Ray Dalio All Weather
VS
Bogleheads Four Fund
Total Return by Period
Updated: May 21, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 0.18% | -0.87% | 0.13% | 1.02% | 17.37% | 32.90% | 21.51% | 86.81% |
| Bogleheads Four Fund | 0.24% | -0.43% | 2.23% | 2.77% | 19.40% | 48.75% | 40.20% | 134.95% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 6.06% | 9.93% | -19.30% | 8.17% | 16.46% | 18.27% | -3.02% | 11.75% | 6.67% | |
| Bogleheads Four Fund | 11.36% | 16.15% | -16.16% | 11.26% | 13.36% | 19.96% | -4.67% | 15.13% | 7.40% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 86.81% | 6.65% | 6.46% | -40.05% | 0.42 | 0.55 | 0.17 | 0.08 |
| Bogleheads Four Fund | 134.95% | 9.16% | 8.94% | -39.64% | 0.57 | 0.68 | 0.23 | 0.06 |