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

Simulation Settings
Period: January 1982 - October 2025 (~44 years)
Consolidated Returns as of 31 October 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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The minimum date range must be at least 12 months. 'Date To' cannot be beyond October 2025.
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Results
30 Years
(1995/11 - 2025/10)
All Data
(1982/01 - 2025/10)
Inflation Adjusted:
Rick Ferri Core Four Portfolio
1.00$
Invested Capital
November 1995
11.42$
Final Capital
October 2025
8.46%
Yearly Return
12.27%
Std Deviation
-44.44%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
November 1995
5.40$
Final Capital
October 2025
5.78%
Yearly Return
12.27%
Std Deviation
-45.36%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1982
70.44$
Final Capital
October 2025
10.19%
Yearly Return
11.94%
Std Deviation
-44.44%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1982
20.43$
Final Capital
October 2025
7.13%
Yearly Return
11.94%
Std Deviation
-45.36%
Max Drawdown
63months
Recovery Period
Alpha Architect Robust Portfolio
1.00$
Invested Capital
November 1995
14.09$
Final Capital
October 2025
9.22%
Yearly Return
11.16%
Std Deviation
-44.20%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
November 1995
6.67$
Final Capital
October 2025
6.53%
Yearly Return
11.16%
Std Deviation
-45.12%
Max Drawdown
65months
Recovery Period
1.00$
Invested Capital
January 1982
98.66$
Final Capital
October 2025
11.04%
Yearly Return
10.81%
Std Deviation
-44.20%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1982
28.61$
Final Capital
October 2025
7.95%
Yearly Return
10.81%
Std Deviation
-45.12%
Max Drawdown
65months
Recovery Period

As of October 2025, in the previous 30 Years, the Rick Ferri Core Four Portfolio obtained a 8.46% compound annual return, with a 12.27% standard deviation. It suffered a maximum drawdown of -44.44% that required 40 months to be recovered.

As of October 2025, in the previous 30 Years, the Alpha Architect Robust Portfolio obtained a 9.22% compound annual return, with a 11.16% 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 Oct 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
Capital Growth
30 Years
(1995/11 - 2025/10)
All Data
(1982/01 - 2025/10)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Rick Ferri Core Four
Rick Ferri 		1 $ 11.42 $ 1 041.84% 8.46%
Alpha Architect Robust
Alpha Architect 		1 $ 14.09 $ 1 309.44% 9.22%
Nov 1995 Oct 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Rick Ferri Core Four
Rick Ferri 		1 $ 5.40 $ 440.21% 5.78%
Alpha Architect Robust
Alpha Architect 		1 $ 6.67 $ 566.82% 6.53%
Nov 1995 Oct 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Rick Ferri Core Four
Rick Ferri 		1 $ 70.44 $ 6 943.97% 10.19%
Alpha Architect Robust
Alpha Architect 		1 $ 98.66 $ 9 765.92% 11.04%
Jan 1982 Oct 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Rick Ferri Core Four
Rick Ferri 		1 $ 20.43 $ 1 942.95% 7.13%
Alpha Architect Robust
Alpha Architect 		1 $ 28.61 $ 2 761.39% 7.95%
Jan 1982 Oct 2025

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Return (%) as of Oct 31, 2025
YTD
(10M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~44Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_rick_ferri.webp Core Four
Rick Ferri 		16.51 1.46 16.35 17.23 11.39 9.62 8.46 10.19
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_alpha_architect.webp Robust
Alpha Architect 		15.01 -0.46 13.19 15.53 11.13 8.65 9.22 11.04
Returns over 1 year are annualized.
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Portfolio Metrics as of Oct 31, 2025

The following metrics, updated as of 31 October 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 November 2024 - 31 October 2025 (1 year)
Period: 1 November 2020 - 31 October 2025 (5 years)
Period: 1 November 2015 - 31 October 2025 (10 years)
Period: 1 November 1995 - 31 October 2025 (30 years)
Period: 1 January 1982 - 31 October 2025 (~44 years)
1 Year
5 Years
10 Years
30 Years
All (1982/01 - 2025/10)
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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 (%) 17.23 15.53
Infl. Adjusted (%) 13.97 12.33
DRAWDOWN
Deepest Drawdown Depth (%) -3.23 -3.45
Start to Recovery (months) 6 3
Longest Drawdown Depth (%) -3.23 -3.45
Start to Recovery (months) 6 3
Longest Negative Period (months) 5 5
RISK INDICATORS
Standard Deviation (%) 8.02 8.34
Sharpe Ratio 1.61 1.35
Sortino Ratio 2.03 1.78
Ulcer Index 1.51 1.32
Ratio: Return / Standard Deviation 2.15 1.86
Ratio: Return / Deepest Drawdown 5.34 4.51
Metrics calculated over the period 1 November 2024 - 31 October 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 (%) 11.39 11.13
Infl. Adjusted (%) 6.58 6.33
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 (%) 13.06 11.69
Sharpe Ratio 0.64 0.70
Sortino Ratio 0.86 0.93
Ulcer Index 8.30 6.26
Ratio: Return / Standard Deviation 0.87 0.95
Ratio: Return / Deepest Drawdown 0.49 0.62
Metrics calculated over the period 1 November 2020 - 31 October 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 (%) 9.62 8.65
Infl. Adjusted (%) 6.26 5.32
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 (%) 12.21 11.36
Sharpe Ratio 0.63 0.59
Sortino Ratio 0.82 0.76
Ulcer Index 6.46 5.46
Ratio: Return / Standard Deviation 0.79 0.76
Ratio: Return / Deepest Drawdown 0.41 0.45
Metrics calculated over the period 1 November 2015 - 31 October 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 (%) 8.46 9.22
Infl. Adjusted (%) 5.78 6.53
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 (%) 12.27 11.16
Sharpe Ratio 0.51 0.62
Sortino Ratio 0.66 0.80
Ulcer Index 9.88 8.38
Ratio: Return / Standard Deviation 0.69 0.83
Ratio: Return / Deepest Drawdown 0.19 0.21
Metrics calculated over the period 1 November 1995 - 31 October 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 (%) 10.19 11.04
Infl. Adjusted (%) 7.13 7.95
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 (%) 11.94 10.81
Sharpe Ratio 0.55 0.69
Sortino Ratio 0.72 0.89
Ulcer Index 8.51 7.22
Ratio: Return / Standard Deviation 0.85 1.02
Ratio: Return / Deepest Drawdown 0.23 0.25
Metrics calculated over the period 1 January 1982 - 31 October 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 November 1995 - 31 October 2025 (30 years)
Period: 1 January 1982 - 31 October 2025 (~44 years)
30 Years
(1995/11 - 2025/10)

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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 - 31 October 2025 (~44 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
 16.51 -2.87 15.01 -2.37
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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