Betterment Robo Advisor 0 Portfolio vs Stocks/Bonds 60/40 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1871 - October 2025 (~155 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
(1871/01 - 2025/10)
Inflation Adjusted:
Betterment Robo Advisor 0 Portfolio
1.00$
Invested Capital
November 1995
2.49$
Final Capital
October 2025
3.09%
Yearly Return
1.77%
Std Deviation
-5.86%
Max Drawdown
35months
Recovery Period
1.00$
Invested Capital
November 1995
1.18$
Final Capital
October 2025
0.55%
Yearly Return
1.77%
Std Deviation
-21.91%
Max Drawdown
182months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1871
843.14$
Final Capital
October 2025
4.45%
Yearly Return
3.52%
Std Deviation
-8.48%
Max Drawdown
13months
Recovery Period
1.00$
Invested Capital
January 1871
32.43$
Final Capital
October 2025
2.27%
Yearly Return
3.52%
Std Deviation
-45.36%
Max Drawdown
154months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Invested Capital
November 1995
11.06$
Final Capital
October 2025
8.34%
Yearly Return
9.68%
Std Deviation
-30.55%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
November 1995
5.23$
Final Capital
October 2025
5.67%
Yearly Return
9.68%
Std Deviation
-31.69%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1871
104.66 K$
Final Capital
October 2025
7.75%
Yearly Return
10.19%
Std Deviation
-62.03%
Max Drawdown
83months
Recovery Period
1.00$
Invested Capital
January 1871
4.03 K$
Final Capital
October 2025
5.51%
Yearly Return
10.19%
Std Deviation
-52.05%
Max Drawdown
71months
Recovery Period

As of October 2025, in the previous 30 Years, the Betterment Robo Advisor 0 Portfolio obtained a 3.09% compound annual return, with a 1.77% standard deviation. It suffered a maximum drawdown of -5.86% that required 35 months to be recovered.

As of October 2025, in the previous 30 Years, the Stocks/Bonds 60/40 Portfolio obtained a 8.34% compound annual return, with a 9.68% standard deviation. It suffered a maximum drawdown of -30.55% 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.

Betterment Robo Advisor 0 Portfolio
Weight
(%)		 Ticker Name
80.00
SHY
iShares 1-3 Year Treasury Bond
20.00
BSV
Vanguard Short-Term Bond
Stocks/Bonds 60/40 Portfolio
Weight
(%)		 Ticker Name
60.00
VTI
Vanguard Total Stock Market
40.00
BND
Vanguard Total Bond Market
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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
(1871/01 - 2025/10)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 0
Betterment 		1 $ 2.49 $ 148.82% 3.09%
Stocks/Bonds 60/40
 1 $ 11.06 $ 1 005.87% 8.34%
Nov 1995 Oct 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 0
Betterment 		1 $ 1.18 $ 17.72% 0.55%
Stocks/Bonds 60/40
 1 $ 5.23 $ 423.19% 5.67%
Nov 1995 Oct 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 0
Betterment 		1 $ 843.14 $ 84 214.37% 4.45%
Stocks/Bonds 60/40
 1 $ 104 655.78 $ 10 465 478.38% 7.75%
Jan 1871 Oct 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 0
Betterment 		1 $ 32.43 $ 3 142.76% 2.27%
Stocks/Bonds 60/40
 1 $ 4 025.09 $ 402 409.24% 5.51%
Jan 1871 Oct 2025

