Betterment Robo Advisor 90 Value Tilt Portfolio vs US Stocks Minimum Volatility Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

(Change Settings)

Results

30 Years
(1995/07 - 2025/06)

All Data
(1985/01 - 2025/06)

Inflation Adjusted:

Betterment Robo Advisor 90 Value Tilt Portfolio

1.00$
Invested Capital
July 1995
11.52$
Final Capital
June 2025
8.49%
Yearly Return
14.45%
Std Deviation
-50.07%
Max Drawdown
62months
Recovery Period

1.00$
Invested Capital
July 1995
5.46$
Final Capital
June 2025
5.82%
Yearly Return
14.45%
Std Deviation
-50.90%
Max Drawdown
66months
Recovery Period

1.00$
Invested Capital
January 1985
58.33$
Final Capital
June 2025
10.56%
Yearly Return
14.38%
Std Deviation
-50.07%
Max Drawdown
62months
Recovery Period

1.00$
Invested Capital
January 1985
19.14$
Final Capital
June 2025
7.56%
Yearly Return
14.38%
Std Deviation
-50.90%
Max Drawdown
66months
Recovery Period

US Stocks Minimum Volatility Portfolio

1.00$
Invested Capital
July 1995
16.15$
Final Capital
June 2025
9.72%
Yearly Return
13.73%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period

1.00$
Invested Capital
July 1995
7.66$
Final Capital
June 2025
7.02%
Yearly Return
13.73%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period

1.00$
Invested Capital
January 1985
73.98$
Final Capital
June 2025
11.21%
Yearly Return
14.09%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period

1.00$
Invested Capital
January 1985
24.27$
Final Capital
June 2025
8.19%
Yearly Return
14.09%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period

As of June 2025, in the previous 30 Years, the Betterment Robo Advisor 90 Value Tilt Portfolio obtained a 8.49% compound annual return, with a 14.45% standard deviation. It suffered a maximum drawdown of -50.07% that required 62 months to be recovered.

As of June 2025, in the previous 30 Years, the US Stocks Minimum Volatility Portfolio obtained a 9.72% compound annual return, with a 13.73% standard deviation. It suffered a maximum drawdown of -43.27% 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 90 Value Tilt Portfolio

Weight (%)	Ticker	Name
30.90	VTI	Vanguard Total Stock Market
24.60	VEA	Vanguard FTSE Developed Markets
14.00	EEM	iShares MSCI Emerging Markets
8.20	VTV	Vanguard Value
6.70	VOE	Vanguard Mid-Cap Value
5.70	IJS	iShares S&P Small-Cap 600 Value
3.50	BND	Vanguard Total Bond Market
2.90	BNDX	Vanguard Total International Bond
1.70	EMB	iShares JP Morgan USD Em Mkts Bd
1.20	TIP	iShares TIPS Bond
0.60	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill

US Stocks Minimum Volatility Portfolio

Weight (%)	Ticker	Name
100.00	USMV	iShares Edge MSCI Min Vol USA

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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/07 - 2025/06)

All Data
(1985/01 - 2025/06)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 90 Value Tilt Betterment	1 $	11.52 $	1 051.56%	8.49%
US Stocks Minimum Volatility	1 $	16.15 $	1 515.38%	9.72%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 90 Value Tilt Betterment	1 $	5.46 $	445.73%	5.82%
US Stocks Minimum Volatility	1 $	7.66 $	665.54%	7.02%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 90 Value Tilt Betterment	1 $	58.33 $	5 733.27%	10.56%
US Stocks Minimum Volatility	1 $	73.98 $	7 298.23%	11.21%
	Jan 1985	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 90 Value Tilt Betterment	1 $	19.14 $	1 813.69%	7.56%
US Stocks Minimum Volatility	1 $	24.27 $	2 327.10%	8.19%
	Jan 1985	Jun 2025

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		Return (%) as of Jun 30, 2025
		YTD (6M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Robo Advisor 90 Value Tilt Betterment	9.71	4.24	9.71	14.77	11.67	8.57	8.49	10.56
	US Stocks Minimum Volatility -- Market Benchmark	6.46	0.74	6.46	13.61	10.96	10.87	9.72	11.21
Returns over 1 year are annualized.

