Larry Swedroe Big Rocks Portfolio vs Value Stock Geek Weird 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:

Larry Swedroe Big Rocks Portfolio

1.00$
Initial Capital
May 1995
7.61$
Final Capital
April 2025
7.00%
Yearly Return
9.21%
Std Deviation
-33.80%
Max Drawdown
38months
Recovery Period

1.00$
Initial Capital
May 1995
3.62$
Final Capital
April 2025
4.38%
Yearly Return
9.21%
Std Deviation
-34.89%
Max Drawdown
42months
Recovery Period

1.00$
Initial Capital
January 1976
93.24$
Final Capital
April 2025
9.63%
Yearly Return
9.32%
Std Deviation
-33.80%
Max Drawdown
38months
Recovery Period

1.00$
Initial Capital
January 1976
16.22$
Final Capital
April 2025
5.81%
Yearly Return
9.32%
Std Deviation
-34.89%
Max Drawdown
42months
Recovery Period

Value Stock Geek Weird Portfolio

1.00$
Initial Capital
May 1995
11.85$
Final Capital
April 2025
8.59%
Yearly Return
10.97%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period

1.00$
Initial Capital
May 1995
5.62$
Final Capital
April 2025
5.93%
Yearly Return
10.97%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period

1.00$
Initial Capital
January 1976
163.41$
Final Capital
April 2025
10.88%
Yearly Return
10.82%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period

1.00$
Initial Capital
January 1976
28.42$
Final Capital
April 2025
7.02%
Yearly Return
10.82%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period

As of April 2025, in the previous 30 Years, the Larry Swedroe Big Rocks Portfolio obtained a 7.00% compound annual return, with a 9.21% standard deviation. It suffered a maximum drawdown of -33.80% that required 38 months to be recovered.

As of April 2025, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.59% compound annual return, with a 10.97% standard deviation. It suffered a maximum drawdown of -32.97% that required 29 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.

Larry Swedroe Big Rocks Portfolio

Weight (%)	Ticker	Name
9.00	IJR	iShares Core S&P Small-Cap
9.00	IJS	iShares S&P Small-Cap 600 Value
9.00	VTV	Vanguard Value
9.00	VV	Vanguard Large-Cap
6.00	EFV	iShares MSCI EAFE Value
6.00	VNQ	Vanguard Real Estate
3.00	DLS	WisdomTree International SmallCp Div
3.00	EEM	iShares MSCI Emerging Markets
3.00	VEU	Vanguard FTSE All-World ex-US
3.00	SCZ	iShares MSCI EAFE Small-Cap
40.00	SHY	iShares 1-3 Year Treasury Bond

Value Stock Geek Weird Portfolio

Weight (%)	Ticker	Name
20.00	IJS	iShares S&P Small-Cap 600 Value
20.00	SCZ	iShares MSCI EAFE Small-Cap
20.00	VNQ	Vanguard Real Estate
20.00	TLT	iShares 20+ Year Treasury Bond
20.00	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)
	Big Rocks Portfolio Larry Swedroe	-0.14	-0.42	0.01	7.90	7.61	5.23	7.00	9.63
	Weird Portfolio Value Stock Geek	4.69	0.42	1.94	15.09	6.49	5.75	8.59	10.88
Return over 1 year are annualized.

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Capital Growth as of Apr 30, 2025

Larry Swedroe Big Rocks Portfolio: an investment of 1$, since May 1995, now would be worth 7.61$, with a total return of 661.41% (7.00% annualized).

Value Stock Geek Weird Portfolio: an investment of 1$, since May 1995, now would be worth 11.85$, with a total return of 1084.56% (8.59% annualized).

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Larry Swedroe Big Rocks Portfolio: an investment of 1$, since January 1976, now would be worth 93.24$, with a total return of 9224.12% (9.63% annualized).

