US Stocks Equal Weight Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings

Period: January 1971 - March 2026 (~55 years)
Consolidated Returns as of 31 March 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1996/04 - 2026/03)

All Data
(1971/01 - 2026/03)

Inflation Adjusted:

US Stocks Equal Weight Portfolio

1.00$
Invested Capital
April 1996
18.56$
Final Capital
March 2026
10.23%
Yearly Return
16.64%
Std Deviation
-55.58%
Max Drawdown
45months
Recovery Period

1.00$
Invested Capital
April 1996
8.74$
Final Capital
March 2026
7.49%
Yearly Return
16.64%
Std Deviation
-56.82%
Max Drawdown
68months
Recovery Period

1.00$
Invested Capital
January 1971
534.46$
Final Capital
March 2026
12.04%
Yearly Return
15.98%
Std Deviation
-55.58%
Max Drawdown
45months
Recovery Period

1.00$
Invested Capital
January 1971
64.38$
Final Capital
March 2026
7.83%
Yearly Return
15.98%
Std Deviation
-56.82%
Max Drawdown
68months
Recovery Period

Ray Dalio All Weather Portfolio

1.00$
Invested Capital
April 1996
8.34$
Final Capital
March 2026
7.33%
Yearly Return
7.49%
Std Deviation
-20.58%
Max Drawdown
42months
Recovery Period

1.00$
Invested Capital
April 1996
3.92$
Final Capital
March 2026
4.66%
Yearly Return
7.49%
Std Deviation
-27.85%
Max Drawdown
55months*
Recovery Period
* in progress

1.00$
Invested Capital
January 1971
126.06$
Final Capital
March 2026
9.15%
Yearly Return
7.90%
Std Deviation
-20.58%
Max Drawdown
42months
Recovery Period

1.00$
Invested Capital
January 1971
15.19$
Final Capital
March 2026
5.05%
Yearly Return
7.90%
Std Deviation
-27.85%
Max Drawdown
55months*
Recovery Period
* in progress

As of March 2026, in the previous 30 Years, the US Stocks Equal Weight Portfolio obtained a 10.23% compound annual return, with a 16.64% standard deviation. It suffered a maximum drawdown of -55.58% that required 45 months to be recovered.

As of March 2026, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.33% compound annual return, with a 7.49% standard deviation. It suffered a maximum drawdown of -20.58% that required 42 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.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

US Stocks Equal Weight Portfolio

Weight (%)	Ticker	Name
100.00	RSP	Invesco S&P 500® Equal Weight ETF

Ray Dalio All Weather Portfolio

Weight (%)	Ticker	Name
30.00	VTI	Vanguard Total Stock Market
40.00	TLT	iShares 20+ Year Treasury Bond
15.00	IEI	iShares 3-7 Year Treasury Bond
7.50	DBC	Invesco DB Commodity Tracking
7.50	GLD	SPDR Gold Trust

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Portfolio Returns as of Mar 31, 2026

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1996/04 - 2026/03)

All Data
(1971/01 - 2026/03)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
US Stocks Equal Weight	1 $	18.56 $	1 756.43%	10.23%
All Weather Portfolio Ray Dalio	1 $	8.34 $	733.77%	7.33%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
US Stocks Equal Weight	1 $	8.74 $	773.77%	7.49%
All Weather Portfolio Ray Dalio	1 $	3.92 $	292.43%	4.66%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
US Stocks Equal Weight	1 $	534.46 $	53 345.55%	12.04%
All Weather Portfolio Ray Dalio	1 $	126.06 $	12 505.71%	9.15%
	Jan 1971	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
US Stocks Equal Weight	1 $	64.38 $	6 338.50%	7.83%
All Weather Portfolio Ray Dalio	1 $	15.19 $	1 418.59%	5.05%
	Jan 1971	Mar 2026

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		Return (%) as of Mar 31, 2026
		YTD (3M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~55Y)
	US Stocks Equal Weight -- Market Benchmark	0.62	-5.97	2.01	12.65	8.02	11.22	10.23	12.04
	All Weather Portfolio Ray Dalio	1.71	-3.08	3.58	12.10	4.34	5.93	7.33	9.15
Returns over 1 year are annualized.

