Mebane Faber Ivy Portfolio vs Tim Maurer Simple Money Portfolio Portfolio Comparison

Simulation Settings
Period: January 1975 - April 2025 (~50 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 1975)
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 1975
97.90$
Final Capital
April 2025
9.53%
Yearly Return
10.63%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period
1.00$
Initial Capital
January 1975
15.89$
Final Capital
April 2025
5.65%
Yearly Return
10.63%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period
Tim Maurer Simple Money Portfolio
1.00$
Initial Capital
May 1995
8.07$
Final Capital
April 2025
7.21%
Yearly Return
9.16%
Std Deviation
-32.39%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
May 1995
3.83$
Final Capital
April 2025
4.58%
Yearly Return
9.16%
Std Deviation
-33.50%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1975
133.20$
Final Capital
April 2025
10.21%
Yearly Return
9.75%
Std Deviation
-32.39%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1975
21.62$
Final Capital
April 2025
6.30%
Yearly Return
9.75%
Std Deviation
-33.50%
Max Drawdown
40months
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 Tim Maurer Simple Money Portfolio obtained a 7.21% compound annual return, with a 9.16% standard deviation. It suffered a maximum drawdown of -32.39% that required 36 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
Tim Maurer Simple Money Portfolio
Weight
(%)		 Ticker Name
15.00
SCZ
iShares MSCI EAFE Small-Cap
15.00
EFV
iShares MSCI EAFE Value
7.50
IJR
iShares Core S&P Small-Cap
7.50
IJS
iShares S&P Small-Cap 600 Value
7.50
VTV
Vanguard Value
7.50
VV
Vanguard Large-Cap
40.00
IEI
iShares 3-7 Year Treasury Bond
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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 1975 - 30 April 2025 (~50 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
//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 9.53
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tim_maurer.webp Simple Money Portfolio
Tim Maurer 		2.96 0.84 2.71 9.87 7.23 5.06 7.21 10.21
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).

Tim Maurer Simple Money Portfolio: an investment of 1$, since May 1995, now would be worth 8.07$, with a total return of 707.31% (7.21% annualized).


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Mebane Faber Ivy Portfolio: an investment of 1$, since January 1975, now would be worth 97.90$, with a total return of 9689.54% (9.53% annualized).

Tim Maurer Simple Money Portfolio: an investment of 1$, since January 1975, now would be worth 133.20$, with a total return of 13220.26% (10.21% 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 1975 - 30 April 2025 (~50 years)
Swipe left to see all data
Ivy Portfolio Simple Money Portfolio
Author Mebane Faber Tim Maurer
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.93 9.87
Infl. Adjusted Return (%) 5.74 7.64
DRAWDOWN
Deepest Drawdown Depth (%) -2.84 -3.22
Start to Recovery (months) 2* 7*
Longest Drawdown Depth (%) -2.66 -3.22
Start to Recovery (months) 3 7*
Longest Negative Period (months) 8* 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.49 7.78
Sharpe Ratio 0.48 0.65
Sortino Ratio 0.60 0.87
Ulcer Index 1.25 1.32
Ratio: Return / Standard Deviation 1.22 1.27
Ratio: Return / Deepest Drawdown 2.79 3.07
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Ivy Portfolio Simple Money Portfolio
Author Mebane Faber Tim Maurer
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 10.58 7.23
Infl. Adjusted Return (%) 5.79 2.58
DRAWDOWN
Deepest Drawdown Depth (%) -16.46 -18.44
Start to Recovery (months) 24 31
Longest Drawdown Depth (%) -16.46 -18.44
Start to Recovery (months) 24 31
Longest Negative Period (months) 30 35
RISK INDICATORS
Standard Deviation (%) 11.66 10.63
Sharpe Ratio 0.69 0.44
Sortino Ratio 0.92 0.62
Ulcer Index 5.32 5.91
Ratio: Return / Standard Deviation 0.91 0.68
Ratio: Return / Deepest Drawdown 0.64 0.39
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Ivy Portfolio Simple Money Portfolio
Author Mebane Faber Tim Maurer
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.24 5.06
Infl. Adjusted Return (%) 2.10 1.92
DRAWDOWN
Deepest Drawdown Depth (%) -21.77 -18.44
Start to Recovery (months) 12 31
Longest Drawdown Depth (%) -16.46 -18.44
Start to Recovery (months) 24 31
Longest Negative Period (months) 59 35
RISK INDICATORS
Standard Deviation (%) 11.58 9.65
Sharpe Ratio 0.30 0.34
Sortino Ratio 0.39 0.46
Ulcer Index 5.96 4.99
Ratio: Return / Standard Deviation 0.45 0.52
Ratio: Return / Deepest Drawdown 0.24 0.27
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Ivy Portfolio Simple Money Portfolio
Author Mebane Faber Tim Maurer
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.11 7.21
Infl. Adjusted Return (%) 4.49 4.58
DRAWDOWN
Deepest Drawdown Depth (%) -47.39 -32.39
Start to Recovery (months) 56 36
Longest Drawdown Depth (%) -47.39 -32.39
Start to Recovery (months) 56 36
Longest Negative Period (months) 93 52
RISK INDICATORS
Standard Deviation (%) 11.59 9.16
Sharpe Ratio 0.42 0.54
Sortino Ratio 0.53 0.71
Ulcer Index 9.24 5.67
Ratio: Return / Standard Deviation 0.61 0.79
Ratio: Return / Deepest Drawdown 0.15 0.22
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Ivy Portfolio Simple Money Portfolio
Author Mebane Faber Tim Maurer
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.53 10.21
Infl. Adjusted Return (%) 5.65 6.30
DRAWDOWN
Deepest Drawdown Depth (%) -47.39 -32.39
Start to Recovery (months) 56 36
Longest Drawdown Depth (%) -47.39 -32.39
Start to Recovery (months) 56 36
Longest Negative Period (months) 93 52
RISK INDICATORS
Standard Deviation (%) 10.63 9.75
Sharpe Ratio 0.50 0.61
Sortino Ratio 0.64 0.83
Ulcer Index 7.37 4.86
Ratio: Return / Standard Deviation 0.90 1.05
Ratio: Return / Deepest Drawdown 0.20 0.32
Metrics calculated over the period 1 January 1975 - 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 1975 - 30 April 2025 (~50 years)

