.93$, with a total return of 792.79% (7.57% annualized).


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European Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 45.92$, with a total return of 4492.16% (9.95% annualized).

Scott Burns Five Fold Portfolio: an investment of 1$, since January 1985, now would be worth 30.57$, with a total return of 2957.42% (8.85% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1985 - 30 April 2025 (~40 years)
Swipe left to see all data
European Stocks Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.82 11.04
Infl. Adjusted Return (%) 12.49 8.79
DRAWDOWN
Deepest Drawdown Depth (%) -9.72 -3.38
Start to Recovery (months) 6 5*
Longest Drawdown Depth (%) -9.72 -3.38
Start to Recovery (months) 6 5*
Longest Negative Period (months) 8 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.81 7.29
Sharpe Ratio 0.78 0.86
Sortino Ratio 1.06 1.05
Ulcer Index 3.93 1.37
Ratio: Return / Standard Deviation 1.16 1.52
Ratio: Return / Deepest Drawdown 1.53 3.27
Metrics calculated over the period 1 May 2024 - 30 April 2025
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European Stocks Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.21 6.99
Infl. Adjusted Return (%) 8.30 2.35
DRAWDOWN
Deepest Drawdown Depth (%) -30.98 -21.60
Start to Recovery (months) 28 32
Longest Drawdown Depth (%) -30.98 -21.60
Start to Recovery (months) 28 32
Longest Negative Period (months) 31 35
RISK INDICATORS
Standard Deviation (%) 18.33 11.20
Sharpe Ratio 0.58 0.40
Sortino Ratio 0.83 0.53
Ulcer Index 9.08 8.57
Ratio: Return / Standard Deviation 0.72 0.62
Ratio: Return / Deepest Drawdown 0.43 0.32
Metrics calculated over the period 1 May 2020 - 30 April 2025
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European Stocks Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.98 5.46
Infl. Adjusted Return (%) 2.83 2.32
DRAWDOWN
Deepest Drawdown Depth (%) -30.98 -21.60
Start to Recovery (months) 28 32
Longest Drawdown Depth (%) -30.98 -21.60
Start to Recovery (months) 28 32
Longest Negative Period (months) 64 35
RISK INDICATORS
Standard Deviation (%) 16.97 10.11
Sharpe Ratio 0.25 0.37
Sortino Ratio 0.34 0.49
Ulcer Index 9.74 6.49
Ratio: Return / Standard Deviation 0.35 0.54
Ratio: Return / Deepest Drawdown 0.19 0.25
Metrics calculated over the period 1 May 2015 - 30 April 2025
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European Stocks Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.06 7.57
Infl. Adjusted Return (%) 4.44 4.93
DRAWDOWN
Deepest Drawdown Depth (%) -59.77 -37.94
Start to Recovery (months) 78 36
Longest Drawdown Depth (%) -59.77 -37.94
Start to Recovery (months) 78 36
Longest Negative Period (months) 155 62
RISK INDICATORS
Standard Deviation (%) 17.90 9.80
Sharpe Ratio 0.27 0.54
Sortino Ratio 0.36 0.70
Ulcer Index 18.65 6.75
Ratio: Return / Standard Deviation 0.39 0.77
Ratio: Return / Deepest Drawdown 0.12 0.20
Metrics calculated over the period 1 May 1995 - 30 April 2025
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European Stocks Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.95 8.85
Infl. Adjusted Return (%) 6.97 5.90
DRAWDOWN
Deepest Drawdown Depth (%) -59.77 -37.94
Start to Recovery (months) 78 36
Longest Drawdown Depth (%) -59.77 -37.94
Start to Recovery (months) 78 36
Longest Negative Period (months) 155 62
RISK INDICATORS
Standard Deviation (%) 17.76 9.59
Sharpe Ratio 0.38 0.59
Sortino Ratio 0.51 0.77
Ulcer Index 16.58 6.08
Ratio: Return / Standard Deviation 0.56 0.92
Ratio: Return / Deepest Drawdown 0.17 0.23
Metrics calculated over the period 1 January 1985 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1985 - 30 April 2025 (~40 years)

