Data Source: from January 1995 to December 2021

Last Update: 31 December 2021

The All Country World 20/80 Portfolio is exposed for 20% on the Stock Market.

It's a Low Risk portfolio and it can be replicated with 4 ETFs.

In the last 10 years, the portfolio obtained a 5.24% compound annual return, with a 4.36% standard deviation.

In the last 25 years, a 6.13% compound annual return, with a 5.15% standard deviation.

Asset Allocation and ETFs

The All Country World 20/80 Portfolio has the following asset allocation:

20% Stocks
80% Fixed Income
0% Commodities

The All Country World 20/80 Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 % VT Vanguard Total World Stock Equity, Global, Large Cap
40.00 % BND Vanguard Total Bond Market Bond, U.S., All-Term
28.00 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
12.00 % EMB iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The All Country World 20/80 Portfolio guaranteed the following returns.

ALL COUNTRY WORLD 20/80 PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
All Country World 20/80 Portfolio +0.78 +1.39 +0.92 +2.00 +7.68 +5.81 +5.24 +5.77 +6.13
--- Inflation Adjusted return +0.31 -0.80 -2.40 -4.78 +4.01 +2.80 +3.06 +3.38 +3.76
Components
VT
Vanguard Total World Stock
+3.81 +6.30 +4.89 +18.27 +20.48 +14.46 +12.06 +7.32 +6.55
BND
Vanguard Total Bond Market
-0.31 -0.04 -0.08 -1.86 +4.78 +3.54 +2.75 +4.09 +4.73
BNDX
Vanguard Total International Bond
-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
EMB
iShares JP Morgan USD Em Mkts Bd
+2.16 +0.40 -0.82 -2.24 +5.98 +4.41 +4.59 +7.91 +9.09
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the portfolio granted a 2.69% dividend yield. If you are interested in getting periodic income, please refer to the All Country World 20/80 Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of All Country World 20/80 Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

ALL COUNTRY WORLD 20/80 PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+0.78%
+0.31%
0.00%
1 - 0
3M
+1.39%
-0.80%
-0.46%
Nov 2021 - Nov 2021
2 - 1
6M
+0.92%
-2.40%
-1.92%
Sep 2021 - Sep 2021
4 - 2
YTD
+2.00%
-4.78%
3.32%
-1.92%
Sep 2021 - Sep 2021
8 - 4
67% pos
1Y
+2.00%
-4.78%
3.32%
-1.92%
Sep 2021 - Sep 2021
8 - 4
67% pos
3Y
+7.68%
annualized
+4.01%
annualized
5.72%
-6.55%
Feb 2020 - Mar 2020
26 - 10
72% pos
5Y
+5.81%
annualized
+2.80%
annualized
4.80%
-6.55%
Feb 2020 - Mar 2020
43 - 17
72% pos
10Y
+5.24%
annualized
+3.06%
annualized
4.36%
-6.55%
Feb 2020 - Mar 2020
86 - 34
72% pos
20Y
+5.77%
annualized
+3.38%
annualized
5.07%
-14.04%
May 2008 - Oct 2008
172 - 68
72% pos
25Y
+6.13%
annualized
+3.76%
annualized
5.15%
-14.04%
May 2008 - Oct 2008
212 - 88
71% pos
MAX
01 Jan 1995
+6.73%
annualized
+4.29%
annualized
5.11%
-14.04%
May 2008 - Oct 2008
234 - 90
72% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the All Country World 20/80 Portfolio actually efficient, compared to other Lazy Portfolios?

Best Classic Portfolios, with Low Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
High Yield Bonds Income
+6.94% -23.98% 0 100 0 Compare
All Country World 20/80
+6.13% -14.04% 20 80 0
Stocks/Bonds 20/80
+6.06% -8.42% 20 80 0 Compare
Vanguard LifeStrategy Income Fund
Vanguard
+5.87% -10.54% 20 80 0 Compare
US Inflation Protection
+5.79% -11.79% 0 100 0 Compare

See all portfolios

Our overall ratings, assigned to the All Country World 20/80 Portfolio. The portfolio is classified as Low Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Low Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+6.13%
(+3.76%)
Excellent : 5 / 5
Average : 2.4 / 5
Standard Deviation
over 25 Years
5.15%
Poor : 1 / 5
Excellent : 4.5 / 5
Maximum Drawdown
over 25 Years
-14.04%
Bad : 1.4 / 5
Excellent : 4.4 / 5
Easy to manage 4 ETFs
Good : 3.5 / 5
Good : 3.5 / 5
Rating assigned considering all the Low Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 4430.12$, with a total return of 343.01% (6.13% annualized).

