Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 02:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.29%
1 Day
Nov 29 2022, 02:59PM Eastern Time
2.16%
Current Month
November 2022

The Total Bond Developed World ex-US Portfolio is a Low Risk portfolio and can be implemented with 1 ETF.

It's exposed for 0% on the Stock Market.

In the last 30 Years, the Total Bond Developed World ex-US Portfolio obtained a 5.17% compound annual return, with a 4.57% standard deviation.

Asset Allocation and ETFs

The Total Bond Developed World ex-US Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The Total Bond Developed World ex-US Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 %
BNDX Vanguard Total International Bond Bond, Developed 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 as of Oct 31, 2022

The Total Bond Developed World ex-US Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
TOTAL BOND DEVELOPED WORLD EX-US PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 02:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Total Bond Developed World ex-US Portfolio 0.29 2.16 0.54 -5.17 -12.15 -0.04 1.61 5.17 6.62
US Inflation Adjusted return 0.14 -8.01 -18.47 -3.75 -0.93 2.60 3.73
Components
BNDX
Vanguard Total International Bond
0.29 02:59PM
Nov 29 2022
2.16 0.54 -5.17 -12.15 -0.04 1.61 5.17 6.62
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Total Bond Developed World ex-US Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
TOTAL BOND DEVELOPED WORLD EX-US PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
0.54 -5.89 -5.17 -12.15 -3.86 -0.04 1.61 3.94 5.17 6.62
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.79
Infl. Adjusted
Return (%)
0.14 -6.43 -8.01 -18.47 -8.45 -3.75 -0.93 1.39 2.60 3.73
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 6.42 5.08 4.47 3.81 3.93 4.57 5.05
Sharpe Ratio -2.00 -0.84 -0.23 0.29 0.73 0.66 0.52
Sortino Ratio -3.25 -1.14 -0.30 0.37 0.96 0.92 0.75
MAXIMUM DRAWDOWN
Drawdown Depth (%) -13.54 -14.88 -14.88 -14.88 -14.88 -14.88 -14.88
Start (yyyy mm) 2021 12 2021 01 2021 01 2021 01 2021 01 2021 01 2021 01
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 10 21 21 21 21 21 21
Start to Recovery (# months) in progress
> 11
> 22
> 22
> 22
> 22
> 22
> 22
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 31.75 17.37 13.50 11.30 9.35 8.24
Worst Return (%) -13.01 -4.19 -0.04 1.58 3.92 5.10
% Positive Periods 89% 98% 99% 100% 100% 100%
MONTHS
Positive 1 1 2 3 15 33 74 161 246 313
Negative 0 2 4 9 21 27 46 79 114 141
% Positive 100% 33% 33% 25% 42% 55% 62% 67% 68% 69%
WITHDRAWAL RATES (WR)
Safe WR (%) 32.75 20.77 10.89 6.60 5.87 7.38
Perpetual WR (%) 0.00 0.00 0.00 1.37 2.54 3.60
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Dividends

In 2021, the Total Bond Developed World ex-US Portfolio granted a 3.55% dividend yield. If you are interested in getting periodic income, please refer to the Total Bond Developed World ex-US Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 4542.72$, with a total return of 354.27% (5.17% annualized).

The Inflation Adjusted Capital now would be 2161.52$, with a net total return of 116.15% (2.60% annualized).
An investment of 1000$, since January 1985, now would be worth 11321.56$, with a total return of 1032.16% (6.62% annualized).