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Return (%) as of Oct 31, 2025
YTD
(10M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~155Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 0
Betterment 		4.38 0.34 1.84 4.93 1.46 1.65 3.09 4.45
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40
-- Market Benchmark 		12.80 1.60 15.15 15.03 9.96 9.31 8.34 7.75
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 1871 - 31 October 2025 (~155 years)
1 Year
5 Years
10 Years
30 Years
All (1871/01 - 2025/10)
Swipe left to see all data
Robo Advisor 0 Stocks/Bonds 60/40
Author Betterment
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.93 15.03
Infl. Adjusted (%) 2.02 11.84
DRAWDOWN
Deepest Drawdown Depth (%) -0.25 -4.56
Start to Recovery (months) 2 7
Longest Drawdown Depth (%) -0.25 -4.56
Start to Recovery (months) 2 7
Longest Negative Period (months) 1 6
RISK INDICATORS
Standard Deviation (%) 1.18 8.14
Sharpe Ratio 0.52 1.32
Sortino Ratio 0.72 1.68
Ulcer Index 0.07 1.94
Ratio: Return / Standard Deviation 4.16 1.85
Ratio: Return / Deepest Drawdown 19.66 3.30
Metrics calculated over the period 1 November 2024 - 31 October 2025
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Robo Advisor 0 Stocks/Bonds 60/40
Author Betterment
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.46 9.96
Infl. Adjusted (%) -2.92 5.22
DRAWDOWN
Deepest Drawdown Depth (%) -5.86 -20.69
Start to Recovery (months) 35 26
Longest Drawdown Depth (%) -5.86 -20.69
Start to Recovery (months) 35 26
Longest Negative Period (months) 43 34
RISK INDICATORS
Standard Deviation (%) 2.20 11.41
Sharpe Ratio -0.69 0.61
Sortino Ratio -0.96 0.81
Ulcer Index 2.48 7.69
Ratio: Return / Standard Deviation 0.66 0.87
Ratio: Return / Deepest Drawdown 0.25 0.48
Metrics calculated over the period 1 November 2020 - 31 October 2025
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Robo Advisor 0 Stocks/Bonds 60/40
Author Betterment
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.65 9.31
Infl. Adjusted (%) -1.46 5.96
DRAWDOWN
Deepest Drawdown Depth (%) -5.86 -20.69
Start to Recovery (months) 35 26
Longest Drawdown Depth (%) -5.86 -20.69
Start to Recovery (months) 35 26
Longest Negative Period (months) 49 34
RISK INDICATORS
Standard Deviation (%) 1.76 10.33
Sharpe Ratio -0.18 0.71
Sortino Ratio -0.26 0.93
Ulcer Index 1.78 5.77
Ratio: Return / Standard Deviation 0.94 0.90
Ratio: Return / Deepest Drawdown 0.28 0.45
Metrics calculated over the period 1 November 2015 - 31 October 2025
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Robo Advisor 0 Stocks/Bonds 60/40
Author Betterment
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 3.09 8.34
Infl. Adjusted (%) 0.55 5.67
DRAWDOWN
Deepest Drawdown Depth (%) -5.86 -30.55
Start to Recovery (months) 35 36
Longest Drawdown Depth (%) -5.86 -21.56
Start to Recovery (months) 35 41
Longest Negative Period (months) 49 110
RISK INDICATORS
Standard Deviation (%) 1.77 9.68
Sharpe Ratio 0.47 0.63
Sortino Ratio 0.70 0.82
Ulcer Index 1.06 6.91
Ratio: Return / Standard Deviation 1.75 0.86
Ratio: Return / Deepest Drawdown 0.53 0.27
Metrics calculated over the period 1 November 1995 - 31 October 2025
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Robo Advisor 0 Stocks/Bonds 60/40
Author Betterment
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.45 7.75
Infl. Adjusted (%) 2.27 5.51
DRAWDOWN
Deepest Drawdown Depth (%) -8.48 -62.03
Start to Recovery (months) 13 83
Longest Drawdown Depth (%) -5.86 -62.03
Start to Recovery (months) 35 83
Longest Negative Period (months) 49 154
RISK INDICATORS
Standard Deviation (%) 3.52 10.19
Sharpe Ratio 0.13 0.37
Sortino Ratio 0.19 0.51
Ulcer Index 1.23 9.19
Ratio: Return / Standard Deviation 1.26 0.76
Ratio: Return / Deepest Drawdown 0.52 0.12
Metrics calculated over the period 1 January 1871 - 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 1871 - 31 October 2025 (~155 years)
30 Years
(1995/11 - 2025/10)

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Robo Advisor 0 Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.55 36 Nov 2007
Oct 2010
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-12.29 6 Feb 2020
Jul 2020
-10.18 5 Jul 1998
Nov 1998
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019
-5.86 35 Aug 2021
Jun 2024
-5.35 5 Apr 2000
Aug 2000
-5.24 11 Jun 2015
Apr 2016
-4.56 7 Dec 2024
Jun 2025
-3.76 4 Jul 1999
Oct 1999
-3.67 6 Feb 2018
Jul 2018
-3.62 3 Apr 2024
Jun 2024
-3.54 3 Sep 2020
Nov 2020

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Robo Advisor 0 Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-62.03 83 Sep 1929
Jul 1936
-31.73 71 Mar 1937
Jan 1943
-30.55 36 Nov 2007
Oct 2010
-27.28 37 Jan 1973
Jan 1976
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-19.17 17 Sep 1987
Jan 1989
-18.96 28 Apr 1876
Jul 1878
-18.76 26 Dec 1968
Jan 1971
-17.90 23 Oct 1906
Aug 1908
-16.37 28 Feb 1893
May 1895
-16.01 25 Oct 1902
Oct 1904
-13.61 29 Dec 1916
Apr 1919
-13.39 28 Nov 1919
Feb 1922
-13.30 40 Jun 1946
Sep 1949

