Paul Farrell Second Grader's Starter Portfolio vs Frank Armstrong Ideal Index Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - March 2025 (~55 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1970)
Inflation Adjusted:
Paul Farrell Second Grader's Starter Portfolio
1.00$
Initial Capital
April 1995
11.49$
Final Capital
March 2025
8.48%
Yearly Return
13.90%
Std Deviation
-48.52%
Max Drawdown
59months
Recovery Period
1.00$
Initial Capital
April 1995
5.44$
Final Capital
March 2025
5.81%
Yearly Return
13.90%
Std Deviation
-49.37%
Max Drawdown
66months
Recovery Period
1.00$
Initial Capital
January 1970
178.94$
Final Capital
March 2025
9.84%
Yearly Return
13.91%
Std Deviation
-48.52%
Max Drawdown
59months
Recovery Period
1.00$
Initial Capital
January 1970
21.10$
Final Capital
March 2025
5.67%
Yearly Return
13.91%
Std Deviation
-49.37%
Max Drawdown
66months
Recovery Period
Frank Armstrong Ideal Index Portfolio
1.00$
Initial Capital
April 1995
7.49$
Final Capital
March 2025
6.94%
Yearly Return
10.73%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
April 1995
3.54$
Final Capital
March 2025
4.30%
Yearly Return
10.73%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period
1.00$
Initial Capital
January 1970
125.52$
Final Capital
March 2025
9.14%
Yearly Return
10.83%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1970
14.80$
Final Capital
March 2025
5.00%
Yearly Return
10.83%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period

As of March 2025, in the previous 30 Years, the Paul Farrell Second Grader's Starter Portfolio obtained a 8.48% compound annual return, with a 13.90% standard deviation. It suffered a maximum drawdown of -48.52% that required 59 months to be recovered.

As of March 2025, in the previous 30 Years, the Frank Armstrong Ideal Index Portfolio obtained a 6.94% compound annual return, with a 10.73% standard deviation. It suffered a maximum drawdown of -40.11% 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.

Paul Farrell Second Grader's Starter Portfolio
Weight
(%)		 ETF
Ticker		 Name
60.00
VTI
Vanguard Total Stock Market
30.00
VEU
Vanguard FTSE All-World ex-US
10.00
BND
Vanguard Total Bond Market
Frank Armstrong Ideal Index Portfolio
Weight
(%)		 ETF
Ticker		 Name
31.00
VEU
Vanguard FTSE All-World ex-US
9.25
IJS
iShares S&P Small-Cap 600 Value
9.25
VTV
Vanguard Value
8.00
VNQ
Vanguard Real Estate
6.25
IJT
iShares S&P Small-Cap 600 Growth
6.25
VV
Vanguard Large-Cap
30.00
SHY
iShares 1-3 Year Treasury Bond
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Portfolio Returns as of Mar 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 1970 - 31 March 2025 (~55 years)
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Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_paul_farrell.webp Second Grader's Starter
Paul Farrell 		-0.83 -3.33 -1.59 7.25 14.30 8.91 8.48 9.84
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_frank_armstrong.webp Ideal Index
Frank Armstrong 		1.10 -1.44 -2.04 5.29 9.58 5.55 6.94 9.14
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

Paul Farrell Second Grader's Starter Portfolio: an investment of 1$, since April 1995, now would be worth 11.49$, with a total return of 1049.31% (8.48% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since April 1995, now would be worth 7.49$, with a total return of 648.67% (6.94% annualized).


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Paul Farrell Second Grader's Starter Portfolio: an investment of 1$, since January 1970, now would be worth 178.94$, with a total return of 17793.67% (9.84% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1970, now would be worth 125.52$, with a total return of 12452.22% (9.14% annualized).