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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 July 2024 - 30 June 2025 (1 year)

Period: 1 July 2020 - 30 June 2025 (5 years)

Period: 1 July 2015 - 30 June 2025 (10 years)

Period: 1 July 1995 - 30 June 2025 (30 years)

Period: 1 January 1985 - 30 June 2025 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2025/06)

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	Robo Advisor 90 Value Tilt	US Stocks Minimum Volatility
Author	Betterment
ASSET ALLOCATION
Stocks	90.1%	100%
Fixed Income	9.9%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	14.77	13.61
Infl. Adjusted (%)	11.73	10.60
DRAWDOWN
Deepest Drawdown Depth (%)	-3.66	-5.66
Start to Recovery (months)	6	3
Longest Drawdown Depth (%)	-3.66	-1.80
Start to Recovery (months)	6	4*
Longest Negative Period (months)	7	6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	9.22	10.34
Sharpe Ratio	1.10	0.87
Sortino Ratio	1.42	1.15
Ulcer Index	1.70	1.83
Ratio: Return / Standard Deviation	1.60	1.32
Ratio: Return / Deepest Drawdown	4.04	2.40
Metrics calculated over the period 1 July 2024 - 30 June 2025

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	Robo Advisor 90 Value Tilt	US Stocks Minimum Volatility
Author	Betterment
ASSET ALLOCATION
Stocks	90.1%	100%
Fixed Income	9.9%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	11.67	10.96
Infl. Adjusted (%)	6.78	6.09
DRAWDOWN
Deepest Drawdown Depth (%)	-23.36	-17.35
Start to Recovery (months)	26	25
Longest Drawdown Depth (%)	-23.36	-17.35
Start to Recovery (months)	26	25
Longest Negative Period (months)	32	27
RISK INDICATORS
Standard Deviation (%)	14.17	12.96
Sharpe Ratio	0.63	0.64
Sortino Ratio	0.88	0.87
Ulcer Index	7.48	5.64
Ratio: Return / Standard Deviation	0.82	0.85
Ratio: Return / Deepest Drawdown	0.50	0.63
Metrics calculated over the period 1 July 2020 - 30 June 2025

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	Robo Advisor 90 Value Tilt	US Stocks Minimum Volatility
Author	Betterment
ASSET ALLOCATION
Stocks	90.1%	100%
Fixed Income	9.9%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	8.57	10.87
Infl. Adjusted (%)	5.33	7.57
DRAWDOWN
Deepest Drawdown Depth (%)	-23.36	-19.06
Start to Recovery (months)	26	10
Longest Drawdown Depth (%)	-23.36	-17.35
Start to Recovery (months)	26	25
Longest Negative Period (months)	35	27
RISK INDICATORS
Standard Deviation (%)	13.95	12.38
Sharpe Ratio	0.48	0.73
Sortino Ratio	0.64	0.96
Ulcer Index	6.67	4.95
Ratio: Return / Standard Deviation	0.61	0.88
Ratio: Return / Deepest Drawdown	0.37	0.57
Metrics calculated over the period 1 July 2015 - 30 June 2025

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	Robo Advisor 90 Value Tilt	US Stocks Minimum Volatility
Author	Betterment
ASSET ALLOCATION
Stocks	90.1%	100%
Fixed Income	9.9%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	8.49	9.72
Infl. Adjusted (%)	5.82	7.02
DRAWDOWN
Deepest Drawdown Depth (%)	-50.07	-43.27
Start to Recovery (months)	62	40
Longest Drawdown Depth (%)	-50.07	-35.36
Start to Recovery (months)	62	59
Longest Negative Period (months)	111	131
RISK INDICATORS
Standard Deviation (%)	14.45	13.73
Sharpe Ratio	0.43	0.54
Sortino Ratio	0.56	0.72
Ulcer Index	11.38	10.61
Ratio: Return / Standard Deviation	0.59	0.71
Ratio: Return / Deepest Drawdown	0.17	0.22
Metrics calculated over the period 1 July 1995 - 30 June 2025

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	Robo Advisor 90 Value Tilt	US Stocks Minimum Volatility
Author	Betterment
ASSET ALLOCATION
Stocks	90.1%	100%
Fixed Income	9.9%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	10.56	11.21
Infl. Adjusted (%)	7.56	8.19
DRAWDOWN
Deepest Drawdown Depth (%)	-50.07	-43.27
Start to Recovery (months)	62	40
Longest Drawdown Depth (%)	-50.07	-35.36
Start to Recovery (months)	62	59
Longest Negative Period (months)	111	131
RISK INDICATORS
Standard Deviation (%)	14.38	14.09
Sharpe Ratio	0.51	0.57
Sortino Ratio	0.67	0.75
Ulcer Index	10.23	9.89
Ratio: Return / Standard Deviation	0.73	0.80
Ratio: Return / Deepest Drawdown	0.21	0.26
Metrics calculated over the period 1 January 1985 - 30 June 2025

