Mebane Faber Ivy Portfolio vs Bogleheads Three Funds Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - April 2025 (~55 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 1970)
Inflation Adjusted:
Mebane Faber Ivy Portfolio
1.00$
Initial Capital
May 1995
7.86$
Final Capital
April 2025
7.11%
Yearly Return
11.59%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period
1.00$
Initial Capital
May 1995
3.73$
Final Capital
April 2025
4.49%
Yearly Return
11.59%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period
1.00$
Initial Capital
January 1970
149.22$
Final Capital
April 2025
9.47%
Yearly Return
10.64%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period
1.00$
Initial Capital
January 1970
17.60$
Final Capital
April 2025
5.32%
Yearly Return
10.64%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
May 1995
9.86$
Final Capital
April 2025
7.93%
Yearly Return
12.41%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
May 1995
4.68$
Final Capital
April 2025
5.28%
Yearly Return
12.41%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1970
153.03$
Final Capital
April 2025
9.52%
Yearly Return
12.53%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1970
18.05$
Final Capital
April 2025
5.37%
Yearly Return
12.53%
Std Deviation
-44.62%
Max Drawdown
124months
Recovery Period

As of April 2025, in the previous 30 Years, the Mebane Faber Ivy Portfolio obtained a 7.11% compound annual return, with a 11.59% standard deviation. It suffered a maximum drawdown of -47.39% that required 56 months to be recovered.

As of April 2025, in the previous 30 Years, the Bogleheads Three Funds Portfolio obtained a 7.93% compound annual return, with a 12.41% 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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Mebane Faber Ivy 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
BND
Vanguard Total Bond Market
20.00
GSG
iShares S&P GSCI Commodity Indexed Trust
Bogleheads Three Funds Portfolio
Weight
(%)		 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
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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 1970 - 30 April 2025 (~55 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_mebane_faber.webp Ivy Portfolio
Mebane Faber 		0.41 -1.79 -0.01 7.93 10.58 5.24 7.11 9.47
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		0.55 0.61 1.41 11.53 10.64 7.80 7.93 9.52
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Mebane Faber Ivy Portfolio: an investment of 1$, since May 1995, now would be worth 7.86$, with a total return of 685.61% (7.11% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since May 1995, now would be worth 9.86$, with a total return of 886.40% (7.93% annualized).


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Mebane Faber Ivy Portfolio: an investment of 1$, since January 1970, now would be worth 149.22$, with a total return of 14821.91% (9.47% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since January 1970, now would be worth 153.03$, with a total return of 15202.84% (9.52% 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 1970 - 30 April 2025 (~55 years)
Swipe left to see all data
Ivy Portfolio Three Funds
Author Mebane Faber Bogleheads
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.93 11.53
Infl. Adjusted Return (%) 5.74 9.27
DRAWDOWN
Deepest Drawdown Depth (%) -2.84 -2.75
Start to Recovery (months) 2* 2*
Longest Drawdown Depth (%) -2.66 -2.68
Start to Recovery (months) 3 3
Longest Negative Period (months) 8* 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.49 7.81
Sharpe Ratio 0.48 0.86
Sortino Ratio 0.60 1.10
Ulcer Index 1.25 1.36
Ratio: Return / Standard Deviation 1.22 1.48
Ratio: Return / Deepest Drawdown 2.79 4.19
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Ivy Portfolio Three Funds
Author Mebane Faber Bogleheads
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 10.58 10.64
Infl. Adjusted Return (%) 5.79 5.84
DRAWDOWN
Deepest Drawdown Depth (%) -16.46 -23.18
Start to Recovery (months) 24 26
Longest Drawdown Depth (%) -16.46 -23.18
Start to Recovery (months) 24 26
Longest Negative Period (months) 30 34
RISK INDICATORS
Standard Deviation (%) 11.66 13.05
Sharpe Ratio 0.69 0.62
Sortino Ratio 0.92 0.84
Ulcer Index 5.32 7.90
Ratio: Return / Standard Deviation 0.91 0.81
Ratio: Return / Deepest Drawdown 0.64 0.46
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Ivy Portfolio Three Funds
Author Mebane Faber Bogleheads
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.24 7.80
Infl. Adjusted Return (%) 2.10 4.59
DRAWDOWN
Deepest Drawdown Depth (%) -21.77 -23.18
Start to Recovery (months) 12 26
Longest Drawdown Depth (%) -16.46 -23.18
Start to Recovery (months) 24 26
Longest Negative Period (months) 59 34
RISK INDICATORS
Standard Deviation (%) 11.58 12.36
Sharpe Ratio 0.30 0.49
Sortino Ratio 0.39 0.65
Ulcer Index 5.96 6.43
Ratio: Return / Standard Deviation 0.45 0.63
Ratio: Return / Deepest Drawdown 0.24 0.34
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Ivy Portfolio Three Funds
Author Mebane Faber Bogleheads
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.11 7.93
Infl. Adjusted Return (%) 4.49 5.28
DRAWDOWN
Deepest Drawdown Depth (%) -47.39 -43.68
Start to Recovery (months) 56 42
Longest Drawdown Depth (%) -47.39 -33.38
Start to Recovery (months) 56 57
Longest Negative Period (months) 93 118
RISK INDICATORS
Standard Deviation (%) 11.59 12.41
Sharpe Ratio 0.42 0.46
Sortino Ratio 0.53 0.59
Ulcer Index 9.24 10.83
Ratio: Return / Standard Deviation 0.61 0.64
Ratio: Return / Deepest Drawdown 0.15 0.18
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Ivy Portfolio Three Funds
Author Mebane Faber Bogleheads
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.47 9.52
Infl. Adjusted Return (%) 5.32 5.37
DRAWDOWN
Deepest Drawdown Depth (%) -47.39 -43.68
Start to Recovery (months) 56 42
Longest Drawdown Depth (%) -47.39 -33.38
Start to Recovery (months) 56 57
Longest Negative Period (months) 93 118
RISK INDICATORS
Standard Deviation (%) 10.64 12.53
Sharpe Ratio 0.47 0.41
Sortino Ratio 0.61 0.55
Ulcer Index 7.16 9.21
Ratio: Return / Standard Deviation 0.89 0.76
Ratio: Return / Deepest Drawdown 0.20 0.22
Metrics calculated over the period 1 January 1970 - 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 1970 - 30 April 2025 (~55 years)

