The Lazy Team Dynamic 40/60 Income Portfolio vs Stocks/Bonds 40/60 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1992 - June 2025 (~34 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1992/01 - 2025/06)
Inflation Adjusted:
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Invested Capital
July 1995
7.75$
Final Capital
June 2025
7.06%
Yearly Return
8.13%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
July 1995
3.67$
Final Capital
June 2025
4.43%
Yearly Return
8.13%
Std Deviation
-31.61%
Max Drawdown
34months
Recovery Period
1.00$
Invested Capital
January 1992
10.95$
Final Capital
June 2025
7.41%
Yearly Return
7.82%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
January 1992
4.71$
Final Capital
June 2025
4.73%
Yearly Return
7.82%
Std Deviation
-31.61%
Max Drawdown
34months
Recovery Period
Stocks/Bonds 40/60 Portfolio
1.00$
Invested Capital
July 1995
7.69$
Final Capital
June 2025
7.04%
Yearly Return
7.03%
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
1.00$
Invested Capital
July 1995
3.65$
Final Capital
June 2025
4.41%
Yearly Return
7.03%
Std Deviation
-24.11%
Max Drawdown
46months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1992
10.28$
Final Capital
June 2025
7.20%
Yearly Return
6.84%
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
1.00$
Invested Capital
January 1992
4.42$
Final Capital
June 2025
4.53%
Yearly Return
6.84%
Std Deviation
-24.11%
Max Drawdown
46months*
Recovery Period
* in progress

As of June 2025, in the previous 30 Years, the The Lazy Team Dynamic 40/60 Income Portfolio obtained a 7.06% compound annual return, with a 8.13% standard deviation. It suffered a maximum drawdown of -29.84% that required 26 months to be recovered.

As of June 2025, in the previous 30 Years, the Stocks/Bonds 40/60 Portfolio obtained a 7.04% compound annual return, with a 7.03% standard deviation. It suffered a maximum drawdown of -19.17% that required 25 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

The Lazy Team Dynamic 40/60 Income Portfolio
Weight
(%)		 Ticker Name
20.00
PFF
iShares Preferred and Income Securities ETF
20.00
VTI
Vanguard Total Stock Market
20.00
EMB
iShares JP Morgan USD Em Mkts Bd
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
Stocks/Bonds 40/60 Portfolio
Weight
(%)		 Ticker Name
40.00
VTI
Vanguard Total Stock Market
60.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1992/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 7.75 $ 674.97% 7.06%
Stocks/Bonds 40/60
 1 $ 7.69 $ 669.49% 7.04%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 3.67 $ 267.26% 4.43%
Stocks/Bonds 40/60
 1 $ 3.65 $ 264.67% 4.41%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 10.95 $ 995.40% 7.41%
Stocks/Bonds 40/60
 1 $ 10.28 $ 927.91% 7.20%
Jan 1992 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 4.71 $ 370.75% 4.73%
Stocks/Bonds 40/60
 1 $ 4.42 $ 341.74% 4.53%
Jan 1992 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~34Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Dynamic 40/60 Income
The Lazy Team 		4.01 2.46 4.01 9.25 5.42 5.10 7.06 7.41
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 40/60
-- Market Benchmark 		4.65 2.96 4.65 9.91 5.91 6.36 7.04 7.20
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1992 - 30 June 2025 (~34 years)
1 Year
5 Years
10 Years
30 Years
All (1992/01 - 2025/06)
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.25 9.91
Infl. Adjusted (%) 6.35 6.99
DRAWDOWN
Deepest Drawdown Depth (%) -2.36 -2.59
Start to Recovery (months) 4 7
Longest Drawdown Depth (%) -2.36 -2.59
Start to Recovery (months) 4 7
Longest Negative Period (months) 7 7
RISK INDICATORS
Standard Deviation (%) 5.59 6.62
Sharpe Ratio 0.82 0.80
Sortino Ratio 1.03 1.02
Ulcer Index 1.09 1.32
Ratio: Return / Standard Deviation 1.65 1.50
Ratio: Return / Deepest Drawdown 3.91 3.83
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.42 5.91
Infl. Adjusted (%) 0.80 1.27
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 38
RISK INDICATORS
Standard Deviation (%) 8.71 9.46
Sharpe Ratio 0.31 0.34
Sortino Ratio 0.43 0.46
Ulcer Index 6.98 7.38
Ratio: Return / Standard Deviation 0.62 0.63
Ratio: Return / Deepest Drawdown 0.31 0.32
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.10 6.36
Infl. Adjusted (%) 1.97 3.19
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 38
RISK INDICATORS
Standard Deviation (%) 7.97 8.09
Sharpe Ratio 0.41 0.56
Sortino Ratio 0.54 0.75
Ulcer Index 5.23 5.39
Ratio: Return / Standard Deviation 0.64 0.79
Ratio: Return / Deepest Drawdown 0.29 0.34
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.06 7.04
Infl. Adjusted (%) 4.43 4.41
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -19.17
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -8.59
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 8.13 7.03
Sharpe Ratio 0.59 0.68
Sortino Ratio 0.77 0.90
Ulcer Index 4.85 4.21
Ratio: Return / Standard Deviation 0.87 1.00
Ratio: Return / Deepest Drawdown 0.24 0.37
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.41 7.20
Infl. Adjusted (%) 4.73 4.53
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -19.17
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -8.59
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 7.82 6.84
Sharpe Ratio 0.64 0.70
Sortino Ratio 0.83 0.92
Ulcer Index 4.65 4.05
Ratio: Return / Standard Deviation 0.95 1.05
Ratio: Return / Deepest Drawdown 0.25 0.38
Metrics calculated over the period 1 January 1992 - 30 June 2025
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Drawdowns

