Emerging Markets Stocks Portfolio vs Developed World ex-US 40/60 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2026 (~41 years)
Consolidated Returns as of 31 May 2026
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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The minimum date range must be at least 12 months. 'Date To' cannot be beyond May 2026.
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Results
30 Years
(1996/06 - 2026/05)
All Data
(1985/01 - 2026/05)
Inflation Adjusted:
Emerging Markets Stocks Portfolio
1.00$
Invested Capital
June 1996
6.62$
Final Capital
May 2026
6.50%
Yearly Return
22.24%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Invested Capital
June 1996
3.10$
Final Capital
May 2026
3.84%
Yearly Return
22.24%
Std Deviation
-61.09%
Max Drawdown
159months
Recovery Period
1.00$
Invested Capital
January 1985
46.51$
Final Capital
May 2026
9.71%
Yearly Return
25.06%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Invested Capital
January 1985
14.69$
Final Capital
May 2026
6.70%
Yearly Return
25.06%
Std Deviation
-61.09%
Max Drawdown
159months
Recovery Period
Developed World ex-US 40/60 Portfolio
1.00$
Invested Capital
June 1996
5.28$
Final Capital
May 2026
5.71%
Yearly Return
7.49%
Std Deviation
-26.17%
Max Drawdown
34months
Recovery Period
1.00$
Invested Capital
June 1996
2.47$
Final Capital
May 2026
3.07%
Yearly Return
7.49%
Std Deviation
-27.39%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1985
22.67$
Final Capital
May 2026
7.83%
Yearly Return
8.03%
Std Deviation
-26.17%
Max Drawdown
34months
Recovery Period
1.00$
Invested Capital
January 1985
7.16$
Final Capital
May 2026
4.87%
Yearly Return
8.03%
Std Deviation
-27.39%
Max Drawdown
36months
Recovery Period

As of May 2026, in the previous 30 Years, the Emerging Markets Stocks Portfolio obtained a 6.50% compound annual return, with a 22.24% standard deviation. It suffered a maximum drawdown of -60.44% that required 120 months to be recovered.

As of May 2026, in the previous 30 Years, the Developed World ex-US 40/60 Portfolio obtained a 5.71% compound annual return, with a 7.49% standard deviation. It suffered a maximum drawdown of -26.17% that required 34 months to be recovered.

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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.

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Emerging Markets Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
EEM
iShares MSCI Emerging Markets
Developed World ex-US 40/60 Portfolio
Weight
(%)		 Ticker Name
40.00
VEA
Vanguard FTSE Developed Markets
60.00
BNDX
Vanguard Total International Bond
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Portfolio Returns as of May 31, 2026

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
(1996/06 - 2026/05)
All Data
(1985/01 - 2026/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Emerging Markets Stocks
 1 $ 6.62 $ 561.51% 6.50%
Developed World ex-US 40/60
 1 $ 5.28 $ 428.48% 5.71%
Jun 1996 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Emerging Markets Stocks
 1 $ 3.10 $ 209.70% 3.84%
Developed World ex-US 40/60
 1 $ 2.47 $ 147.42% 3.07%
Jun 1996 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Emerging Markets Stocks
 1 $ 46.51 $ 4 551.08% 9.71%
Developed World ex-US 40/60
 1 $ 22.67 $ 2 166.61% 7.83%
Jan 1985 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Emerging Markets Stocks
 1 $ 14.69 $ 1 368.85% 6.70%
Developed World ex-US 40/60
 1 $ 7.16 $ 615.81% 4.87%
Jan 1985 May 2026

