Paul Farrell Second Grader's Starter Portfolio vs Mebane Faber Ivy Portfolio Portfolio Comparison

Simulation Settings

Period: January 1970 - June 2025 (~56 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
(1970/01 - 2025/06)

Inflation Adjusted:

Paul Farrell Second Grader's Starter Portfolio

1.00$
Invested Capital
July 1995
11.91$
Final Capital
June 2025
8.61%
Yearly Return
13.93%
Std Deviation
-48.52%
Max Drawdown
59months
Recovery Period

1.00$
Invested Capital
July 1995
5.64$
Final Capital
June 2025
5.94%
Yearly Return
13.93%
Std Deviation
-49.37%
Max Drawdown
66months
Recovery Period

1.00$
Invested Capital
January 1970
197.07$
Final Capital
June 2025
9.99%
Yearly Return
13.90%
Std Deviation
-48.52%
Max Drawdown
59months
Recovery Period

1.00$
Invested Capital
January 1970
23.10$
Final Capital
June 2025
5.82%
Yearly Return
13.90%
Std Deviation
-49.37%
Max Drawdown
66months
Recovery Period

Mebane Faber Ivy Portfolio

1.00$
Invested Capital
July 1995
8.12$
Final Capital
June 2025
7.23%
Yearly Return
11.60%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period

1.00$
Invested Capital
July 1995
3.85$
Final Capital
June 2025
4.60%
Yearly Return
11.60%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period

1.00$
Invested Capital
January 1970
157.86$
Final Capital
June 2025
9.55%
Yearly Return
10.63%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period

1.00$
Invested Capital
January 1970
18.51$
Final Capital
June 2025
5.40%
Yearly Return
10.63%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period

As of June 2025, in the previous 30 Years, the Paul Farrell Second Grader's Starter Portfolio obtained a 8.61% compound annual return, with a 13.93% standard deviation. It suffered a maximum drawdown of -48.52% that required 59 months to be recovered.

As of June 2025, in the previous 30 Years, the Mebane Faber Ivy Portfolio obtained a 7.23% compound annual return, with a 11.60% standard deviation. It suffered a maximum drawdown of -47.39% that required 56 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 (%)	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

Mebane Faber Ivy 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	BND	Vanguard Total Bond Market
20.00	GSG	iShares S&P GSCI Commodity Indexed Trust

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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
(1970/01 - 2025/06)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Second Grader's Starter Paul Farrell	1 $	11.91 $	1 091.00%	8.61%
Ivy Portfolio Mebane Faber	1 $	8.12 $	712.36%	7.23%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Second Grader's Starter Paul Farrell	1 $	5.64 $	464.42%	5.94%
Ivy Portfolio Mebane Faber	1 $	3.85 $	284.98%	4.60%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Second Grader's Starter Paul Farrell	1 $	197.07 $	19 607.37%	9.99%
Ivy Portfolio Mebane Faber	1 $	157.86 $	15 685.71%	9.55%
	Jan 1970	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Second Grader's Starter Paul Farrell	1 $	23.10 $	2 210.35%	5.82%
Ivy Portfolio Mebane Faber	1 $	18.51 $	1 750.60%	5.40%
	Jan 1970	Jun 2025

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		Return (%) as of Jun 30, 2025
		YTD (6M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~56Y)
	Second Grader's Starter Paul Farrell	9.23	4.36	9.23	15.51	12.70	9.95	8.61	9.99
	Ivy Portfolio Mebane Faber	6.23	3.06	6.23	9.91	10.22	6.12	7.23	9.55
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 1970 - 30 June 2025 (~56 years)

1 Year

5 Years

10 Years

30 Years

All (1970/01 - 2025/06)

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	Second Grader's Starter	Ivy Portfolio
Author	Paul Farrell	Mebane Faber
ASSET ALLOCATION
Stocks	90%	60%
Fixed Income	10%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	15.51	9.91
Infl. Adjusted (%)	12.44	6.99
DRAWDOWN
Deepest Drawdown Depth (%)	-3.62	-2.84
Start to Recovery (months)	4	4
Longest Drawdown Depth (%)	-3.62	-2.84
Start to Recovery (months)	4	4
Longest Negative Period (months)	7	8
RISK INDICATORS
Standard Deviation (%)	9.41	6.88
Sharpe Ratio	1.16	0.77
Sortino Ratio	1.52	0.96
Ulcer Index	1.64	1.25
Ratio: Return / Standard Deviation	1.65	1.44
Ratio: Return / Deepest Drawdown	4.28	3.49
Metrics calculated over the period 1 July 2024 - 30 June 2025

