JL Collins Simple Path to Wealth Portfolio vs Stocks/Bonds 60/40 Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - July 2025 (~44 years)
Consolidated Returns as of 31 July 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/08 - 2025/07)
All Data
(1982/01 - 2025/07)
Inflation Adjusted:
JL Collins Simple Path to Wealth Portfolio
1.00$
Invested Capital
August 1995
13.60$
Final Capital
July 2025
9.09%
Yearly Return
11.84%
Std Deviation
-38.53%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
August 1995
6.44$
Final Capital
July 2025
6.41%
Yearly Return
11.84%
Std Deviation
-39.55%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1982
81.21$
Final Capital
July 2025
10.62%
Yearly Return
11.83%
Std Deviation
-38.53%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1982
23.72$
Final Capital
July 2025
7.53%
Yearly Return
11.83%
Std Deviation
-39.55%
Max Drawdown
42months
Recovery Period
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Invested Capital
August 1995
17.04$
Final Capital
July 2025
9.91%
Yearly Return
9.74%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
August 1995
8.07$
Final Capital
July 2025
7.21%
Yearly Return
9.74%
Std Deviation
-33.64%
Max Drawdown
52months
Recovery Period
1.00$
Invested Capital
January 1982
108.66$
Final Capital
July 2025
11.36%
Yearly Return
9.92%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1982
31.73$
Final Capital
July 2025
8.26%
Yearly Return
9.92%
Std Deviation
-33.64%
Max Drawdown
52months
Recovery Period

As of July 2025, in the previous 30 Years, the JL Collins Simple Path to Wealth Portfolio obtained a 9.09% compound annual return, with a 11.84% standard deviation. It suffered a maximum drawdown of -38.53% that required 38 months to be recovered.

As of July 2025, in the previous 30 Years, the Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.91% compound annual return, with a 9.74% standard deviation. It suffered a maximum drawdown of -32.52% 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.

JL Collins Simple Path to Wealth Portfolio
Weight
(%)		 Ticker Name
75.00
VTI
Vanguard Total Stock Market
25.00
BND
Vanguard Total Bond Market
Stocks/Bonds 60/40 Momentum Portfolio
Weight
(%)		 Ticker Name
60.00
MTUM
iShares Edge MSCI USA Momentum Fctr
40.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Jul 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
Capital Growth
30 Years
(1995/08 - 2025/07)
All Data
(1982/01 - 2025/07)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
JL Collins Simple Path to Wealth
JL Collins 		1 $ 13.60 $ 1 260.26% 9.09%
Stocks/Bonds 60/40 Momentum
 1 $ 17.04 $ 1 604.38% 9.91%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
JL Collins Simple Path to Wealth
JL Collins 		1 $ 6.44 $ 544.21% 6.41%
Stocks/Bonds 60/40 Momentum
 1 $ 8.07 $ 707.19% 7.21%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
JL Collins Simple Path to Wealth
JL Collins 		1 $ 81.21 $ 8 020.57% 10.62%
Stocks/Bonds 60/40 Momentum
 1 $ 108.66 $ 10 765.90% 11.36%
Jan 1982 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
JL Collins Simple Path to Wealth
JL Collins 		1 $ 23.72 $ 2 271.54% 7.53%
Stocks/Bonds 60/40 Momentum
 1 $ 31.73 $ 3 073.29% 8.26%
Jan 1982 Jul 2025

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Return (%) as of Jul 31, 2025
YTD
(7M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~44Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_jl_collins.webp Simple Path to Wealth
JL Collins 		6.92 1.66 4.39 12.62 11.11 10.24 9.09 10.62
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40 Momentum
-- Market Benchmark 		11.80 0.15 7.73 18.09 7.31 9.14 9.91 11.36
Returns over 1 year are annualized.
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Portfolio Metrics as of Jul 31, 2025