The Inflation Adjusted Capital now would be 4000.38$, with a net total return of 300.04% (3.73% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-14.88% Jan 2021 Sep 2022 21 in progress 1 22
-10.03% Mar 2008 Nov 2008 9 Jul 2009 8 17
-8.68% Feb 1994 Aug 1994 7 Jul 1995 11 18
-8.31% Dec 1996 Apr 1997 5 Sep 1998 17 22
-4.24% May 2013 Aug 2013 4 May 2014 9 13
-3.17% May 1999 Aug 1999 4 Mar 2000 7 11
-3.03% Oct 2016 Jan 2017 4 Nov 2017 10 14
-2.91% Mar 2020 Mar 2020 1 Jul 2020 4 5
-2.88% Apr 2015 Jun 2015 3 Jan 2016 7 10
-2.34% Jun 2003 Aug 2003 3 Jan 2004 5 8
-2.26% Nov 1998 Nov 1998 1 Dec 1998 1 2
-1.97% Nov 2010 Dec 2010 2 May 2011 5 7
-1.82% Jan 1996 Jan 1996 1 Jul 1996 6 7
-1.68% Sep 2019 Dec 2019 4 Jan 2020 1 5
-1.62% Mar 2007 Jun 2007 4 Aug 2007 2 6
-1.51% Feb 1999 Feb 1999 1 Apr 1999 2 3
-1.11% Nov 2001 Mar 2002 5 Apr 2002 1 6
-1.06% Dec 2006 Jan 2007 2 Feb 2007 1 3
-1.02% Sep 2005 Oct 2005 2 Dec 2005 2 4
-0.89% Apr 2004 May 2004 2 Aug 2004 3 5
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-14.88% Jan 2021 Sep 2022 21 in progress 1 22
-10.03% Mar 2008 Nov 2008 9 Jul 2009 8 17
-8.68% Feb 1994 Aug 1994 7 Jul 1995 11 18
-8.31% Dec 1996 Apr 1997 5 Sep 1998 17 22
-4.82% Apr 1987 Sep 1987 6 Dec 1987 3 9
-4.24% May 2013 Aug 2013 4 May 2014 9 13
-3.70% Feb 1985 Feb 1985 1 Apr 1985 2 3
-3.57% Dec 1989 Apr 1990 5 Jun 1990 2 7
-3.35% May 1986 May 1986 1 Jul 1986 2 3
-3.17% May 1999 Aug 1999 4 Mar 2000 7 11
-3.03% Oct 2016 Jan 2017 4 Nov 2017 10 14
-2.91% Mar 2020 Mar 2020 1 Jul 2020 4 5
-2.88% Apr 2015 Jun 2015 3 Jan 2016 7 10
-2.76% Aug 1990 Aug 1990 1 Nov 1990 3 4
-2.34% Jun 2003 Aug 2003 3 Jan 2004 5 8
-2.26% Nov 1998 Nov 1998 1 Dec 1998 1 2
-2.20% Jan 1992 Jan 1992 1 May 1992 4 5
-2.18% Aug 1989 Sep 1989 2 Nov 1989 2 4
-1.97% Nov 2010 Dec 2010 2 May 2011 5 7
-1.82% Jan 1996 Jan 1996 1 Jul 1996 6 7

Rolling Returns ( more details)

Total Bond Developed World ex-US Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.97 31.75
Mar 1985 - Feb 1986
-13.01
Oct 2021 - Sep 2022
11.29%
2 Years
6.82 22.63
Mar 1985 - Feb 1987
-7.24
Oct 2020 - Sep 2022
3.02%
3 Years
6.82 17.37
Oct 1990 - Sep 1993
-4.19
Oct 2019 - Sep 2022
1.67%
5 Years
6.81 13.50
Jan 1989 - Dec 1993
-0.04
Nov 2017 - Oct 2022
0.51%
7 Years
6.84 13.10
Jan 1985 - Dec 1991
0.90
Nov 2015 - Oct 2022
0.00%
10 Years
6.76 11.30
Mar 1985 - Feb 1995
1.58
Oct 2012 - Sep 2022
0.00%
15 Years
6.67 9.89
Mar 1985 - Feb 2000
3.68
Nov 2007 - Oct 2022
0.00%
20 Years
6.65 9.35
Mar 1985 - Feb 2005
3.92
Oct 2002 - Sep 2022
0.00%
30 Years
6.81 8.24
Mar 1985 - Feb 2015
5.10
Oct 1992 - Sep 2022
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 Total Bond Developed World ex-US Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Total Bond Developed World ex-US Portfolio?

