Scott Burns Five Fold Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 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
June 1995
8.87$
Final Capital
May 2025
7.55%
Yearly Return
9.79%
Std Deviation
-37.94%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
June 1995
4.21$
Final Capital
May 2025
4.91%
Yearly Return
9.79%
Std Deviation
-38.96%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
31.26$
Final Capital
May 2025
8.89%
Yearly Return
9.59%
Std Deviation
-37.94%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
10.29$
Final Capital
May 2025
5.94%
Yearly Return
9.59%
Std Deviation
-38.96%
Max Drawdown
40months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
June 1995
8.31$
Final Capital
May 2025
7.31%
Yearly Return
7.44%
Std Deviation
-20.58%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
June 1995
3.94$
Final Capital
May 2025
4.68%
Yearly Return
7.44%
Std Deviation
-27.85%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
28.48$
Final Capital
May 2025
8.64%
Yearly Return
7.50%
Std Deviation
-20.58%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
9.38$
Final Capital
May 2025
5.69%
Yearly Return
7.50%
Std Deviation
-27.85%
Max Drawdown
45months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Scott Burns Five Fold Portfolio obtained a 7.55% compound annual return, with a 9.79% standard deviation. It suffered a maximum drawdown of -37.94% that required 36 months to be recovered.

As of May 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.31% compound annual return, with a 7.44% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 41 months and is still in progress.

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
Ray Dalio All Weather Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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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
Period: 1 January 1985 - 31 May 2025 (~40 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Five Fold
Scott Burns 		4.21 2.24 0.69 10.15 6.95 5.73 7.55 8.89
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.43 0.42 -1.10 7.51 2.77 4.86 7.31 8.64
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Scott Burns Five Fold Portfolio: an investment of 1$, since June 1995, now would be worth 8.87$, with a total return of 786.60% (7.55% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since June 1995, now would be worth 8.31$, with a total return of 730.98% (7.31% annualized).


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Scott Burns Five Fold Portfolio: an investment of 1$, since January 1985, now would be worth 31.26$, with a total return of 3025.98% (8.89% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 28.48$, with a total return of 2748.22% (8.64% 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 1985 - 31 May 2025 (~40 years)
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Five Fold All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 60% 30%
Fixed Income 40% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%)
10.15
7.51
Infl. Adjusted Return (%) 7.68 5.11
DRAWDOWN
Deepest Drawdown Depth (%)
-3.38
-3.45
Start to Recovery (months) 6
3
Longest Drawdown Depth (%) -3.38
-1.94
Start to Recovery (months) 6
3*
Longest Negative Period (months)
7
8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.08
6.70
Sharpe Ratio
0.77
0.42
Sortino Ratio
0.94
0.52
Ulcer Index
1.37
1.43
Ratio: Return / Standard Deviation
1.43
1.12
Ratio: Return / Deepest Drawdown
3.01
2.18
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Five Fold All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 60% 30%
Fixed Income 40% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%)
6.95
2.77
Infl. Adjusted Return (%) 2.24 -1.76
DRAWDOWN
Deepest Drawdown Depth (%) -21.60
-20.58
Start to Recovery (months)
32
41*
Longest Drawdown Depth (%) -21.60
-20.58
Start to Recovery (months)
32
41*
Longest Negative Period (months)
35
45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.19
10.34
Sharpe Ratio
0.39
0.02
Sortino Ratio
0.52
0.02
Ulcer Index
8.57
9.55
Ratio: Return / Standard Deviation
0.62
0.27
Ratio: Return / Deepest Drawdown
0.32
0.13
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Five Fold All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 60% 30%
Fixed Income 40% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%)
5.73
4.86
Infl. Adjusted Return (%) 2.59 1.74
DRAWDOWN
Deepest Drawdown Depth (%) -21.60
-20.58
Start to Recovery (months)
32
41*
Longest Drawdown Depth (%) -21.60
-20.58
Start to Recovery (months)
32
41*
Longest Negative Period (months)
35
46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.12
8.45
Sharpe Ratio
0.39
0.36
Sortino Ratio
0.51
0.50
Ulcer Index
6.48
6.95
Ratio: Return / Standard Deviation
0.57
0.57
Ratio: Return / Deepest Drawdown
0.27
0.24
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Five Fold All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 60% 30%
Fixed Income 40% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%)
7.55
7.31
Infl. Adjusted Return (%) 4.91 4.68
DRAWDOWN
Deepest Drawdown Depth (%) -37.94
-20.58
Start to Recovery (months)
36
41*
Longest Drawdown Depth (%) -37.94
-20.58
Start to Recovery (months)
36
41*
Longest Negative Period (months) 62
46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.79
7.44
Sharpe Ratio 0.54
0.68
Sortino Ratio 0.69
0.91
Ulcer Index 6.75
4.46
Ratio: Return / Standard Deviation 0.77
0.98
Ratio: Return / Deepest Drawdown 0.20
0.36
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Five Fold All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 60% 30%
Fixed Income 40% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%)
8.89
8.64
Infl. Adjusted Return (%) 5.94 5.69
DRAWDOWN
Deepest Drawdown Depth (%) -37.94
-20.58
Start to Recovery (months)
36
41*
Longest Drawdown Depth (%) -37.94
-20.58
Start to Recovery (months)
36
41*
Longest Negative Period (months) 62
46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.59
7.50
Sharpe Ratio 0.60
0.73
Sortino Ratio 0.78
1.00
Ulcer Index 6.07
4.03
Ratio: Return / Standard Deviation 0.93
1.15
Ratio: Return / Deepest Drawdown 0.23
0.42
Metrics calculated over the period 1 January 1985 - 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 1985 - 31 May 2025 (~40 years)