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Ivy Portfolio Simple Money Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-47.39 56 Jun 2008
Jan 2013
-32.39 36 Nov 2007
Oct 2010
-21.77 12 Jan 2020
Dec 2020
-18.44 31 Sep 2021
Mar 2024
-16.46 24 Apr 2022
Mar 2024
-15.89 37 Jul 2014
Jul 2017
-14.55 11 Jan 2020
Nov 2020
-13.25 13 Apr 1998
Apr 1999
-11.43 28 Feb 2001
May 2003
-11.27 11 May 2011
Mar 2012
-11.00 7 Oct 2018
Apr 2019
-9.50 8 May 1998
Dec 1998
-8.98 12 Jun 2002
May 2003
-8.67 10 Sep 2018
Jun 2019
-6.83 14 Feb 2001
Mar 2002

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Ivy Portfolio Simple Money Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-47.39 56 Jun 2008
Jan 2013
-32.39 36 Nov 2007
Oct 2010
-21.77 12 Jan 2020
Dec 2020
-18.44 31 Sep 2021
Mar 2024
-17.06 13 Sep 1987
Sep 1988
-16.46 24 Apr 2022
Mar 2024
-15.89 37 Jul 2014
Jul 2017
-14.55 11 Jan 2020
Nov 2020
-13.25 13 Apr 1998
Apr 1999
-11.99 14 Jan 1990
Feb 1991
-11.43 28 Feb 2001
May 2003
-11.40 10 Sep 1987
Jun 1988
-11.27 11 May 2011
Mar 2012
-11.00 7 Oct 2018
Apr 2019
-10.97 5 Feb 1980
Jun 1980

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 1975 - 30 April 2025 (~50 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.

Swipe left to see all data
Ivy Portfolio Simple Money Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.41 -2.84 2.96 -0.67
2024
 8.82 -3.17 6.04 -3.22
2023
 10.72 -7.72 11.53 -7.51
2022
 -10.08 -16.46 -11.48 -18.42
2021
 22.27 -4.02 10.46 -2.79
2020
 2.25 -21.77 6.87 -14.55
2019
 21.16 -3.82 16.14 -3.66
2018
 -7.88 -11.00 -6.64 -8.67
2017
 12.20 -0.65 13.36 -0.06
2016
 7.80 -4.52 8.15 -3.04
2015
 -7.10 -9.47 0.47 -5.71
2014
 2.25 -5.17 2.33 -3.17
2013
 9.20 -3.80 17.81 -2.16
2012
 11.11 -6.84 11.70 -5.80
2011
 0.04 -15.74 -0.69 -11.27
2010
 14.19 -9.36 12.55 -7.06
2009
 22.28 -18.34 17.16 -14.10
2008
 -31.26 -38.00 -18.42 -21.26
2007
 8.59 -3.39 5.07 -3.51
2006
 15.77 -2.05 15.49 -2.64
2005
 11.34 -3.60 8.71 -2.47
2004
 17.00 -5.89 16.23 -3.15
2003
 28.11 -2.13 28.83 -2.44
2002
 3.82 -5.15 -0.10 -8.98
2001
 -8.45 -11.43 -0.39 -6.83
2000
 12.26 -2.94 6.34 -2.93
1999
 17.97 -2.78 8.40 -3.42
1998
 -0.93 -13.25 10.11 -9.50
1997
 8.87 -3.23 8.93 -2.66
1996
 19.40 -2.64 8.40 -2.89
1995
 18.09 -1.03 20.10 -0.83
1994
 0.77 -6.49 -1.91 -6.44
1993
 11.51 -5.04 18.40 -1.79
1992
 4.09 -3.09 9.26 -1.70
1991
 17.33 -3.31 19.48 -3.59
1990
 -1.70 -7.21 -6.46 -11.99
1989
 20.35 -1.48 18.70 -1.68
1988
 18.35 -1.99 17.54 -1.71
1987
 10.95 -11.40 9.10 -17.06
1986
 22.86 -3.01 29.42 -4.06
1985
 26.65 -0.47 35.92 -1.27
1984
 8.40 -3.66 8.33 -6.36
1983
 19.70 -1.57 19.04 -2.19
1982
 16.68 -4.00 20.34 -5.31
1981
 -3.14 -8.21 5.26 -7.35
1980
 18.97 -10.97 16.99 -10.06
1979
 21.71 -6.97 12.42 -7.65
1978
 16.56 -5.04 14.64 -7.08
1977
 9.30 -1.92 8.65 -2.11
1976
 15.62 -2.43 18.42 -2.41
1975
 15.63 -5.46 27.95 -7.97
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Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
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