Frank Armstrong Ideal Index Portfolio vs Tyler Pinwheel Portfolio Portfolio Comparison

Simulation Settings

Period: January 1976 - April 2025 (~49 years)
Consolidated Returns as of 30 April 2025

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

(Change Settings)

Results

30 Years

All (since January 1976)

Inflation Adjusted:

Frank Armstrong Ideal Index Portfolio

1.00$
Initial Capital
May 1995
7.32$
Final Capital
April 2025
6.86%
Yearly Return
10.73%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period

1.00$
Initial Capital
May 1995
3.48$
Final Capital
April 2025
4.24%
Yearly Return
10.73%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period

1.00$
Initial Capital
January 1976
90.18$
Final Capital
April 2025
9.55%
Yearly Return
10.59%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period

1.00$
Initial Capital
January 1976
15.68$
Final Capital
April 2025
5.74%
Yearly Return
10.59%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period

Tyler Pinwheel Portfolio

1.00$
Initial Capital
May 1995
9.12$
Final Capital
April 2025
7.65%
Yearly Return
10.52%
Std Deviation
-36.89%
Max Drawdown
36months
Recovery Period

1.00$
Initial Capital
May 1995
4.33$
Final Capital
April 2025
5.01%
Yearly Return
10.52%
Std Deviation
-37.93%
Max Drawdown
38months
Recovery Period

1.00$
Initial Capital
January 1976
107.77$
Final Capital
April 2025
9.95%
Yearly Return
10.36%
Std Deviation
-36.89%
Max Drawdown
36months
Recovery Period

1.00$
Initial Capital
January 1976
18.74$
Final Capital
April 2025
6.12%
Yearly Return
10.36%
Std Deviation
-37.93%
Max Drawdown
38months
Recovery Period

As of April 2025, in the previous 30 Years, the Frank Armstrong Ideal Index Portfolio obtained a 6.86% compound annual return, with a 10.73% standard deviation. It suffered a maximum drawdown of -40.11% that required 40 months to be recovered.

As of April 2025, in the previous 30 Years, the Tyler Pinwheel Portfolio obtained a 7.65% compound annual return, with a 10.52% standard deviation. It suffered a maximum drawdown of -36.89% 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.

Resources & Extras

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Frank Armstrong Ideal Index Portfolio

Weight (%)	Ticker	Name
31.00	VEU	Vanguard FTSE All-World ex-US
9.25	IJS	iShares S&P Small-Cap 600 Value
9.25	VTV	Vanguard Value
8.00	VNQ	Vanguard Real Estate
6.25	IJT	iShares S&P Small-Cap 600 Growth
6.25	VV	Vanguard Large-Cap
30.00	SHY	iShares 1-3 Year Treasury Bond

Tyler Pinwheel Portfolio

Weight (%)	Ticker	Name
15.00	EFA	iShares MSCI EAFE
15.00	VTI	Vanguard Total Stock Market
15.00	VNQ	Vanguard Real Estate
10.00	EEM	iShares MSCI Emerging Markets
10.00	IJS	iShares S&P Small-Cap 600 Value
15.00	IEI	iShares 3-7 Year Treasury Bond
10.00	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill
10.00	GLD	SPDR Gold Trust

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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 1^st.
dividend reinvestment, when applicable.

RETURN COMPARISON

Period: 1 January 1976 - 30 April 2025 (~49 years)

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		Return (%) as of Apr 30, 2025
		YTD (4M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~49Y)
	Ideal Index Frank Armstrong	1.03	-0.07	0.37	8.53	8.29	5.46	6.86	9.55
	Pinwheel Tyler	3.27	0.48	2.02	12.97	8.70	6.04	7.65	9.95
Return over 1 year are annualized.

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Capital Growth as of Apr 30, 2025

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since May 1995, now would be worth 7.32$, with a total return of 632.39% (6.86% annualized).

Tyler Pinwheel Portfolio: an investment of 1$, since May 1995, now would be worth 9.12$, with a total return of 812.02% (7.65% annualized).

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Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1976, now would be worth 90.18$, with a total return of 8917.70% (9.55% annualized).