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Portfolio Metrics as of Mar 31, 2026

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

METRIC COMPARISON

Period: 1 April 2025 - 31 March 2026 (1 year)

Period: 1 April 2021 - 31 March 2026 (5 years)

Period: 1 April 2016 - 31 March 2026 (10 years)

Period: 1 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1971 - 31 March 2026 (~55 years)

1 Year

5 Years

10 Years

30 Years

All (1971/01 - 2026/03)

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	US Stocks Equal Weight	All Weather Portfolio
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	12.65	12.10
Infl. Adjusted (%)	9.01	8.47
DRAWDOWN
Deepest Drawdown Depth (%)	-5.97	-3.08
Start to Recovery (months)	1*	1*
Longest Drawdown Depth (%)	-2.36	-0.74
Start to Recovery (months)	2	3
Longest Negative Period (months)	2*	2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	9.82	6.32
Sharpe Ratio	0.88	1.28
Sortino Ratio	1.07	1.68
Ulcer Index	1.80	0.91
Ratio: Return / Standard Deviation	1.29	1.91
Ratio: Return / Deepest Drawdown	2.12	3.93
Metrics calculated over the period 1 April 2025 - 31 March 2026

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	US Stocks Equal Weight	All Weather Portfolio
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	8.02	4.34
Infl. Adjusted (%)	3.35	-0.17
DRAWDOWN
Deepest Drawdown Depth (%)	-20.69	-20.58
Start to Recovery (months)	24	42
Longest Drawdown Depth (%)	-20.69	-20.58
Start to Recovery (months)	24	42
Longest Negative Period (months)	31	45
RISK INDICATORS
Standard Deviation (%)	15.68	10.23
Sharpe Ratio	0.30	0.10
Sortino Ratio	0.42	0.14
Ulcer Index	6.57	9.52
Ratio: Return / Standard Deviation	0.51	0.42
Ratio: Return / Deepest Drawdown	0.39	0.21
Metrics calculated over the period 1 April 2021 - 31 March 2026

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	US Stocks Equal Weight	All Weather Portfolio
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	11.22	5.93
Infl. Adjusted (%)	7.63	2.51
DRAWDOWN
Deepest Drawdown Depth (%)	-26.65	-20.58
Start to Recovery (months)	11	42
Longest Drawdown Depth (%)	-20.69	-20.58
Start to Recovery (months)	24	42
Longest Negative Period (months)	37	46
RISK INDICATORS
Standard Deviation (%)	16.44	8.53
Sharpe Ratio	0.55	0.45
Sortino Ratio	0.74	0.61
Ulcer Index	6.12	6.92
Ratio: Return / Standard Deviation	0.68	0.69
Ratio: Return / Deepest Drawdown	0.42	0.29
Metrics calculated over the period 1 April 2016 - 31 March 2026

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	US Stocks Equal Weight	All Weather Portfolio
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	10.23	7.33
Infl. Adjusted (%)	7.49	4.66
DRAWDOWN
Deepest Drawdown Depth (%)	-55.58	-20.58
Start to Recovery (months)	45	42
Longest Drawdown Depth (%)	-55.58	-20.58
Start to Recovery (months)	45	42
Longest Negative Period (months)	121	46
RISK INDICATORS
Standard Deviation (%)	16.64	7.49
Sharpe Ratio	0.48	0.68
Sortino Ratio	0.64	0.91
Ulcer Index	11.15	4.46
Ratio: Return / Standard Deviation	0.61	0.98
Ratio: Return / Deepest Drawdown	0.18	0.36
Metrics calculated over the period 1 April 1996 - 31 March 2026

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	US Stocks Equal Weight	All Weather Portfolio
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	12.04	9.15
Infl. Adjusted (%)	7.83	5.05
DRAWDOWN
Deepest Drawdown Depth (%)	-55.58	-20.58
Start to Recovery (months)	45	42
Longest Drawdown Depth (%)	-55.58	-20.58
Start to Recovery (months)	45	42
Longest Negative Period (months)	121	46
RISK INDICATORS
Standard Deviation (%)	15.98	7.90
Sharpe Ratio	0.48	0.61
Sortino Ratio	0.65	0.85
Ulcer Index	10.41	3.78
Ratio: Return / Standard Deviation	0.75	1.16
Ratio: Return / Deepest Drawdown	0.22	0.44
Metrics calculated over the period 1 January 1971 - 31 March 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 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1971 - 31 March 2026 (~55 years)

30 Years
(1996/04 - 2026/03)

Chart Table

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US Stocks Equal Weight			All Weather Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-55.58	45	Jun 2007 Feb 2011
-30.20	38	Sep 2000 Oct 2003
-26.65	11	Jan 2020 Nov 2020
-20.69	24	Jan 2022 Dec 2023
			-20.58	42	Jan 2022 Jun 2025
-19.88	11	May 2011 Mar 2012
-19.20	8	May 1998 Dec 1998
-13.90	7	Oct 2018 Apr 2019
			-11.57	9	Jan 2009 Sep 2009
			-11.38	6	Jul 2008 Dec 2008
-10.58	12	Jun 2015 May 2016
-9.10	9	Dec 2024 Aug 2025
-7.93	6	Jul 1999 Dec 1999
-7.69	6	Apr 2012 Sep 2012
-6.93	2	May 2019 Jun 2019

