The Lazy Team Dynamic 60/40 Income Portfolio vs Stocks/Bonds 60/40 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 60/40 Income Portfolio
1.00$
Invested Capital
July 1995
7.89$
Final Capital
June 2025
7.13%
Yearly Return
9.40%
Std Deviation
-41.44%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
July 1995
3.75$
Final Capital
June 2025
4.50%
Yearly Return
9.40%
Std Deviation
-43.24%
Max Drawdown
49months
Recovery Period
1.00$
Invested Capital
January 1992
11.06$
Final Capital
June 2025
7.44%
Yearly Return
9.05%
Std Deviation
-41.44%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1992
4.77$
Final Capital
June 2025
4.77%
Yearly Return
9.05%
Std Deviation
-43.24%
Max Drawdown
49months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Invested Capital
July 1995
10.91$
Final Capital
June 2025
8.29%
Yearly Return
9.68%
Std Deviation
-30.55%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
July 1995
5.18$
Final Capital
June 2025
5.64%
Yearly Return
9.68%
Std Deviation
-31.69%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1992
14.93$
Final Capital
June 2025
8.41%
Yearly Return
9.36%
Std Deviation
-30.55%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1992
6.44$
Final Capital
June 2025
5.72%
Yearly Return
9.36%
Std Deviation
-31.69%
Max Drawdown
38months
Recovery Period

As of June 2025, in the previous 30 Years, the The Lazy Team Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.40% standard deviation. It suffered a maximum drawdown of -41.44% that required 40 months to be recovered.

As of June 2025, in the previous 30 Years, the Stocks/Bonds 60/40 Portfolio obtained a 8.29% compound annual return, with a 9.68% standard deviation. It suffered a maximum drawdown of -30.55% that required 36 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 60/40 Income Portfolio
Weight
(%)		 Ticker Name
20.00
PFF
iShares Preferred and Income Securities ETF
20.00
VTI
Vanguard Total Stock Market
20.00
VNQ
Vanguard Real Estate
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
Stocks/Bonds 60/40 Portfolio
Weight
(%)		 Ticker Name
60.00
VTI
Vanguard Total Stock Market
40.00
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:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 60/40 Income
The Lazy Team 		1 $ 7.89 $ 688.90% 7.13%
Stocks/Bonds 60/40
 1 $ 10.91 $ 990.90% 8.29%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 60/40 Income
The Lazy Team 		1 $ 3.75 $ 274.94% 4.50%
Stocks/Bonds 60/40
 1 $ 5.18 $ 418.47% 5.64%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 60/40 Income
The Lazy Team 		1 $ 11.06 $ 1 005.84% 7.44%
Stocks/Bonds 60/40
 1 $ 14.93 $ 1 393.39% 8.41%
Jan 1992 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 60/40 Income
The Lazy Team 		1 $ 4.77 $ 376.60% 4.77%
Stocks/Bonds 60/40
 1 $ 6.44 $ 543.62% 5.72%
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 60/40 Income
The Lazy Team 		3.13 2.06 3.13 9.15 6.61 5.77 7.13 7.44
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40
-- Market Benchmark 		4.95 3.69 4.95 11.70 9.25 8.59 8.29 8.41
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 60/40 Income Stocks/Bonds 60/40
Author The Lazy Team
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.15 11.70
Infl. Adjusted (%) 6.56 9.04
DRAWDOWN
Deepest Drawdown Depth (%) -3.96 -4.56
Start to Recovery (months) 7* 7
Longest Drawdown Depth (%) -3.96 -4.56
Start to Recovery (months) 7* 7
Longest Negative Period (months) 8 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.00 8.45
Sharpe Ratio 0.64 0.84
Sortino Ratio 0.80 1.11
Ulcer Index 1.90 1.97
Ratio: Return / Standard Deviation 1.31 1.38
Ratio: Return / Deepest Drawdown 2.31 2.57
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Dynamic 60/40 Income Stocks/Bonds 60/40
Author The Lazy Team
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.61 9.25
Infl. Adjusted (%) 2.00 4.52
DRAWDOWN
Deepest Drawdown Depth (%) -18.21 -20.69
Start to Recovery (months) 31 26
Longest Drawdown Depth (%) -18.21 -20.69
Start to Recovery (months) 31 26
Longest Negative Period (months) 35 34
RISK INDICATORS
Standard Deviation (%) 10.29 11.65
Sharpe Ratio 0.38 0.56
Sortino Ratio 0.52 0.76
Ulcer Index 7.72 7.71
Ratio: Return / Standard Deviation 0.64 0.79
Ratio: Return / Deepest Drawdown 0.36 0.45
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Dynamic 60/40 Income Stocks/Bonds 60/40
Author The Lazy Team
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.77 8.59
Infl. Adjusted (%) 2.65 5.38
DRAWDOWN
Deepest Drawdown Depth (%) -18.21 -20.69
Start to Recovery (months) 31 26
Longest Drawdown Depth (%) -18.21 -20.69
Start to Recovery (months) 31 26
Longest Negative Period (months) 35 34
RISK INDICATORS
Standard Deviation (%) 9.40 10.50
Sharpe Ratio 0.42 0.64
Sortino Ratio 0.56 0.85
Ulcer Index 5.85 5.81
Ratio: Return / Standard Deviation 0.61 0.82
Ratio: Return / Deepest Drawdown 0.32 0.41
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Dynamic 60/40 Income Stocks/Bonds 60/40
Author The Lazy Team
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.13 8.29
Infl. Adjusted (%) 4.50 5.64
DRAWDOWN
Deepest Drawdown Depth (%) -41.44 -30.55
Start to Recovery (months) 40 36
Longest Drawdown Depth (%) -41.44 -21.56
Start to Recovery (months) 40 41
Longest Negative Period (months) 87 110
RISK INDICATORS
Standard Deviation (%) 9.40 9.68
Sharpe Ratio 0.52 0.62
Sortino Ratio 0.68 0.82
Ulcer Index 6.69 6.91
Ratio: Return / Standard Deviation 0.76 0.86
Ratio: Return / Deepest Drawdown 0.17 0.27
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Dynamic 60/40 Income Stocks/Bonds 60/40
Author The Lazy Team
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.44 8.41
Infl. Adjusted (%) 4.77 5.72
DRAWDOWN
Deepest Drawdown Depth (%) -41.44 -30.55
Start to Recovery (months) 40 36
Longest Drawdown Depth (%) -41.44 -21.56
Start to Recovery (months) 40 41
Longest Negative Period (months) 87 110
RISK INDICATORS
Standard Deviation (%) 9.05 9.36
Sharpe Ratio 0.55 0.64
Sortino Ratio 0.72 0.84
Ulcer Index 6.38 6.58
Ratio: Return / Standard Deviation 0.82 0.90
Ratio: Return / Deepest Drawdown 0.18 0.28
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 60/40 Income Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-41.44 40 Jun 2007
Sep 2010
-30.55 36 Nov 2007
Oct 2010
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-18.21 31 Jan 2022
Jul 2024
-14.24 10 Feb 2020
Nov 2020
-12.29 6 Feb 2020
Jul 2020
-10.41 8 Jun 2011
Jan 2012
-10.18 5 Jul 1998
Nov 1998
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019
-7.02 6 Jul 1998
Dec 1998
-6.80 6 Sep 2018
Feb 2019
-6.19 13 Apr 2002
Apr 2003
-5.35 5 Apr 2000
Aug 2000

