DCA vs Lump Sum Analyzer

Monte Carlo comparison across 10,000 simulated paths — powered by Geometric Brownian Motion

Research context: Vanguard (2012) "Dollar-cost averaging just means taking risk later" studied 12-month rolling windows across US, UK, and AU markets — lump sum outperformed DCA in approximately 67% of scenarios on average. DCA typically wins in high-volatility or bear-then-recovery regimes where buying more units at lower prices creates advantage.

Total Amount ($)

DCA Periods (months)

Asset

Ann. Return (mu)

Ann. Volatility (sigma)