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	Second Grader's Starter	Ivy Portfolio
Author	Paul Farrell	Mebane Faber
ASSET ALLOCATION
Stocks	90%	60%
Fixed Income	10%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	12.70	10.22
Infl. Adjusted (%)	7.76	5.38
DRAWDOWN
Deepest Drawdown Depth (%)	-24.21	-16.46
Start to Recovery (months)	26	24
Longest Drawdown Depth (%)	-24.21	-16.46
Start to Recovery (months)	26	24
Longest Negative Period (months)	31	30
RISK INDICATORS
Standard Deviation (%)	14.28	11.58
Sharpe Ratio	0.70	0.65
Sortino Ratio	0.95	0.87
Ulcer Index	8.11	5.32
Ratio: Return / Standard Deviation	0.89	0.88
Ratio: Return / Deepest Drawdown	0.52	0.62
Metrics calculated over the period 1 July 2020 - 30 June 2025

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	Second Grader's Starter	Ivy Portfolio
Author	Paul Farrell	Mebane Faber
ASSET ALLOCATION
Stocks	90%	60%
Fixed Income	10%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	9.95	6.12
Infl. Adjusted (%)	6.68	2.96
DRAWDOWN
Deepest Drawdown Depth (%)	-24.21	-21.77
Start to Recovery (months)	26	12
Longest Drawdown Depth (%)	-24.21	-16.46
Start to Recovery (months)	26	24
Longest Negative Period (months)	31	57
RISK INDICATORS
Standard Deviation (%)	13.75	11.60
Sharpe Ratio	0.59	0.37
Sortino Ratio	0.78	0.48
Ulcer Index	6.69	5.64
Ratio: Return / Standard Deviation	0.72	0.53
Ratio: Return / Deepest Drawdown	0.41	0.28
Metrics calculated over the period 1 July 2015 - 30 June 2025

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	Second Grader's Starter	Ivy Portfolio
Author	Paul Farrell	Mebane Faber
ASSET ALLOCATION
Stocks	90%	60%
Fixed Income	10%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	8.61	7.23
Infl. Adjusted (%)	5.94	4.60
DRAWDOWN
Deepest Drawdown Depth (%)	-48.52	-47.39
Start to Recovery (months)	59	56
Longest Drawdown Depth (%)	-39.03	-47.39
Start to Recovery (months)	64	56
Longest Negative Period (months)	131	93
RISK INDICATORS
Standard Deviation (%)	13.93	11.60
Sharpe Ratio	0.46	0.43
Sortino Ratio	0.59	0.54
Ulcer Index	12.78	9.24
Ratio: Return / Standard Deviation	0.62	0.62
Ratio: Return / Deepest Drawdown	0.18	0.15
Metrics calculated over the period 1 July 1995 - 30 June 2025

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	Second Grader's Starter	Ivy Portfolio
Author	Paul Farrell	Mebane Faber
ASSET ALLOCATION
Stocks	90%	60%
Fixed Income	10%	20%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	9.99	9.55
Infl. Adjusted (%)	5.82	5.40
DRAWDOWN
Deepest Drawdown Depth (%)	-48.52	-47.39
Start to Recovery (months)	59	56
Longest Drawdown Depth (%)	-39.03	-47.39
Start to Recovery (months)	64	56
Longest Negative Period (months)	131	93
RISK INDICATORS
Standard Deviation (%)	13.90	10.63
Sharpe Ratio	0.40	0.48
Sortino Ratio	0.54	0.62
Ulcer Index	10.85	7.15
Ratio: Return / Standard Deviation	0.72	0.90
Ratio: Return / Deepest Drawdown	0.21	0.20
Metrics calculated over the period 1 January 1970 - 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 1970 - 30 June 2025 (~56 years)

30 Years
(1995/07 - 2025/06)

Chart Table

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Second Grader's Starter			Ivy Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-48.52	59	Nov 2007 Sep 2012
			-47.39	56	Jun 2008 Jan 2013
-39.03	64	Apr 2000 Jul 2005
-24.21	26	Jan 2022 Feb 2024
			-21.77	12	Jan 2020 Dec 2020
-19.32	8	Jan 2020 Aug 2020
			-16.46	24	Apr 2022 Mar 2024
			-15.89	37	Jul 2014 Jul 2017
-14.32	5	Jul 1998 Nov 1998
			-13.25	13	Apr 1998 Apr 1999
-11.99	7	Oct 2018 Apr 2019
			-11.43	28	Feb 2001 May 2003
			-11.00	7	Oct 2018 Apr 2019
-10.88	14	Jun 2015 Jul 2016
			-6.08	6	Nov 2007 Apr 2008

