Betterment Robo Advisor 100 Value Tilt Portfolio vs US Stocks Quality Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - May 2025 (~49 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1976/01 - 2025/05)
Inflation Adjusted:
Betterment Robo Advisor 100 Value Tilt Portfolio
1.00$
Invested Capital
June 1995
11.66$
Final Capital
May 2025
8.53%
Yearly Return
15.79%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
June 1995
5.53$
Final Capital
May 2025
5.87%
Yearly Return
15.79%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period
1.00$
Invested Capital
January 1976
189.31$
Final Capital
May 2025
11.19%
Yearly Return
15.50%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1976
32.82$
Final Capital
May 2025
7.32%
Yearly Return
15.50%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period
US Stocks Quality Portfolio
1.00$
Invested Capital
June 1995
25.33$
Final Capital
May 2025
11.38%
Yearly Return
15.15%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
June 1995
12.02$
Final Capital
May 2025
8.64%
Yearly Return
15.15%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period
1.00$
Invested Capital
January 1976
316.33$
Final Capital
May 2025
12.36%
Yearly Return
15.00%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1976
54.85$
Final Capital
May 2025
8.44%
Yearly Return
15.00%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period

As of May 2025, in the previous 30 Years, the Betterment Robo Advisor 100 Value Tilt Portfolio obtained a 8.53% compound annual return, with a 15.79% standard deviation. It suffered a maximum drawdown of -54.55% that required 63 months to be recovered.

As of May 2025, in the previous 30 Years, the US Stocks Quality Portfolio obtained a 11.38% compound annual return, with a 15.15% standard deviation. It suffered a maximum drawdown of -46.25% 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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Betterment Robo Advisor 100 Value Tilt Portfolio
Weight
(%)		 Ticker Name
34.60
VTI
Vanguard Total Stock Market
27.30
EFA
iShares MSCI EAFE
15.00
EEM
iShares MSCI Emerging Markets
9.20
VTV
Vanguard Value
7.50
VOE
Vanguard Mid-Cap Value
6.40
IJS
iShares S&P Small-Cap 600 Value
US Stocks Quality Portfolio
Weight
(%)		 Ticker Name
100.00
QUAL
iShares Edge MSCI USA Quality Factor ETF
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Portfolio Returns as of May 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
(1995/06 - 2025/05)
All Data
(1976/01 - 2025/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 100 Value Tilt
Betterment 		1 $ 11.66 $ 1 066.12% 8.53%
US Stocks Quality
 1 $ 25.33 $ 2 433.18% 11.38%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 100 Value Tilt
Betterment 		1 $ 5.53 $ 453.13% 5.87%
US Stocks Quality
 1 $ 12.02 $ 1 101.56% 8.64%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 100 Value Tilt
Betterment 		1 $ 189.31 $ 18 830.90% 11.19%
US Stocks Quality
 1 $ 316.33 $ 31 533.31% 12.36%
Jan 1976 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Betterment Robo Advisor 100 Value Tilt
Betterment 		1 $ 32.82 $ 3 182.44% 7.32%
US Stocks Quality
 1 $ 54.85 $ 5 384.93% 8.44%
Jan 1976 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 100 Value Tilt
Betterment 		5.69 4.87 1.72 11.39 12.69 8.48 8.53 11.19
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Quality
-- Market Benchmark 		-0.35 4.54 -3.94 7.94 14.52 12.38 11.38 12.36
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2025

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

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1976 - 31 May 2025 (~49 years)
1 Year
5 Years
10 Years
30 Years
All (1976/01 - 2025/05)
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Robo Advisor 100 Value Tilt US Stocks Quality
Author Betterment
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.39 7.94
Infl. Adjusted (%) 8.80 5.44
DRAWDOWN
Deepest Drawdown Depth (%) -3.76 -8.11
Start to Recovery (months) 6 6*
Longest Drawdown Depth (%) -3.76 -8.11
Start to Recovery (months) 6 6*
Longest Negative Period (months) 7 9
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.14 11.08
Sharpe Ratio 0.73 0.29
Sortino Ratio 0.97 0.39
Ulcer Index 1.72 3.44
Ratio: Return / Standard Deviation 1.25 0.72
Ratio: Return / Deepest Drawdown 3.03 0.98
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Robo Advisor 100 Value Tilt US Stocks Quality
Author Betterment
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.69 14.52
Infl. Adjusted (%) 7.71 9.46
DRAWDOWN
Deepest Drawdown Depth (%) -24.17 -27.78
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -24.17 -27.78
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 27
RISK INDICATORS
Standard Deviation (%) 15.08 17.00
Sharpe Ratio 0.67 0.70
Sortino Ratio 0.93 0.94
Ulcer Index 7.46 9.16
Ratio: Return / Standard Deviation 0.84 0.85
Ratio: Return / Deepest Drawdown 0.52 0.52
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Robo Advisor 100 Value Tilt US Stocks Quality
Author Betterment
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.48 12.38
Infl. Adjusted (%) 5.25 9.03
DRAWDOWN
Deepest Drawdown Depth (%) -24.17 -27.78
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -24.17 -27.78
Start to Recovery (months) 26 24
Longest Negative Period (months) 36 27
RISK INDICATORS
Standard Deviation (%) 15.03 15.79
Sharpe Ratio 0.45 0.67
Sortino Ratio 0.59 0.90
Ulcer Index 7.15 7.25
Ratio: Return / Standard Deviation 0.56 0.78
Ratio: Return / Deepest Drawdown 0.35 0.45
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Robo Advisor 100 Value Tilt US Stocks Quality
Author Betterment
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.53 11.38
Infl. Adjusted (%) 5.87 8.64
DRAWDOWN
Deepest Drawdown Depth (%) -54.55 -46.25
Start to Recovery (months) 63 40
Longest Drawdown Depth (%) -54.55 -43.01
Start to Recovery (months) 63 77
Longest Negative Period (months) 118 130
RISK INDICATORS
Standard Deviation (%) 15.79 15.15
Sharpe Ratio 0.40 0.60
Sortino Ratio 0.52 0.80
Ulcer Index 13.29 13.79
Ratio: Return / Standard Deviation 0.54 0.75
Ratio: Return / Deepest Drawdown 0.16 0.25
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Robo Advisor 100 Value Tilt US Stocks Quality
Author Betterment
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.19 12.36
Infl. Adjusted (%) 7.32 8.44
DRAWDOWN
Deepest Drawdown Depth (%) -54.55 -46.25
Start to Recovery (months) 63 40
Longest Drawdown Depth (%) -54.55 -43.01
Start to Recovery (months) 63 77
Longest Negative Period (months) 118 130
RISK INDICATORS
Standard Deviation (%) 15.50 15.00
Sharpe Ratio 0.45 0.54
Sortino Ratio 0.59 0.73
Ulcer Index 11.06 11.64
Ratio: Return / Standard Deviation 0.72 0.82
Ratio: Return / Deepest Drawdown 0.21 0.27
Metrics calculated over the period 1 January 1976 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1976 - 31 May 2025 (~49 years)
30 Years
(1995/06 - 2025/05)