The Inflation Adjusted Capital now would be 2515.53$, with a net total return of 151.55% (3.76% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-14.04% May 2008 Oct 2008 6 Aug 2009 10 16
-6.55% Feb 2020 Mar 2020 2 Jun 2020 3 5
-4.73% Aug 1998 Aug 1998 1 Oct 1998 2 3
-4.30% May 2013 Jun 2013 2 Feb 2014 8 10
-3.57% Jun 2002 Jul 2002 2 Nov 2002 4 6
-3.05% May 2015 Sep 2015 5 Mar 2016 6 11
-2.99% Oct 2016 Nov 2016 2 Apr 2017 5 7
-2.82% Apr 2004 May 2004 2 Sep 2004 4 6
-2.77% Feb 2018 Oct 2018 9 Jan 2019 3 12
-2.61% Aug 2011 Sep 2011 2 Oct 2011 1 3
-2.31% May 1999 May 1999 1 Oct 1999 5 6
-1.99% Apr 2000 May 2000 2 Jun 2000 1 3
-1.93% Jul 2003 Jul 2003 1 Sep 2003 2 3
-1.93% Aug 1997 Aug 1997 1 Sep 1997 1 2
-1.92% Sep 2021 Sep 2021 1 in progress 3 4
-1.73% May 2012 May 2012 1 Jul 2012 2 3
-1.68% Jan 2021 Feb 2021 2 May 2021 3 5
-1.65% Feb 2001 Mar 2001 2 Jul 2001 4 6
-1.65% Nov 2010 Nov 2010 1 Feb 2011 3 4
-1.62% Oct 1997 Oct 1997 1 Jan 1998 3 4

Rolling Returns ( more details)

All Country World 20/80 Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.72% +22.72%
Mar 2009 - Feb 2010
-13.69%
Nov 2007 - Oct 2008
5.11%
2 Years
+6.51% +16.24%
Nov 2008 - Oct 2010
-3.94%
Mar 2007 - Feb 2009
2.66%
3 Years
+6.39% +12.79%
Mar 2009 - Feb 2012
-0.43%
Mar 2006 - Feb 2009
0.35%
5 Years
+6.26% +10.95%
Apr 1995 - Mar 2000
+2.19%
Mar 2004 - Feb 2009
0.00%
7 Years
+6.20% +9.49%
Jan 1995 - Dec 2001
+3.70%
Apr 2013 - Mar 2020
0.00%
10 Years
+6.24% +9.00%
Jan 1995 - Dec 2004
+4.74%
Apr 2010 - Mar 2020
0.00%
15 Years
+6.21% +7.73%
Apr 1995 - Mar 2010
+5.08%
Apr 2005 - Mar 2020
0.00%
20 Years
+6.20% +7.41%
Feb 1995 - Jan 2015
+5.44%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the All Country World 20/80 Portfolio: Rolling Returns page.

Seasonality

All Country World 20/80 Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.37
67%
0.32
74%
0.31
74%
1.06
89%
0.35
56%
0.38
67%
0.79
81%
0.41
78%
0.44
59%
0.43
67%
0.76
74%
1.04
81%
Best
Year
2.9
2019
2.1
1998
2.7
2009
3.9
2020
3.7
1995
2.7
2019
3.9
2009
2.0
2002
3.7
1998
3.2
1998
3.5
2020
6.1
2008
Worst
Year
-3.5
2009
-2.9
2009
-5.9
2020
-2.6
2004
-2.3
1999
-2.3
2013
-1.9
2003
-4.7
1998
-4.6
2008
-7.6
2008
-1.7
2016
-0.7
2015
Statistics calculated for the period Jan 1995 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

