Frank Armstrong Ideal Index Portfolio vs Tim Maurer Simple Money Portfolio Portfolio Comparison

Simulation Settings
Period: January 1975 - April 2025 (~50 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 1975)
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 1975
115.77$
Final Capital
April 2025
9.90%
Yearly Return
10.68%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1975
18.79$
Final Capital
April 2025
6.00%
Yearly Return
10.68%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period
Tim Maurer Simple Money Portfolio
1.00$
Initial Capital
May 1995
8.07$
Final Capital
April 2025
7.21%
Yearly Return
9.16%
Std Deviation
-32.39%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
May 1995
3.83$
Final Capital
April 2025
4.58%
Yearly Return
9.16%
Std Deviation
-33.50%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1975
133.20$
Final Capital
April 2025
10.21%
Yearly Return
9.75%
Std Deviation
-32.39%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1975
21.62$
Final Capital
April 2025
6.30%
Yearly Return
9.75%
Std Deviation
-33.50%
Max Drawdown
40months
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 Tim Maurer Simple Money Portfolio obtained a 7.21% compound annual return, with a 9.16% standard deviation. It suffered a maximum drawdown of -32.39% 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.

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
Tim Maurer Simple Money Portfolio
Weight
(%)		 Ticker Name
15.00
SCZ
iShares MSCI EAFE Small-Cap
15.00
EFV
iShares MSCI EAFE Value
7.50
IJR
iShares Core S&P Small-Cap
7.50
IJS
iShares S&P Small-Cap 600 Value
7.50
VTV
Vanguard Value
7.50
VV
Vanguard Large-Cap
40.00
IEI
iShares 3-7 Year Treasury 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 1975 - 30 April 2025 (~50 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_frank_armstrong.webp Ideal Index
Frank Armstrong 		1.03 -0.07 0.37 8.53 8.29 5.46 6.86 9.90
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tim_maurer.webp Simple Money Portfolio
Tim Maurer 		2.96 0.84 2.71 9.87 7.23 5.06 7.21 10.21
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).

Tim Maurer Simple Money Portfolio: an investment of 1$, since May 1995, now would be worth 8.07$, with a total return of 707.31% (7.21% annualized).


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Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1975, now would be worth 115.77$, with a total return of 11477.11% (9.90% annualized).

Tim Maurer Simple Money Portfolio: an investment of 1$, since January 1975, now would be worth 133.20$, with a total return of 13220.26% (10.21% 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 1975 - 30 April 2025 (~50 years)
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Ideal Index Simple Money Portfolio
Author Frank Armstrong Tim Maurer
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.53 9.87
Infl. Adjusted Return (%) 6.33 7.64
DRAWDOWN
Deepest Drawdown Depth (%) -3.51 -3.22
Start to Recovery (months) 5* 7*
Longest Drawdown Depth (%) -3.51 -3.22
Start to Recovery (months) 5* 7*
Longest Negative Period (months) 8* 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.72 7.78
Sharpe Ratio 0.48 0.65
Sortino Ratio 0.64 0.87
Ulcer Index 1.61 1.32
Ratio: Return / Standard Deviation 1.10 1.27
Ratio: Return / Deepest Drawdown 2.43 3.07
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Ideal Index Simple Money Portfolio
Author Frank Armstrong Tim Maurer
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.29 7.23
Infl. Adjusted Return (%) 3.59 2.58
DRAWDOWN
Deepest Drawdown Depth (%) -18.25 -18.44
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -18.25 -18.44
Start to Recovery (months) 27 31
Longest Negative Period (months) 33 35
RISK INDICATORS
Standard Deviation (%) 11.06 10.63
Sharpe Ratio 0.52 0.44
Sortino Ratio 0.73 0.62
Ulcer Index 6.00 5.91
Ratio: Return / Standard Deviation 0.75 0.68
Ratio: Return / Deepest Drawdown 0.45 0.39
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Ideal Index Simple Money Portfolio
Author Frank Armstrong Tim Maurer
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.46 5.06
Infl. Adjusted Return (%) 2.31 1.92
DRAWDOWN
Deepest Drawdown Depth (%) -18.25 -18.44
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -18.25 -18.44
Start to Recovery (months) 27 31
Longest Negative Period (months) 35 35
RISK INDICATORS
Standard Deviation (%) 10.60 9.65
Sharpe Ratio 0.35 0.34
Sortino Ratio 0.47 0.46
Ulcer Index 5.36 4.99
Ratio: Return / Standard Deviation 0.52 0.52
Ratio: Return / Deepest Drawdown 0.30 0.27
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Ideal Index Simple Money Portfolio
Author Frank Armstrong Tim Maurer
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.86 7.21
Infl. Adjusted Return (%) 4.24 4.58
DRAWDOWN
Deepest Drawdown Depth (%) -40.11 -32.39
Start to Recovery (months) 40 36
Longest Drawdown Depth (%) -40.11 -32.39
Start to Recovery (months) 40 36
Longest Negative Period (months) 62 52
RISK INDICATORS
Standard Deviation (%) 10.73 9.16
Sharpe Ratio 0.43 0.54
Sortino Ratio 0.56 0.71
Ulcer Index 7.57 5.67
Ratio: Return / Standard Deviation 0.64 0.79
Ratio: Return / Deepest Drawdown 0.17 0.22
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Ideal Index Simple Money Portfolio
Author Frank Armstrong Tim Maurer
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.90 10.21
Infl. Adjusted Return (%) 6.00 6.30
DRAWDOWN
Deepest Drawdown Depth (%) -40.11 -32.39
Start to Recovery (months) 40 36
Longest Drawdown Depth (%) -40.11 -32.39
Start to Recovery (months) 40 36
Longest Negative Period (months) 62 52
RISK INDICATORS
Standard Deviation (%) 10.68 9.75
Sharpe Ratio 0.53 0.61
Sortino Ratio 0.70 0.83
Ulcer Index 6.22 4.86
Ratio: Return / Standard Deviation 0.93 1.05
Ratio: Return / Deepest Drawdown 0.25 0.32
Metrics calculated over the period 1 January 1975 - 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 1975 - 30 April 2025 (~50 years)

