Total Bond US Portfolio vs Bogleheads Three Funds Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - July 2025 (~56 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
(1970/01 - 2025/07)
Inflation Adjusted:
Total Bond US Portfolio
1.00$
Invested Capital
August 1995
3.38$
Final Capital
July 2025
4.14%
Yearly Return
4.24%
Std Deviation
-17.28%
Max Drawdown
60months*
Recovery Period
* in progress
1.00$
Invested Capital
August 1995
1.60$
Final Capital
July 2025
1.58%
Yearly Return
4.24%
Std Deviation
-30.41%
Max Drawdown
60months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1970
31.98$
Final Capital
July 2025
6.43%
Yearly Return
5.71%
Std Deviation
-17.28%
Max Drawdown
60months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1970
3.74$
Final Capital
July 2025
2.40%
Yearly Return
5.71%
Std Deviation
-35.04%
Max Drawdown
164months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Invested Capital
August 1995
10.07$
Final Capital
July 2025
8.00%
Yearly Return
12.43%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
August 1995
4.77$
Final Capital
July 2025
5.35%
Yearly Return
12.43%
Std Deviation
-44.61%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1970
167.26$
Final Capital
July 2025
9.65%
Yearly Return
12.51%
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1970
19.57$
Final Capital
July 2025
5.50%
Yearly Return
12.51%
Std Deviation
-44.62%
Max Drawdown
124months
Recovery Period

As of July 2025, in the previous 30 Years, the Total Bond US Portfolio obtained a 4.14% compound annual return, with a 4.24% standard deviation. It suffered a maximum drawdown of -17.28% which has been ongoing for 60 months and is still in progress.

As of July 2025, in the previous 30 Years, the Bogleheads Three Funds Portfolio obtained a 8.00% compound annual return, with a 12.43% 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.

Total Bond US Portfolio
Weight
(%)		 Ticker Name
100.00
BND
Vanguard Total Bond Market
Bogleheads Three Funds Portfolio
Weight
(%)		 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 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
(1970/01 - 2025/07)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 3.38 $ 237.91% 4.14%
Bogleheads Three Funds
Bogleheads 		1 $ 10.07 $ 907.26% 8.00%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 1.60 $ 60.03% 1.58%
Bogleheads Three Funds
Bogleheads 		1 $ 4.77 $ 377.03% 5.35%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 31.98 $ 3 097.79% 6.43%
Bogleheads Three Funds
Bogleheads 		1 $ 167.26 $ 16 626.40% 9.65%
Jan 1970 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 3.74 $ 274.15% 2.40%
Bogleheads Three Funds
Bogleheads 		1 $ 19.57 $ 1 857.03% 5.50%
Jan 1970 Jul 2025

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Return (%) as of Jul 31, 2025
YTD
(7M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~56Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Total Bond US
-- Market Benchmark 		3.77 -0.27 3.15 3.39 -1.16 1.63 4.14 6.43
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bogleheads.webp Three Funds
Bogleheads 		9.90 0.76 7.05 13.02 10.24 8.85 8.00 9.65
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 1970 - 31 July 2025 (~56 years)
1 Year
5 Years
10 Years
30 Years
All (1970/01 - 2025/07)
Swipe left to see all data
Total Bond US Three Funds
Author Bogleheads
ASSET ALLOCATION
Stocks 0% 80%
Fixed Income 100% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 3.39 13.02
Infl. Adjusted (%) 0.60 9.97
DRAWDOWN
Deepest Drawdown Depth (%) -3.07 -2.75
Start to Recovery (months) 7 3
Longest Drawdown Depth (%) -3.07 -2.68
Start to Recovery (months) 7 3
Longest Negative Period (months) 8 7
RISK INDICATORS
Standard Deviation (%) 4.57 8.41
Sharpe Ratio -0.25 1.01
Sortino Ratio -0.32 1.34
Ulcer Index 1.37 1.36
Ratio: Return / Standard Deviation 0.74 1.55
Ratio: Return / Deepest Drawdown 1.10 4.73
Metrics calculated over the period 1 August 2024 - 31 July 2025
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Total Bond US Three Funds
Author Bogleheads
ASSET ALLOCATION
Stocks 0% 80%
Fixed Income 100% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -1.16 10.24
Infl. Adjusted (%) -5.43 5.48
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -23.18
Start to Recovery (months) 60* 26
Longest Drawdown Depth (%) -17.28 -23.18
Start to Recovery (months) 60* 26
Longest Negative Period (months) 60* 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.32 13.03
Sharpe Ratio -0.62 0.58
Sortino Ratio -0.90 0.78
Ulcer Index 9.49 7.90
Ratio: Return / Standard Deviation -0.18 0.79
Ratio: Return / Deepest Drawdown -0.07 0.44
Metrics calculated over the period 1 August 2020 - 31 July 2025
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Total Bond US Three Funds
Author Bogleheads
ASSET ALLOCATION
Stocks 0% 80%
Fixed Income 100% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.63 8.85
Infl. Adjusted (%) -1.40 5.60
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -23.18
Start to Recovery (months) 60* 26
Longest Drawdown Depth (%) -17.28 -23.18
Start to Recovery (months) 60* 26
Longest Negative Period (months) 90 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.14 12.42
Sharpe Ratio -0.04 0.56
Sortino Ratio -0.06 0.75
Ulcer Index 6.80 6.36
Ratio: Return / Standard Deviation 0.32 0.71
Ratio: Return / Deepest Drawdown 0.09 0.38
Metrics calculated over the period 1 August 2015 - 31 July 2025
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Total Bond US Three Funds
Author Bogleheads
ASSET ALLOCATION
Stocks 0% 80%
Fixed Income 100% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.14 8.00
Infl. Adjusted (%) 1.58 5.35
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -43.68
Start to Recovery (months) 60* 42
Longest Drawdown Depth (%) -17.28 -33.38
Start to Recovery (months) 60* 57
Longest Negative Period (months) 90 118
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.24 12.43
Sharpe Ratio 0.44 0.46
Sortino Ratio 0.61 0.60
Ulcer Index 4.05 10.83
Ratio: Return / Standard Deviation 0.98 0.64
Ratio: Return / Deepest Drawdown 0.24 0.18
Metrics calculated over the period 1 August 1995 - 31 July 2025
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Total Bond US Three Funds
Author Bogleheads
ASSET ALLOCATION
Stocks 0% 80%
Fixed Income 100% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.43 9.65
Infl. Adjusted (%) 2.40 5.50
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -43.68
Start to Recovery (months) 60* 42
Longest Drawdown Depth (%) -17.28 -33.38
Start to Recovery (months) 60* 57
Longest Negative Period (months) 90 118
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.71 12.51
Sharpe Ratio 0.35 0.42
Sortino Ratio 0.52 0.56
Ulcer Index 3.39 9.19
Ratio: Return / Standard Deviation 1.13 0.77
Ratio: Return / Deepest Drawdown 0.37 0.22
Metrics calculated over the period 1 January 1970 - 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 1970 - 31 July 2025 (~56 years)
30 Years
(1995/08 - 2025/07)

