Emerging Markets Stocks vs Stocks/Bonds 60/40 Portfolio Comparison

Last Update: 29 February 2024

The Emerging Markets Stocks Portfolio obtained a 4.45% compound annual return, with a 22.53% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Portfolio obtained a 8.22% compound annual return, with a 9.62% standard deviation, in the last 30 Years.

Summary

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Emerging Markets Stocks Portfolio Stocks/Bonds 60/40 Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
30 Years Stats Return +4.45% +8.22%
Std Dev 22.53% 9.62%
Max Drawdown -60.44% -30.55%
All time Stats
(Since Jan 1976)
Return +7.41% +9.87%
Std Dev 24.03% 10.01%
Max Drawdown -60.44% -30.55%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

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1M 6M 1Y 5Y 10Y 30Y MAX
Emerging Markets Stocks Portfolio +4.17 +4.06 +7.46 +1.11 +2.35 +4.45 +7.41
Stocks/Bonds 60/40 Portfolio +2.65 +9.22 +18.40 +8.67 +7.85 +8.22 +9.87
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Emerging Markets Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 3.69$, with a total return of 268.88% (4.45% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 10.68$, with a total return of 968.39% (8.22% annualized).

Emerging Markets Stocks Portfolio: an investment of 1$, since January 1976, now would be worth 31.25$, with a total return of 3024.55% (7.41% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1976, now would be worth 92.95$, with a total return of 9194.78% (9.87% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Emerging Markets Stocks Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-53.99% Aug 1997 Aug 1998 (13) Jan 2004 (78) 29.43
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-27.16% Sep 1994 Mar 1995 (7) Jan 1997 (29) 14.80
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-14.20% Mar 1994 Mar 1994 (1) Aug 1994 (6) 7.46
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-6.34% Oct 2005 Oct 2005 (1) Dec 2005 (3) 3.20
-5.35% Apr 2000 May 2000 (2) Aug 2000 (5) 2.94
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-4.74% Mar 1997 Apr 1997 (2) Jun 1997 (4) 2.55

Drawdown comparison chart since January 1976.

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Emerging Markets Stocks Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-55.33% Mar 1987 Dec 1987 (10) Sep 1989 (31) 35.10
-55.05% Dec 1980 Jul 1982 (20) May 1986 (66) 33.21
-54.22% Feb 1994 Aug 1998 (55) Jan 2004 (120) 26.65
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-34.47% Aug 1990 Sep 1990 (2) Feb 1991 (7) 19.05
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-23.01% Jun 1992 Dec 1992 (7) Apr 1993 (11) 13.98
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-19.17% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.40
-13.68% Feb 1980 Mar 1980 (2) Nov 1980 (10) 6.61
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-10.62% Jan 1990 Apr 1990 (4) Jun 1990 (6) 6.39
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.57% Feb 1980 Mar 1980 (2) May 1980 (4) 4.65
-9.07% Sep 1986 Sep 1986 (1) Jan 1987 (5) 4.68

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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Year Return Drawdown Return Drawdown
2024
-0.55%
-4.53%
+3.27%
0.00%
2023
+8.99%
-12.51%
+17.79%
-7.47%
2022
-20.56%
-29.40%
-16.95%
-20.69%
2021
-3.61%
-11.44%
+14.66%
-3.24%
2020
+17.03%
-23.94%
+15.70%
-12.29%
2019
+18.20%
-7.82%
+21.94%
-3.41%
2018
-15.31%
-22.75%
-3.17%
-8.38%
2017
+37.28%
-0.39%
+14.15%
0.00%
2016
+10.87%
-5.81%
+8.71%
-2.95%
2015
-16.18%
-23.20%
+0.44%
-5.24%
2014
-3.93%
-11.58%
+9.85%
-1.50%
2013
-3.69%
-13.17%
+19.23%
-2.27%
2012
+19.10%
-14.96%
+11.13%
-3.54%
2011
-18.82%
-29.09%
+3.75%
-9.00%
2010
+16.51%
-10.81%
+12.93%
-7.13%
2009
+68.93%
-14.98%
+18.79%
-11.70%
2008
-48.88%
-53.98%
-19.44%
-22.19%
2007
+33.31%
-8.97%
+5.99%
-3.07%
2006
+31.19%
-11.14%
+11.12%
-2.03%
2005
+32.62%
-9.06%
+4.74%
-2.34%
2004
+24.63%
-11.25%
+9.37%
-2.68%
2003
+57.65%
-5.76%
+20.04%
-1.99%
2002
-7.43%
-24.27%
-8.98%
-13.74%
2001
-2.88%
-30.79%
-3.21%
-11.68%
2000
-27.56%
-31.63%
-1.79%
-8.27%
1999
+61.57%
-4.87%
+13.98%
-3.76%
1998
-18.12%
-40.98%
+17.39%
-10.18%
1997
-16.82%
-27.85%
+22.37%
-3.12%
1996
+15.83%
-6.73%
+14.01%
-3.33%
1995
+0.56%
-11.22%
+28.74%
-0.20%
1994
-20.17%
-25.83%
-1.16%
-6.47%
1993
+100.42%
-5.91%
+10.25%
-1.36%
1992
-10.90%
-23.01%
+8.32%
-1.65%
1991
+111.70%
-7.61%
+25.53%
-2.86%
1990
-1.92%
-34.47%
-0.19%
-8.52%
1989
+98.20%
-6.54%
+22.33%
-1.36%
1988
+36.81%
-6.67%
+13.33%
-2.24%
1987
-46.69%
-55.33%
+2.18%
-19.17%
1986
+11.58%
-9.07%
+14.79%
-5.58%
1985
+27.58%
-4.87%
+27.66%
-2.15%
1984
+16.85%
-4.31%
+7.32%
-6.58%
1983
+14.20%
-3.85%
+15.69%
-2.85%
1982
-31.65%
-40.30%
+24.75%
-4.29%
1981
-20.21%
-22.51%
+1.27%
-8.82%
1980
+6.80%
-13.68%
+21.05%
-9.57%
1979
+19.35%
-6.39%
+16.69%
-6.65%
1978
+14.19%
-7.84%
+5.53%
-7.92%
1977
+6.78%
-3.89%
-1.60%
-4.89%
1976
+6.79%
-7.97%
+21.38%
-1.34%