Marc Faber Portfolio vs Bogleheads Three Funds Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - March 2025 (~49 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond March 2025.
Reset settings
Close
Results
30 Years
All (since January 1976)
Inflation Adjusted:
Marc Faber Portfolio
1.00$
Initial Capital
April 1995
9.91$
Final Capital
March 2025
7.94%
Yearly Return
9.73%
Std Deviation
-28.82%
Max Drawdown
22months
Recovery Period
1.00$
Initial Capital
April 1995
4.69$
Final Capital
March 2025
5.28%
Yearly Return
9.73%
Std Deviation
-29.83%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1976
89.42$
Final Capital
March 2025
9.55%
Yearly Return
9.58%
Std Deviation
-28.82%
Max Drawdown
22months
Recovery Period
1.00$
Initial Capital
January 1976
15.55$
Final Capital
March 2025
5.73%
Yearly Return
9.58%
Std Deviation
-29.83%
Max Drawdown
29months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
April 1995
10.05$
Final Capital
March 2025
8.00%
Yearly Return
12.42%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
April 1995
4.75$
Final Capital
March 2025
5.33%
Yearly Return
12.42%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1976
110.55$
Final Capital
March 2025
10.03%
Yearly Return
12.30%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1976
19.23$
Final Capital
March 2025
6.19%
Yearly Return
12.30%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period

As of March 2025, in the previous 30 Years, the Marc Faber Portfolio obtained a 7.94% compound annual return, with a 9.73% standard deviation. It suffered a maximum drawdown of -28.82% that required 22 months to be recovered.

As of March 2025, in the previous 30 Years, the Bogleheads Three Funds Portfolio obtained a 8.00% compound annual return, with a 12.42% standard deviation. It suffered a maximum drawdown of -43.68% that required 42 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.
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Buy now
English book
Buy now
Italian book

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Marc Faber Portfolio
Weight
(%)		 ETF
Ticker		 Name
25.00
VNQ
Vanguard Real Estate
13.00
VV
Vanguard Large-Cap
8.00
VEA
Vanguard FTSE Developed Markets
4.00
EEM
iShares MSCI Emerging Markets
25.00
BND
Vanguard Total Bond Market
25.00
GLD
SPDR Gold Trust
Bogleheads Three Funds Portfolio
Weight
(%)		 ETF
Ticker		 Name
50.00
VTI
Vanguard Total Stock Market
30.00
VEU
Vanguard FTSE All-World ex-US
20.00
BND
Vanguard Total Bond Market
Test Your Asset Allocation
Evaluate your portfolio strategy in 7 different currencies
Try the Backtest Tool

Portfolio Returns as of Mar 31, 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 1976 - 31 March 2025 (~49 years)
Swipe left to see all data
Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_marc_faber.webp Marc Faber Portfolio
Marc Faber 		6.27 1.12 2.85 15.27 9.84 6.57 7.94 9.55
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		-0.06 -2.75 -1.41 7.04 12.39 7.91 8.00 10.03
Return over 1 year are annualized.
Explore All Lazy Portfolios
Tailored Portfolios for every Investment Strategy

Capital Growth as of Mar 31, 2025

Marc Faber Portfolio: an investment of 1$, since April 1995, now would be worth 9.91$, with a total return of 890.86% (7.94% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since April 1995, now would be worth 10.05$, with a total return of 905.38% (8.00% annualized).


Loading data
Please wait
Marc Faber Portfolio: an investment of 1$, since January 1976, now would be worth 89.42$, with a total return of 8842.27% (9.55% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since January 1976, now would be worth 110.55$, with a total return of 10954.73% (10.03% annualized).