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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_world.webp Emerging Markets Stocks
-- Market Benchmark 		25.39 7.20 28.10 54.34 7.04 9.97 6.50 9.71
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_world.webp Developed World ex-US 40/60
-- Market Benchmark 		6.59 2.30 7.84 14.59 4.38 5.37 5.71 7.83
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2025 - 31 May 2026 (1 year)
Period: 1 June 2021 - 31 May 2026 (5 years)
Period: 1 June 2016 - 31 May 2026 (10 years)
Period: 1 June 1996 - 31 May 2026 (30 years)
Period: 1 January 1985 - 31 May 2026 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2026/05)
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Emerging Markets Stocks Developed World ex-US 40/60
Author
ASSET ALLOCATION
Stocks 100% 40%
Fixed Income 0% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 54.34 14.59
Infl. Adjusted (%) 48.15 9.99
DRAWDOWN
Deepest Drawdown Depth (%) -9.25 -4.88
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -1.77 -4.88
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 18.68 7.37
Sharpe Ratio 2.70 1.45
Sortino Ratio 3.43 1.68
Ulcer Index 2.61 1.46
Ratio: Return / Standard Deviation 2.91 1.98
Ratio: Return / Deepest Drawdown 5.87 2.99
Metrics calculated over the period 1 June 2025 - 31 May 2026
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Emerging Markets Stocks Developed World ex-US 40/60
Author
ASSET ALLOCATION
Stocks 100% 40%
Fixed Income 0% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.04 4.38
Infl. Adjusted (%) 2.46 -0.09
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -19.57
Start to Recovery (months) 51 36
Longest Drawdown Depth (%) -36.52 -19.57
Start to Recovery (months) 51 36
Longest Negative Period (months) 50 41
RISK INDICATORS
Standard Deviation (%) 17.57 8.96
Sharpe Ratio 0.21 0.11
Sortino Ratio 0.30 0.15
Ulcer Index 18.56 7.23
Ratio: Return / Standard Deviation 0.40 0.49
Ratio: Return / Deepest Drawdown 0.19 0.22
Metrics calculated over the period 1 June 2021 - 31 May 2026
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Emerging Markets Stocks Developed World ex-US 40/60
Author
ASSET ALLOCATION
Stocks 100% 40%
Fixed Income 0% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.97 5.37
Infl. Adjusted (%) 6.37 1.93
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -19.57
Start to Recovery (months) 51 36
Longest Drawdown Depth (%) -36.52 -19.57
Start to Recovery (months) 51 36
Longest Negative Period (months) 85 59
RISK INDICATORS
Standard Deviation (%) 17.06 7.72
Sharpe Ratio 0.46 0.41
Sortino Ratio 0.63 0.54
Ulcer Index 15.51 5.37
Ratio: Return / Standard Deviation 0.58 0.70
Ratio: Return / Deepest Drawdown 0.27 0.27
Metrics calculated over the period 1 June 2016 - 31 May 2026
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Emerging Markets Stocks Developed World ex-US 40/60
Author
ASSET ALLOCATION
Stocks 100% 40%
Fixed Income 0% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.50 5.71
Infl. Adjusted (%) 3.84 3.07
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -26.17
Start to Recovery (months) 120 34
Longest Drawdown Depth (%) -60.44 -8.00
Start to Recovery (months) 120 38
Longest Negative Period (months) 195 59
RISK INDICATORS
Standard Deviation (%) 22.24 7.49
Sharpe Ratio 0.19 0.46
Sortino Ratio 0.26 0.62
Ulcer Index 21.50 5.09
Ratio: Return / Standard Deviation 0.29 0.76
Ratio: Return / Deepest Drawdown 0.11 0.22
Metrics calculated over the period 1 June 1996 - 31 May 2026
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Emerging Markets Stocks Developed World ex-US 40/60
Author
ASSET ALLOCATION
Stocks 100% 40%
Fixed Income 0% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.71 7.83
Infl. Adjusted (%) 6.70 4.87
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -26.17
Start to Recovery (months) 120 34
Longest Drawdown Depth (%) -54.22 -8.00
Start to Recovery (months) 120 38
Longest Negative Period (months) 195 59
RISK INDICATORS
Standard Deviation (%) 25.06 8.03
Sharpe Ratio 0.26 0.58
Sortino Ratio 0.36 0.80
Ulcer Index 21.48 4.60
Ratio: Return / Standard Deviation 0.39 0.97
Ratio: Return / Deepest Drawdown 0.16 0.30
Metrics calculated over the period 1 January 1985 - 31 May 2026
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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 June 1996 - 31 May 2026 (30 years)
Period: 1 January 1985 - 31 May 2026 (~41 years)
30 Years
(1996/06 - 2026/05)

