Mebane Faber Ivy vs Betterment Robo Advisor 50 Portfolio Comparison

Last Update: 29 February 2024

The Mebane Faber Ivy Portfolio obtained a 6.89% compound annual return, with a 11.58% standard deviation, in the last 30 Years.

The Betterment Robo Advisor 50 Portfolio obtained a 7.19% compound annual return, with a 9.28% standard deviation, in the last 30 Years.

Summary

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Mebane Faber Ivy Portfolio Betterment Robo Advisor 50 Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 60% 49.9%
Fixed Income 20% 50.1%
Commodities 20% 0%
30 Years Stats Return +6.89% +7.19%
Std Dev 11.58% 9.28%
Max Drawdown -47.39% -30.72%
All time Stats
(Since Jan 1985)
Return +8.59% +9.17%
Std Dev 10.91% 9.51%
Max Drawdown -47.39% -30.72%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Mebane Faber Ivy Portfolio +1.98 +5.69 +10.79 +6.97 +4.65 +6.89 +8.59
Betterment Robo Advisor 50 Portfolio +1.72 +6.53 +11.06 +4.75 +4.88 +7.19 +9.17
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Mebane Faber Ivy Portfolio: an investment of 1$, since March 1994, now would be worth 7.38$, with a total return of 638.39% (6.89% annualized).

Betterment Robo Advisor 50 Portfolio: an investment of 1$, since March 1994, now would be worth 8.03$, with a total return of 702.60% (7.19% annualized).

Mebane Faber Ivy Portfolio: an investment of 1$, since January 1985, now would be worth 25.19$, with a total return of 2419.33% (8.59% annualized).

Betterment Robo Advisor 50 Portfolio: an investment of 1$, since January 1985, now would be worth 31.10$, with a total return of 3009.72% (9.17% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Mebane Faber Ivy Portfolio
Betterment Robo Advisor 50 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-30.72% Nov 2007 Feb 2009 (16) Apr 2010 (30) 14.13
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-20.25% Jan 2022 Sep 2022 (9) In progress (26) 10.95
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-13.31% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.81
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-12.79% May 1998 Aug 1998 (4) Dec 1998 (8) 5.56
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.09
-10.86% May 2002 Sep 2002 (5) May 2003 (13) 5.87
-9.49% May 2011 Sep 2011 (5) Feb 2012 (10) 3.89
-8.54% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.79
-7.45% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.24
-7.06% May 2015 Jan 2016 (9) Jul 2016 (15) 3.86
-6.08% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.80
-5.89% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.24
-5.51% May 2010 Jun 2010 (2) Sep 2010 (5) 3.01
-5.31% Mar 1994 Nov 1994 (9) Apr 1995 (14) 2.48

Drawdown comparison chart since January 1985.

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Mebane Faber Ivy Portfolio
Betterment Robo Advisor 50 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-30.72% Nov 2007 Feb 2009 (16) Apr 2010 (30) 14.13
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-20.25% Jan 2022 Sep 2022 (9) In progress (26) 10.95
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-14.26% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.63
-13.31% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.81
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-12.79% May 1998 Aug 1998 (4) Dec 1998 (8) 5.56
-11.61% Aug 1990 Sep 1990 (2) Feb 1991 (7) 6.17
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.40% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.94
-11.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.09
-10.86% May 2002 Sep 2002 (5) May 2003 (13) 5.87
-9.49% May 2011 Sep 2011 (5) Feb 2012 (10) 3.89
-8.54% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.79
-7.55% Jan 1990 Apr 1990 (4) Jul 1990 (7) 4.01
-7.45% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.24
-7.31% Feb 1994 Jun 1994 (5) May 1995 (16) 5.36

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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Year Return Drawdown Return Drawdown
2024
+1.70%
-0.27%
+1.00%
-0.71%
2023
+10.72%
-7.72%
+12.47%
-7.29%
2022
-10.08%
-16.46%
-14.79%
-20.25%
2021
+22.27%
-4.02%
+7.95%
-2.64%
2020
+2.25%
-21.77%
+9.50%
-13.31%
2019
+21.16%
-3.82%
+17.41%
-2.78%
2018
-7.88%
-11.00%
-5.36%
-7.45%
2017
+12.20%
-0.65%
+14.19%
0.00%
2016
+7.80%
-4.52%
+8.00%
-2.25%
2015
-7.10%
-9.47%
-1.55%
-6.85%
2014
+2.25%
-5.17%
+5.47%
-2.43%
2013
+9.20%
-3.80%
+10.19%
-3.88%
2012
+11.11%
-6.84%
+13.19%
-4.36%
2011
+0.04%
-15.74%
+1.17%
-9.49%
2010
+14.19%
-9.36%
+11.61%
-5.51%
2009
+22.28%
-18.34%
+23.06%
-11.58%
2008
-31.26%
-38.00%
-19.44%
-24.47%
2007
+8.59%
-3.39%
+8.19%
-2.74%
2006
+15.77%
-2.05%
+13.22%
-2.76%
2005
+11.34%
-3.60%
+9.54%
-2.36%
2004
+17.00%
-5.89%
+12.75%
-3.66%
2003
+28.11%
-2.13%
+24.96%
-1.03%
2002
+3.82%
-5.15%
-2.56%
-10.86%
2001
-8.45%
-11.43%
+1.49%
-8.54%
2000
+12.26%
-2.94%
+1.53%
-4.79%
1999
+17.97%
-2.78%
+17.87%
-2.47%
1998
-0.93%
-13.25%
+8.83%
-12.79%
1997
+8.87%
-3.23%
+10.06%
-3.98%
1996
+19.40%
-2.64%
+13.19%
-1.81%
1995
+18.09%
-1.03%
+20.93%
-0.56%
1994
+0.77%
-6.49%
-3.66%
-7.31%
1993
+11.51%
-5.04%
+24.85%
-2.42%
1992
+4.09%
-3.09%
+5.53%
-2.73%
1991
+17.33%
-3.31%
+30.42%
-3.25%
1990
-1.70%
-7.21%
-2.59%
-11.61%
1989
+20.35%
-1.48%
+24.37%
-1.05%
1988
+18.35%
-1.99%
+16.22%
-2.20%
1987
+10.95%
-11.40%
+0.64%
-14.26%
1986
+22.86%
-3.01%
+21.70%
-4.04%
1985
+26.65%
-0.47%
+30.70%
-1.22%