How we simulate history

Many all-in-one funds are only a few years old. To compare them with older funds over 5 or 10 years, we estimate how their mix of investments would have done before they launched. This page explains how that estimate is made and how close it has come to the real results.

The short version

Every all-in-one fund publishes its mix, for example 36% Australian shares, 26.5% global shares and so on. For the years before a fund launched, we work out what that mix would have returned each day using the real returns of ASX index ETFs that hold the same kinds of investments. Before 2013 we use US-listed index funds converted to Australian dollars, and Australian interest rates. Then we take off the fund's fee. For geared funds we also allow for the borrowing and its interest cost.

From the day a fund launched, we use only its own real prices.

The three periods in a fund's history

  1. Before all its ingredients have data. Nothing is shown. If one of the ingredients we need has no data yet, we don't guess. We also don't go back before January 1997.
  2. From when every ingredient has data, up to launch. This part is simulated. Charts draw it as a dotted line, and tables underline any figure that uses it.
  3. From launch to today. Real prices, with dividends reinvested.

For example, VDHG launched in November 2017 and its simulation starts in January 1997. GHHF launched in April 2024 and also starts in January 1997, so 8 of the 10 years in its 10 year figure come from the simulation. VanEck's all-in-one funds start in April 2019, because that is when their youngest ingredient (global listed property, hedged) has data. Each fund's start dates are listed under Since in the All-in-one ETFs table.

Where each fund's mix comes from

We take the mix from the issuer's own documents: the product disclosure statement (PDS), the fund page or the holdings file. We use the most detailed split the issuer publishes. When an issuer only gives a broad group such as "international shares", we use the broad ingredient for that group.

The ingredients

From 2013 each kind of investment is represented by an ASX index ETF. Before that we use the older sources in the third column. Hedged means the returns remove most of the effect of the Australian dollar rising or falling against other currencies. The Portfolio page uses the same ingredients to extend single ETFs, such as VAS or GOLD, back before they launched.

InvestmentETFs usedBefore the ETFsData from
Australian sharesVAS, from Jan 2013EWA, a US-listed fund of Australian shares, in Australian dollarsMar 1996
Australian small companiesVSO, from Jan 2013NoneJan 2013
Australian listed propertyVAP, from Jan 2013NoneJan 2013
Global sharesVGS, with WXOZ from Mar 2013Vanguard's US 500, European and Pacific index funds (VFINX, VEURX, VPACX), in Australian dollarsJan 1996
Global shares, hedgedVGAD, from Nov 2014The same three Vanguard funds, hedgedJan 1996
Global small companiesVISM, with IJR from Jan 2013Vanguard's US small companies index fund (NAESX), in Australian dollarsJan 1996
Emerging markets sharesVGE, with IEM from Jan 2013Vanguard's US-listed emerging markets index fund (VEIEX), in Australian dollarsJan 1996
Global listed infrastructure, hedgedIFRA, from Apr 2016NoneApr 2016
Global listed property, hedgedREIT, from Mar 2019NoneMar 2019
Nasdaq-100 sharesNDQ, from May 2015QQQ, the US-listed Nasdaq-100 fund, in Australian dollarsMar 1999
US shares (S&P 500)IVV, from Jan 2016Vanguard's US 500 index fund (VFINX), in Australian dollarsJan 1996
GoldGOLD, from Jan 2011GLD, the US-listed gold fund, in Australian dollarsNov 2004
Australian bondsVAF, from Jan 2013Worked out from the 10 year Australian Government bond yieldJan 1996
Global bonds, hedgedVBND, with VIF from Dec 2015Vanguard's US bond index fund (VBMFX), hedgedJan 1996
CashAAA, from Jan 2013The 3 month bank bill interest rateJan 1996

An older ingredient only fills the dates before the next one has data. It also has to pass a test first. Over at least 3 years when both had data, its monthly returns must move closely with the ETF that takes over from it (a correlation of 0.9 or more, where 1 is a perfect match), and its annual return must be within 1.5% of that ETF's. Some older ETFs failed and are not used. For example, VGS did not track VGAD closely enough, which shows how much hedging changes returns.

Before 2013

Our price data for ASX ETFs only includes distributions from January 2013. Before then it would show price changes alone, so we don't use it. For earlier years:

Each of these passed the same test as the older ETFs, against the ETF that took over from it:

Earlier ingredientChecked againstYears comparedCorrelationDifference in annual return
EWA in Australian dollarsVAS13.50.95-0.50%
Vanguard global mix in Australian dollarsWXOZ13.30.97+0.74%
Vanguard global mix, hedgedVGAD11.70.98+0.46%
NAESX in Australian dollarsIJR13.50.95-0.04%
VEIEX in Australian dollarsIEM13.50.92-0.24%
Bond yield calculationVAF13.50.96-0.15%
VBMFX, hedgedVIF10.60.91+0.63%
QQQ in Australian dollarsNDQ11.20.99+0.56%
VFINX in Australian dollarsIVV10.70.96+0.16%
GLD in Australian dollarsGOLD15.70.970.00%
Bank bill rateAAA13.5Not used for cash-0.30%

Cash returns barely change from month to month, so correlation says little about them. Cash is judged on the difference in annual return. We also checked the Australian shares, global shares, Australian bonds and cash ingredients decade by decade from 1996 to 2026 against published index returns.

How each day's return is worked out

For an ungeared fund, a day's simulated return is each ingredient's return that day multiplied by its share of the mix, added up, less one day of the fund's fee. Say a fund is 40% Australian shares and 60% global shares. If VAS rises 1% and VGS falls 0.5% on the same day, the mix returns 0.4 × 1% + 0.6 × -0.5% = 0.1% before fees. If an ingredient didn't trade that day, its move counts on its next trading day.

The simulation resets to the target mix every day. Real funds rebalance less often, but our checks found this makes very little difference for ungeared funds. The ingredient funds already have their own fees taken out of their returns, and we take the fund's fee off as well, so the simulation leans slightly low.

Geared funds borrow to invest more than their unitholders put in. GHHF keeps its borrowing between 30% and 40% of the fund's total assets. We use the middle of that range, which works out to about $1.55 invested for every $1 of investors' money. Each day the simulation:

The borrowing level is reset every day. Real geared funds adjust theirs less often.

Joining the simulation to real prices

The simulated line is scaled so it ends exactly at the fund's first real price. That way the chart is one continuous line with no jump on launch day.

How close has it been?

We ran the simulation over the years these funds have actually traded and compared it with what they really returned. Annual return is the average growth per year, with growth compounding. Drawdown is the largest drop from a high point to a later low. Checked in September 2026.

FundYears of real pricesReal annual returnSimulated annual returnReal drawdownSimulated drawdown
VDHG8.89.51%9.39%-28.3%-28.7%
VDGR8.87.65%7.60%-23.9%-23.9%
VDBA8.85.77%5.66%-18.3%-18.9%
VDCO8.83.98%3.84%-13.4%-13.3%
DHHF6.810.30%10.67%-28.5%-27.9%
GHHF (geared)2.418.84%17.36%-20.2%-21.4%
VDAL1.514.74%12.77%-9.6%-10.3%

For the five funds with 7 to 9 years of real prices, the simulation came within 0.4% a year of the real result, and its drawdown was within 0.6 percentage points of the real one. For geared GHHF it came in about 1.5% a year below the real fund. VDAL came in about 2% a year below, but over only 1.5 years, which is too short to judge. All of these funds launched after 2013, so this table checks the ETF ingredients. The earlier ingredients are checked in the table above.

What the simulation does not show

Where the data comes from

This page explains a method. It is general information only, not financial advice.