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Emerging Markets Stocks Developed World ex-US 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-60.44 120 Nov 2007
Oct 2017
-53.99 78 Aug 1997
Jan 2004
-36.52 51 Jul 2021
Sep 2025
-29.69 34 Feb 2018
Nov 2020
-26.17 34 Nov 2007
Aug 2010
-19.57 36 Sep 2021
Aug 2024
-11.25 7 Apr 2004
Oct 2004
-11.14 7 May 2006
Nov 2006
-9.84 11 Jan 2020
Nov 2020
-9.25 2 Mar 2026
Apr 2026
-9.06 5 Mar 2005
Jul 2005
-8.00 38 Apr 2000
May 2003
-7.71 10 May 2011
Feb 2012
-6.73 5 Jul 1996
Nov 1996
-6.62 7 Dec 1996
Jun 1997

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Emerging Markets Stocks Developed World ex-US 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-60.44 120 Nov 2007
Oct 2017
-55.33 31 Mar 1987
Sep 1989
-54.22 120 Feb 1994
Jan 2004
-36.52 51 Jul 2021
Sep 2025
-34.47 7 Aug 1990
Feb 1991
-29.69 34 Feb 2018
Nov 2020
-26.17 34 Nov 2007
Aug 2010
-23.01 11 Jun 1992
Apr 1993
-19.57 36 Sep 2021
Aug 2024
-12.17 14 Jan 1990
Feb 1991
-11.25 7 Apr 2004
Oct 2004
-11.14 7 May 2006
Nov 2006
-10.62 6 Jan 1990
Jun 1990
-9.84 11 Jan 2020
Nov 2020
-9.25 2 Mar 2026
Apr 2026

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 1985 - 31 May 2026 (~41 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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Emerging Markets Stocks Developed World ex-US 40/60
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 25.39 -9.25 6.59 -4.88
2025
 33.98 -1.77 15.79 -0.70
2024
 6.49 -7.27 3.39 -3.31
2023
 8.95 -12.51 12.45 -5.52
2022
 -20.56 -29.40 -13.80 -18.75
2021
 -3.61 -11.44 3.30 -2.38
2020
 17.03 -23.94 6.69 -9.84
2019
 18.20 -7.82 13.77 -1.47
2018
 -15.31 -22.75 -4.22 -5.69
2017
 37.28 -0.39 12.01 -0.03
2016
 10.87 -5.81 3.84 -3.04
2015
 -16.18 -23.20 0.56 -5.49
2014
 -3.93 -11.58 2.85 -1.71
2013
 -3.69 -13.17 8.25 -4.79
2012
 19.10 -14.96 13.14 -4.63
2011
 -18.82 -29.09 0.24 -7.71
2010
 16.51 -10.81 8.45 -4.11
2009
 68.93 -14.98 20.17 -8.82
2008
 -48.88 -53.98 -17.67 -22.03
2007
 33.31 -8.97 7.46 -1.65
2006
 31.19 -11.14 12.27 -1.46
2005
 32.62 -9.06 8.43 -1.59
2004
 24.63 -11.25 11.76 -1.58
2003
 57.65 -5.76 17.83 -1.98
2002
 -7.43 -24.27 -0.67 -6.61
2001
 -2.88 -30.79 -2.28 -6.43
2000
 -27.56 -31.63 -0.20 -3.33
1999
 61.57 -4.87 15.36 -2.65
1998
 -18.12 -40.98 16.87 -3.91
1997
 -16.82 -27.85 -3.46 -5.63
1996
 15.83 -6.73 4.67 -1.05
1995
 0.56 -11.22 14.33 -2.75
1994
 -20.17 -25.83 -0.47 -4.38
1993
 100.42 -5.91 21.82 -4.00
1992
 -10.90 -23.01 1.22 -6.45
1991
 111.70 -7.61 16.64 -2.93
1990
 -1.92 -34.47 -5.59 -12.17
1989
 98.20 -6.54 11.80 -2.73
1988
 36.81 -6.67 15.54 -3.13
1987
 -46.69 -55.33 14.28 -5.95
1986
 11.58 -9.07 35.17 -4.19
1985
 27.58 -4.87 37.39 -0.82
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