Ray Dalio All Weather Portfolio vs Betterment Robo Advisor 50 Value Tilt Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

(Change Settings)

Results

30 Years
(1995/07 - 2025/06)

All Data
(1985/01 - 2025/06)

Inflation Adjusted:

Ray Dalio All Weather Portfolio

1.00$
Invested Capital
July 1995
8.45$
Final Capital
June 2025
7.37%
Yearly Return
7.45%
Std Deviation
-20.58%
Max Drawdown
42months
Recovery Period

1.00$
Invested Capital
July 1995
4.01$
Final Capital
June 2025
4.74%
Yearly Return
7.45%
Std Deviation
-27.85%
Max Drawdown
46months*
Recovery Period
* in progress

1.00$
Invested Capital
January 1985
29.36$
Final Capital
June 2025
8.70%
Yearly Return
7.51%
Std Deviation
-20.58%
Max Drawdown
42months
Recovery Period

1.00$
Invested Capital
January 1985
9.66$
Final Capital
June 2025
5.76%
Yearly Return
7.51%
Std Deviation
-27.85%
Max Drawdown
46months*
Recovery Period
* in progress

Betterment Robo Advisor 50 Value Tilt Portfolio

1.00$
Invested Capital
July 1995
8.71$
Final Capital
June 2025
7.48%
Yearly Return
9.28%
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
July 1995
4.14$
Final Capital
June 2025
4.85%
Yearly Return
9.28%
Std Deviation
-31.87%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
January 1985
35.62$
Final Capital
June 2025
9.22%
Yearly Return
9.43%
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
January 1985
11.72$
Final Capital
June 2025
6.27%
Yearly Return
9.43%
Std Deviation
-31.87%
Max Drawdown
36months
Recovery Period

As of June 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.37% compound annual return, with a 7.45% standard deviation. It suffered a maximum drawdown of -20.58% that required 42 months to be recovered.

As of June 2025, in the previous 30 Years, the Betterment Robo Advisor 50 Value Tilt Portfolio obtained a 7.48% compound annual return, with a 9.28% standard deviation. It suffered a maximum drawdown of -30.72% that required 30 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.

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

Betterment Robo Advisor 50 Value Tilt Portfolio

Weight (%)	Ticker	Name
16.20	VTI	Vanguard Total Stock Market
13.70	EFA	iShares MSCI EAFE
9.00	EEM	iShares MSCI Emerging Markets
4.40	VTV	Vanguard Value
3.60	VOE	Vanguard Mid-Cap Value
3.00	IJS	iShares S&P Small-Cap 600 Value
18.40	BNDX	Vanguard Total International Bond
14.70	BND	Vanguard Total Bond Market
10.70	EMB	iShares JP Morgan USD Em Mkts Bd
6.30	TIP	iShares TIPS Bond

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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 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/07 - 2025/06)

All Data
(1985/01 - 2025/06)

Inflation Adjusted:

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
All Weather Portfolio Ray Dalio	1 $	8.45 $	744.53%	7.37%
Robo Advisor 50 Value Tilt Betterment	1 $	8.71 $	771.45%	7.48%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
All Weather Portfolio Ray Dalio	1 $	4.01 $	301.37%	4.74%
Robo Advisor 50 Value Tilt Betterment	1 $	4.14 $	314.17%	4.85%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
All Weather Portfolio Ray Dalio	1 $	29.36 $	2 835.89%	8.70%
Robo Advisor 50 Value Tilt Betterment	1 $	35.62 $	3 461.91%	9.22%
	Jan 1985	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
All Weather Portfolio Ray Dalio	1 $	9.66 $	865.93%	5.76%
Robo Advisor 50 Value Tilt Betterment	1 $	11.72 $	1 071.89%	6.27%
	Jan 1985	Jun 2025

