Mebane Faber Ivy Portfolio vs Stocks/Bonds 60/40 Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - March 2025 (~43 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 1982)
Inflation Adjusted:
Mebane Faber Ivy Portfolio
1.00$
Initial Capital
April 1995
8.16$
Final Capital
March 2025
7.25%
Yearly Return
11.59%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period
1.00$
Initial Capital
April 1995
3.86$
Final Capital
March 2025
4.60%
Yearly Return
11.59%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period
1.00$
Initial Capital
January 1982
41.73$
Final Capital
March 2025
9.01%
Yearly Return
10.68%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period
1.00$
Initial Capital
January 1982
12.28$
Final Capital
March 2025
5.97%
Yearly Return
10.68%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
April 1995
16.84$
Final Capital
March 2025
9.87%
Yearly Return
9.71%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
April 1995
7.96$
Final Capital
March 2025
7.16%
Yearly Return
9.71%
Std Deviation
-33.64%
Max Drawdown
52months
Recovery Period
1.00$
Initial Capital
January 1982
96.93$
Final Capital
March 2025
11.16%
Yearly Return
9.92%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1982
28.53$
Final Capital
March 2025
8.06%
Yearly Return
9.92%
Std Deviation
-33.64%
Max Drawdown
52months
Recovery Period

As of March 2025, in the previous 30 Years, the Mebane Faber Ivy Portfolio obtained a 7.25% 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 March 2025, in the previous 30 Years, the Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.87% compound annual return, with a 9.71% standard deviation. It suffered a maximum drawdown of -32.52% that required 40 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.

Mebane Faber Ivy Portfolio
Weight
(%)		 ETF
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
Stocks/Bonds 60/40 Momentum Portfolio
Weight
(%)		 ETF
Ticker		 Name
60.00
MTUM
iShares Edge MSCI USA Momentum Fctr
40.00
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 1982 - 31 March 2025 (~43 years)
Swipe left to see all data
Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_mebane_faber.webp Ivy Portfolio
Mebane Faber 		2.24 -1.07 -0.19 6.41 12.10 5.62 7.25 9.01
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40 Momentum
-- Market Benchmark 		-0.27 -4.52 0.22 7.65 8.84 8.23 9.87 11.16
Return over 1 year are annualized.
Explore All Lazy Portfolios
Tailored Portfolios for every Investment Strategy

Capital Growth as of Mar 31, 2025

Mebane Faber Ivy Portfolio: an investment of 1$, since April 1995, now would be worth 8.16$, with a total return of 715.83% (7.25% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 1995, now would be worth 16.84$, with a total return of 1583.72% (9.87% annualized).


Loading data
Please wait
Mebane Faber Ivy Portfolio: an investment of 1$, since January 1982, now would be worth 41.73$, with a total return of 4072.67% (9.01% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 96.93$, with a total return of 9592.73% (11.16% 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 1982 - 31 March 2025 (~43 years)
Swipe left to see all data
Ivy Portfolio Stocks/Bonds 60/40 Momentum
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.41 7.65
Infl. Adjusted Return (%) 3.92 5.13
DRAWDOWN
Deepest Drawdown Depth (%) -3.17 -4.52
Start to Recovery (months) 3 1*
Longest Drawdown Depth (%) -3.17 -4.38
Start to Recovery (months) 3 3
Longest Negative Period (months) 6* 4*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.12 11.17
Sharpe Ratio 0.21 0.25
Sortino Ratio 0.26 0.32
Ulcer Index 1.32 2.00
Ratio: Return / Standard Deviation 0.90 0.68
Ratio: Return / Deepest Drawdown 2.02 1.69
Metrics calculated over the period 1 April 2024 - 31 March 2025
Swipe left to see all data
Ivy Portfolio Stocks/Bonds 60/40 Momentum
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 12.10 8.84
Infl. Adjusted Return (%) 7.41 4.28
DRAWDOWN
Deepest Drawdown Depth (%) -16.46 -24.21
Start to Recovery (months) 24 32
Longest Drawdown Depth (%) -16.46 -24.21
Start to Recovery (months) 24 32
Longest Negative Period (months) 30 40
RISK INDICATORS
Standard Deviation (%) 11.75 12.74
Sharpe Ratio 0.82 0.50
Sortino Ratio 1.09 0.68
Ulcer Index 5.31 11.49
Ratio: Return / Standard Deviation 1.03 0.69
Ratio: Return / Deepest Drawdown 0.74 0.36
Metrics calculated over the period 1 April 2020 - 31 March 2025
Swipe left to see all data
Ivy Portfolio Stocks/Bonds 60/40 Momentum
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.62 8.23
Infl. Adjusted Return (%) 2.46 5.00
DRAWDOWN
Deepest Drawdown Depth (%) -21.77 -24.21
Start to Recovery (months) 12 32
Longest Drawdown Depth (%) -16.46 -24.21
Start to Recovery (months) 24 32
Longest Negative Period (months) 60 40
RISK INDICATORS
Standard Deviation (%) 11.57 10.76
Sharpe Ratio 0.34 0.61
Sortino Ratio 0.43 0.81
Ulcer Index 5.95 8.38
Ratio: Return / Standard Deviation 0.49 0.77
Ratio: Return / Deepest Drawdown 0.26 0.34
Metrics calculated over the period 1 April 2015 - 31 March 2025
Swipe left to see all data
Ivy Portfolio Stocks/Bonds 60/40 Momentum
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.25 9.87
Infl. Adjusted Return (%) 4.60 7.16
DRAWDOWN
Deepest Drawdown Depth (%) -47.39 -32.52
Start to Recovery (months) 56 40
Longest Drawdown Depth (%) -47.39 -21.14
Start to Recovery (months) 56 41
Longest Negative Period (months) 93 53
RISK INDICATORS
Standard Deviation (%) 11.59 9.71
Sharpe Ratio 0.43 0.78
Sortino Ratio 0.54 1.03
Ulcer Index 9.23 8.23
Ratio: Return / Standard Deviation 0.63 1.02
Ratio: Return / Deepest Drawdown 0.15 0.30
Metrics calculated over the period 1 April 1995 - 31 March 2025
Swipe left to see all data
Ivy Portfolio Stocks/Bonds 60/40 Momentum
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.01 11.16
Infl. Adjusted Return (%) 5.97 8.06
DRAWDOWN
Deepest Drawdown Depth (%) -47.39 -32.52
Start to Recovery (months) 56 40
Longest Drawdown Depth (%) -47.39 -21.14
Start to Recovery (months) 56 41
Longest Negative Period (months) 93 53
RISK INDICATORS
Standard Deviation (%) 10.68 9.92
Sharpe Ratio 0.51 0.76
Sortino Ratio 0.65 1.02
Ulcer Index 7.81 7.31
Ratio: Return / Standard Deviation 0.84 1.12
Ratio: Return / Deepest Drawdown 0.19 0.34
Metrics calculated over the period 1 January 1982 - 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 1982 - 31 March 2025 (~43 years)