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 July 1995 - 30 June 2025 (30 years)

Period: 1 January 1985 - 30 June 2025 (~41 years)

30 Years
(1995/07 - 2025/06)

Chart Table

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Robo Advisor 90 Value Tilt			US Stocks Minimum Volatility
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-50.07	62	Nov 2007 Dec 2012
			-43.27	40	Nov 2007 Feb 2011
			-35.36	59	Sep 2000 Jul 2005
-32.03	46	Apr 2000 Jan 2004
-23.36	26	Jan 2022 Feb 2024
-22.15	11	Jan 2020 Nov 2020
			-19.06	10	Feb 2020 Nov 2020
-18.63	9	May 1998 Jan 1999
			-17.35	25	Jan 2022 Jan 2024
			-16.52	5	Jul 1998 Nov 1998
-13.38	21	Feb 2018 Oct 2019
-12.25	16	May 2015 Aug 2016
			-11.70	8	May 2011 Dec 2011
			-9.14	6	Jul 1999 Dec 1999
			-7.56	5	Oct 2018 Feb 2019

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Robo Advisor 90 Value Tilt			US Stocks Minimum Volatility
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-50.07	62	Nov 2007 Dec 2012
			-43.27	40	Nov 2007 Feb 2011
			-35.36	59	Sep 2000 Jul 2005
-32.03	46	Apr 2000 Jan 2004
			-30.08	21	Sep 1987 May 1989
-23.49	17	Sep 1987 Jan 1989
-23.36	26	Jan 2022 Feb 2024
-22.15	11	Jan 2020 Nov 2020
			-19.06	10	Feb 2020 Nov 2020
-18.78	14	Jan 1990 Feb 1991
-18.63	9	May 1998 Jan 1999
			-17.35	25	Jan 2022 Jan 2024
			-16.52	5	Jul 1998 Nov 1998
			-14.10	9	Jun 1990 Feb 1991
-13.38	21	Feb 2018 Oct 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 1985 - 30 June 2025 (~41 years)

Rolling Period:

Robo Advisor 90 Value Tilt
US Stocks Minimum Volatility

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 90 Value Tilt		US Stocks Minimum Volatility
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	9.71	-2.38	6.46	-1.80
2024	12.00	-3.66	15.74	-5.66
2023	16.66	-9.98	10.33	-4.29
2022	-15.33	-23.36	-9.42	-17.35
2021	16.04	-3.56	20.84	-4.99
2020	12.42	-22.15	5.64	-19.06
2019	23.85	-5.81	27.69	-1.61
2018	-9.42	-13.38	1.36	-7.56
2017	21.88	0.00	18.91	-0.35
2016	10.80	-5.43	10.57	-5.27
2015	-2.80	-10.67	5.45	-5.12
2014	4.90	-4.04	16.33	-3.04
2013	22.35	-2.54	25.09	-3.26
2012	16.43	-8.60	10.82	-2.17
2011	-4.58	-19.34	12.70	-11.70
2010	14.53	-11.53	14.52	-12.81
2009	31.75	-18.15	18.18	-19.43
2008	-35.20	-38.59	-25.77	-28.06
2007	9.10	-5.88	4.15	-5.15
2006	20.04	-4.18	14.77	-3.11
2005	12.34	-4.48	6.45	-3.39
2004	17.30	-3.67	14.34	-2.88
2003	35.45	-4.83	19.79	-5.68
2002	-13.60	-22.30	-15.44	-24.56
2001	-8.35	-20.79	-7.96	-20.58
2000	-6.41	-11.45	2.67	-9.24
1999	27.16	-2.90	7.63	-9.14
1998	10.74	-18.63	22.82	-16.52
1997	14.35	-5.90	30.20	-5.47
1996	15.14	-4.52	14.96	-5.24
1995	21.12	-1.87	36.61	-0.39
1994	-1.23	-8.05	0.13	-7.03
1993	29.97	-3.89	11.82	-2.26
1992	2.72	-4.00	6.42	-2.83
1991	36.99	-5.09	28.86	-4.68
1990	-10.32	-18.78	-2.01	-14.10
1989	31.85	-3.24	35.71	-2.13
1988	22.55	-3.39	15.74	-3.84
1987	1.77	-23.49	3.77	-30.08
1986	26.81	-5.35	17.36	-8.39
1985	36.53	-2.75	32.55	-3.71

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jun 30, 2025

Portfolio Metrics as of Jun 30, 2025

Drawdowns

Rolling Returns

Yearly Returns