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		Return (%) as of Jun 30, 2025
		YTD (6M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	All Weather Portfolio Ray Dalio	5.58	3.08	5.58	8.88	3.14	5.41	7.37	8.70
	Robo Advisor 50 Value Tilt Betterment	7.22	2.81	7.22	11.22	6.34	5.72	7.48	9.22
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 1985 - 30 June 2025 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2025/06)

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	All Weather Portfolio	Robo Advisor 50 Value Tilt
Author	Ray Dalio	Betterment
ASSET ALLOCATION
Stocks	30%	49.9%
Fixed Income	55%	50.1%
Commodities	15%	0%
PERFORMANCES
Annualized Return (%)	8.88	11.22
Infl. Adjusted (%)	6.30	8.58
DRAWDOWN
Deepest Drawdown Depth (%)	-3.45	-2.63
Start to Recovery (months)	3	3
Longest Drawdown Depth (%)	-1.94	-2.63
Start to Recovery (months)	4	3
Longest Negative Period (months)	8	7
RISK INDICATORS
Standard Deviation (%)	7.03	6.46
Sharpe Ratio	0.60	1.02
Sortino Ratio	0.76	1.25
Ulcer Index	1.43	1.09
Ratio: Return / Standard Deviation	1.26	1.74
Ratio: Return / Deepest Drawdown	2.57	4.26
Metrics calculated over the period 1 July 2024 - 30 June 2025

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	All Weather Portfolio	Robo Advisor 50 Value Tilt
Author	Ray Dalio	Betterment
ASSET ALLOCATION
Stocks	30%	49.9%
Fixed Income	55%	50.1%
Commodities	15%	0%
PERFORMANCES
Annualized Return (%)	3.14	6.34
Infl. Adjusted (%)	-1.33	1.74
DRAWDOWN
Deepest Drawdown Depth (%)	-20.58	-20.25
Start to Recovery (months)	42	31
Longest Drawdown Depth (%)	-20.58	-20.25
Start to Recovery (months)	42	31
Longest Negative Period (months)	45	36
RISK INDICATORS
Standard Deviation (%)	10.40	10.15
Sharpe Ratio	0.04	0.36
Sortino Ratio	0.06	0.49
Ulcer Index	9.55	7.34
Ratio: Return / Standard Deviation	0.30	0.62
Ratio: Return / Deepest Drawdown	0.15	0.31
Metrics calculated over the period 1 July 2020 - 30 June 2025

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	All Weather Portfolio	Robo Advisor 50 Value Tilt
Author	Ray Dalio	Betterment
ASSET ALLOCATION
Stocks	30%	49.9%
Fixed Income	55%	50.1%
Commodities	15%	0%
PERFORMANCES
Annualized Return (%)	5.41	5.72
Infl. Adjusted (%)	2.30	2.60
DRAWDOWN
Deepest Drawdown Depth (%)	-20.58	-20.25
Start to Recovery (months)	42	31
Longest Drawdown Depth (%)	-20.58	-20.25
Start to Recovery (months)	42	31
Longest Negative Period (months)	46	39
RISK INDICATORS
Standard Deviation (%)	8.45	9.30
Sharpe Ratio	0.42	0.42
Sortino Ratio	0.58	0.56
Ulcer Index	6.92	5.67
Ratio: Return / Standard Deviation	0.64	0.62
Ratio: Return / Deepest Drawdown	0.26	0.28
Metrics calculated over the period 1 July 2015 - 30 June 2025

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	All Weather Portfolio	Robo Advisor 50 Value Tilt
Author	Ray Dalio	Betterment
ASSET ALLOCATION
Stocks	30%	49.9%
Fixed Income	55%	50.1%
Commodities	15%	0%
PERFORMANCES
Annualized Return (%)	7.37	7.48
Infl. Adjusted (%)	4.74	4.85
DRAWDOWN
Deepest Drawdown Depth (%)	-20.58	-30.72
Start to Recovery (months)	42	30
Longest Drawdown Depth (%)	-20.58	-20.25
Start to Recovery (months)	42	31
Longest Negative Period (months)	46	51
RISK INDICATORS
Standard Deviation (%)	7.45	9.28
Sharpe Ratio	0.68	0.56
Sortino Ratio	0.92	0.73
Ulcer Index	4.46	5.69
Ratio: Return / Standard Deviation	0.99	0.81
Ratio: Return / Deepest Drawdown	0.36	0.24
Metrics calculated over the period 1 July 1995 - 30 June 2025

