Scott Burns Five Fold Portfolio vs Tyler Pinwheel Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - April 2025 (~40 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 1985)
Inflation Adjusted:
Scott Burns Five Fold Portfolio
1.00$
Initial Capital
May 1995
8.93$
Final Capital
April 2025
7.57%
Yearly Return
9.80%
Std Deviation
-37.94%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
May 1995
4.24$
Final Capital
April 2025
4.93%
Yearly Return
9.80%
Std Deviation
-38.96%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
30.57$
Final Capital
April 2025
8.85%
Yearly Return
9.59%
Std Deviation
-37.94%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
10.09$
Final Capital
April 2025
5.90%
Yearly Return
9.59%
Std Deviation
-38.96%
Max Drawdown
40months
Recovery Period
Tyler Pinwheel Portfolio
1.00$
Initial Capital
May 1995
9.12$
Final Capital
April 2025
7.65%
Yearly Return
10.52%
Std Deviation
-36.89%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
May 1995
4.33$
Final Capital
April 2025
5.01%
Yearly Return
10.52%
Std Deviation
-37.93%
Max Drawdown
38months
Recovery Period
1.00$
Initial Capital
January 1985
31.97$
Final Capital
April 2025
8.97%
Yearly Return
10.30%
Std Deviation
-36.89%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
10.55$
Final Capital
April 2025
6.02%
Yearly Return
10.30%
Std Deviation
-37.93%
Max Drawdown
38months
Recovery Period

As of April 2025, in the previous 30 Years, the Scott Burns Five Fold Portfolio obtained a 7.57% compound annual return, with a 9.80% standard deviation. It suffered a maximum drawdown of -37.94% that required 36 months to be recovered.

As of April 2025, in the previous 30 Years, the Tyler Pinwheel Portfolio obtained a 7.65% compound annual return, with a 10.52% standard deviation. It suffered a maximum drawdown of -36.89% 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.

Scott Burns Five Fold Portfolio
Weight
(%)		 Ticker Name
20.00
VTI
Vanguard Total Stock Market
20.00
VEU
Vanguard FTSE All-World ex-US
20.00
VNQ
Vanguard Real Estate
20.00
TIP
iShares TIPS Bond
20.00
BNDX
Vanguard Total International Bond
Tyler Pinwheel Portfolio
Weight
(%)		 Ticker Name
15.00
EFA
iShares MSCI EAFE
15.00
VTI
Vanguard Total Stock Market
15.00
VNQ
Vanguard Real Estate
10.00
EEM
iShares MSCI Emerging Markets
10.00
IJS
iShares S&P Small-Cap 600 Value
15.00
IEI
iShares 3-7 Year Treasury Bond
10.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
10.00
GLD
SPDR Gold 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 1985 - 30 April 2025 (~40 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Five Fold
Scott Burns 		1.92 0.31 1.11 11.04 6.99 5.46 7.57 8.85
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Pinwheel
Tyler 		3.27 0.48 2.02 12.97 8.70 6.04 7.65 8.97
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Scott Burns Five Fold Portfolio: an investment of 1$, since May 1995, now would be worth 8.93$, with a total return of 792.79% (7.57% annualized).

Tyler Pinwheel Portfolio: an investment of 1$, since May 1995, now would be worth 9.12$, with a total return of 812.02% (7.65% annualized).


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Scott Burns Five Fold Portfolio: an investment of 1$, since January 1985, now would be worth 30.57$, with a total return of 2957.42% (8.85% annualized).

Tyler Pinwheel Portfolio: an investment of 1$, since January 1985, now would be worth 31.97$, with a total return of 3096.93% (8.97% 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 1985 - 30 April 2025 (~40 years)
Swipe left to see all data
Five Fold Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 60% 65%
Fixed Income 40% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 11.04 12.97
Infl. Adjusted Return (%) 8.79 10.68
DRAWDOWN
Deepest Drawdown Depth (%) -3.38 -3.29
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -3.38 -3.29
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 7* 6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.29 6.96
Sharpe Ratio 0.86 1.17
Sortino Ratio 1.05 1.51
Ulcer Index 1.37 1.06
Ratio: Return / Standard Deviation 1.52 1.86
Ratio: Return / Deepest Drawdown 3.27 3.94
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Five Fold Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 60% 65%
Fixed Income 40% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 6.99 8.70
Infl. Adjusted Return (%) 2.35 3.98
DRAWDOWN
Deepest Drawdown Depth (%) -21.60 -19.49
Start to Recovery (months) 32 27
Longest Drawdown Depth (%) -21.60 -19.49
Start to Recovery (months) 32 27
Longest Negative Period (months) 35 34
RISK INDICATORS
Standard Deviation (%) 11.20 11.02
Sharpe Ratio 0.40 0.56
Sortino Ratio 0.53 0.77
Ulcer Index 8.57 6.59
Ratio: Return / Standard Deviation 0.62 0.79
Ratio: Return / Deepest Drawdown 0.32 0.45
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Five Fold Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 60% 65%
Fixed Income 40% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 5.46 6.04
Infl. Adjusted Return (%) 2.32 2.88
DRAWDOWN
Deepest Drawdown Depth (%) -21.60 -19.49
Start to Recovery (months) 32 27
Longest Drawdown Depth (%) -21.60 -19.49
Start to Recovery (months) 32 27
Longest Negative Period (months) 35 34
RISK INDICATORS
Standard Deviation (%) 10.11 10.27
Sharpe Ratio 0.37 0.42
Sortino Ratio 0.49 0.57
Ulcer Index 6.49 5.41
Ratio: Return / Standard Deviation 0.54 0.59
Ratio: Return / Deepest Drawdown 0.25 0.31
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Five Fold Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 60% 65%
Fixed Income 40% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.57 7.65
Infl. Adjusted Return (%) 4.93 5.01
DRAWDOWN
Deepest Drawdown Depth (%) -37.94 -36.89
Start to Recovery (months) 36 36
Longest Drawdown Depth (%) -37.94 -36.89
Start to Recovery (months) 36 36
Longest Negative Period (months) 62 51
RISK INDICATORS
Standard Deviation (%) 9.80 10.52
Sharpe Ratio 0.54 0.51
Sortino Ratio 0.70 0.67
Ulcer Index 6.75 6.56
Ratio: Return / Standard Deviation 0.77 0.73
Ratio: Return / Deepest Drawdown 0.20 0.21
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Five Fold Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 60% 65%
Fixed Income 40% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.85 8.97
Infl. Adjusted Return (%) 5.90 6.02
DRAWDOWN
Deepest Drawdown Depth (%) -37.94 -36.89
Start to Recovery (months) 36 36
Longest Drawdown Depth (%) -37.94 -36.89
Start to Recovery (months) 36 36
Longest Negative Period (months) 62 51
RISK INDICATORS
Standard Deviation (%) 9.59 10.30
Sharpe Ratio 0.59 0.56
Sortino Ratio 0.77 0.73
Ulcer Index 6.08 5.98
Ratio: Return / Standard Deviation 0.92 0.87
Ratio: Return / Deepest Drawdown 0.23 0.24
Metrics calculated over the period 1 January 1985 - 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 1985 - 30 April 2025 (~40 years)