Tyler Pinwheel Portfolio: an investment of 1$, since January 1976, now would be worth 107.77$, with a total return of 10677.26% (9.95% 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 1976 - 30 April 2025 (~49 years)

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	Ideal Index	Pinwheel
Author	Frank Armstrong	Tyler
ASSET ALLOCATION
Stocks	70%	65%
Fixed Income	30%	25%
Commodities	0%	10%
PERFORMANCES
Annualized Return (%)	8.53	12.97
Infl. Adjusted Return (%)	6.33	10.68
DRAWDOWN
Deepest Drawdown Depth (%)	-3.51	-3.29
Start to Recovery (months)	5*	5*
Longest Drawdown Depth (%)	-3.51	-3.29
Start to Recovery (months)	5*	5*
Longest Negative Period (months)	8*	6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	7.72	6.96
Sharpe Ratio	0.48	1.17
Sortino Ratio	0.64	1.51
Ulcer Index	1.61	1.06
Ratio: Return / Standard Deviation	1.10	1.86
Ratio: Return / Deepest Drawdown	2.43	3.94
Metrics calculated over the period 1 May 2024 - 30 April 2025

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	Ideal Index	Pinwheel
Author	Frank Armstrong	Tyler
ASSET ALLOCATION
Stocks	70%	65%
Fixed Income	30%	25%
Commodities	0%	10%
PERFORMANCES
Annualized Return (%)	8.29	8.70
Infl. Adjusted Return (%)	3.59	3.98
DRAWDOWN
Deepest Drawdown Depth (%)	-18.25	-19.49
Start to Recovery (months)	27	27
Longest Drawdown Depth (%)	-18.25	-19.49
Start to Recovery (months)	27	27
Longest Negative Period (months)	33	34
RISK INDICATORS
Standard Deviation (%)	11.06	11.02
Sharpe Ratio	0.52	0.56
Sortino Ratio	0.73	0.77
Ulcer Index	6.00	6.59
Ratio: Return / Standard Deviation	0.75	0.79
Ratio: Return / Deepest Drawdown	0.45	0.45
Metrics calculated over the period 1 May 2020 - 30 April 2025

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	Ideal Index	Pinwheel
Author	Frank Armstrong	Tyler
ASSET ALLOCATION
Stocks	70%	65%
Fixed Income	30%	25%
Commodities	0%	10%
PERFORMANCES
Annualized Return (%)	5.46	6.04
Infl. Adjusted Return (%)	2.31	2.88
DRAWDOWN
Deepest Drawdown Depth (%)	-18.25	-19.49
Start to Recovery (months)	27	27
Longest Drawdown Depth (%)	-18.25	-19.49
Start to Recovery (months)	27	27
Longest Negative Period (months)	35	34
RISK INDICATORS
Standard Deviation (%)	10.60	10.27
Sharpe Ratio	0.35	0.42
Sortino Ratio	0.47	0.57
Ulcer Index	5.36	5.41
Ratio: Return / Standard Deviation	0.52	0.59
Ratio: Return / Deepest Drawdown	0.30	0.31
Metrics calculated over the period 1 May 2015 - 30 April 2025

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	Ideal Index	Pinwheel
Author	Frank Armstrong	Tyler
ASSET ALLOCATION
Stocks	70%	65%
Fixed Income	30%	25%
Commodities	0%	10%
PERFORMANCES
Annualized Return (%)	6.86	7.65
Infl. Adjusted Return (%)	4.24	5.01
DRAWDOWN
Deepest Drawdown Depth (%)	-40.11	-36.89
Start to Recovery (months)	40	36
Longest Drawdown Depth (%)	-40.11	-36.89
Start to Recovery (months)	40	36
Longest Negative Period (months)	62	51
RISK INDICATORS
Standard Deviation (%)	10.73	10.52
Sharpe Ratio	0.43	0.51
Sortino Ratio	0.56	0.67
Ulcer Index	7.57	6.56
Ratio: Return / Standard Deviation	0.64	0.73
Ratio: Return / Deepest Drawdown	0.17	0.21
Metrics calculated over the period 1 May 1995 - 30 April 2025

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	Ideal Index	Pinwheel
Author	Frank Armstrong	Tyler
ASSET ALLOCATION
Stocks	70%	65%
Fixed Income	30%	25%
Commodities	0%	10%
PERFORMANCES
Annualized Return (%)	9.55	9.95
Infl. Adjusted Return (%)	5.74	6.12
DRAWDOWN
Deepest Drawdown Depth (%)	-40.11	-36.89
Start to Recovery (months)	40	36
Longest Drawdown Depth (%)	-40.11	-36.89
Start to Recovery (months)	40	36
Longest Negative Period (months)	62	51
RISK INDICATORS
Standard Deviation (%)	10.59	10.36
Sharpe Ratio	0.50	0.55
Sortino Ratio	0.67	0.73
Ulcer Index	6.26	5.60
Ratio: Return / Standard Deviation	0.90	0.96
Ratio: Return / Deepest Drawdown	0.24	0.27
Metrics calculated over the period 1 January 1976 - 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 1976 - 30 April 2025 (~49 years)

