Larry Swedroe Larry Portfolio vs Stocks/Bonds 40/60 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - June 2025 (~50 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
(1976/01 - 2025/06)
Inflation Adjusted:
Larry Swedroe Larry Portfolio
1.00$
Invested Capital
July 1995
5.61$
Final Capital
June 2025
5.92%
Yearly Return
5.52%
Std Deviation
-15.96%
Max Drawdown
49months
Recovery Period
1.00$
Invested Capital
July 1995
2.67$
Final Capital
June 2025
3.32%
Yearly Return
5.52%
Std Deviation
-25.23%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1976
57.32$
Final Capital
June 2025
8.52%
Yearly Return
6.73%
Std Deviation
-15.96%
Max Drawdown
49months
Recovery Period
1.00$
Invested Capital
January 1976
9.94$
Final Capital
June 2025
4.75%
Yearly Return
6.73%
Std Deviation
-25.23%
Max Drawdown
49months*
Recovery Period
* in progress
Stocks/Bonds 40/60 Portfolio
1.00$
Invested Capital
July 1995
7.69$
Final Capital
June 2025
7.04%
Yearly Return
7.03%
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
1.00$
Invested Capital
July 1995
3.66$
Final Capital
June 2025
4.42%
Yearly Return
7.03%
Std Deviation
-24.11%
Max Drawdown
46months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1976
65.57$
Final Capital
June 2025
8.82%
Yearly Return
7.65%
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
1.00$
Invested Capital
January 1976
11.37$
Final Capital
June 2025
5.03%
Yearly Return
7.65%
Std Deviation
-24.11%
Max Drawdown
46months*
Recovery Period
* in progress

As of June 2025, in the previous 30 Years, the Larry Swedroe Larry Portfolio obtained a 5.92% compound annual return, with a 5.52% standard deviation. It suffered a maximum drawdown of -15.96% that required 49 months to be recovered.

As of June 2025, in the previous 30 Years, the Stocks/Bonds 40/60 Portfolio obtained a 7.04% compound annual return, with a 7.03% standard deviation. It suffered a maximum drawdown of -19.17% that required 25 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.

Weight
(%)
Ticker Name
15.00
IJS
iShares S&P Small-Cap 600 Value
7.50
DLS
WisdomTree International SmallCp Div
7.50
EEM
iShares MSCI Emerging Markets
70.00
IEI
iShares 3-7 Year Treasury Bond
Weight
(%)
Ticker Name
40.00
VTI
Vanguard Total Stock Market
60.00
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
(1976/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Larry Swedroe Larry Portfolio
Larry Swedroe
1 $ 5.61 $ 461.12% 5.92%
Stocks/Bonds 40/60
1 $ 7.69 $ 669.49% 7.04%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Larry Swedroe Larry Portfolio
Larry Swedroe
1 $ 2.67 $ 166.68% 3.32%
Stocks/Bonds 40/60
1 $ 3.66 $ 265.71% 4.42%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Larry Swedroe Larry Portfolio
Larry Swedroe
1 $ 57.32 $ 5 632.03% 8.52%
Stocks/Bonds 40/60
1 $ 65.57 $ 6 457.23% 8.82%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Larry Swedroe Larry Portfolio
Larry Swedroe
1 $ 9.94 $ 893.88% 4.75%
Stocks/Bonds 40/60
1 $ 11.37 $ 1 036.96% 5.03%

