High Yield Bonds Income vs Total Bond Developed World ex-US Portfolio Comparison

Last Update: 29 February 2024

The High Yield Bonds Income Portfolio obtained a 6.50% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

The Total Bond Developed World ex-US Portfolio obtained a 4.76% compound annual return, with a 4.56% standard deviation, in the last 30 Years.

Summary

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High Yield Bonds Income Portfolio Total Bond Developed World ex-US Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +6.50% +4.76%
Std Dev 8.82% 4.56%
Max Drawdown -23.97% -14.88%
All time Stats
(Since Jan 1985)
Return +7.73% +6.58%
Std Dev 8.21% 5.09%
Max Drawdown -23.97% -14.88%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
High Yield Bonds Income Portfolio -0.33 +5.35 +8.92 +1.94 +2.90 +6.50 +7.73
Total Bond Developed World ex-US Portfolio -0.54 +3.57 +6.68 +0.45 +2.10 +4.76 +6.58
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

High Yield Bonds Income Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.58% (6.50% annualized).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since March 1994, now would be worth 4.04$, with a total return of 303.65% (4.76% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.46$, with a total return of 1745.99% (7.73% annualized).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since January 1985, now would be worth 12.13$, with a total return of 1113.10% (6.58% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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High Yield Bonds Income Portfolio
Total Bond Developed World ex-US Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-6.19% Mar 1994 Aug 1994 (6) May 1995 (15) 4.21
-5.42% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.76
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74
-4.40% Aug 2011 Sep 2011 (2) Oct 2011 (3) 2.28
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.93% Oct 2016 Nov 2016 (2) Feb 2017 (5) 1.97
-3.91% Jul 2003 Jul 2003 (1) Sep 2003 (3) 2.27
-3.84% May 2007 Jul 2007 (3) Oct 2007 (6) 1.91
-3.60% May 1999 Aug 1999 (4) Nov 1999 (7) 2.32

Drawdown comparison chart since January 1985.

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High Yield Bonds Income Portfolio
Total Bond Developed World ex-US Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.68% Feb 1994 Aug 1994 (7) Jul 1995 (18) 5.98
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16
-7.41% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-4.82% Apr 1987 Sep 1987 (6) Dec 1987 (9) 2.61
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74
-4.40% Aug 2011 Sep 2011 (2) Oct 2011 (3) 2.28
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.93% Oct 2016 Nov 2016 (2) Feb 2017 (5) 1.97

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
-0.74%
-0.74%
-1.12%
-1.12%
2023
+11.21%
-5.58%
+8.79%
-1.89%
2022
-16.88%
-21.38%
-12.76%
-12.90%
2021
+0.88%
-3.16%
-2.28%
-2.58%
2020
+7.08%
-11.99%
+4.65%
-2.91%
2019
+16.98%
-0.39%
+7.87%
-1.68%
2018
-4.53%
-4.53%
+2.81%
-0.57%
2017
+8.78%
-0.17%
+2.40%
-0.98%
2016
+12.01%
-3.93%
+4.61%
-2.49%
2015
-3.94%
-6.90%
+1.19%
-2.88%
2014
+6.28%
-2.37%
+8.74%
-0.13%
2013
-0.40%
-6.71%
-0.81%
-4.24%
2012
+12.61%
-1.87%
+9.54%
0.00%
2011
+9.07%
-4.40%
+8.60%
-0.56%
2010
+11.52%
-3.24%
+8.53%
-1.97%
2009
+23.52%
-10.62%
+15.30%
-0.78%
2008
-10.54%
-23.59%
-2.35%
-10.03%
2007
+3.36%
-3.84%
+4.99%
-1.62%
2006
+7.28%
-2.69%
+2.94%
-0.81%
2005
+5.61%
-2.30%
+4.98%
-1.02%
2004
+9.55%
-4.56%
+6.11%
-0.89%
2003
+18.30%
-3.91%
+3.93%
-2.34%
2002
+7.38%
-6.70%
+9.29%
-1.02%
2001
+10.89%
-3.49%
+10.83%
-1.10%
2000
+6.15%
-3.14%
+9.20%
-0.42%
1999
+6.34%
-3.60%
+0.29%
-3.17%
1998
+2.17%
-8.48%
+17.11%
-2.26%
1997
+13.61%
-2.54%
-4.84%
-7.85%
1996
+14.28%
-2.87%
+4.66%
-1.82%
1995
+22.64%
-0.20%
+21.23%
-0.60%
1994
-4.27%
-7.41%
-7.29%
-8.68%
1993
+18.58%
-0.44%
+16.41%
0.00%
1992
+12.00%
-2.11%
+11.90%
-2.20%
1991
+25.88%
0.00%
+21.42%
-0.43%
1990
-0.59%
-7.89%
+7.20%
-3.40%
1989
+8.29%
-0.68%
+11.10%
-2.18%
1988
+11.12%
-1.52%
+8.79%
-1.14%
1987
+0.07%
-7.63%
+3.47%
-4.82%
1986
+15.01%
-0.64%
+16.37%
-3.35%
1985
+21.64%
-1.39%
+24.95%
-3.70%