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 1871 - 31 October 2025 (~155 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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Robo Advisor 0 Stocks/Bonds 60/40
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.38 -0.25 12.80 -4.02
2024
 3.89 -0.71 14.84 -3.62
2023
 4.16 -1.03 17.79 -7.48
2022
 -4.20 -5.09 -16.95 -20.69
2021
 -0.79 -0.81 14.66 -3.24
2020
 3.37 -0.09 15.70 -12.29
2019
 3.70 -0.16 21.94 -3.41
2018
 1.44 -0.46 -3.17 -8.38
2017
 0.45 -0.54 14.15 0.00
2016
 0.92 -0.77 8.71 -2.95
2015
 0.53 -0.54 0.44 -5.24
2014
 0.63 -0.29 9.85 -1.50
2013
 0.20 -0.40 19.23 -2.27
2012
 0.55 -0.21 11.13 -3.54
2011
 1.74 -0.27 3.75 -9.00
2010
 2.60 -0.49 12.93 -7.13
2009
 0.59 -0.88 18.79 -11.70
2008
 6.99 -1.21 -19.44 -22.19
2007
 7.05 -0.10 5.99 -3.07
2006
 4.11 0.00 11.12 -2.03
2005
 1.66 -0.35 4.74 -2.34
2004
 0.95 -1.13 9.37 -2.68
2003
 2.62 -0.63 20.04 -1.99
2002
 7.46 -0.78 -8.98 -13.74
2001
 7.87 -1.01 -3.21 -11.68
2000
 8.70 -0.14 -1.79 -8.27
1999
 2.14 -0.84 13.98 -3.76
1998
 7.20 -0.06 17.39 -10.18
1997
 6.60 -0.20 22.37 -3.12
1996
 4.47 -1.05 14.01 -3.33
1995
 12.23 0.00 28.74 -0.20
1994
 -0.40 -2.22 -1.16 -6.47
1993
 6.46 -0.42 10.25 -1.36
1992
 6.84 -1.23 8.32 -1.65
1991
 11.81 0.00 25.53 -2.86
1990
 9.78 -0.10 -0.19 -8.52
1989
 11.47 -0.94 22.33 -1.36
1988
 5.93 -0.32 13.33 -2.24
1987
 4.72 -1.07 2.18 -19.17
1986
 10.57 -0.34 14.79 -5.58
1985
 14.05 -0.52 27.66 -2.15
1984
 14.05 -0.98 7.32 -6.58
1983
 8.22 -0.67 15.69 -2.85
1982
 22.41 -1.29 24.75 -4.29
1981
 13.75 -2.05 1.27 -8.82
1980
 8.59 -5.20 21.05 -9.57
1979
 7.87 -3.31 16.69 -6.65
1978
 3.26 -0.86 5.53 -7.92
1977
 3.03 -1.55 -1.60 -4.89
1976
 8.68 -1.91 21.38 -1.34
1975
 8.81 -3.85 25.64 -8.13
1974
 6.86 -2.80 -14.41 -20.38
1973
 4.57 -3.07 -9.12 -9.87
1972
 3.83 -1.75 11.66 -1.45
1971
 7.75 -8.48 14.37 -5.73
1970
 13.86 -6.76 9.77 -11.52
1969
 3.12 -3.68 -7.02 -8.24
1968
 4.61 -4.17 9.19 -3.30
1967
 3.48 -2.64 16.22 -2.87
1966
 5.16 -3.11 -3.25 -9.79
1965
 2.31 -1.07 8.81 -2.63
1964
 3.89 -0.04 11.40 -0.78
1963
 2.35 -0.26 13.34 -1.77
1962
 4.28 -0.84 -3.49 -12.63
1961
 2.44 -1.62 16.69 -2.07
1960
 8.87 -0.84 5.77 -4.00
1959
 1.29 -2.16 6.99 -3.96
1958
 1.45 -4.65 25.76 -0.76
1957
 5.73 -3.44 -2.53 -7.55
1956
 1.25 -1.72 4.48 -5.10
1955
 0.20 -1.28 15.12 -1.72
1954
 2.54 -1.08 31.48 -2.16
1953
 3.17 -3.20 1.85 -4.96
1952
 1.89 -1.78 9.07 -2.48