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Robo Advisor 100 Value Tilt US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-54.55 63 Nov 2007
Jan 2013
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-37.03 55 Apr 2000
Oct 2004
-27.78 24 Jan 2022
Dec 2023
-24.17 26 Jan 2022
Feb 2024
-24.14 11 Jan 2020
Nov 2020
-20.12 11 May 1998
Mar 1999
-19.34 7 Jan 2020
Jul 2020
-14.61 7 Oct 2018
Apr 2019
-14.58 21 Feb 2018
Oct 2019
-13.90 9 May 2011
Jan 2012
-13.71 16 Jun 2015
Sep 2016
-12.07 4 Jul 1998
Oct 1998
-8.11 6* Dec 2024
In progress

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Robo Advisor 100 Value Tilt US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-54.55 63 Nov 2007
Jan 2013
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-37.03 55 Apr 2000
Oct 2004
-29.94 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-25.46 17 Sep 1987
Jan 1989
-24.17 26 Jan 2022
Feb 2024
-24.14 11 Jan 2020
Nov 2020
-23.14 24 Dec 1980
Nov 1982
-20.93 14 Jan 1990
Feb 1991
-20.12 11 May 1998
Mar 1999
-19.34 7 Jan 2020
Jul 2020
-18.54 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979

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 1976 - 31 May 2025 (~49 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 100 Value Tilt US Stocks Quality
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.69 -2.59 -0.35 -7.42
2024
 13.15 -3.76 22.29 -4.50
2023
 17.91 -10.44 30.88 -6.88
2022
 -15.26 -24.17 -20.49 -27.78
2021
 18.02 -3.75 26.93 -6.45
2020
 12.47 -24.14 17.03 -19.34
2019
 25.35 -6.47 33.89 -6.58
2018
 -10.13 -14.58 -5.68 -14.61
2017
 23.37 0.00 22.27 -0.04
2016
 11.17 -6.32 9.21 -4.62
2015
 -3.25 -11.66 5.46 -6.64
2014
 4.80 -4.57 11.62 -4.19
2013
 25.26 -2.77 34.11 -2.85
2012
 17.46 -9.49 12.59 -7.19
2011
 -5.87 -21.44 7.32 -13.90
2010
 15.28 -12.96 14.04 -12.90
2009
 33.82 -19.82 24.74 -18.35
2008
 -39.26 -42.29 -31.36 -32.42
2007
 8.88 -6.67 9.91 -4.10
2006
 21.56 -4.63 12.62 -3.30
2005
 12.96 -5.00 5.28 -3.71
2004
 18.09 -4.14 8.51 -3.83
2003
 38.64 -5.78 23.58 -4.72
2002
 -16.20 -24.90 -21.34 -27.87
2001
 -10.62 -23.72 -10.47 -22.22
2000
 -8.25 -13.29 -6.78 -12.22
1999
 29.44 -3.30 26.24 -4.34
1998
 11.29 -20.12 45.30 -12.07
1997
 15.46 -6.42 32.95 -5.23
1996
 15.79 -5.24 30.34 -3.76
1995
 21.40 -2.18 39.91 -0.17
1994
 -0.71 -8.30 5.81 -6.09
1993
 31.23 -4.22 -1.84 -3.85
1992
 2.17 -4.49 2.36 -3.83
1991
 38.61 -5.51 42.31 -3.57
1990
 -12.28 -20.93 3.83 -11.84
1989
 33.54 -3.73 36.63 -2.05
1988
 24.10 -3.67 15.66 -3.85
1987
 2.12 -25.46 4.18 -29.94
1986
 28.15 -5.66 24.86 -7.56
1985
 38.11 -3.15 33.09 -3.58
1984
 6.89 -6.80 8.49 -5.91
1983
 23.93 -2.67 16.46 -3.65
1982
 8.68 -17.47 19.76 -10.30
1981
 -3.48 -12.17 -6.60 -13.09
1980
 24.52 -12.44 36.68 -9.37
1979
 19.37 -7.99 14.27 -7.04
1978
 16.43 -9.58 6.16 -9.35
1977
 5.87 -3.49 -11.04 -14.07
1976
 20.93 -3.25 16.99 -3.07
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