Chart Table

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Ideal Index			Pinwheel
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-40.11	40	Nov 2007 Feb 2011
			-36.89	36	Nov 2007 Oct 2010
			-19.49	27	Jan 2022 Mar 2024
-18.25	27	Jan 2022 Mar 2024
-17.16	11	Jan 2020 Nov 2020
-16.33	33	Feb 2001 Oct 2003
-15.51	20	May 2011 Dec 2012
			-14.99	8	Jan 2020 Aug 2020
			-14.05	12	May 1998 Apr 1999
			-12.72	11	May 2011 Mar 2012
-12.21	8	May 1998 Dec 1998
			-11.06	13	Jun 2002 Jun 2003
-9.48	8	Sep 2018 Apr 2019
			-8.88	14	Feb 2001 Mar 2002
-8.72	14	Jun 2015 Jul 2016

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Ideal Index			Pinwheel
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-40.11	40	Nov 2007 Feb 2011
			-36.89	36	Nov 2007 Oct 2010
			-19.49	27	Jan 2022 Mar 2024
-18.25	27	Jan 2022 Mar 2024
-17.16	11	Jan 2020 Nov 2020
-16.33	33	Feb 2001 Oct 2003
-15.51	20	May 2011 Dec 2012
			-14.99	8	Jan 2020 Aug 2020
			-14.91	16	Sep 1987 Dec 1988
-14.90	14	Sep 1987 Oct 1988
-14.74	15	Jan 1990 Mar 1991
			-14.05	12	May 1998 Apr 1999
			-12.72	11	May 2011 Mar 2012
			-12.51	14	Jan 1990 Feb 1991
-12.21	8	May 1998 Dec 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 1976 - 30 April 2025 (~49 years)

Rolling Period:

Ideal Index
Pinwheel

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.

Swipe left to see all data

	Ideal Index		Pinwheel
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	1.03	-1.52	3.27	-0.60
2024	7.60	-3.51	9.66	-3.29
2023	12.04	-8.07	13.20	-8.07
2022	-11.91	-18.25	-13.57	-19.49
2021	13.98	-2.66	13.53	-3.10
2020	6.95	-17.16	9.12	-14.99
2019	17.96	-4.04	19.31	-3.16
2018	-6.68	-9.48	-6.39	-8.24
2017	13.88	-0.15	14.08	0.00
2016	9.05	-4.06	8.63	-2.93
2015	-1.66	-7.44	-2.88	-7.37
2014	4.16	-3.12	6.12	-3.95
2013	16.03	-2.21	9.02	-4.25
2012	12.36	-6.57	12.60	-5.90
2011	-2.98	-15.51	-0.25	-12.72
2010	13.00	-8.67	16.08	-7.26
2009	21.58	-16.28	24.19	-14.81
2008	-24.86	-27.96	-22.51	-27.78
2007	5.91	-4.80	7.60	-4.41
2006	17.74	-2.78	19.78	-3.25
2005	8.40	-2.89	11.02	-2.58
2004	14.62	-3.40	15.19	-5.84
2003	26.78	-3.93	28.19	-3.19
2002	-7.53	-13.72	-2.13	-11.06
2001	-3.80	-11.76	-0.61	-8.88
2000	2.04	-5.59	1.80	-5.84
1999	13.53	-2.81	15.18	-2.13
1998	8.85	-12.21	3.43	-14.05
1997	12.22	-4.02	8.85	-4.25
1996	11.54	-3.03	13.00	-2.47
1995	16.29	-1.64	14.60	-1.63
1994	1.99	-4.20	-2.32	-6.30
1993	17.70	-4.41	24.96	-3.33
1992	3.75	-3.20	4.01	-2.90
1991	20.38	-3.65	29.20	-3.25
1990	-9.45	-14.74	-7.14	-12.51
1989	15.59	-2.18	21.94	-1.96
1988	17.45	-2.71	14.95	-2.14
1987	10.19	-14.90	2.63	-14.91
1986	28.89	-3.91	21.90	-2.21
1985	31.78	-1.78	27.17	-1.91
1984	7.88	-4.89	8.12	-3.20
1983	21.11	-2.00	17.25	-1.79
1982	16.37	-6.90	13.76	-9.40
1981	4.16	-7.60	-0.90	-8.40
1980	22.04	-9.55	18.33	-11.81
1979	17.78	-7.14	29.93	-6.94
1978	15.30	-7.53	15.63	-5.44
1977	9.26	-1.55	10.76	-0.79
1976	18.88	-2.99	19.79	-2.33

The first official book of

Mastering ETF Investing

Build wealth
with Lazy Portfolios and Passive Investing

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English book

Buy now
Italian book

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Apr 30, 2025

Capital Growth as of Apr 30, 2025

Portfolio Metrics as of Apr 30, 2025

Drawdowns

Rolling Returns

Yearly Returns