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

For further information about the seasonality, check the Asset Class Seasonality page.
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
Gain Frequency
0.06
40%
-0.36
60%
-0.45
40%
-0.25
40%
0.16
40%
0.27
80%
1.41
100%
-0.53
40%
-0.75
20%
0.00
60%
0.35
80%
0.15
60%
 Capital Growth on monthly avg returns
100
100.06
99.70
99.26
99.01
99.16
99.43
100.83
100.30
99.55
99.55
99.90
100.05
Best 1.9
2020
0.7
2020
1.8
2019
1.9
2020
1.3
2019
1.6
2019
3.2
2022
2.1
2019
0.9
2020
0.5
2022
1.1
2021
1.2
2018
Worst -1.4
2022
-1.7
2021
-2.9
2020
-3.0
2022
-0.7
2022
-1.7
2022
0.1
2018
-3.6
2022
-2.9
2022
-0.5
2019
-0.5
2019
-0.7
2021
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
Gain Frequency
0.35
50%
0.15
70%
-0.01
60%
-0.04
50%
0.02
50%
0.01
60%
1.04
100%
-0.16
50%
-0.29
40%
0.14
70%
0.27
80%
0.20
60%
 Capital Growth on monthly avg returns
100
100.35
100.50
100.49
100.45
100.47
100.48
101.52
101.36
101.07
101.20
101.48
101.68
Best 1.9
2020
1.3
2016
1.8
2019
1.9
2020
1.3
2019
1.9
2016
3.2
2022
2.1
2019
0.9
2020
0.8
2013
1.1
2021
1.2
2018
Worst -1.4
2022
-1.7
2021
-2.9
2020
-3.0
2022
-2.3
2013
-2.0
2013
0.1
2018
-3.6
2022
-2.9
2022
-1.3
2016
-1.2
2016
-0.7
2021
Monthly Seasonality over the period Nov 2012 - Oct 2022
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
Gain Frequency
0.54
68%
0.37
71%
0.20
63%
0.20
63%
0.52
66%
0.48
61%
0.96
79%
0.63
71%
0.46
68%
0.71
79%
0.42
70%
1.09
68%
 Capital Growth on monthly avg returns
100
100.54
100.90
101.10
101.30
101.83
102.32
103.30
103.96
104.43
105.17
105.61
106.77
Best 3.4
1988
4.6
1986
3.7
1985
2.5
1995
4.6
1985
2.7
1989
3.2
2022
3.8
1985
6.4
1998
4.1
1998
3.9
1995
5.3
1992
Worst -4.3
1997
-3.7
1985
-2.9
2020
-3.1
1987
-3.4
1986
-2.0
2013
-2.5
1997
-3.6
2022
-4.6
2008
-3.1
2008
-2.5
1997
-1.1
1997
Monthly Seasonality over the period Jan 1985 - Oct 2022