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Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_larry_swedroe.webp Larry Portfolio
Larry Swedroe
4.93 2.33 4.93 8.38 2.71 3.11 5.92 8.52
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 40/60
-- Market Benchmark
4.65 2.96 4.65 9.91 5.91 6.36 7.04 8.82
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 1976 - 30 June 2025 (~50 years)
1 Year
5 Years
10 Years
30 Years
All (1976/01 - 2025/06)
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Larry Portfolio Stocks/Bonds 40/60
Author Larry Swedroe
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 70% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.38 9.91
Infl. Adjusted (%) 5.81 7.30
DRAWDOWN
Deepest Drawdown Depth (%) -2.61 -2.59
Start to Recovery (months) 9 7
Longest Drawdown Depth (%) -2.61 -2.59
Start to Recovery (months) 9 7
Longest Negative Period (months) 8 7
RISK INDICATORS
Standard Deviation (%) 5.64 6.62
Sharpe Ratio 0.66 0.80
Sortino Ratio 0.88 1.02
Ulcer Index 1.26 1.32
Ratio: Return / Standard Deviation 1.49 1.50
Ratio: Return / Deepest Drawdown 3.21 3.83
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Larry Portfolio Stocks/Bonds 40/60
Author Larry Swedroe
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 70% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.71 5.91
Infl. Adjusted (%) -1.74 1.33
DRAWDOWN
Deepest Drawdown Depth (%) -15.96 -18.63
Start to Recovery (months) 49 30
Longest Drawdown Depth (%) -15.96 -18.63
Start to Recovery (months) 49 30
Longest Negative Period (months) 49 38
RISK INDICATORS
Standard Deviation (%) 7.20 9.46
Sharpe Ratio 0.00 0.34
Sortino Ratio 0.01 0.46
Ulcer Index 7.13 7.38
Ratio: Return / Standard Deviation 0.38 0.63
Ratio: Return / Deepest Drawdown 0.17 0.32
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Larry Portfolio Stocks/Bonds 40/60
Author Larry Swedroe
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 70% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 3.11 6.36
Infl. Adjusted (%) 0.06 3.22
DRAWDOWN
Deepest Drawdown Depth (%) -15.96 -18.63
Start to Recovery (months) 49 30
Longest Drawdown Depth (%) -15.96 -18.63
Start to Recovery (months) 49 30
Longest Negative Period (months) 52 38
RISK INDICATORS
Standard Deviation (%) 5.93 8.09
Sharpe Ratio 0.22 0.56
Sortino Ratio 0.30 0.75
Ulcer Index 5.17 5.39
Ratio: Return / Standard Deviation 0.52 0.79
Ratio: Return / Deepest Drawdown 0.19 0.34
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Larry Portfolio Stocks/Bonds 40/60
Author Larry Swedroe
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 70% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.92 7.04
Infl. Adjusted (%) 3.32 4.42
DRAWDOWN
Deepest Drawdown Depth (%) -15.96 -19.17
Start to Recovery (months) 49 25
Longest Drawdown Depth (%) -15.96 -8.59
Start to Recovery (months) 49 33
Longest Negative Period (months) 52 50
RISK INDICATORS
Standard Deviation (%) 5.52 7.03
Sharpe Ratio 0.66 0.68
Sortino Ratio 0.90 0.90
Ulcer Index 3.30 4.21
Ratio: Return / Standard Deviation 1.07 1.00
Ratio: Return / Deepest Drawdown 0.37 0.37
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Larry Portfolio Stocks/Bonds 40/60
Author Larry Swedroe
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 70% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.52 8.82
Infl. Adjusted (%) 4.75 5.03
DRAWDOWN
Deepest Drawdown Depth (%) -15.96 -19.17
Start to Recovery (months) 49 25
Longest Drawdown Depth (%) -15.96 -8.59
Start to Recovery (months) 49 33
Longest Negative Period (months) 52 50
RISK INDICATORS
Standard Deviation (%) 6.73 7.65
Sharpe Ratio 0.64 0.60
Sortino Ratio 0.90 0.82
Ulcer Index 2.99 3.64
Ratio: Return / Standard Deviation 1.27 1.15
Ratio: Return / Deepest Drawdown 0.53 0.46
Metrics calculated over the period 1 January 1976 - 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 1976 - 30 June 2025 (~50 years)
30 Years
(1995/07 - 2025/06)

