Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/01/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Bogleheads Three Fund Portfolio | 0.79% | 11.15% | 8.88% | 11.37% | 7.88% | 8.71% | NA | 7.10% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bogleheads Three Fund Portfolio | 07/26/2007 | 05/01/2025 |
The return data shown below all have the same latest date: 05/01/2025.
AR inception is since 07/26/2007.
AR inception is since 07/26/2007.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.30 | 11.15 | 8.88 | 11.37 | 7.88 | 8.71 | NA | 7.10 | 0.79 | 12.96 | 19.55 | -17.00 | 16.20 | 15.15 | 23.49 | -6.86 | 19.23 | 7.76 | 0.12 | 5.59 | 22.65 | 14.75 | -1.53 | 12.48 | 22.24 | -29.95 | 1.80 |
| Sharpe Ratio | NA | 0.33 | 0.32 | 0.62 | 0.44 | NA | NA | 0.36 | -0.01 | 0.63 | 1.41 | -0.96 | 1.52 | 0.57 | 2.44 | -0.67 | 3.45 | 0.66 | 0.01 | 0.62 | 2.31 | 1.33 | -0.08 | 0.77 | 1.09 | -1.01 | 0.05 |
| Standard Deviation(%) | NA | 14.53 | 14.47 | 14.03 | 14.23 | NA | NA | 15.85 | 20.69 | 10.04 | 10.82 | 19.19 | 10.61 | 26.23 | 9.04 | 12.19 | 5.40 | 11.39 | 11.87 | 8.95 | 9.78 | 11.08 | 19.82 | 16.13 | 20.24 | 30.62 | 15.46 |
| Draw Down(%) | NA | 13.34 | 15.37 | 24.61 | 28.33 | NA | NA | 46.18 | 13.34 | 6.20 | 9.86 | 24.25 | 4.66 | 28.33 | 4.72 | 15.29 | 1.68 | 8.78 | 10.60 | 6.88 | 6.87 | 9.21 | 17.13 | 12.95 | 21.03 | 40.61 | 6.51 |
| Yield(%) | NA | 2.30 | 2.33 | 2.27 | 2.34 | NA | NA | 0.00 | 0.33 | 2.57 | 2.65 | 1.82 | 2.20 | 1.98 | 2.84 | 2.34 | 2.55 | 2.53 | 2.33 | 2.61 | 2.60 | 2.95 | 2.56 | 2.58 | 3.01 | 2.40 | 1.61 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bogleheads Three Fund Portfolio |
-5.47%
Aug 2007 - Aug 2010 |
0.23%
Oct 2007 - Oct 2012 |
5.38%
Oct 2007 - Oct 2017 |
5.05%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bogleheads Three Fund Portfolio |
19.71%
Feb 2009 - Feb 2012 |
17.79%
Feb 2009 - Feb 2014 |
11.94%
Feb 2009 - Feb 2019 |
11.03%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart