Scott Burns Six Ways from Sunday Portfolio vs Bogleheads Three Funds 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 Six Ways from Sunday Portfolio
1.00$
Initial Capital
May 1995
9.97$
Final Capital
April 2025
7.97%
Yearly Return
10.95%
Std Deviation
-39.14%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
May 1995
4.73$
Final Capital
April 2025
5.32%
Yearly Return
10.95%
Std Deviation
-39.92%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
34.57$
Final Capital
April 2025
9.18%
Yearly Return
10.58%
Std Deviation
-39.14%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
January 1985
11.41$
Final Capital
April 2025
6.22%
Yearly Return
10.58%
Std Deviation
-39.92%
Max Drawdown
40months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
May 1995
9.86$
Final Capital
April 2025
7.93%
Yearly Return
12.41%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
May 1995
4.68$
Final Capital
April 2025
5.28%
Yearly Return
12.41%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1985
39.22$
Final Capital
April 2025
9.52%
Yearly Return
12.25%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1985
12.94$
Final Capital
April 2025
6.55%
Yearly Return
12.25%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period

As of April 2025, in the previous 30 Years, the Scott Burns Six Ways from Sunday Portfolio obtained a 7.97% compound annual return, with a 10.95% standard deviation. It suffered a maximum drawdown of -39.14% that required 31 months to be recovered.

As of April 2025, in the previous 30 Years, the Bogleheads Three Funds Portfolio obtained a 7.93% compound annual return, with a 12.41% standard deviation. It suffered a maximum drawdown of -43.68% that required 42 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 Six Ways from Sunday Portfolio
Weight
(%)		 ETF
Ticker		 Name
16.70
VTI
Vanguard Total Stock Market
16.66
XLE
Energy Select Sector SPDR Fund
16.66
VEU
Vanguard FTSE All-World ex-US
16.66
VNQ
Vanguard Real Estate
16.66
TIP
iShares TIPS Bond
16.66
BNDX
Vanguard Total International Bond
Bogleheads Three Funds Portfolio
Weight
(%)		 ETF
Ticker		 Name
50.00
VTI
Vanguard Total Stock Market
30.00
VEU
Vanguard FTSE All-World ex-US
20.00
BND
Vanguard Total Bond Market
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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 Six Ways from Sunday
Scott Burns 		0.72 -2.21 -0.37 6.93 10.36 5.92 7.97 9.18
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		0.55 0.61 1.41 11.53 10.64 7.80 7.93 9.52
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Scott Burns Six Ways from Sunday Portfolio: an investment of 1$, since May 1995, now would be worth 9.97$, with a total return of 896.69% (7.97% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since May 1995, now would be worth 9.86$, with a total return of 886.40% (7.93% annualized).


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Scott Burns Six Ways from Sunday Portfolio: an investment of 1$, since January 1985, now would be worth 34.57$, with a total return of 3356.82% (9.18% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since January 1985, now would be worth 39.22$, with a total return of 3822.03% (9.52% 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
Six Ways from Sunday Three Funds
Author Scott Burns Bogleheads
ASSET ALLOCATION
Stocks 66.68% 80%
Fixed Income 33.32% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.93 11.53
Infl. Adjusted Return (%) 4.76 9.27
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -2.75
Start to Recovery (months) 5* 2*
Longest Drawdown Depth (%) -4.45 -2.68
Start to Recovery (months) 5* 3
Longest Negative Period (months) 8* 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.96 7.81
Sharpe Ratio 0.27 0.86
Sortino Ratio 0.33 1.10
Ulcer Index 1.89 1.36
Ratio: Return / Standard Deviation 0.87 1.48
Ratio: Return / Deepest Drawdown 1.56 4.19
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Six Ways from Sunday Three Funds
Author Scott Burns Bogleheads
ASSET ALLOCATION
Stocks 66.68% 80%
Fixed Income 33.32% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.36 10.64
Infl. Adjusted Return (%) 5.57 5.84
DRAWDOWN
Deepest Drawdown Depth (%) -14.34 -23.18
Start to Recovery (months) 16 26
Longest Drawdown Depth (%) -14.34 -23.18
Start to Recovery (months) 16 26
Longest Negative Period (months) 24 34
RISK INDICATORS
Standard Deviation (%) 12.15 13.05
Sharpe Ratio 0.64 0.62
Sortino Ratio 0.87 0.84
Ulcer Index 3.37 7.90
Ratio: Return / Standard Deviation 0.85 0.81
Ratio: Return / Deepest Drawdown 0.72 0.46
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Six Ways from Sunday Three Funds
Author Scott Burns Bogleheads
ASSET ALLOCATION
Stocks 66.68% 80%
Fixed Income 33.32% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.92 7.80
Infl. Adjusted Return (%) 2.76 4.59
DRAWDOWN
Deepest Drawdown Depth (%) -19.67 -23.18
Start to Recovery (months) 12 26
Longest Drawdown Depth (%) -14.34 -23.18
Start to Recovery (months) 16 26
Longest Negative Period (months) 59 34
RISK INDICATORS
Standard Deviation (%) 11.74 12.36
Sharpe Ratio 0.35 0.49
Sortino Ratio 0.47 0.65
Ulcer Index 4.42 6.43
Ratio: Return / Standard Deviation 0.50 0.63
Ratio: Return / Deepest Drawdown 0.30 0.34
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Six Ways from Sunday Three Funds
Author Scott Burns Bogleheads
ASSET ALLOCATION
Stocks 66.68% 80%
Fixed Income 33.32% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.97 7.93
Infl. Adjusted Return (%) 5.32 5.28
DRAWDOWN
Deepest Drawdown Depth (%) -39.14 -43.68
Start to Recovery (months) 31 42
Longest Drawdown Depth (%) -39.14 -33.38
Start to Recovery (months) 31 57
Longest Negative Period (months) 67 118
RISK INDICATORS
Standard Deviation (%) 10.95 12.41
Sharpe Ratio 0.52 0.46
Sortino Ratio 0.68 0.59
Ulcer Index 6.65 10.83
Ratio: Return / Standard Deviation 0.73 0.64
Ratio: Return / Deepest Drawdown 0.20 0.18
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Six Ways from Sunday Three Funds
Author Scott Burns Bogleheads
ASSET ALLOCATION
Stocks 66.68% 80%
Fixed Income 33.32% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.18 9.52
Infl. Adjusted Return (%) 6.22 6.55
DRAWDOWN
Deepest Drawdown Depth (%) -39.14 -43.68
Start to Recovery (months) 31 42
Longest Drawdown Depth (%) -39.14 -33.38
Start to Recovery (months) 31 57
Longest Negative Period (months) 67 118
RISK INDICATORS
Standard Deviation (%) 10.58 12.25
Sharpe Ratio 0.57 0.52
Sortino Ratio 0.74 0.68
Ulcer Index 6.01 9.64
Ratio: Return / Standard Deviation 0.87 0.78
Ratio: Return / Deepest Drawdown 0.23 0.22
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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Six Ways from Sunday Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-39.14 31 Jun 2008
Dec 2010
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-19.67 12 Jan 2020
Dec 2020
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-14.34 16 Apr 2022
Jul 2023
-13.29 10 May 2011
Feb 2012
-12.46 5 Jul 1998
Nov 1998
-12.03 12 May 1998
Apr 1999
-10.58 28 Feb 2001
May 2003
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016
-9.70 14 May 2015
Jun 2016