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.

DRAWDOWN COMPARISON
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1992 - 30 June 2025 (~34 years)
30 Years
(1995/07 - 2025/06)

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Dynamic 40/60 Income Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.25 5 Jul 1998
Nov 1998
-5.36 7 Sep 2018
Mar 2019
-5.09 5 Oct 2018
Feb 2019
-4.76 7 Jun 2011
Dec 2011
-4.13 5 Sep 2000
Jan 2001

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Dynamic 40/60 Income Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.25 5 Jul 1998
Nov 1998
-5.98 13 Feb 1994
Feb 1995
-5.36 7 Sep 2018
Mar 2019
-5.36 15 Feb 1994
Apr 1995
-5.09 5 Oct 2018
Feb 2019

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1992 - 30 June 2025 (~34 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Dynamic 40/60 Income Stocks/Bonds 40/60
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.01 -2.36 4.65 -2.35
2024
 9.69 -2.45 10.35 -3.23
2023
 11.97 -5.00 13.66 -6.58
2022
 -14.37 -17.33 -15.67 -18.63
2021
 6.72 -1.83 9.15 -2.56
2020
 8.28 -12.42 13.04 -8.09
2019
 15.91 -1.51 17.57 -1.77
2018
 -3.18 -5.09 -2.15 -5.36
2017
 9.18 0.00 10.63 0.00
2016
 7.53 -1.95 6.64 -1.57
2015
 0.21 -4.06 0.48 -3.41
2014
 7.01 -1.44 8.51 -1.20
2013
 6.13 -3.06 12.12 -1.84
2012
 12.70 -2.72 8.47 -2.11
2011
 2.96 -7.19 5.14 -4.76
2010
 11.25 -3.72 10.69 -3.96
2009
 22.37 -15.04 13.74 -8.68
2008
 -14.80 -23.51 -10.67 -14.39
2007
 0.88 -3.23 6.30 -1.93
2006
 9.18 -1.29 8.84 -1.40
2005
 5.23 -1.76 3.96 -1.77
2004
 8.41 -3.31 7.66 -2.46
2003
 21.64 -1.30 14.68 -1.08
2002
 1.03 -6.73 -3.23 -6.97
2001
 8.71 -3.24 0.67 -5.62
2000
 3.43 -4.13 2.61 -4.51
1999
 11.02 -2.15 9.07 -2.57
1998
 6.04 -9.38 14.45 -6.25
1997
 16.36 -2.49 18.06 -2.41
1996
 16.81 -1.12 10.53 -2.15
1995
 23.17 0.00 25.22 0.00
1994
 -3.19 -5.36 -1.66 -5.98
1993
 14.73 -0.57 10.06 -1.23
1992
 12.95 -0.70 7.93 -1.27
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