Monthly/Yearly Returns

Total Bond Developed World ex-US Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Oct 2022
313 Positive Months (69%) - 141 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 2022
(Scroll down to see all data)
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
2022
-12.42 -18.07 -1.4 -1.3 -2.2 -3.0 -0.7 -1.7 3.2 -3.6 -2.9 0.5
2021
-2.28 -8.70 -0.6 -1.7 0.0 -0.2 0.0 0.4 1.5 -0.4 -1.1 -0.4 1.1 -0.7
2020
+4.65 +3.25 1.9 0.7 -2.9 1.9 0.4 0.5 0.9 -0.8 0.9 0.3 0.4 0.4
2019
+7.87 +5.46 1.0 0.2 1.8 0.2 1.3 1.6 1.2 2.1 -0.4 -0.5 -0.5 -0.3
2018
+2.81 +0.88 -0.6 0.3 1.2 -0.1 -0.2 0.6 0.1 0.1 -0.2 0.1 0.5 1.2
2017
+2.40 +0.28 -1.0 0.9 0.0 0.5 0.7 -0.5 0.2 0.9 -0.4 0.6 0.2 0.3
2016
+4.61 +2.49 1.3 1.3 0.7 -0.3 0.7 1.9 0.8 0.1 0.0 -1.3 -1.2 0.4
2015
+1.19 +0.46 1.8 -0.2 0.5 -1.0 -0.5 -1.4 1.3 -0.7 0.8 0.6 0.2 -0.1
2014
+8.74 +7.92 1.4 0.5 0.3 0.6 0.7 0.6 0.5 1.4 -0.1 0.6 0.9 1.0
2013
-0.81 -2.28 -0.3 0.8 0.6 1.0 -2.3 -2.0 0.5 -0.6 0.6 0.8 0.3 -0.2
2012
+9.54 +7.66 1.3 0.1 0.4 1.2 0.5 0.3 1.8 0.8 1.5 0.2 0.8 0.3
2011
+8.60 +5.47 0.3 0.5 0.0 1.0 0.9 -0.4 2.1 0.7 0.7 0.4 -0.6 2.6
2010
+8.53 +6.93 2.0 0.4 0.6 1.5 0.9 1.5 0.4 2.9 0.1 0.0 -1.1 -0.9
2009
+15.30 +12.24 1.2 -0.8 0.5 1.5 1.6 1.7 3.1 2.4 1.8 0.8 0.8 -0.3
2008
-2.35 -2.44 2.7 1.4 -1.1 -1.0 -0.9 -0.8 0.9 0.6 -4.6 -3.1 -0.3 4.3
2007
+4.99 +0.88 -0.3 1.2 -0.1 0.0 -1.2 -0.4 1.6 0.2 1.0 0.9 1.0 0.9
2006
+2.94 +0.39 -0.2 0.2 -0.5 -0.2 0.3 0.0 1.0 1.2 0.6 0.4 0.9 -0.8
2005
+4.98 +1.52 0.7 -0.3 0.7 1.2 0.7 0.8 -0.3 0.9 -0.3 -0.7 0.4 1.1
2004
+6.11 +2.76 0.5 1.1 0.6 -0.8 -0.1 0.1 0.4 1.3 0.3 0.8 0.9 0.8
2003
+3.93 +2.02 1.1 1.5 -0.4 0.5 1.6 -0.4 -2.0 0.0 1.7 -1.0 0.2 1.1
2002
+9.29 +6.75 0.5 0.5 -1.0 1.5 0.3 0.9 0.9 1.1 1.6 0.0 0.5 2.1
2001
+10.83 +9.14 2.1 0.9 1.6 -0.6 0.4 -0.3 2.9 1.0 0.7 2.8 -0.7 -0.4
2000
+9.20 +5.62 -0.4 1.2 1.4 0.2 0.4 1.1 0.8 0.3 1.2 0.3 1.2 1.2
1999
+0.29 -2.33 2.2 -1.5 0.7 1.0 -1.5 -1.2 -0.1 -0.4 0.5 0.3 -0.1 0.5
1998
+17.11 +15.25 0.6 1.7 -1.8 2.1 0.1 -0.2 -0.1 2.9 6.4 4.1 -2.3 2.8
1997
-4.84 -6.43 -4.3 -0.9 -0.9 -2.1 3.2 1.3 -2.5 0.1 2.7 2.1 -2.5 -1.1
1996
+4.66 +1.29 -1.8 0.0 0.1 0.1 0.0 0.4 2.6 0.7 -0.1 1.8 1.3 -0.5
1995
+21.23 +18.23 0.7 0.7 0.1 2.5 3.9 -0.6 1.9 1.9 1.4 1.7 3.9 1.5
1994
-7.29 -9.71 0.1 -2.7 -1.7 -0.9 -1.5 -1.8 0.6 -1.0 0.2 0.4 1.5 -0.7
1993
+16.41 +13.30 0.8 2.2 0.4 0.0 0.9 2.4 1.6 2.4 0.4 1.5 0.3 2.5
1992
+11.90 +8.74 -2.2 0.8 -0.7 0.3 2.6 2.0 2.7 0.6 0.9 -1.6 0.9 5.3
1991
+21.42 +17.81 1.3 1.6 1.0 1.6 0.5 -0.4 1.7 3.0 2.9 0.9 0.6 5.2
1990
+7.20 +1.03 -2.0 -0.2 0.4 -1.6 3.5 2.1 1.3 -2.8 0.1 1.5 3.1 1.9
1989
+11.10 +6.17 1.2 -0.1 0.6 1.5 1.9 2.7 2.0 -1.9 -0.3 2.2 1.0 -0.2
1988
+8.79 +4.18 3.4 1.2 -0.6 -0.3 -0.3 1.8 -0.2 0.4 1.7 1.4 -0.4 0.3
1987
+3.47 -0.92 1.9 0.8 0.3 -3.1 -0.5 1.3 0.0 -0.5 -2.1 3.6 0.6 1.3
1986
+16.37 +15.10 0.1 4.6 3.2 0.6 -3.4 2.7 1.5 3.1 -1.7 1.8 -1.1 4.1
1985
+24.95 +20.38 3.1 -3.7 3.7 0.5 4.6 1.6 -0.7 3.8 1.1 2.3 2.6 4.0

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:

  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013

Portfolio efficiency

Compared to the Total Bond Developed World ex-US Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Desert Portfolio
Gyroscopic Investing
+6.56 5.29 -14.72 30 60 10
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
US Inflation Protection
+5.47 6.07 -14.74 0 100 0
Sheltered Sam 20/80
Bill Bernstein
+5.36 4.07 -11.24 19.4 80 0.6
Edge Select Conservative
Merrill Lynch
+5.28 4.08 -12.44 21 79 0
Robo Advisor 20
Betterment
+5.24 4.07 -12.16 19.9 80.1 0
Total Bond Developed World ex-US
+5.17 4.57 -14.88 0 100 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income
+6.71 8.58 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum
+6.25 4.70 -17.91 20 80 0
All Country World 20/80
+5.89 5.41 -17.97 20 80 0
Stocks/Bonds 20/80
+5.67 4.61 -16.57 20 80 0
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
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