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European Stocks Five Fold
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-59.77 78 Nov 2007
Apr 2014
-45.88 57 Apr 2000
Dec 2004
-37.94 36 Nov 2007
Oct 2010
-30.98 28 Sep 2021
Dec 2023
-25.65 11 Jan 2020
Nov 2020
-21.60 32 Jan 2022
Aug 2024
-20.91 36 Jun 2014
May 2017
-19.44 23 Feb 2018
Dec 2019
-16.03 9 Aug 1998
Apr 1999
-13.82 7 Feb 2020
Aug 2020
-10.32 9 May 2011
Jan 2012
-9.72 6 Oct 2024
Mar 2025
-8.29 5 Jul 1998
Nov 1998
-7.24 12 Jun 2002
May 2003
-7.18 3 Jan 2000
Mar 2000

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European Stocks Five Fold
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-59.77 78 Nov 2007
Apr 2014
-45.88 57 Apr 2000
Dec 2004
-37.94 36 Nov 2007
Oct 2010
-30.98 28 Sep 2021
Dec 2023
-25.65 11 Jan 2020
Nov 2020
-23.15 22 Oct 1987
Jul 1989
-21.60 32 Jan 2022
Aug 2024
-20.91 36 Jun 2014
May 2017
-20.21 22 Aug 1990
May 1992
-19.44 23 Feb 2018
Dec 2019
-16.03 9 Aug 1998
Apr 1999
-13.82 7 Feb 2020
Aug 2020
-12.85 15 Jun 1992
Aug 1993
-12.21 14 Jan 1990
Feb 1991
-11.82 10 Sep 1987
Jun 1988

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 - 30 April 2025 (~40 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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European Stocks Five Fold
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 15.34 0.00 1.92 -1.69
2024
 1.87 -9.72 7.88 -3.57
2023
 20.21 -11.19 13.15 -7.82
2022
 -16.00 -30.58 -17.44 -21.60
2021
 16.88 -5.48 15.57 -3.25
2020
 6.11 -25.65 8.59 -13.82
2019
 24.86 -5.67 19.52 -1.92
2018
 -14.91 -19.44 -4.81 -6.93
2017
 26.99 -0.51 11.77 0.00
2016
 -0.37 -8.60 7.13 -3.39
2015
 -1.94 -11.47 -0.51 -6.31
2014
 -7.10 -11.75 10.14 -3.22
2013
 24.38 -4.42 8.13 -5.45
2012
 21.57 -14.17 13.78 -4.08
2011
 -11.64 -27.74 3.49 -10.32
2010
 6.05 -17.10 14.45 -6.47
2009
 31.33 -22.78 24.16 -15.00
2008
 -44.71 -48.36 -23.95 -30.12
2007
 13.24 -5.77 4.26 -3.99
2006
 33.06 -2.93 16.17 -2.07
2005
 9.26 -4.49 8.26 -2.40
2004
 20.86 -3.93 15.75 -5.26
2003
 38.70 -9.25 23.74 -1.51
2002
 -17.95 -25.96 -1.18 -7.24
2001
 -20.30 -27.21 -0.06 -6.11
2000
 -8.21 -14.23 5.40 -3.85
1999
 16.66 -4.90 9.10 -2.61
1998
 28.86 -16.03 9.78 -8.29
1997
 24.23 -5.68 11.37 -3.10
1996
 21.25 -1.20 13.09 -1.17
1995
 22.28 -3.97 19.23 -0.70
1994
 1.88 -7.00 -2.47 -7.79
1993
 29.13 -2.19 18.48 -3.77
1992
 -3.32 -12.85 5.91 -3.73
1991
 12.40 -12.16 23.52 -2.98
1990
 -3.87 -20.21 -6.16 -12.21
1989
 28.18 -6.85 15.34 -0.98
1988
 13.69 -6.81 14.35 -1.86
1987
 7.05 -23.15 6.54 -11.82
1986
 40.96 -8.83 26.37 -3.02
1985
 78.72 0.00 30.39 -1.26
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Mastering ETF Investing
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with Lazy Portfolios and Passive Investing
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