As of June 2026, in the previous 30 Years, the Gold Portfolio obtained a 7.83% compound annual return, with a 16.34% standard deviation. It suffered a maximum drawdown of -42.91% that required 107 months to be recovered.

As of June 2026, in the previous 30 Years, the Scott Burns Five Fold Portfolio obtained a 7.60% compound annual return, with a 9.88% standard deviation. It suffered a maximum drawdown of -37.94% that required 36 months to be recovered.

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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.

Table of contents

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Gold Portfolio
Weight
(%)		 Ticker Name
100.00
GLD
SPDR Gold Trust
Scott Burns
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

Portfolio Returns as of Jun 30, 2026

Return Comparison
Capital Growth
Inflation Adj:
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Return (%) as of Jun 30, 2026
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~42Y)
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_gold.webp Gold
-- Market Benchmark 		-7.05 -11.68 -7.05 20.85 17.34 11.28 7.83 6.15
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_scott_burns.webp Five Fold
Scott Burns 		7.86 0.29 7.86 13.89 5.30 7.03 7.60 9.05
Returns over 1 year are annualized.

Portfolio Metrics as of Jun 30, 2026

The following metrics, updated as of 30 June 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
1Y
5Y
10Y
30Y
MAX
Period: ()
Swipe left to see all data
Gold Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 0% 40%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 20.85 13.89
Infl. Adjusted (%) 16.33 9.64
DRAWDOWN
Deepest Drawdown Depth (%) -23.85 -4.66
Start to Recovery (months) 4* 2
Longest Drawdown Depth (%) -23.85 -0.05
Start to Recovery (months) 4* 2
Longest Negative Period (months) 7* 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 25.65 7.91
Sharpe Ratio 0.66 1.27
Sortino Ratio 0.87 1.66
Ulcer Index 8.92 1.29
Ratio: Return / Standard Deviation 0.81 1.76
Ratio: Return / Deepest Drawdown 0.87 2.98
Metrics calculated over the period 1 July 2025 - 30 June 2026
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Gold Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 0% 40%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 17.34 5.30
Infl. Adjusted (%) 12.50 0.96
DRAWDOWN
Deepest Drawdown Depth (%) -23.85 -21.60
Start to Recovery (months) 4* 32
Longest Drawdown Depth (%) -15.91 -21.60
Start to Recovery (months) 12 32
Longest Negative Period (months) 19 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.38 11.11
Sharpe Ratio 0.85 0.16
Sortino Ratio 1.21 0.22
Ulcer Index 5.84 8.58
Ratio: Return / Standard Deviation 1.06 0.48
Ratio: Return / Deepest Drawdown 0.73 0.25
Metrics calculated over the period 1 July 2021 - 30 June 2026
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Gold Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 0% 40%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 11.28 7.03
Infl. Adjusted (%) 7.67 3.56
DRAWDOWN
Deepest Drawdown Depth (%) -23.85 -21.60
Start to Recovery (months) 4* 32
Longest Drawdown Depth (%) -18.08 -21.60
Start to Recovery (months) 40 32
Longest Negative Period (months) 39 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.04 10.03
Sharpe Ratio 0.60 0.48
Sortino Ratio 0.88 0.62
Ulcer Index 7.00 6.41
Ratio: Return / Standard Deviation 0.75 0.70
Ratio: Return / Deepest Drawdown 0.47 0.33
Metrics calculated over the period 1 July 2016 - 30 June 2026
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Gold Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 0% 40%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 7.83 7.60
Infl. Adjusted (%) 5.14 4.92
DRAWDOWN
Deepest Drawdown Depth (%) -42.91 -37.94
Start to Recovery (months) 107 36
Longest Drawdown Depth (%) -42.91 -37.94
Start to Recovery (months) 107 36
Longest Negative Period (months) 145 62
RISK INDICATORS
Standard Deviation (%) 16.34 9.88
Sharpe Ratio 0.34 0.54
Sortino Ratio 0.50 0.70
Ulcer Index 19.56 6.76
Ratio: Return / Standard Deviation 0.48 0.77
Ratio: Return / Deepest Drawdown 0.18 0.20
Metrics calculated over the period 1 July 1996 - 30 June 2026
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Gold Five Fold
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 0% 40%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 6.15 9.05
Infl. Adjusted (%) 3.24 6.06
DRAWDOWN
Deepest Drawdown Depth (%) -48.26 -37.94
Start to Recovery (months) 217 36
Longest Drawdown Depth (%) -48.26 -37.94
Start to Recovery (months) 217 36
Longest Negative Period (months) 224 62
RISK INDICATORS
Standard Deviation (%) 15.42 9.54
Sharpe Ratio 0.19 0.61
Sortino Ratio 0.28 0.80
Ulcer Index 23.89 6.00
Ratio: Return / Standard Deviation 0.40 0.95
Ratio: Return / Deepest Drawdown 0.13 0.24
Metrics calculated over the period 1 January 1985 - 30 June 2026
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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
Inflation Adj:

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

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

Time to Target Comparison
Time to reach your Target Capital

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
Gold Five Fold
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 -7.05 -23.85 7.86 -4.66
2025
 63.68 -0.61 12.46 -1.69
2024
 26.66 -4.49 7.88 -3.57
2023
 12.69 -7.22 13.15 -7.82
2022
 -0.77 -15.91 -17.44 -21.60
2021
 -4.15 -10.32 15.57 -3.25
2020
 24.81 -10.12 8.59 -13.82
2019
 17.86 -4.10 19.52 -1.92
2018
 -1.94 -11.66 -4.81 -6.93
2017
 12.81 -4.09 11.77 0.00
2016
 8.03 -15.02 7.13 -3.39
2015
 -10.67 -17.81 -0.51 -6.31
2014
 -2.19 -12.44 10.14 -3.22
2013
 -28.33 -28.33 8.13 -5.45
2012
 6.60 -10.45 13.78 -4.08
2011
 9.57 -14.48 3.49 -10.32
2010
 29.27 -5.09 14.45 -6.47
2009
 24.03 -7.20 24.16 -15.00
2008
 4.92 -25.83 -23.95 -30.12
2007
 30.45 -4.20 4.26 -3.99
2006
 22.55 -8.63 16.17 -2.07
2005
 17.76 -4.91 8.26 -2.40
2004
 4.65 -8.31 15.75 -5.26
2003
 19.89 -8.88 23.74 -1.51
2002
 25.57 -6.72 -1.18 -7.24
2001
 0.75 -6.10 -0.06 -6.11
2000
 -5.44 -9.93 5.40 -3.85
1999
 0.85 -11.47 9.10 -2.61
1998
 -0.83 -12.01 9.78 -8.29
1997
 -21.41 -21.41 11.37 -3.10
1996
 -4.59 -8.95 13.09 -1.17
1995
 0.98 -2.46 19.23 -0.70
1994
 -2.17 -3.91 -2.47 -7.79
1993
 17.68 -11.51 18.48 -3.77
1992
 -5.73 -6.97 5.91 -3.73
1991
 -8.56 -10.05 23.52 -2.98
1990
 -3.11 -15.14 -6.16 -12.21
1989
 -2.84 -12.30 15.34 -0.98
1988
 -15.26 -18.05 14.35 -1.86
1987
 24.53 -1.97 6.54 -11.82
1986
 18.96 -8.14 26.37 -3.02
1985
 6.00 -6.67 30.39 -1.26
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