Rick Ferri Core Four Portfolio vs Alpha Architect Robust Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - April 2025 (~43 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 1982)
Inflation Adjusted:
Rick Ferri Core Four Portfolio
1.00$
Initial Capital
May 1995
10.69$
Final Capital
April 2025
8.22%
Yearly Return
12.26%
Std Deviation
-44.44%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
May 1995
5.07$
Final Capital
April 2025
5.56%
Yearly Return
12.26%
Std Deviation
-45.36%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1982
60.54$
Final Capital
April 2025
9.93%
Yearly Return
11.99%
Std Deviation
-44.44%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1982
17.82$
Final Capital
April 2025
6.87%
Yearly Return
11.99%
Std Deviation
-45.36%
Max Drawdown
63months
Recovery Period
Alpha Architect Robust Portfolio
1.00$
Initial Capital
May 1995
13.57$
Final Capital
April 2025
9.08%
Yearly Return
11.14%
Std Deviation
-44.20%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
May 1995
6.44$
Final Capital
April 2025
6.41%
Yearly Return
11.14%
Std Deviation
-45.12%
Max Drawdown
65months
Recovery Period
1.00$
Initial Capital
January 1982
87.10$
Final Capital
April 2025
10.86%
Yearly Return
10.84%
Std Deviation
-44.20%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1982
25.64$
Final Capital
April 2025
7.77%
Yearly Return
10.84%
Std Deviation
-45.12%
Max Drawdown
65months
Recovery Period

As of April 2025, in the previous 30 Years, the Rick Ferri Core Four Portfolio obtained a 8.22% compound annual return, with a 12.26% standard deviation. It suffered a maximum drawdown of -44.44% that required 40 months to be recovered.

As of April 2025, in the previous 30 Years, the Alpha Architect Robust Portfolio obtained a 9.08% compound annual return, with a 11.14% standard deviation. It suffered a maximum drawdown of -44.20% 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.

Rick Ferri Core Four Portfolio
Weight
(%)		 Ticker Name
48.00
VTI
Vanguard Total Stock Market
24.00
VEU
Vanguard FTSE All-World ex-US
8.00
VNQ
Vanguard Real Estate
20.00
BND
Vanguard Total Bond Market
Alpha Architect Robust Portfolio
Weight
(%)		 Ticker Name
30.00
MTUM
iShares Edge MSCI USA Momentum Fctr
10.00
VNQ
Vanguard Real Estate
7.50
DLS
WisdomTree International SmallCp Div
7.50
IJS
iShares S&P Small-Cap 600 Value
7.50
VTV
Vanguard Value
7.50
EFV
iShares MSCI EAFE Value
20.00
IEI
iShares 3-7 Year Treasury Bond
10.00
GSG
iShares S&P GSCI Commodity Indexed Trust
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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 1982 - 30 April 2025 (~43 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_rick_ferri.webp Core Four
Rick Ferri 		0.14 0.25 0.75 11.72 10.32 7.71 8.22 9.93
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_alpha_architect.webp Robust
Alpha Architect 		1.53 0.16 1.99 11.48 10.57 7.15 9.08 10.86
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Rick Ferri Core Four Portfolio: an investment of 1$, since May 1995, now would be worth 10.69$, with a total return of 968.80% (8.22% annualized).

Alpha Architect Robust Portfolio: an investment of 1$, since May 1995, now would be worth 13.57$, with a total return of 1256.81% (9.08% annualized).


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Rick Ferri Core Four Portfolio: an investment of 1$, since January 1982, now would be worth 60.54$, with a total return of 5953.88% (9.93% annualized).

Alpha Architect Robust Portfolio: an investment of 1$, since January 1982, now would be worth 87.10$, with a total return of 8609.61% (10.86% 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 1982 - 30 April 2025 (~43 years)
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Core Four Robust
Author Rick Ferri Alpha Architect
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 20%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 11.72 11.48
Infl. Adjusted Return (%) 9.45 9.22
DRAWDOWN
Deepest Drawdown Depth (%) -3.23 -3.45
Start to Recovery (months) 5* 3
Longest Drawdown Depth (%) -3.23 -3.45
Start to Recovery (months) 5* 3
Longest Negative Period (months) 7* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.26 7.95
Sharpe Ratio 0.84 0.84
Sortino Ratio 1.07 1.08
Ulcer Index 1.63 1.41
Ratio: Return / Standard Deviation 1.42 1.44
Ratio: Return / Deepest Drawdown 3.63 3.33
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Core Four Robust
Author Rick Ferri Alpha Architect
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 20%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 10.32 10.57
Infl. Adjusted Return (%) 5.54 5.77
DRAWDOWN
Deepest Drawdown Depth (%) -23.46 -17.99
Start to Recovery (months) 26 28
Longest Drawdown Depth (%) -23.46 -17.99
Start to Recovery (months) 26 28
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 13.26 12.01
Sharpe Ratio 0.59 0.67
Sortino Ratio 0.80 0.90
Ulcer Index 8.32 6.30
Ratio: Return / Standard Deviation 0.78 0.88
Ratio: Return / Deepest Drawdown 0.44 0.59
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Core Four Robust
Author Rick Ferri Alpha Architect
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 20%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.71 7.15
Infl. Adjusted Return (%) 4.50 3.95
DRAWDOWN
Deepest Drawdown Depth (%) -23.46 -19.09
Start to Recovery (months) 26 8
Longest Drawdown Depth (%) -23.46 -17.99
Start to Recovery (months) 26 28
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 12.42 11.46
Sharpe Ratio 0.48 0.47
Sortino Ratio 0.64 0.61
Ulcer Index 6.60 5.58
Ratio: Return / Standard Deviation 0.62 0.62
Ratio: Return / Deepest Drawdown 0.33 0.37
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Core Four Robust
Author Rick Ferri Alpha Architect
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 20%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.22 9.08
Infl. Adjusted Return (%) 5.56 6.41
DRAWDOWN
Deepest Drawdown Depth (%) -44.44 -44.20
Start to Recovery (months) 40 42
Longest Drawdown Depth (%) -27.90 -44.20
Start to Recovery (months) 42 42
Longest Negative Period (months) 116 62
RISK INDICATORS
Standard Deviation (%) 12.26 11.14
Sharpe Ratio 0.48 0.61
Sortino Ratio 0.63 0.78
Ulcer Index 9.88 8.38
Ratio: Return / Standard Deviation 0.67 0.82
Ratio: Return / Deepest Drawdown 0.18 0.21
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Core Four Robust
Author Rick Ferri Alpha Architect
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 20%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 9.93 10.86
Infl. Adjusted Return (%) 6.87 7.77
DRAWDOWN
Deepest Drawdown Depth (%) -44.44 -44.20
Start to Recovery (months) 40 42
Longest Drawdown Depth (%) -27.90 -44.20
Start to Recovery (months) 42 42
Longest Negative Period (months) 116 62
RISK INDICATORS
Standard Deviation (%) 11.99 10.84
Sharpe Ratio 0.53 0.67
Sortino Ratio 0.70 0.87
Ulcer Index 8.56 7.26
Ratio: Return / Standard Deviation 0.83 1.00
Ratio: Return / Deepest Drawdown 0.22 0.25
Metrics calculated over the period 1 January 1982 - 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 1982 - 30 April 2025 (~43 years)