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Second Grader's Starter			Ivy Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-48.52	59	Nov 2007 Sep 2012
			-47.39	56	Jun 2008 Jan 2013
-39.03	64	Apr 2000 Jul 2005
-38.74	39	Jan 1973 Mar 1976
-24.21	26	Jan 2022 Feb 2024
			-21.77	12	Jan 2020 Dec 2020
-21.75	17	Sep 1987 Jan 1989
-19.60	12	Jan 1970 Dec 1970
-19.32	8	Jan 2020 Aug 2020
-17.61	23	Dec 1980 Oct 1982
-16.95	14	Jan 1990 Feb 1991
			-16.46	24	Apr 2022 Mar 2024
			-15.89	37	Jul 2014 Jul 2017
-14.32	5	Jul 1998 Nov 1998
			-13.25	13	Apr 1998 Apr 1999

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 - 30 June 2025 (~56 years)

Rolling Period:

Second Grader's Starter
Ivy Portfolio

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		Ivy Portfolio
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	9.23	-3.62	6.23	-2.84
2024	16.09	-3.63	8.82	-3.17
2023	20.93	-9.14	10.72	-7.72
2022	-17.70	-24.21	-10.08	-16.46
2021	17.70	-3.84	22.27	-4.02
2020	16.72	-19.32	2.25	-21.77
2019	25.83	-5.44	21.16	-3.82
2018	-7.40	-11.99	-7.88	-11.00
2017	21.30	0.00	12.20	-0.65
2016	9.42	-5.60	7.80	-4.52
2015	-1.16	-9.62	-7.10	-9.47
2014	6.75	-3.49	2.25	-5.17
2013	24.11	-2.56	9.20	-3.80
2012	15.86	-7.88	11.11	-6.84
2011	-2.83	-17.88	0.04	-15.74
2010	14.62	-11.38	14.19	-9.36
2009	28.98	-17.20	22.28	-18.34
2008	-34.54	-37.04	-31.26	-38.00
2007	8.57	-5.03	8.59	-3.39
2006	17.83	-3.36	15.77	-2.05
2005	8.70	-3.82	11.34	-3.60
2004	14.35	-3.09	17.00	-5.89
2003	30.95	-4.37	28.11	-2.13
2002	-15.98	-22.25	3.82	-5.15
2001	-11.78	-21.62	-8.45	-11.43
2000	-9.89	-14.07	12.26	-2.94
1999	23.19	-3.08	17.97	-2.78
1998	19.50	-14.32	-0.93	-13.25
1997	19.31	-4.84	8.87	-3.23
1996	14.34	-4.50	19.40	-2.64
1995	24.48	-1.28	18.09	-1.03
1994	2.56	-5.09	0.77	-6.49
1993	16.32	-4.22	11.51	-5.04
1992	1.74	-4.65	4.09	-3.09
1991	23.80	-4.67	17.33	-3.31
1990	-10.22	-16.95	-1.70	-7.21
1989	22.09	-2.57	20.35	-1.48
1988	18.82	-3.47	18.35	-1.99
1987	10.87	-21.75	10.95	-11.40
1986	29.27	-5.18	22.86	-3.01
1985	36.18	-2.85	26.65	-0.47
1984	3.66	-8.18	8.40	-3.66
1983	21.23	-3.07	19.70	-1.57
1982	14.99	-12.58	16.68	-4.00
1981	-2.74	-11.40	-3.14	-8.21
1980	27.18	-10.99	18.97	-10.97
1979	17.88	-7.18	21.71	-6.97
1978	14.57	-8.59	16.56	-5.04
1977	2.89	-4.35	9.30	-1.92
1976	17.93	-2.79	15.62	-2.43
1975	32.69	-11.35	15.63	-5.46
1974	-22.01	-29.06	-4.73	-12.61
1973	-13.91	-15.04	6.86	-6.06
1972	22.52	-1.37	21.95	-0.17
1971	21.01	-5.36	16.81	-4.23
1970	0.25	-19.60	5.11	-11.16

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