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Six Ways from Sunday Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-39.14 31 Jun 2008
Dec 2010
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-19.67 12 Jan 2020
Dec 2020
-19.21 17 Sep 1987
Jan 1989
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.75 16 Sep 1987
Dec 1988
-15.31 14 Jan 1990
Feb 1991
-14.34 16 Apr 2022
Jul 2023
-13.29 10 May 2011
Feb 2012
-12.46 5 Jul 1998
Nov 1998
-12.03 12 May 1998
Apr 1999
-10.58 28 Feb 2001
May 2003

Rolling Returns

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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.

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Six Ways from Sunday Three Funds
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.72 -3.00 0.55 -2.75
2024
 7.50 -4.45 13.85 -3.44
2023
 10.86 -6.89 18.86 -8.74
2022
 -3.84 -14.34 -17.06 -23.18
2021
 21.86 -2.10 14.95 -3.53
2020
 1.75 -19.67 15.39 -17.01
2019
 18.22 -3.51 23.65 -4.68
2018
 -7.04 -9.43 -6.89 -10.53
2017
 9.66 -0.36 19.54 0.00
2016
 10.61 -3.04 8.39 -4.82
2015
 -4.01 -9.20 -1.14 -8.74
2014
 7.00 -3.99 6.07 -3.01
2013
 11.16 -4.12 20.56 -2.36
2012
 12.35 -5.14 14.53 -7.09
2011
 3.38 -13.29 -2.14 -15.77
2010
 15.68 -8.16 13.50 -9.82
2009
 23.77 -14.82 26.45 -15.70
2008
 -26.45 -32.07 -30.15 -33.07
2007
 9.69 -2.97 8.73 -4.35
2006
 16.49 -2.20 16.69 -3.08
2005
 13.58 -3.66 8.30 -3.34
2004
 18.78 -4.09 13.49 -2.83
2003
 24.09 -1.68 28.27 -3.88
2002
 -3.44 -9.90 -13.11 -18.90
2001
 -3.08 -8.11 -9.84 -18.61
2000
 8.56 -4.31 -7.69 -11.84
1999
 10.58 -2.60 20.73 -2.88
1998
 4.74 -12.03 18.03 -12.46
1997
 11.97 -2.82 17.15 -4.61
1996
 16.58 -1.91 12.60 -3.77
1995
 20.25 -1.37 22.72 -1.03
1994
 -2.33 -7.18 2.31 -4.84
1993
 19.81 -4.68 16.23 -4.16
1992
 5.94 -3.90 1.54 -4.66
1991
 19.65 -3.35 22.09 -4.27
1990
 -5.36 -9.11 -8.74 -15.31
1989
 20.03 -1.09 20.64 -2.08
1988
 15.52 -2.02 17.83 -3.20
1987
 6.47 -15.75 10.76 -19.21
1986
 24.09 -2.52 29.32 -4.89
1985
 27.73 -1.45 35.27 -2.34
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