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Ideal Index Simple Money Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.11 40 Nov 2007
Feb 2011
-32.39 36 Nov 2007
Oct 2010
-18.44 31 Sep 2021
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
-14.55 11 Jan 2020
Nov 2020
-12.21 8 May 1998
Dec 1998
-11.27 11 May 2011
Mar 2012
-9.50 8 May 1998
Dec 1998
-9.48 8 Sep 2018
Apr 2019
-8.98 12 Jun 2002
May 2003
-8.72 14 Jun 2015
Jul 2016
-8.67 10 Sep 2018
Jun 2019

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Ideal Index Simple Money Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.11 40 Nov 2007
Feb 2011
-32.39 36 Nov 2007
Oct 2010
-18.44 31 Sep 2021
Mar 2024
-18.25 27 Jan 2022
Mar 2024
-17.16 11 Jan 2020
Nov 2020
-17.06 13 Sep 1987
Sep 1988
-16.33 33 Feb 2001
Oct 2003
-15.51 20 May 2011
Dec 2012
-14.90 14 Sep 1987
Oct 1988
-14.74 15 Jan 1990
Mar 1991
-14.55 11 Jan 2020
Nov 2020
-12.21 8 May 1998
Dec 1998
-11.99 14 Jan 1990
Feb 1991
-11.27 11 May 2011
Mar 2012
-10.06 4 Feb 1980
May 1980

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 1975 - 30 April 2025 (~50 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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Ideal Index Simple Money Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.03 -1.52 2.96 -0.67
2024
 7.60 -3.51 6.04 -3.22
2023
 12.04 -8.07 11.53 -7.51
2022
 -11.91 -18.25 -11.48 -18.42
2021
 13.98 -2.66 10.46 -2.79
2020
 6.95 -17.16 6.87 -14.55
2019
 17.96 -4.04 16.14 -3.66
2018
 -6.68 -9.48 -6.64 -8.67
2017
 13.88 -0.15 13.36 -0.06
2016
 9.05 -4.06 8.15 -3.04
2015
 -1.66 -7.44 0.47 -5.71
2014
 4.16 -3.12 2.33 -3.17
2013
 16.03 -2.21 17.81 -2.16
2012
 12.36 -6.57 11.70 -5.80
2011
 -2.98 -15.51 -0.69 -11.27
2010
 13.00 -8.67 12.55 -7.06
2009
 21.58 -16.28 17.16 -14.10
2008
 -24.86 -27.96 -18.42 -21.26
2007
 5.91 -4.80 5.07 -3.51
2006
 17.74 -2.78 15.49 -2.64
2005
 8.40 -2.89 8.71 -2.47
2004
 14.62 -3.40 16.23 -3.15
2003
 26.78 -3.93 28.83 -2.44
2002
 -7.53 -13.72 -0.10 -8.98
2001
 -3.80 -11.76 -0.39 -6.83
2000
 2.04 -5.59 6.34 -2.93
1999
 13.53 -2.81 8.40 -3.42
1998
 8.85 -12.21 10.11 -9.50
1997
 12.22 -4.02 8.93 -2.66
1996
 11.54 -3.03 8.40 -2.89
1995
 16.29 -1.64 20.10 -0.83
1994
 1.99 -4.20 -1.91 -6.44
1993
 17.70 -4.41 18.40 -1.79
1992
 3.75 -3.20 9.26 -1.70
1991
 20.38 -3.65 19.48 -3.59
1990
 -9.45 -14.74 -6.46 -11.99
1989
 15.59 -2.18 18.70 -1.68
1988
 17.45 -2.71 17.54 -1.71
1987
 10.19 -14.90 9.10 -17.06
1986
 28.89 -3.91 29.42 -4.06
1985
 31.78 -1.78 35.92 -1.27
1984
 7.88 -4.89 8.33 -6.36
1983
 21.11 -2.00 19.04 -2.19
1982
 16.37 -6.90 20.34 -5.31
1981
 4.16 -7.60 5.26 -7.35
1980
 22.04 -9.55 16.99 -10.06
1979
 17.78 -7.14 12.42 -7.65
1978
 15.30 -7.53 14.64 -7.08
1977
 9.26 -1.55 8.65 -2.11
1976
 18.88 -2.99 18.42 -2.41
1975
 28.38 -9.10 27.95 -7.97
Mastering Etf Investing
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Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
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English book
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