Value Stock Geek Weird Portfolio: an investment of 1$, since January 1976, now would be worth 163.41$, with a total return of 16241.45% (10.88% 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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	Big Rocks Portfolio	Weird Portfolio
Author	Larry Swedroe	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	7.90	15.09
Infl. Adjusted Return (%)	5.71	12.76
DRAWDOWN
Deepest Drawdown Depth (%)	-3.28	-5.15
Start to Recovery (months)	5*	5*
Longest Drawdown Depth (%)	-3.28	-5.15
Start to Recovery (months)	5*	5*
Longest Negative Period (months)	8*	7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	7.43	10.08
Sharpe Ratio	0.42	1.02
Sortino Ratio	0.58	1.36
Ulcer Index	1.68	1.80
Ratio: Return / Standard Deviation	1.06	1.50
Ratio: Return / Deepest Drawdown	2.41	2.93
Metrics calculated over the period 1 May 2024 - 30 April 2025

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	Big Rocks Portfolio	Weird Portfolio
Author	Larry Swedroe	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	7.61	6.49
Infl. Adjusted Return (%)	2.94	1.87
DRAWDOWN
Deepest Drawdown Depth (%)	-15.71	-24.18
Start to Recovery (months)	26	33
Longest Drawdown Depth (%)	-15.71	-24.18
Start to Recovery (months)	26	33
Longest Negative Period (months)	32	41
RISK INDICATORS
Standard Deviation (%)	9.88	13.46
Sharpe Ratio	0.51	0.29
Sortino Ratio	0.72	0.41
Ulcer Index	5.08	10.10
Ratio: Return / Standard Deviation	0.77	0.48
Ratio: Return / Deepest Drawdown	0.48	0.27
Metrics calculated over the period 1 May 2020 - 30 April 2025

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	Big Rocks Portfolio	Weird Portfolio
Author	Larry Swedroe	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	5.23	5.75
Infl. Adjusted Return (%)	2.10	2.60
DRAWDOWN
Deepest Drawdown Depth (%)	-15.71	-24.18
Start to Recovery (months)	26	33
Longest Drawdown Depth (%)	-15.71	-24.18
Start to Recovery (months)	26	33
Longest Negative Period (months)	35	47
RISK INDICATORS
Standard Deviation (%)	9.46	11.64
Sharpe Ratio	0.37	0.34
Sortino Ratio	0.49	0.47
Ulcer Index	4.61	7.56
Ratio: Return / Standard Deviation	0.55	0.49
Ratio: Return / Deepest Drawdown	0.33	0.24
Metrics calculated over the period 1 May 2015 - 30 April 2025

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	Big Rocks Portfolio	Weird Portfolio
Author	Larry Swedroe	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	7.00	8.59
Infl. Adjusted Return (%)	4.38	5.93
DRAWDOWN
Deepest Drawdown Depth (%)	-33.80	-32.97
Start to Recovery (months)	38	29
Longest Drawdown Depth (%)	-33.80	-24.18
Start to Recovery (months)	38	33
Longest Negative Period (months)	61	47
RISK INDICATORS
Standard Deviation (%)	9.21	10.97
Sharpe Ratio	0.51	0.58
Sortino Ratio	0.67	0.76
Ulcer Index	5.94	6.63
Ratio: Return / Standard Deviation	0.76	0.78
Ratio: Return / Deepest Drawdown	0.21	0.26
Metrics calculated over the period 1 May 1995 - 30 April 2025

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	Big Rocks Portfolio	Weird Portfolio
Author	Larry Swedroe	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	9.63	10.88
Infl. Adjusted Return (%)	5.81	7.02
DRAWDOWN
Deepest Drawdown Depth (%)	-33.80	-32.97
Start to Recovery (months)	38	29
Longest Drawdown Depth (%)	-33.80	-24.18
Start to Recovery (months)	38	33
Longest Negative Period (months)	61	47
RISK INDICATORS
Standard Deviation (%)	9.32	10.82
Sharpe Ratio	0.58	0.61
Sortino Ratio	0.76	0.83
Ulcer Index	4.99	5.74
Ratio: Return / Standard Deviation	1.03	1.01
Ratio: Return / Deepest Drawdown	0.28	0.33
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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Big Rocks Portfolio			Weird Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-33.80	38	Nov 2007 Dec 2010
			-32.97	29	Nov 2007 Mar 2010
			-24.18	33	Jan 2022 Sep 2024
-15.71	26	Jan 2022 Feb 2024
-15.63	11	Jan 2020 Nov 2020
			-13.36	6	Feb 2020 Jul 2020
			-13.23	27	Apr 1998 Jun 2000
-12.59	17	May 2011 Sep 2012
-11.58	12	May 1998 Apr 1999
-10.99	13	Jun 2002 Jun 2003
-8.79	8	Sep 2018 Apr 2019
			-8.66	8	Sep 2018 Apr 2019
			-8.65	12	Jun 2002 May 2003
			-7.32	6	Apr 2004 Sep 2004
-7.30	14	Feb 2001 Mar 2002

