Bogleheads Four-Fund at a glance
Bogleheads Four-Fund is a fixed-allocation portfolio by Bogleheads Community across US Equity, International Equity, US Bonds, International Bonds, rebalanced annual. Backtested 1991-12-31 to 2026-04-24 (34.3 years): 7.4% CAGR, 0.73 Sharpe, -38.2% max drawdown, 10.6% volatility.
- Type
- Fixed Allocation
- Author
- Bogleheads Community
- Rebalancing
- Annual
- Risk
- Moderate
- Period
- 1991-12-31 to 2026-04-24
- CAGR
- 7.4%
- Sharpe
- 0.73
- Max Drawdown
- -38.2%
- Volatility
- 10.6%
Bogleheads Four-Fund — Fixed Allocation Portfolio
Bogleheads Four-Fund extends the Three-Fund by adding international bonds (BNDX). 36% VTI, 24% VXUS, 24% BND, 16% BNDX.
Backtest Performance (1991-12-31 to 2026-04-24)
| Metric | Bogleheads Four-Fund |
|---|---|
| Compound Annual Growth Rate (CAGR) | 7.4% |
| Maximum Drawdown | -38.2% |
| Sharpe Ratio | 0.73 |
| Sortino Ratio | 0.91 |
| Annualized Volatility | 10.6% |
| Calmar Ratio | 0.19 |
| Total Return | 1064.1% |
| Backtest Period | 34.3 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- Bogleheads Community
Asset Classes
- US Equity
- International Equity
- US Bonds
- International Bonds
Categories
Track Bogleheads Four-Fund in Your Portfolio
Sign up for BestFolio to get monthly rebalancing signals, blend strategies into custom portfolios, and receive alerts when allocations change.