Loading data
Please wait
Readings that may interest you

Portfolio Metrics as of Mar 31, 2025

The following metrics, updated as of 31 March 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1976 - 31 March 2025 (~49 years)
Swipe left to see all data
Marc Faber Portfolio Three Funds
Author Marc Faber Bogleheads
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 25% 20%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 15.27 7.04
Infl. Adjusted Return (%) 12.58 4.54
DRAWDOWN
Deepest Drawdown Depth (%) -3.50 -3.44
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -3.50 -2.68
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.93 8.87
Sharpe Ratio 1.31 0.24
Sortino Ratio 1.63 0.31
Ulcer Index 1.23 1.55
Ratio: Return / Standard Deviation 1.92 0.79
Ratio: Return / Deepest Drawdown 4.36 2.05
Metrics calculated over the period 1 April 2024 - 31 March 2025
Swipe left to see all data
Marc Faber Portfolio Three Funds
Author Marc Faber Bogleheads
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 25% 20%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 9.84 12.39
Infl. Adjusted Return (%) 5.24 7.68
DRAWDOWN
Deepest Drawdown Depth (%) -19.93 -23.18
Start to Recovery (months) 30 26
Longest Drawdown Depth (%) -19.93 -23.18
Start to Recovery (months) 30 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 11.33 13.51
Sharpe Ratio 0.65 0.73
Sortino Ratio 0.89 1.01
Ulcer Index 7.23 7.90
Ratio: Return / Standard Deviation 0.87 0.92
Ratio: Return / Deepest Drawdown 0.49 0.53
Metrics calculated over the period 1 April 2020 - 31 March 2025
Swipe left to see all data
Marc Faber Portfolio Three Funds
Author Marc Faber Bogleheads
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 25% 20%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 6.57 7.91
Infl. Adjusted Return (%) 3.38 4.69
DRAWDOWN
Deepest Drawdown Depth (%) -19.93 -23.18
Start to Recovery (months) 30 26
Longest Drawdown Depth (%) -19.93 -23.18
Start to Recovery (months) 30 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 9.84 12.36
Sharpe Ratio 0.49 0.50
Sortino Ratio 0.68 0.67
Ulcer Index 5.62 6.43
Ratio: Return / Standard Deviation 0.67 0.64
Ratio: Return / Deepest Drawdown 0.33 0.34
Metrics calculated over the period 1 April 2015 - 31 March 2025
Swipe left to see all data
Marc Faber Portfolio Three Funds
Author Marc Faber Bogleheads
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 25% 20%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 7.94 8.00
Infl. Adjusted Return (%) 5.28 5.33
DRAWDOWN
Deepest Drawdown Depth (%) -28.82 -43.68
Start to Recovery (months) 22 42
Longest Drawdown Depth (%) -19.93 -33.38
Start to Recovery (months) 30 57
Longest Negative Period (months) 41 118
RISK INDICATORS
Standard Deviation (%) 9.73 12.42
Sharpe Ratio 0.58 0.46
Sortino Ratio 0.77 0.60
Ulcer Index 5.36 10.83
Ratio: Return / Standard Deviation 0.82 0.64
Ratio: Return / Deepest Drawdown 0.28 0.18
Metrics calculated over the period 1 April 1995 - 31 March 2025
Swipe left to see all data
Marc Faber Portfolio Three Funds
Author Marc Faber Bogleheads
ASSET ALLOCATION
Stocks 50% 80%
Fixed Income 25% 20%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 9.55 10.03
Infl. Adjusted Return (%) 5.73 6.19
DRAWDOWN
Deepest Drawdown Depth (%) -28.82 -43.68
Start to Recovery (months) 22 42
Longest Drawdown Depth (%) -19.93 -33.38
Start to Recovery (months) 30 57
Longest Negative Period (months) 41 118
RISK INDICATORS
Standard Deviation (%) 9.58 12.30
Sharpe Ratio 0.56 0.47
Sortino Ratio 0.75 0.63
Ulcer Index 4.81 8.89
Ratio: Return / Standard Deviation 1.00 0.81
Ratio: Return / Deepest Drawdown 0.33 0.23
Metrics calculated over the period 1 January 1976 - 31 March 2025
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book

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 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1976 - 31 March 2025 (~49 years)