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US Stocks Equal Weight			All Weather Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-55.58	45	Jun 2007 Feb 2011
-46.00	37	Jan 1973 Jan 1976
-30.20	38	Sep 2000 Oct 2003
-29.71	20	Sep 1987 Apr 1989
-26.65	11	Jan 2020 Nov 2020
-20.69	24	Jan 2022 Dec 2023
			-20.58	42	Jan 2022 Jun 2025
-19.88	11	May 2011 Mar 2012
-19.20	8	May 1998 Dec 1998
-18.80	10	Jun 1990 Mar 1991
-13.90	7	Oct 2018 Apr 2019
			-12.31	21	Dec 1980 Aug 1982
			-11.57	9	Jan 2009 Sep 2009
			-11.38	6	Jul 2008 Dec 2008
			-11.04	11	Mar 1974 Jan 1975

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 1971 - 31 March 2026 (~55 years)

Rolling Period:

US Stocks Equal Weight
All Weather Portfolio

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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	US Stocks Equal Weight		All Weather Portfolio
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	0.62	-5.97	1.71	-3.08
2025	11.21	-6.23	13.26	-1.94
2024	12.79	-6.27	6.36	-3.73
2023	13.70	-11.92	9.95	-9.25
2022	-11.62	-20.69	-18.39	-20.58
2021	29.41	-3.79	8.27	-3.74
2020	12.71	-26.65	15.88	-3.68
2019	28.91	-6.93	17.93	-0.83
2018	-7.82	-13.90	-3.02	-4.71
2017	18.51	-1.00	11.55	-0.49
2016	14.50	-5.56	6.50	-6.42
2015	-2.66	-9.53	-3.23	-6.66
2014	14.06	-2.96	12.89	-2.52
2013	35.54	-2.92	1.71	-5.29
2012	17.16	-7.69	7.02	-1.33
2011	-0.67	-19.88	15.64	-2.00
2010	21.37	-13.21	12.88	-0.69
2009	44.64	-18.63	2.71	-11.57
2008	-40.07	-41.86	2.38	-11.38
2007	0.90	-8.90	11.88	-1.20
2006	15.46	-4.52	6.93	-1.71
2005	7.41	-5.49	8.55	-2.99
2004	16.48	-4.67	9.41	-4.76
2003	41.02	-1.64	13.96	-4.74
2002	-18.19	-26.09	7.77	-1.56
2001	-0.40	-15.68	-2.77	-4.61
2000	9.61	-7.39	10.15	-2.26
1999	11.99	-7.93	6.28	-3.79
1998	12.19	-19.20	11.05	-4.83
1997	29.00	-5.58	13.54	-2.89
1996	19.01	-4.83	8.27	-2.11
1995	31.99	-0.70	27.44	0.00
1994	1.00	-6.89	-3.28	-6.83
1993	15.11	-1.98	12.02	-1.98
1992	15.59	-1.35	6.76	-2.23
1991	35.50	-4.12	17.98	-1.86
1990	-11.89	-18.80	3.85	-5.51
1989	25.79	-3.56	20.45	-1.14
1988	20.20	-3.11	10.59	-1.93
1987	4.89	-29.71	3.47	-8.78
1986	17.90	-8.32	20.56	-3.75
1985	30.60	-4.16	28.68	-2.13
1984	3.60	-7.94	8.03	-6.61
1983	30.30	-2.54	7.06	-3.16
1982	30.19	-4.97	31.65	-3.13
1981	4.81	-8.02	-3.74	-11.76
1980	30.18	-9.97	10.35	-10.89
1979	28.70	-5.41	19.26	-6.57
1978	8.18	-8.94	7.24	-3.43
1977	-2.00	-6.54	2.14	-2.83
1976	35.68	-1.21	15.78	-1.12
1975	54.41	-8.28	12.93	-5.16
1974	-22.91	-31.21	1.78	-11.04
1973	-21.50	-22.26	6.67	-2.66
1972	9.81	-3.43	14.50	0.00
1971	16.61	-6.86	14.60	-3.81

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Mar 31, 2026

Portfolio Metrics as of Mar 31, 2026

Drawdowns

Rolling Returns

Yearly Returns