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Portfolio Metrics as of Mar 31, 2025

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

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1970 - 31 March 2025 (~55 years)
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Second Grader's Starter Ideal Index
Author Paul Farrell Frank Armstrong
ASSET ALLOCATION
Stocks 90% 70%
Fixed Income 10% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.25 5.29
Infl. Adjusted Return (%) 4.74 2.83
DRAWDOWN
Deepest Drawdown Depth (%) -3.63 -3.51
Start to Recovery (months) 2 4*
Longest Drawdown Depth (%) -3.62 -3.51
Start to Recovery (months) 2* 4*
Longest Negative Period (months) 6* 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.62 8.51
Sharpe Ratio 0.24 0.05
Sortino Ratio 0.32 0.06
Ulcer Index 1.72 1.68
Ratio: Return / Standard Deviation 0.75 0.62
Ratio: Return / Deepest Drawdown 2.00 1.51
Metrics calculated over the period 1 April 2024 - 31 March 2025
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Second Grader's Starter Ideal Index
Author Paul Farrell Frank Armstrong
ASSET ALLOCATION
Stocks 90% 70%
Fixed Income 10% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.30 9.58
Infl. Adjusted Return (%) 9.52 4.99
DRAWDOWN
Deepest Drawdown Depth (%) -24.21 -18.25
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -24.21 -18.25
Start to Recovery (months) 26 27
Longest Negative Period (months) 31 33
RISK INDICATORS
Standard Deviation (%) 14.74 11.30
Sharpe Ratio 0.80 0.63
Sortino Ratio 1.10 0.88
Ulcer Index 8.10 5.99
Ratio: Return / Standard Deviation 0.97 0.85
Ratio: Return / Deepest Drawdown 0.59 0.52
Metrics calculated over the period 1 April 2020 - 31 March 2025
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Second Grader's Starter Ideal Index
Author Paul Farrell Frank Armstrong
ASSET ALLOCATION
Stocks 90% 70%
Fixed Income 10% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.91 5.55
Infl. Adjusted Return (%) 5.66 2.40
DRAWDOWN
Deepest Drawdown Depth (%) -24.21 -18.25
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -24.21 -18.25
Start to Recovery (months) 26 27
Longest Negative Period (months) 31 35
RISK INDICATORS
Standard Deviation (%) 13.67 10.59
Sharpe Ratio 0.53 0.36
Sortino Ratio 0.70 0.48
Ulcer Index 6.75 5.35
Ratio: Return / Standard Deviation 0.65 0.52
Ratio: Return / Deepest Drawdown 0.37 0.30
Metrics calculated over the period 1 April 2015 - 31 March 2025
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Second Grader's Starter Ideal Index
Author Paul Farrell Frank Armstrong
ASSET ALLOCATION
Stocks 90% 70%
Fixed Income 10% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.48 6.94
Infl. Adjusted Return (%) 5.81 4.30
DRAWDOWN
Deepest Drawdown Depth (%) -48.52 -40.11
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -39.03 -40.11
Start to Recovery (months) 64 40
Longest Negative Period (months) 131 62
RISK INDICATORS
Standard Deviation (%) 13.90 10.73
Sharpe Ratio 0.45 0.43
Sortino Ratio 0.58 0.57
Ulcer Index 12.78 7.57
Ratio: Return / Standard Deviation 0.61 0.65
Ratio: Return / Deepest Drawdown 0.17 0.17
Metrics calculated over the period 1 April 1995 - 31 March 2025
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Second Grader's Starter Ideal Index
Author Paul Farrell Frank Armstrong
ASSET ALLOCATION
Stocks 90% 70%
Fixed Income 10% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.84 9.14
Infl. Adjusted Return (%) 5.67 5.00
DRAWDOWN
Deepest Drawdown Depth (%) -48.52 -40.11
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -39.03 -40.11
Start to Recovery (months) 64 40
Longest Negative Period (months) 131 62
RISK INDICATORS
Standard Deviation (%) 13.91 10.83
Sharpe Ratio 0.39 0.44
Sortino Ratio 0.52 0.58
Ulcer Index 10.88 6.66
Ratio: Return / Standard Deviation 0.71 0.84
Ratio: Return / Deepest Drawdown 0.20 0.23
Metrics calculated over the period 1 January 1970 - 31 March 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 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1970 - 31 March 2025 (~55 years)

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Second Grader's Starter Ideal Index
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-48.52 59 Nov 2007
Sep 2012
-40.11 40 Nov 2007
Feb 2011
-39.03 64 Apr 2000
Jul 2005
-24.21 26 Jan 2022
Feb 2024
-19.32 8 Jan 2020
Aug 2020
-18.25 27 Jan 2022
Mar 2024
-17.16 11 Jan 2020
Nov 2020
-16.33 33 Feb 2001
Oct 2003
-15.51 20 May 2011
Dec 2012
-14.32 5 Jul 1998
Nov 1998
-12.21 8 May 1998
Dec 1998
-11.99 7 Oct 2018
Apr 2019
-10.88 14 Jun 2015
Jul 2016
-9.48 8 Sep 2018
Apr 2019
-8.72 14 Jun 2015
Jul 2016