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Five Fold All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.94 36 Nov 2007
Oct 2010
-21.60 32 Jan 2022
Aug 2024
-20.58 41* Jan 2022
In progress
-13.82 7 Feb 2020
Aug 2020
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.32 9 May 2011
Jan 2012
-8.29 5 Jul 1998
Nov 1998
-7.24 12 Jun 2002
May 2003
-6.93 7 Sep 2018
Mar 2019
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-6.31 15 Mar 2015
May 2016
-6.11 14 Feb 2001
Mar 2002
-5.45 6 May 2013
Oct 2013

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Five Fold All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.94 36 Nov 2007
Oct 2010
-21.60 32 Jan 2022
Aug 2024
-20.58 41* Jan 2022
In progress
-13.82 7 Feb 2020
Aug 2020
-12.21 14 Jan 1990
Feb 1991
-11.82 10 Sep 1987
Jun 1988
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.32 9 May 2011
Jan 2012
-8.78 13 Sep 1987
Sep 1988
-8.29 5 Jul 1998
Nov 1998
-7.79 16 Feb 1994
May 1995
-7.24 12 Jun 2002
May 2003
-6.93 7 Sep 2018
Mar 2019
-6.83 14 Feb 1994
Mar 1995

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 - 31 May 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.

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Five Fold All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
4.21
-1.69 2.43 -1.94
2024
7.88
-3.57 6.36 -3.73
2023
13.15
-7.82 9.95 -9.25
2022
-17.44
-21.60 -18.39 -20.58
2021
15.57
-3.25 8.27 -3.74
2020
 8.59 -13.82
15.88
-3.68
2019
19.52
-1.92 17.93 -0.83
2018
 -4.81 -6.93
-3.02
-4.71
2017
11.77
0.00 11.55 -0.49
2016
7.13
-3.39 6.50 -6.42
2015
-0.51
-6.31 -3.23 -6.66
2014
 10.14 -3.22
12.89
-2.52
2013
8.13
-5.45 1.71 -5.29
2012
13.78
-4.08 7.02 -1.33
2011
 3.49 -10.32
15.64
-2.00
2010
14.45
-6.47 12.88 -0.69
2009
24.16
-15.00 2.71 -11.57
2008
 -23.95 -30.12
2.38
-11.38
2007
 4.26 -3.99
11.88
-1.20
2006
16.17
-2.07 6.93 -1.71
2005
 8.26 -2.40
8.55
-2.99
2004
15.75
-5.26 9.41 -4.76
2003
23.74
-1.51 13.96 -4.74
2002
 -1.18 -7.24
7.77
-1.56
2001
-0.06
-6.11 -2.77 -4.61
2000
 5.40 -3.85
10.15
-2.26
1999
9.10
-2.61 6.28 -3.79
1998
 9.78 -8.29
11.05
-4.83
1997
 11.37 -3.10
13.54
-2.89
1996
13.09
-1.17 8.27 -2.11
1995
 19.23 -0.70
27.44
0.00
1994
-2.47
-7.79 -3.28 -6.83
1993
18.48
-3.77 12.02 -1.98
1992
 5.91 -3.73
6.76
-2.23
1991
23.52
-2.98 17.98 -1.86
1990
 -6.16 -12.21
3.85
-5.51
1989
 15.34 -0.98
20.45
-1.14
1988
14.35
-1.86 10.59 -1.93
1987
6.54
-11.82 3.47 -8.78
1986
26.37
-3.02 20.56 -3.75
1985
30.39
-1.26 28.68 -2.13
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