All Country World 20/80 Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
234 Positive Months (72%) - 90 Negative Months (28%)
Jan 1995 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+2.00 -4.78 -0.8 -0.9 0.0 1.4 0.5 0.8 1.1 0.4 -1.9 1.1 -0.5 0.8
2020
+8.36 +6.97 1.2 -0.7 -5.9 3.9 2.0 1.3 2.3 0.6 -0.6 -0.6 3.5 1.4
2019
+12.96 +10.46 2.9 0.7 1.7 0.8 -0.2 2.7 0.5 1.4 0.0 0.6 0.3 1.0
2018
-1.87 -3.72 0.4 -1.5 0.4 -0.5 0.2 -0.1 0.9 0.2 0.0 -2.2 0.7 -0.1
2017
+8.23 +6.00 0.6 1.2 0.3 1.0 1.0 -0.1 0.9 0.9 0.1 0.7 0.4 0.8
2016
+5.12 +3.00 -0.3 0.7 2.5 0.5 0.3 1.8 1.4 0.1 0.3 -1.3 -1.7 0.8
2015
+0.31 -0.33 1.4 0.7 0.1 0.2 -0.3 -1.5 0.8 -1.8 -0.3 1.8 -0.1 -0.7
2014
+6.24 +5.55 0.0 1.7 0.3 0.8 1.5 0.6 -0.4 1.5 -1.2 0.9 0.8 -0.4
2013
+2.59 +1.06 0.1 0.4 0.6 1.7 -2.1 -2.3 1.4 -1.3 2.2 1.7 0.1 0.2
2012
+9.39 +7.50 1.9 1.3 0.1 0.7 -1.7 1.6 1.6 1.0 1.3 0.0 0.8 0.5
2011
+4.99 +1.87 0.3 0.9 0.1 2.0 0.4 -0.4 1.0 -0.5 -2.1 2.7 -0.6 1.3
2010
+8.78 +7.24 0.0 0.8 1.7 0.8 -1.5 0.8 2.6 1.0 2.0 1.1 -1.6 0.9
2009
+14.11 +10.99 -3.5 -2.9 2.7 3.7 3.2 0.5 3.9 2.0 2.7 -0.3 2.0 -0.2
2008
-6.88 -6.86 -0.3 0.4 -0.5 0.7 -0.4 -2.0 -0.1 0.2 -4.6 -7.6 1.8 6.1
2007
+6.77 +2.55 0.0 1.0 0.5 1.2 -0.1 -0.6 0.3 0.6 2.0 1.6 0.0 0.1
2006
+7.46 +4.82 1.0 0.4 -0.4 0.5 -1.2 0.0 1.3 1.8 0.7 1.3 1.4 0.2
2005
+5.53 +2.12 0.1 0.4 -0.8 0.6 1.3 0.8 0.2 1.2 0.3 -1.3 1.2 1.5
2004
+7.53 +4.05 0.9 1.0 0.6 -2.6 -0.2 0.8 0.1 1.8 0.7 1.2 1.1 1.7
2003
+12.92 +10.67 0.0 1.1 0.2 2.9 2.8 0.1 -1.9 1.1 2.1 0.8 0.7 2.4
2002
+3.34 +0.84 0.1 0.9 0.0 0.6 0.2 -1.7 -1.9 2.0 -1.3 1.8 1.5 1.2
2001
+6.33 +4.66 2.3 -1.1 -0.5 0.9 0.4 -0.1 1.6 0.6 -1.4 2.5 0.8 0.2
2000
+5.87 +2.35 -1.5 1.6 2.5 -1.3 -0.7 2.4 0.3 1.6 -0.6 -0.3 0.0 1.8
1999
+7.97 +5.15 0.9 -1.4 2.1 2.3 -2.3 0.8 -0.4 -0.2 1.0 1.7 1.0 2.4
1998
+10.80 +9.05 1.1 2.1 0.8 1.0 -0.4 0.2 0.2 -4.7 3.7 3.2 1.4 1.8
1997
+7.03 +5.24 -0.4 0.5 -1.6 1.1 2.9 2.3 1.9 -1.9 2.8 -1.6 0.1 0.8
1996
+9.34 +5.77 1.0 -1.4 0.2 0.9 0.1 1.1 0.3 0.8 2.3 1.6 2.9 -0.6
1995
+19.70 +16.75 0.6 0.9 0.7 2.8 3.7 0.3 1.3 0.8 1.6 0.7 2.6 2.3

* Note:
Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • VT - Vanguard Total World Stock: simulated historical serie, up to December 2008
  • BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007
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