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Five Fold Pinwheel
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.94 36 Nov 2007
Oct 2010
-36.89 36 Nov 2007
Oct 2010
-21.60 32 Jan 2022
Aug 2024
-19.49 27 Jan 2022
Mar 2024
-14.99 8 Jan 2020
Aug 2020
-14.05 12 May 1998
Apr 1999
-13.82 7 Feb 2020
Aug 2020
-12.72 11 May 2011
Mar 2012
-11.06 13 Jun 2002
Jun 2003
-10.32 9 May 2011
Jan 2012
-8.88 14 Feb 2001
Mar 2002
-8.29 5 Jul 1998
Nov 1998
-8.24 15 Feb 2018
Apr 2019
-7.70 16 Mar 2015
Jun 2016
-7.24 12 Jun 2002
May 2003

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Five Fold Pinwheel
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.94 36 Nov 2007
Oct 2010
-36.89 36 Nov 2007
Oct 2010
-21.60 32 Jan 2022
Aug 2024
-19.49 27 Jan 2022
Mar 2024
-14.99 8 Jan 2020
Aug 2020
-14.91 16 Sep 1987
Dec 1988
-14.05 12 May 1998
Apr 1999
-13.82 7 Feb 2020
Aug 2020
-12.72 11 May 2011
Mar 2012
-12.51 14 Jan 1990
Feb 1991
-12.21 14 Jan 1990
Feb 1991
-11.82 10 Sep 1987
Jun 1988
-11.06 13 Jun 2002
Jun 2003
-10.32 9 May 2011
Jan 2012
-8.88 14 Feb 2001
Mar 2002

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 April 2025 (~40 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.

Swipe left to see all data
Five Fold Pinwheel
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.92 -1.69 3.27 -0.60
2024
 7.88 -3.57 9.66 -3.29
2023
 13.15 -7.82 13.20 -8.07
2022
 -17.44 -21.60 -13.57 -19.49
2021
 15.57 -3.25 13.53 -3.10
2020
 8.59 -13.82 9.12 -14.99
2019
 19.52 -1.92 19.31 -3.16
2018
 -4.81 -6.93 -6.39 -8.24
2017
 11.77 0.00 14.08 0.00
2016
 7.13 -3.39 8.63 -2.93
2015
 -0.51 -6.31 -2.88 -7.37
2014
 10.14 -3.22 6.12 -3.95
2013
 8.13 -5.45 9.02 -4.25
2012
 13.78 -4.08 12.60 -5.90
2011
 3.49 -10.32 -0.25 -12.72
2010
 14.45 -6.47 16.08 -7.26
2009
 24.16 -15.00 24.19 -14.81
2008
 -23.95 -30.12 -22.51 -27.78
2007
 4.26 -3.99 7.60 -4.41
2006
 16.17 -2.07 19.78 -3.25
2005
 8.26 -2.40 11.02 -2.58
2004
 15.75 -5.26 15.19 -5.84
2003
 23.74 -1.51 28.19 -3.19
2002
 -1.18 -7.24 -2.13 -11.06
2001
 -0.06 -6.11 -0.61 -8.88
2000
 5.40 -3.85 1.80 -5.84
1999
 9.10 -2.61 15.18 -2.13
1998
 9.78 -8.29 3.43 -14.05
1997
 11.37 -3.10 8.85 -4.25
1996
 13.09 -1.17 13.00 -2.47
1995
 19.23 -0.70 14.60 -1.63
1994
 -2.47 -7.79 -2.32 -6.30
1993
 18.48 -3.77 24.96 -3.33
1992
 5.91 -3.73 4.01 -2.90
1991
 23.52 -2.98 29.20 -3.25
1990
 -6.16 -12.21 -7.14 -12.51
1989
 15.34 -0.98 21.94 -1.96
1988
 14.35 -1.86 14.95 -2.14
1987
 6.54 -11.82 2.63 -14.91
1986
 26.37 -3.02 21.90 -2.21
1985
 30.39 -1.26 27.17 -1.91
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Mastering ETF Investing
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with Lazy Portfolios and Passive Investing
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