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Second Grader's Starter Ideal Index
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-48.52 59 Nov 2007
Sep 2012
-40.11 40 Nov 2007
Feb 2011
-39.03 64 Apr 2000
Jul 2005
-38.74 39 Jan 1973
Mar 1976
-27.37 30 Jan 1973
Jun 1975
-24.21 26 Jan 2022
Feb 2024
-21.75 17 Sep 1987
Jan 1989
-19.60 12 Jan 1970
Dec 1970
-19.32 8 Jan 2020
Aug 2020
-18.25 27 Jan 2022
Mar 2024
-17.61 23 Dec 1980
Oct 1982
-17.16 11 Jan 2020
Nov 2020
-16.95 14 Jan 1990
Feb 1991
-16.33 33 Feb 2001
Oct 2003
-15.93 12 Jan 1970
Dec 1970

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 1970 - 31 March 2025 (~55 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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Second Grader's Starter Ideal Index
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -0.83 -3.62 1.10 -1.44
2024
 16.09 -3.63 7.60 -3.51
2023
 20.93 -9.14 12.04 -8.07
2022
 -17.70 -24.21 -11.91 -18.25
2021
 17.70 -3.84 13.98 -2.66
2020
 16.72 -19.32 6.95 -17.16
2019
 25.83 -5.44 17.96 -4.04
2018
 -7.40 -11.99 -6.68 -9.48
2017
 21.30 0.00 13.88 -0.15
2016
 9.42 -5.60 9.05 -4.06
2015
 -1.16 -9.62 -1.66 -7.44
2014
 6.75 -3.49 4.16 -3.12
2013
 24.11 -2.56 16.03 -2.21
2012
 15.86 -7.88 12.36 -6.57
2011
 -2.83 -17.88 -2.98 -15.51
2010
 14.62 -11.38 13.00 -8.67
2009
 28.98 -17.20 21.58 -16.28
2008
 -34.54 -37.04 -24.86 -27.96
2007
 8.57 -5.03 5.91 -4.80
2006
 17.83 -3.36 17.74 -2.78
2005
 8.70 -3.82 8.40 -2.89
2004
 14.35 -3.09 14.62 -3.40
2003
 30.95 -4.37 26.78 -3.93
2002
 -15.98 -22.25 -7.53 -13.72
2001
 -11.78 -21.62 -3.80 -11.76
2000
 -9.89 -14.07 2.04 -5.59
1999
 23.19 -3.08 13.53 -2.81
1998
 19.50 -14.32 8.85 -12.21
1997
 19.31 -4.84 12.22 -4.02
1996
 14.34 -4.50 11.54 -3.03
1995
 24.48 -1.28 16.29 -1.64
1994
 2.56 -5.09 1.99 -4.20
1993
 16.32 -4.22 17.70 -4.41
1992
 1.74 -4.65 3.75 -3.20
1991
 23.80 -4.67 20.38 -3.65
1990
 -10.22 -16.95 -9.45 -14.74
1989
 22.09 -2.57 15.59 -2.18
1988
 18.82 -3.47 17.45 -2.71
1987
 10.87 -21.75 10.19 -14.90
1986
 29.27 -5.18 28.89 -3.91
1985
 36.18 -2.85 31.78 -1.78
1984
 3.66 -8.18 7.88 -4.89
1983
 21.23 -3.07 21.11 -2.00
1982
 14.99 -12.58 16.37 -6.90
1981
 -2.74 -11.40 4.16 -7.60
1980
 27.18 -10.99 22.04 -9.55
1979
 17.88 -7.18 17.78 -7.14
1978
 14.57 -8.59 15.30 -7.53
1977
 2.89 -4.35 9.26 -1.55
1976
 17.93 -2.79 18.88 -2.99
1975
 32.69 -11.35 28.38 -9.10
1974
 -22.01 -29.06 -13.41 -20.91
1973
 -13.91 -15.04 -10.09 -10.78
1972
 22.52 -1.37 17.91 -0.27
1971
 21.01 -5.36 17.25 -5.44
1970
 0.25 -19.60 0.66 -15.93
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