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Total Bond US Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-17.28 60* Aug 2020
In progress
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-12.46 5 Jul 1998
Nov 1998
-10.53 15 Feb 2018
Apr 2019
-9.88 14 Jun 2015
Jul 2016
-4.68 2 May 2019
Jun 2019
-4.61 2 Aug 1997
Sep 1997
-4.11 4 Oct 1997
Jan 1998
-4.01 13 May 2013
May 2014
-3.99 3 Jan 2000
Mar 2000
-3.98 3 Sep 2020
Nov 2020

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Total Bond US Three Funds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-34.07 37 Jan 1973
Jan 1976
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-19.21 17 Sep 1987
Jan 1989
-17.28 60* Aug 2020
In progress
-17.24 12 Jan 1970
Dec 1970
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.31 14 Jan 1990
Feb 1991
-14.03 23 Dec 1980
Oct 1982
-12.46 5 Jul 1998
Nov 1998
-10.70 10 Jul 1979
Apr 1980
-10.53 15 Feb 2018
Apr 2019
-10.43 5 Feb 1980
Jun 1980

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 July 2025 (~56 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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Total Bond US Three Funds
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.77 -0.67 9.90 -2.75
2024
 1.38 -3.08 13.85 -3.44
2023
 5.41 -6.03 18.86 -8.74
2022
 -13.11 -15.50 -17.06 -23.18
2021
 -1.86 -3.64 14.95 -3.53
2020
 7.71 -1.59 15.39 -17.01
2019
 8.83 -0.57 23.65 -4.68
2018
 -0.12 -2.57 -6.89 -10.53
2017
 3.57 -0.60 19.54 0.00
2016
 2.52 -3.68 8.39 -4.82
2015
 0.56 -2.67 -1.14 -8.74
2014
 5.82 -0.57 6.07 -3.01
2013
 -2.10 -4.01 20.56 -2.36
2012
 3.16 -0.88 14.53 -7.09
2011
 7.92 -0.38 -2.14 -15.77
2010
 6.20 -1.70 13.50 -9.82
2009
 3.64 -2.65 26.45 -15.70
2008
 6.86 -3.88 -30.15 -33.07
2007
 6.92 -1.16 8.73 -4.35
2006
 4.27 -1.30 16.69 -3.08
2005
 2.40 -1.90 8.30 -3.34
2004
 4.24 -3.03 13.49 -2.83
2003
 3.97 -3.47 28.27 -3.88
2002
 8.26 -1.46 -13.11 -18.90
2001
 8.43 -1.91 -9.84 -18.61
2000
 11.39 -0.65 -7.69 -11.84
1999
 -0.76 -2.64 20.73 -2.88
1998
 8.58 -0.55 18.03 -12.46
1997
 9.44 -0.97 17.15 -4.61
1996
 3.58 -3.16 12.60 -3.77
1995
 18.18 -0.25 22.72 -1.03
1994
 -2.66 -5.01 2.31 -4.84
1993
 9.68 -0.97 16.23 -4.16
1992
 7.14 -1.39 1.54 -4.66
1991
 15.25 -0.06 22.09 -4.27
1990
 8.65 -1.97 -8.74 -15.31
1989
 13.64 -1.60 20.64 -2.08
1988
 7.35 -2.64 17.83 -3.20
1987
 1.54 -5.86 10.76 -19.21
1986
 15.10 -2.05 29.32 -4.89
1985
 22.24 -2.00 35.27 -2.34
1984
 15.01 -4.66 4.95 -7.57
1983
 5.22 -3.80 19.49 -2.98
1982
 31.13 -1.93 16.05 -10.52
1981
 9.41 -3.80 -1.38 -10.40
1980
 2.88 -9.24 24.15 -10.43
1979
 5.35 -6.28 15.99 -7.03
1978
 1.15 -1.89 13.84 -7.76
1977
 1.04 -2.47 3.33 -3.91
1976
 13.75 -1.18 16.66 -2.66
1975
 7.36 -2.79 29.64 -10.48
1974
 5.70 -3.75 -18.66 -25.61
1973
 4.47 -3.37 -11.64 -12.71
1972
 2.72 -1.31 21.03 -1.21
1971
 9.50 -7.91 20.20 -5.15
1970
 17.24 -5.95 1.50 -17.24
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