Loading data
Please wait
Swipe left to see all data
Ivy Portfolio Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-47.39 56 Jun 2008
Jan 2013
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-21.77 12 Jan 2020
Dec 2020
-21.14 41 Sep 2000
Jan 2004
-16.46 24 Apr 2022
Mar 2024
-15.89 37 Jul 2014
Jul 2017
-13.25 13 Apr 1998
Apr 1999
-11.43 28 Feb 2001
May 2003
-11.00 7 Oct 2018
Apr 2019
-10.73 5 Feb 2020
Jun 2020
-9.29 9 Oct 2018
Jun 2019
-7.14 9 May 2011
Jan 2012
-6.78 3 Aug 1998
Oct 1998
-6.08 6 Nov 2007
Apr 2008

Loading data
Please wait
Swipe left to see all data
Ivy Portfolio Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-47.39 56 Jun 2008
Jan 2013
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-21.77 12 Jan 2020
Dec 2020
-21.14 41 Sep 2000
Jan 2004
-20.08 21 Sep 1987
May 1989
-16.46 24 Apr 2022
Mar 2024
-15.89 37 Jul 2014
Jul 2017
-13.25 13 Apr 1998
Apr 1999
-11.43 28 Feb 2001
May 2003
-11.40 10 Sep 1987
Jun 1988
-11.00 7 Oct 2018
Apr 2019
-10.73 5 Feb 2020
Jun 2020
-9.29 9 Oct 2018
Jun 2019
-7.66 6 Aug 1990
Jan 1991

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 1982 - 31 March 2025 (~43 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
Ivy Portfolio Stocks/Bonds 60/40 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.24 -1.07 -0.27 -4.52
2024
 8.82 -3.17 20.29 -4.38
2023
 10.72 -7.72 7.65 -5.48
2022
 -10.08 -16.46 -16.20 -21.97
2021
 22.27 -4.02 7.27 -2.88
2020
 2.25 -21.77 20.99 -10.73
2019
 21.16 -3.82 19.89 -0.92
2018
 -7.88 -11.00 -1.04 -9.29
2017
 12.20 -0.65 23.93 0.00
2016
 7.80 -4.52 4.01 -3.57
2015
 -7.10 -9.47 5.58 -4.61
2014
 2.25 -5.17 11.10 -2.40
2013
 9.20 -3.80 19.91 -2.13
2012
 11.11 -6.84 10.22 -3.51
2011
 0.04 -15.74 6.73 -7.14
2010
 14.19 -9.36 13.29 -6.43
2009
 22.28 -18.34 11.92 -12.79
2008
 -31.26 -38.00 -21.83 -24.08
2007
 8.59 -3.39 13.35 -1.41
2006
 15.77 -2.05 8.04 -2.23
2005
 11.34 -3.60 12.44 -0.99
2004
 17.00 -5.89 11.72 -2.06
2003
 28.11 -2.13 17.18 -1.95
2002
 3.82 -5.15 -4.07 -11.25
2001
 -8.45 -11.43 -7.04 -13.57
2000
 12.26 -2.94 -1.21 -6.50
1999
 17.97 -2.78 23.95 -1.65
1998
 -0.93 -13.25 32.69 -6.78
1997
 8.87 -3.23 25.89 -3.48
1996
 19.40 -2.64 19.33 -2.32
1995
 18.09 -1.03 32.67 0.00
1994
 0.77 -6.49 -1.72 -6.35
1993
 11.51 -5.04 11.81 -0.99
1992
 4.09 -3.09 5.45 -2.52
1991
 17.33 -3.31 28.24 -2.57
1990
 -1.70 -7.21 4.36 -7.66
1989
 20.35 -1.48 31.11 -1.20
1988
 18.35 -1.99 7.18 -3.36
1987
 10.95 -11.40 2.02 -20.08
1986
 22.86 -3.01 19.66 -5.55
1985
 26.65 -0.47 28.33 -1.52
1984
 8.40 -3.66 5.51 -7.11
1983
 19.70 -1.57 12.26 -3.09
1982
 16.68 -4.00 30.72 -2.23
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