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Big Rocks Portfolio			Weird Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-33.80	38	Nov 2007 Dec 2010
			-32.97	29	Nov 2007 Mar 2010
			-24.18	33	Jan 2022 Sep 2024
-16.69	14	Sep 1987 Oct 1988
			-16.24	18	Dec 1989 May 1991
-15.71	26	Jan 2022 Feb 2024
-15.63	11	Jan 2020 Nov 2020
			-15.06	5	Feb 1980 Jun 1980
			-13.36	6	Feb 2020 Jul 2020
			-13.23	27	Apr 1998 Jun 2000
			-12.71	14	Sep 1987 Oct 1988
-12.59	17	May 2011 Sep 2012
			-12.24	22	Dec 1980 Sep 1982
-11.58	12	May 1998 Apr 1999
-10.99	13	Jun 2002 Jun 2003

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:

Big Rocks Portfolio
Weird Portfolio

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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	Big Rocks Portfolio		Weird Portfolio
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	-0.14	-2.00	4.69	0.00
2024	7.82	-3.15	6.45	-5.15
2023	11.05	-6.98	10.94	-12.66
2022	-10.13	-15.71	-18.17	-24.18
2021	13.59	-2.22	14.49	-3.51
2020	5.25	-15.63	10.52	-13.36
2019	15.98	-3.84	21.93	-1.68
2018	-5.45	-8.79	-8.01	-8.66
2017	11.28	-0.30	14.20	-0.31
2016	9.71	-3.10	10.34	-6.58
2015	-0.97	-5.87	-1.57	-7.20
2014	4.48	-2.69	11.39	-5.08
2013	16.68	-1.92	5.71	-6.89
2012	10.73	-5.29	13.28	-4.45
2011	-1.31	-12.59	7.07	-5.96
2010	12.32	-7.86	22.57	-4.90
2009	17.83	-14.02	19.50	-17.34
2008	-19.64	-22.16	-15.22	-24.57
2007	3.90	-4.18	4.32	-4.58
2006	15.44	-2.51	21.26	-3.05
2005	7.49	-2.54	13.51	-2.30
2004	13.68	-3.20	20.31	-7.32
2003	25.46	-2.67	32.68	-1.93
2002	-3.83	-10.99	7.55	-8.65
2001	1.46	-7.30	4.90	-4.41
2000	5.09	-4.07	11.88	-2.51
1999	10.77	-2.62	2.11	-4.11
1998	6.51	-11.58	-0.30	-13.23
1997	12.72	-2.62	4.80	-3.83
1996	12.51	-2.90	10.07	-2.17
1995	18.49	-1.31	14.94	-1.53
1994	-1.08	-5.17	-4.11	-7.57
1993	17.22	-1.90	21.05	-2.35
1992	9.42	-1.37	10.23	-2.71
1991	24.15	-3.18	18.76	-2.61
1990	-4.70	-9.79	-10.86	-16.22
1989	19.42	-1.78	13.23	-1.43
1988	16.48	-1.57	12.98	-1.18
1987	4.41	-16.69	8.44	-12.71
1986	20.58	-3.51	28.08	-2.01
1985	27.95	-1.60	30.14	-1.95
1984	9.53	-4.07	5.34	-5.43
1983	20.22	-1.54	16.56	-1.96
1982	19.04	-3.82	23.60	-8.30
1981	6.74	-6.49	-2.54	-10.01
1980	19.74	-9.03	16.86	-15.06
1979	17.56	-6.70	40.61	-8.18
1978	11.95	-7.40	20.11	-6.79
1977	7.71	-1.43	16.95	-0.10
1976	21.01	-2.56	23.87	-2.72

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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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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