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Team Cocco Financial Planning

Average vs Actual Return — Volatility Drag

Demonstrates that AVERAGE return is not the same as ACTUAL compound return. Volatility is a hidden tax on your investment returns.

Assumptions

Investment
yrs
%
%
Costs
%
%
Comparison
%

Preset Scenarios

Average vs Actual Growth
$100,000 over 20 years
Average (Arithmetic)
10.00%
Simple average
Actual (Geometric)
8.38%
Real compound return
Volatility Drag
1.62%
Return lost to volatility
Dollar Cost of Volatility
$0
Gap at end of period
The "Aha!" Moment — Same Average, Different Results
Scenario Year 1 Year 2 Average Actual $100K Becomes
The Trap +50% -50% 0% -25.0% $75,000
Moderate Swing +30% -10% 10% +8.2% $117,000
Mild Swing +20% +0% 10% +9.5% $120,000
No Volatility +10% +10% 10% +10.0% $121,000
Why This Matters:
  • Your mutual fund statement might show a "10% average annual return." But averages lie. If you gain 50% then lose 50%, your average is 0% — but you've actually LOST 25% of your money.
  • Volatility is a hidden tax on your returns. The greater the swings, the wider the gap between what was "averaged" and what you actually earned.
  • The formula: Geometric Return ≈ Arithmetic Return - (Std Dev² / 2). Higher volatility = bigger drag.
  • The smoother the ride, the more you keep. Two investments with the same "average return" can produce wildly different results. The one with less volatility wins every time.
  • This is why protected growth strategies (indexed annuities, buffered strategies) can outperform despite lower "averages" — they reduce volatility drag.