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Core Four Robust
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-44.44 40 Nov 2007
Feb 2011
-44.20 42 Nov 2007
Apr 2011
-27.90 42 Sep 2000
Feb 2004
-23.46 26 Jan 2022
Feb 2024
-19.09 8 Jan 2020
Aug 2020
-17.99 28 Nov 2021
Feb 2024
-17.12 7 Jan 2020
Jul 2020
-15.17 11 May 2011
Mar 2012
-13.76 10 May 2011
Feb 2012
-12.58 28 Feb 2001
May 2003
-12.55 5 Jul 1998
Nov 1998
-11.72 9 Oct 2018
Jun 2019
-10.75 5 Jul 1998
Nov 1998
-10.12 8 Sep 2018
Apr 2019
-8.57 14 Jun 2015
Jul 2016

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Core Four Robust
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-44.44 40 Nov 2007
Feb 2011
-44.20 42 Nov 2007
Apr 2011
-27.90 42 Sep 2000
Feb 2004
-23.46 26 Jan 2022
Feb 2024
-19.09 8 Jan 2020
Aug 2020
-19.07 17 Sep 1987
Jan 1989
-18.97 17 Sep 1987
Jan 1989
-17.99 28 Nov 2021
Feb 2024
-17.12 7 Jan 2020
Jul 2020
-15.17 11 May 2011
Mar 2012
-14.61 14 Jan 1990
Feb 1991
-13.76 10 May 2011
Feb 2012
-12.58 28 Feb 2001
May 2003
-12.55 5 Jul 1998
Nov 1998
-11.72 9 Oct 2018
Jun 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 1982 - 30 April 2025 (~43 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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Core Four Robust
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.14 -2.87 1.53 -2.44
2024
 13.43 -3.81 13.94 -3.80
2023
 18.34 -8.99 8.53 -6.88
2022
 -17.83 -23.46 -10.29 -17.33
2021
 17.18 -3.72 17.40 -3.99
2020
 13.93 -17.12 7.53 -19.09
2019
 24.04 -4.20 20.35 -3.33
2018
 -6.41 -10.12 -6.10 -11.72
2017
 17.86 0.00 18.49 0.00
2016
 8.53 -4.54 8.13 -3.96
2015
 -0.67 -7.93 -0.63 -6.68
2014
 8.52 -2.80 5.13 -2.85
2013
 19.22 -2.72 19.10 -2.13
2012
 14.47 -6.30 12.28 -6.42
2011
 -0.63 -15.17 2.08 -13.76
2010
 14.71 -9.66 14.95 -9.68
2009
 26.02 -16.84 17.10 -18.31
2008
 -29.77 -33.12 -29.35 -32.35
2007
 6.37 -4.87 9.03 -3.32
2006
 17.60 -2.92 14.56 -2.50
2005
 8.20 -2.68 13.33 -2.38
2004
 14.45 -3.58 18.01 -4.18
2003
 28.09 -3.31 28.95 -2.12
2002
 -11.49 -17.29 0.96 -8.47
2001
 -7.43 -16.02 -7.16 -12.58
2000
 -4.44 -9.70 9.39 -3.34
1999
 18.14 -2.86 18.95 -2.74
1998
 15.32 -12.55 13.95 -10.75
1997
 18.08 -4.11 16.27 -2.68
1996
 14.61 -3.35 20.00 -2.93
1995
 22.74 -1.10 26.04 -0.64
1994
 1.06 -5.04 -1.64 -6.68
1993
 15.79 -3.96 14.31 -2.17
1992
 3.42 -3.82 8.50 -1.40
1991
 23.73 -4.00 23.44 -3.45
1990
 -8.36 -14.61 -1.58 -6.78
1989
 20.02 -2.01 26.71 -1.47
1988
 17.02 -2.82 15.37 -2.21
1987
 8.59 -19.07 7.28 -18.97
1986
 26.76 -4.50 23.86 -4.64
1985
 33.14 -2.36 30.79 -1.26
1984
 6.41 -6.59 6.69 -5.23
1983
 20.06 -2.93 19.86 -1.91
1982
 17.46 -9.28 23.06 -3.32
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