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Dynamic 60/40 Income Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-41.44 40 Jun 2007
Sep 2010
-30.55 36 Nov 2007
Oct 2010
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-18.21 31 Jan 2022
Jul 2024
-14.24 10 Feb 2020
Nov 2020
-12.29 6 Feb 2020
Jul 2020
-10.41 8 Jun 2011
Jan 2012
-10.18 5 Jul 1998
Nov 1998
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019
-7.02 6 Jul 1998
Dec 1998
-6.80 15 Feb 1994
Apr 1995
-6.80 6 Sep 2018
Feb 2019
-6.47 13 Feb 1994
Feb 1995

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 60/40 Income Stocks/Bonds 60/40
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.13 -3.10 4.95 -4.02
2024
 9.55 -3.51 14.84 -3.62
2023
 12.29 -6.45 17.79 -7.48
2022
 -15.89 -18.21 -16.95 -20.69
2021
 15.27 -2.58 14.66 -3.24
2020
 6.26 -14.24 15.70 -12.29
2019
 18.59 -1.55 21.94 -3.41
2018
 -3.28 -6.80 -3.17 -8.38
2017
 8.11 -0.39 14.15 0.00
2016
 7.39 -2.92 8.71 -2.95
2015
 0.49 -4.42 0.44 -5.24
2014
 11.87 -2.32 9.85 -1.50
2013
 8.15 -3.78 19.23 -2.27
2012
 12.84 -3.09 11.13 -3.54
2011
 3.16 -10.41 3.75 -9.00
2010
 14.75 -5.96 12.93 -7.13
2009
 25.31 -19.50 18.79 -11.70
2008
 -21.78 -30.14 -19.44 -22.19
2007
 -3.54 -7.01 5.99 -3.07
2006
 14.28 -1.89 11.12 -2.03
2005
 5.27 -2.10 4.74 -2.34
2004
 12.11 -4.29 9.37 -2.68
2003
 22.26 0.00 20.04 -1.99
2002
 -0.78 -6.19 -8.98 -13.74
2001
 5.55 -3.29 -3.21 -11.68
2000
 5.79 -3.60 -1.79 -8.27
1999
 4.89 -3.30 13.98 -3.76
1998
 5.13 -7.02 17.39 -10.18
1997
 16.74 -0.91 22.37 -3.12
1996
 16.21 -0.78 14.01 -3.33
1995
 20.42 -0.12 28.74 -0.20
1994
 -3.20 -6.80 -1.16 -6.47
1993
 14.00 -1.75 10.25 -1.36
1992
 13.92 -0.48 8.32 -1.65
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