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Bogleheads Four-fund Portfolio

The Bogleheads Four-fund Portfolio is the extension of the Bogleheads Three-fund Portfolio with the addition of international bonds. It uses four fundamental asset classes: a U.S total stock market fund, a total international stock market fund, a total bond market fund, and a total international bond market. The portfolio could be replicated using four low-cost ETFs.

Expense Ratio
Dividend Yield

Bogleheads Four-fund PortfolioAsset Allocation

S&P 500

Bogleheads Four-fund PortfolioPerformance

The chart shows the growth of $10,000 invested in Bogleheads Four-fund Portfolio on Jun 5, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,977 for a total return of roughly 119.77%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly

Bogleheads Four-fund Portfolio
Benchmark (S&P 500)
Portfolio components

Bogleheads Four-fund PortfolioReturns

As of Apr 18, 2021, the Bogleheads Four-fund Portfolio returned 8.16% Year-To-Date and 10.54% of annualized return in the last 10 years.

Bogleheads Four-fund Portfolio4.58%8.16%18.54%40.90%12.63%10.54%
Vanguard Total Bond Market ETF
Vanguard Total International Bond ETF
Vanguard FTSE Developed Markets ETF
Vanguard Total Stock Market ETF

Bogleheads Four-fund PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Bogleheads Four-fund Portfolio Sharpe ratio is 3.00. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.

Bogleheads Four-fund Portfolio
Benchmark (S&P 500)
Portfolio components

Bogleheads Four-fund PortfolioDividends

Bogleheads Four-fund Portfolio granted a 1.68% dividend yield in the last twelve months, as of Apr 18, 2021.

Dividend yield

Bogleheads Four-fund PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Bogleheads Four-fund Portfolio
Benchmark (S&P 500)
Portfolio components

Bogleheads Four-fund PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Bogleheads Four-fund Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 28.24%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.

To Bottom
To Recover
-28.24%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-15.11%Jan 29, 2018229Dec 24, 201875Apr 12, 2019304
-13.8%May 22, 2015183Feb 11, 2016117Jul 29, 2016300
-6.87%Jul 7, 201473Oct 16, 201427Nov 24, 2014100
-6.21%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-4.8%Jun 19, 20134Jun 24, 201312Jul 11, 201316
-4.77%Jul 25, 201915Aug 14, 201945Oct 17, 201960
-4.75%Jan 23, 20148Feb 3, 201410Feb 18, 201418
-4.61%May 6, 201919May 31, 201913Jun 19, 201932
-4.26%Sep 8, 201642Nov 4, 201622Dec 7, 201664

Bogleheads Four-fund PortfolioVolatility Chart

Current Bogleheads Four-fund Portfolio volatility is 3.90%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

Bogleheads Four-fund Portfolio
Benchmark (S&P 500)
Portfolio components

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