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

METRIC COMPARISON
Period: 1 August 2024 - 31 July 2025 (1 year)
Period: 1 August 2020 - 31 July 2025 (5 years)
Period: 1 August 2015 - 31 July 2025 (10 years)
Period: 1 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1982 - 31 July 2025 (~44 years)
1 Year
5 Years
10 Years
30 Years
All (1982/01 - 2025/07)
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Simple Path to Wealth Stocks/Bonds 60/40 Momentum
Author JL Collins
ASSET ALLOCATION
Stocks 75% 60%
Fixed Income 25% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.62 18.09
Infl. Adjusted (%) 9.59 14.91
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -4.38
Start to Recovery (months) 7 3
Longest Drawdown Depth (%) -6.01 -4.38
Start to Recovery (months) 7 3
Longest Negative Period (months) 8 5
RISK INDICATORS
Standard Deviation (%) 9.96 10.41
Sharpe Ratio 0.81 1.30
Sortino Ratio 1.10 1.69
Ulcer Index 2.51 1.65
Ratio: Return / Standard Deviation 1.27 1.74
Ratio: Return / Deepest Drawdown 2.10 4.13
Metrics calculated over the period 1 August 2024 - 31 July 2025
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Simple Path to Wealth Stocks/Bonds 60/40 Momentum
Author JL Collins
ASSET ALLOCATION
Stocks 75% 60%
Fixed Income 25% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.11 7.31
Infl. Adjusted (%) 6.31 2.68
DRAWDOWN
Deepest Drawdown Depth (%) -22.24 -24.21
Start to Recovery (months) 25 32
Longest Drawdown Depth (%) -22.24 -24.21
Start to Recovery (months) 25 32
Longest Negative Period (months) 31 39
RISK INDICATORS
Standard Deviation (%) 13.32 12.39
Sharpe Ratio 0.63 0.37
Sortino Ratio 0.84 0.50
Ulcer Index 8.03 11.49
Ratio: Return / Standard Deviation 0.83 0.59
Ratio: Return / Deepest Drawdown 0.50 0.30
Metrics calculated over the period 1 August 2020 - 31 July 2025
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Simple Path to Wealth Stocks/Bonds 60/40 Momentum
Author JL Collins
ASSET ALLOCATION
Stocks 75% 60%
Fixed Income 25% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.24 9.14
Infl. Adjusted (%) 6.96 5.89
DRAWDOWN
Deepest Drawdown Depth (%) -22.24 -24.21
Start to Recovery (months) 25 32
Longest Drawdown Depth (%) -22.24 -24.21
Start to Recovery (months) 25 32
Longest Negative Period (months) 31 40
RISK INDICATORS
Standard Deviation (%) 12.46 10.88
Sharpe Ratio 0.67 0.67
Sortino Ratio 0.89 0.89
Ulcer Index 6.22 8.38
Ratio: Return / Standard Deviation 0.82 0.84
Ratio: Return / Deepest Drawdown 0.46 0.38
Metrics calculated over the period 1 August 2015 - 31 July 2025
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Simple Path to Wealth Stocks/Bonds 60/40 Momentum
Author JL Collins
ASSET ALLOCATION
Stocks 75% 60%
Fixed Income 25% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.09 9.91
Infl. Adjusted (%) 6.41 7.21
DRAWDOWN
Deepest Drawdown Depth (%) -38.53 -32.52
Start to Recovery (months) 38 40
Longest Drawdown Depth (%) -30.50 -21.14
Start to Recovery (months) 52 41
Longest Negative Period (months) 122 53
RISK INDICATORS
Standard Deviation (%) 11.84 9.74
Sharpe Ratio 0.58 0.79
Sortino Ratio 0.75 1.04
Ulcer Index 9.48 8.23
Ratio: Return / Standard Deviation 0.77 1.02
Ratio: Return / Deepest Drawdown 0.24 0.30
Metrics calculated over the period 1 August 1995 - 31 July 2025
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Simple Path to Wealth Stocks/Bonds 60/40 Momentum
Author JL Collins
ASSET ALLOCATION
Stocks 75% 60%
Fixed Income 25% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.62 11.36
Infl. Adjusted (%) 7.53 8.26
DRAWDOWN
Deepest Drawdown Depth (%) -38.53 -32.52
Start to Recovery (months) 38 40
Longest Drawdown Depth (%) -30.50 -21.14
Start to Recovery (months) 52 41
Longest Negative Period (months) 122 53
RISK INDICATORS
Standard Deviation (%) 11.83 9.92
Sharpe Ratio 0.59 0.78
Sortino Ratio 0.78 1.04
Ulcer Index 8.32 7.28
Ratio: Return / Standard Deviation 0.90 1.14
Ratio: Return / Deepest Drawdown 0.28 0.35
Metrics calculated over the period 1 January 1982 - 31 July 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 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1982 - 31 July 2025 (~44 years)
30 Years
(1995/08 - 2025/07)

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Simple Path to Wealth Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.53 38 Nov 2007
Dec 2010
-32.52 40 Nov 2007
Feb 2011
-30.50 52 Sep 2000
Dec 2004
-24.21 32 Nov 2021
Jun 2024
-22.24 25 Jan 2022
Jan 2024
-21.14 41 Sep 2000
Jan 2004
-15.46 6 Feb 2020
Jul 2020
-13.02 5 Jul 1998
Nov 1998
-12.27 10 May 2011
Feb 2012
-10.73 5 Feb 2020
Jun 2020
-10.58 7 Oct 2018
Apr 2019
-9.29 9 Oct 2018
Jun 2019
-7.14 9 May 2011
Jan 2012
-6.78 3 Aug 1998
Oct 1998
-6.60 12 Jun 2015
May 2016

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Simple Path to Wealth Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.53 38 Nov 2007
Dec 2010
-32.52 40 Nov 2007
Feb 2011
-30.50 52 Sep 2000
Dec 2004
-24.21 32 Nov 2021
Jun 2024
-23.27 20 Sep 1987
Apr 1989
-22.24 25 Jan 2022
Jan 2024
-21.14 41 Sep 2000
Jan 2004
-20.08 21 Sep 1987
May 1989
-15.46 6 Feb 2020
Jul 2020
-13.02 5 Jul 1998
Nov 1998
-12.27 10 May 2011
Feb 2012
-11.23 9 Jun 1990
Feb 1991
-10.73 5 Feb 2020
Jun 2020
-10.58 7 Oct 2018
Apr 2019
-9.29 9 Oct 2018
Jun 2019

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 1982 - 31 July 2025 (~44 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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Simple Path to Wealth Stocks/Bonds 60/40 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 6.92 -5.64 11.80 -4.38
2024
 18.20 -3.90 20.29 -4.38
2023
 20.89 -8.12 7.65 -5.48
2022
 -17.91 -22.24 -16.20 -21.97
2021
 18.79 -3.72 7.27 -2.88
2020
 17.70 -15.46 20.99 -10.73
2019
 25.21 -4.59 19.89 -0.92
2018
 -3.94 -10.58 -1.04 -9.29
2017
 16.80 0.00 23.93 0.00
2016
 10.25 -3.99 4.01 -3.57
2015
 0.41 -6.60 5.58 -4.61
2014
 10.86 -1.99 11.10 -2.40
2013
 24.56 -2.57 19.91 -2.13
2012
 13.13 -4.80 10.22 -3.51
2011
 2.71 -12.27 6.73 -7.14
2010
 14.62 -9.46 13.29 -6.43
2009
 22.58 -13.96 11.92 -12.79
2008
 -26.02 -28.15 -21.83 -24.08
2007
 5.76 -3.89 13.35 -1.41
2006
 12.84 -2.48 8.04 -2.23
2005
 5.33 -3.14 12.44 -0.99
2004
 10.65 -2.89 11.72 -2.06
2003
 24.06 -2.85 17.18 -1.95
2002
 -13.29 -18.79 -4.07 -11.25
2001
 -6.12 -16.19 -7.04 -13.57
2000
 -5.08 -11.10 -1.21 -6.50
1999
 17.67 -4.79 23.95 -1.65
1998
 19.59 -13.02 32.69 -6.78
1997
 25.61 -3.67 25.89 -3.48
1996
 16.62 -4.42 19.33 -2.32
1995
 31.38 -0.57 32.67 0.00
1994
 -0.79 -6.83 -1.72 -6.35
1993
 10.39 -1.89 11.81 -0.99
1992
 8.62 -1.93 5.45 -2.52
1991
 28.11 -3.49 28.24 -2.57
1990
 -2.40 -11.23 4.36 -7.66
1989
 24.50 -1.72 31.11 -1.20
1988
 14.83 -2.69 7.18 -3.36
1987
 2.34 -23.27 2.02 -20.08
1986
 14.71 -6.46 19.66 -5.55
1985
 29.02 -3.12 28.33 -1.52
1984
 5.39 -7.49 5.51 -7.11
1983
 18.30 -2.99 12.26 -3.09
1982
 23.16 -6.05 30.72 -2.23
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