Bogleheads 3 Fund

The chart shows the growth of an initial investment of $10,000 in Bogleheads 3 Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Feb 15, 2022, Bogleheads 3 Fund's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +10.1%, while the worst month was Sep 2022 at -8.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Bogleheads 3 Fund closed higher 54% of trading days. The best single day was Apr 10, 2025 with a return of +5.2%, while the worst single day was Apr 4, 2025 at -4.8%.

Bogleheads 3 Fund has an annualized alpha of 4.74%, beta of 0.46, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since February 15, 2022.

• This portfolio participated in 80.47% of S&P 500 Index downside but only 74.85% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.46 may look defensive, but with R2 of 0.33 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.33 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Bogleheads 3 Fund has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Bogleheads 3 Fund ranks 62 for risk / return — better than 62% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Bogleheads 3 Fund Sharpe ratio is 2.16 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Bogleheads 3 Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Bogleheads 3 Fund provided a 0.75% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Bogleheads 3 Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bogleheads 3 Fund was 22.19%, occurring on Oct 12, 2022. Recovery took 307 trading sessions.

The current Bogleheads 3 Fund drawdown is 2.22%.

The chart below shows the rolling one-month volatility.