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Ivy Portfolio Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-47.39 56 Jun 2008
Jan 2013
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-21.77 12 Jan 2020
Dec 2020
-17.01 7 Jan 2020
Jul 2020
-16.46 24 Apr 2022
Mar 2024
-15.89 37 Jul 2014
Jul 2017
-15.77 17 May 2011
Sep 2012
-13.25 13 Apr 1998
Apr 1999
-12.46 5 Jul 1998
Nov 1998
-11.43 28 Feb 2001
May 2003
-11.00 7 Oct 2018
Apr 2019
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016

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Ivy Portfolio Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-47.39 56 Jun 2008
Jan 2013
-43.68 42 Nov 2007
Apr 2011
-34.07 37 Jan 1973
Jan 1976
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-21.77 12 Jan 2020
Dec 2020
-19.21 17 Sep 1987
Jan 1989
-17.24 12 Jan 1970
Dec 1970
-17.01 7 Jan 2020
Jul 2020
-16.46 24 Apr 2022
Mar 2024
-15.89 37 Jul 2014
Jul 2017
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-14.03 23 Dec 1980
Oct 1982
-13.25 13 Apr 1998
Apr 1999

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 1970 - 30 April 2025 (~55 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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Ivy Portfolio Three Funds
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.41 -2.84 0.55 -2.75
2024
 8.82 -3.17 13.85 -3.44
2023
 10.72 -7.72 18.86 -8.74
2022
 -10.08 -16.46 -17.06 -23.18
2021
 22.27 -4.02 14.95 -3.53
2020
 2.25 -21.77 15.39 -17.01
2019
 21.16 -3.82 23.65 -4.68
2018
 -7.88 -11.00 -6.89 -10.53
2017
 12.20 -0.65 19.54 0.00
2016
 7.80 -4.52 8.39 -4.82
2015
 -7.10 -9.47 -1.14 -8.74
2014
 2.25 -5.17 6.07 -3.01
2013
 9.20 -3.80 20.56 -2.36
2012
 11.11 -6.84 14.53 -7.09
2011
 0.04 -15.74 -2.14 -15.77
2010
 14.19 -9.36 13.50 -9.82
2009
 22.28 -18.34 26.45 -15.70
2008
 -31.26 -38.00 -30.15 -33.07
2007
 8.59 -3.39 8.73 -4.35
2006
 15.77 -2.05 16.69 -3.08
2005
 11.34 -3.60 8.30 -3.34
2004
 17.00 -5.89 13.49 -2.83
2003
 28.11 -2.13 28.27 -3.88
2002
 3.82 -5.15 -13.11 -18.90
2001
 -8.45 -11.43 -9.84 -18.61
2000
 12.26 -2.94 -7.69 -11.84
1999
 17.97 -2.78 20.73 -2.88
1998
 -0.93 -13.25 18.03 -12.46
1997
 8.87 -3.23 17.15 -4.61
1996
 19.40 -2.64 12.60 -3.77
1995
 18.09 -1.03 22.72 -1.03
1994
 0.77 -6.49 2.31 -4.84
1993
 11.51 -5.04 16.23 -4.16
1992
 4.09 -3.09 1.54 -4.66
1991
 17.33 -3.31 22.09 -4.27
1990
 -1.70 -7.21 -8.74 -15.31
1989
 20.35 -1.48 20.64 -2.08
1988
 18.35 -1.99 17.83 -3.20
1987
 10.95 -11.40 10.76 -19.21
1986
 22.86 -3.01 29.32 -4.89
1985
 26.65 -0.47 35.27 -2.34
1984
 8.40 -3.66 4.95 -7.57
1983
 19.70 -1.57 19.49 -2.98
1982
 16.68 -4.00 16.05 -10.52
1981
 -3.14 -8.21 -1.38 -10.40
1980
 18.97 -10.97 24.15 -10.43
1979
 21.71 -6.97 15.99 -7.03
1978
 16.56 -5.04 13.84 -7.76
1977
 9.30 -1.92 3.33 -3.91
1976
 15.62 -2.43 16.66 -2.66
1975
 15.63 -5.46 29.64 -10.48
1974
 -4.73 -12.61 -18.66 -25.61
1973
 6.86 -6.06 -11.64 -12.71
1972
 21.95 -0.17 21.03 -1.21
1971
 16.81 -4.23 20.20 -5.15
1970
 5.11 -11.16 1.50 -17.24
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