1951
 0.79 -2.33 12.47 -3.94
1950
 0.61 -0.57 18.15 -3.45
1949
 1.93 -0.55 13.74 -2.42
1948
 1.49 -1.03 2.46 -6.51
1947
 0.86 -2.22 2.12 -3.61
1946
 1.06 -1.42 -3.48 -13.30
1945
 1.62 -1.31 24.98 -2.30
1944
 1.25 -0.01 13.65 -0.91
1943
 1.59 -0.16 17.73 -5.22
1942
 0.66 -0.54 10.55 -7.45
1941
 1.33 -2.11 -5.16 -8.44
1940
 1.49 -2.58 -2.58 -14.56
1939
 1.14 -5.46 2.64 -8.45
1938
 2.10 -0.68 18.78 -15.43
1937
 1.05 -2.45 -20.16 -23.31
1936
 1.62 -0.53 22.00 -4.48
1935
 1.57 -1.53 29.34 -5.09
1934
 2.99 -2.75 4.30 -9.46
1933
 2.25 -1.92 35.51 -12.66
1932
 7.90 -2.44 -0.28 -25.51
1931
 0.58 -3.85 -27.30 -34.34
1930
 7.14 -0.18 -13.91 -22.76
1929
 5.68 -1.19 -5.08 -21.42
1928
 1.48 -1.06 22.84 -2.72
1927
 4.55 -0.23 22.12 -2.70
1926
 4.13 0.00 8.76 -5.17
1925
 2.62 -0.39 16.74 -3.95
1924
 6.35 -0.26 19.37 -1.79
1923
 4.16 -0.04 4.71 -7.60
1922
 5.06 -0.82 19.63 -2.80
1921
 11.15 -0.11 11.31 -5.11
1920
 3.21 -2.64 -8.32 -9.02
1919
 3.91 -0.46 12.66 -4.87
1918
 5.27 -1.21 12.74 -2.11
1917
 1.18 -2.90 -11.87 -11.87
1916
 2.73 -1.04 6.29 -1.98
1915
 5.06 -0.83 21.19 -1.32
1914
 6.38 -0.10 -0.68 -11.08
1913
 5.50 -1.77 -1.31 -4.21
1912
 2.36 -0.29 4.90 -2.48
1911
 4.07 -0.98 3.72 -5.85
1910
 5.46 -0.14 -0.39 -6.05
1909
 1.83 -1.28 10.23 -1.46
1908
 10.24 -0.27 28.22 -1.72
1907
 3.42 -2.59 -14.66 -16.56
1906
 3.39 -0.98 0.65 -6.03
1905
 1.74 -2.66 13.00 -3.42
1904
 5.98 -0.22 21.60 -1.44
1903
 4.76 -0.98 -9.42 -14.64
1902
 2.70 -4.30 5.32 -4.68
1901
 3.21 -0.94 12.37 -5.10
1900
 4.68 -1.49 14.00 -2.99
1899
 0.54 -2.20 2.03 -5.60
1898
 4.36 -5.88 19.40 -4.72
1897
 5.17 -1.20 14.52 -2.89
1896
 5.61 -3.15 3.55 -8.59
1895
 0.36 -6.35 2.99 -6.94
1894
 4.81 -0.87 4.58 -2.96
1893
 7.84 -1.42 -9.41 -16.37
1892
 2.52 -1.07 4.50 -1.55
1891
 7.13 -3.00 13.47 -3.11
1890
 3.99 -1.70 -3.23 -7.81
1889
 2.76 -0.62 5.21 -1.48
1888
 6.03 -1.05 4.16 -2.40
1887
 4.63 -1.46 0.17 -6.26
1886
 1.78 -1.19 7.45 -2.95
1885
 5.13 -0.62 20.12 -1.12
1884
 5.18 -2.29 -5.85 -9.42
1883
 6.15 -0.73 -1.59 -3.70
1882
 4.62 -0.76 3.39 -3.65
1881
 3.91 -2.22 1.51 -6.38
1880
 5.33 -2.00 18.01 -5.21
1879
 3.25 -1.50 30.75 -0.79
1878
 6.47 -0.61 12.34 -0.38
1877
 3.83 -1.64 0.79 -10.85
1876
 6.44 -2.35 -5.64 -9.33
1875
 4.78 -3.58 5.80 -2.06
1874
 13.97 -2.36 8.29 -2.74
1873
 8.44 -4.46 0.18 -11.04
1872
 5.08 -2.76 7.40 -2.81
1871
 3.54 -1.78 10.46 -3.08
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