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Larry Portfolio Stocks/Bonds 40/60
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-15.96 49 Jun 2021
Jun 2025
-11.47 16 Apr 2008
Jul 2009
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-6.25 5 Jul 1998
Nov 1998
-5.38 7 Jan 2020
Jul 2020
-5.36 7 Sep 2018
Mar 2019
-5.14 7 May 1998
Nov 1998
-4.76 7 Jun 2011
Dec 2011
-4.08 7 Sep 2018
Mar 2019
-3.98 6 Apr 2004
Sep 2004
-3.97 6 Aug 2011
Jan 2012
-3.96 5 May 2010
Sep 2010

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Larry Portfolio Stocks/Bonds 40/60
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-15.96 49 Jun 2021
Jun 2025
-13.08 14 Sep 1987
Oct 1988
-11.47 16 Apr 2008
Jul 2009
-9.49 9 Sep 1979
May 1980
-9.16 10 Sep 1987
Jun 1988
-8.59 33 Sep 2000
May 2003
-8.39 4 Feb 1980
May 1980
-8.09 4 Feb 2020
May 2020
-7.44 16 Feb 1994
May 1995
-6.81 6 Jun 1981
Nov 1981
-6.63 6 Aug 1990
Jan 1991
-6.34 3 Oct 1979
Dec 1979
-6.25 5 Jul 1998
Nov 1998

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 1976 - 30 June 2025 (~50 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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Larry Portfolio Stocks/Bonds 40/60
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
4.93 -0.29 4.65 -2.35
2024
3.09 -2.61 10.35 -3.23
2023
6.94 -6.22 13.66 -6.58
2022
-11.20 -14.55 -15.67 -18.63
2021
3.41 -2.64 9.15 -2.56
2020
6.44 -5.38 13.04 -8.09
2019
10.64 -1.45 17.57 -1.77
2018
-3.54 -4.08 -2.15 -5.36
2017
7.74 0.00 10.63 0.00
2016
6.87 -1.26 6.64 -1.57
2015
-0.54 -3.22 0.48 -3.41
2014
2.38 -2.37 8.51 -1.20
2013
6.31 -2.41 12.12 -1.84
2012
7.27 -2.25 8.47 -2.11
2011
3.23 -3.97 5.14 -4.76
2010
10.82 -2.16 10.69 -3.96
2009
10.12 -7.76 13.74 -8.68
2008
-2.44 -7.60 -10.67 -14.39
2007
8.99 -0.45 6.30 -1.93
2006
9.57 -2.17 8.84 -1.40
2005
6.71 -1.81 3.96 -1.77
2004
10.23 -3.98 7.66 -2.46
2003
16.93 -0.92 14.68 -1.08
2002
7.68 -1.92 -3.23 -6.97
2001
6.47 -2.38 0.67 -5.62
2000
10.81 -1.59 2.61 -4.51
1999
4.08 -3.38 9.07 -2.57
1998
6.06 -5.14 14.45 -6.25
1997
8.62 -1.80 18.06 -2.41
1996
5.81 -1.78 10.53 -2.15
1995
18.99 0.00 25.22 0.00
1994
-4.77 -7.44 -1.66 -5.98
1993
20.95 -1.55 10.06 -1.23
1992
9.36 -1.05 7.93 -1.27
1991
26.47 -2.04 22.10 -1.98
1990
1.93 -6.63 2.76 -5.70
1989
22.14 0.00 19.43 -1.12
1988
12.93 -1.48 11.34 -1.71
1987
-0.86 -9.16 1.97 -13.08
1986
17.85 -3.07 14.89 -4.37
1985
27.10 -0.72 25.86 -1.17
1984
12.87 -5.07 9.88 -5.84
1983
13.15 -1.80 12.20 -2.64
1982
24.76 -2.37 26.88 -2.17
1981
7.24 -5.83 3.99 -6.81
1980
8.19 -8.91 14.99 -8.39
1979
11.24 -7.04 12.91 -6.34
1978
7.42 -5.66 4.07 -5.90
1977
5.31 -1.98 -0.72 -3.59
1976
18.63 -1.58 18.84 -1.06
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