Loading data
Please wait
Swipe left to see all data
Marc Faber Portfolio Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-28.82 22 Jun 2008
Mar 2010
-23.18 26 Jan 2022
Feb 2024
-19.93 30 Jan 2022
Jun 2024
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-12.46 5 Jul 1998
Nov 1998
-11.30 6 Feb 2020
Jul 2020
-10.53 15 Feb 2018
Apr 2019
-10.47 12 May 1998
Apr 1999
-9.88 14 Jun 2015
Jul 2016
-7.96 5 Sep 2011
Jan 2012
-7.74 15 Feb 2015
Apr 2016
-7.73 12 Aug 2016
Jul 2017

Loading data
Please wait
Swipe left to see all data
Marc Faber Portfolio Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-28.82 22 Jun 2008
Mar 2010
-23.18 26 Jan 2022
Feb 2024
-19.93 30 Jan 2022
Jun 2024
-19.21 17 Sep 1987
Jan 1989
-17.01 7 Jan 2020
Jul 2020
-16.06 23 Dec 1980
Oct 1982
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-14.03 23 Dec 1980
Oct 1982
-13.66 5 Feb 1980
Jun 1980
-12.46 5 Jul 1998
Nov 1998
-11.30 6 Feb 2020
Jul 2020
-10.53 15 Feb 2018
Apr 2019

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 - 31 March 2025 (~49 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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
Marc Faber Portfolio Three Funds
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 6.27 0.00 -0.06 -2.75
2024
 12.01 -3.50 13.85 -3.44
2023
 12.80 -6.81 18.86 -8.74
2022
 -14.67 -19.93 -17.06 -23.18
2021
 12.98 -3.70 14.95 -3.53
2020
 11.15 -11.30 15.39 -17.01
2019
 20.49 -0.76 23.65 -4.68
2018
 -4.39 -5.23 -6.89 -10.53
2017
 11.79 -0.53 19.54 0.00
2016
 6.97 -7.73 8.39 -4.82
2015
 -2.47 -7.74 -1.14 -8.74
2014
 9.60 -4.12 6.07 -3.01
2013
 -1.18 -7.32 20.56 -2.36
2012
 11.20 -4.70 14.53 -7.09
2011
 4.97 -7.96 -2.14 -15.77
2010
 19.36 -3.86 13.50 -9.82
2009
 22.95 -12.23 26.45 -15.70
2008
 -16.28 -24.88 -30.15 -33.07
2007
 8.25 -4.55 8.73 -4.35
2006
 20.89 -2.23 16.69 -3.08
2005
 11.20 -3.43 8.30 -3.34
2004
 13.91 -7.35 13.49 -2.83
2003
 23.98 -1.74 28.27 -3.88
2002
 4.97 -6.80 -13.11 -18.90
2001
 1.95 -4.37 -9.84 -18.61
2000
 4.65 -3.12 -7.69 -11.84
1999
 7.25 -3.69 20.73 -2.88
1998
 2.17 -10.47 18.03 -12.46
1997
 5.23 -3.45 17.15 -4.61
1996
 12.19 -0.80 12.60 -3.77
1995
 13.03 -1.18 22.72 -1.03
1994
 -3.18 -6.45 2.31 -4.84
1993
 19.45 -2.71 16.23 -4.16
1992
 3.34 -3.05 1.54 -4.66
1991
 19.75 -1.89 22.09 -4.27
1990
 -4.94 -8.47 -8.74 -15.31
1989
 13.95 -0.81 20.64 -2.08
1988
 7.03 -1.66 17.83 -3.20
1987
 6.79 -9.04 10.76 -19.21
1986
 21.19 -0.55 29.32 -4.89
1985
 21.48 -1.50 35.27 -2.34
1984
 6.21 -3.99 4.95 -7.57
1983
 10.11 -3.68 19.49 -2.98
1982
 18.23 -8.89 16.05 -10.52
1981
 -5.97 -11.09 -1.38 -10.40
1980
 16.83 -13.66 24.15 -10.43
1979
 45.44 -6.67 15.99 -7.03
1978
 16.06 -5.46 13.84 -7.76
1977
 12.22 -0.63 3.33 -3.91
1976
 17.91 -2.03 16.66 -2.66
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book