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	All Weather Portfolio	Robo Advisor 50 Value Tilt
Author	Ray Dalio	Betterment
ASSET ALLOCATION
Stocks	30%	49.9%
Fixed Income	55%	50.1%
Commodities	15%	0%
PERFORMANCES
Annualized Return (%)	8.70	9.22
Infl. Adjusted (%)	5.76	6.27
DRAWDOWN
Deepest Drawdown Depth (%)	-20.58	-30.72
Start to Recovery (months)	42	30
Longest Drawdown Depth (%)	-20.58	-20.25
Start to Recovery (months)	42	31
Longest Negative Period (months)	46	51
RISK INDICATORS
Standard Deviation (%)	7.51	9.43
Sharpe Ratio	0.74	0.64
Sortino Ratio	1.01	0.84
Ulcer Index	4.02	5.23
Ratio: Return / Standard Deviation	1.16	0.98
Ratio: Return / Deepest Drawdown	0.42	0.30
Metrics calculated over the period 1 January 1985 - 30 June 2025

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 1985 - 30 June 2025 (~41 years)

30 Years
(1995/07 - 2025/06)

Chart Table

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All Weather Portfolio			Robo Advisor 50 Value Tilt
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-30.72	30	Nov 2007 Apr 2010
-20.58	42	Jan 2022 Jun 2025
			-20.25	31	Jan 2022 Jul 2024
			-13.31	8	Jan 2020 Aug 2020
			-12.79	8	May 1998 Dec 1998
-11.57	9	Jan 2009 Sep 2009
-11.38	6	Jul 2008 Dec 2008
			-10.86	13	May 2002 May 2003
			-9.49	10	May 2011 Feb 2012
			-8.54	14	Feb 2001 Mar 2002
			-7.45	15	Feb 2018 Apr 2019
			-7.06	15	May 2015 Jul 2016
-6.66	17	Feb 2015 Jun 2016
-6.42	13	Aug 2016 Aug 2017
			-5.51	5	May 2010 Sep 2010

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All Weather Portfolio			Robo Advisor 50 Value Tilt
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-30.72	30	Nov 2007 Apr 2010
-20.58	42	Jan 2022 Jun 2025
			-20.25	31	Jan 2022 Jul 2024
			-14.26	14	Sep 1987 Oct 1988
			-13.31	8	Jan 2020 Aug 2020
			-12.79	8	May 1998 Dec 1998
			-11.61	7	Aug 1990 Feb 1991
-11.57	9	Jan 2009 Sep 2009
-11.38	6	Jul 2008 Dec 2008
			-10.86	13	May 2002 May 2003
			-9.49	10	May 2011 Feb 2012
-8.78	13	Sep 1987 Sep 1988
			-8.54	14	Feb 2001 Mar 2002
			-7.55	7	Jan 1990 Jul 1990
			-7.45	15	Feb 2018 Apr 2019

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 - 30 June 2025 (~41 years)

Rolling Period:

All Weather Portfolio
Robo Advisor 50 Value Tilt

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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	All Weather Portfolio		Robo Advisor 50 Value Tilt
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	5.58	-1.94	7.22	-1.48
2024	6.36	-3.73	7.90	-2.71
2023	9.95	-9.25	12.46	-7.30
2022	-18.39	-20.58	-14.79	-20.25
2021	8.27	-3.74	7.95	-2.64
2020	15.88	-3.68	9.50	-13.31
2019	17.93	-0.83	17.41	-2.78
2018	-3.02	-4.71	-5.36	-7.45
2017	11.55	-0.49	14.19	0.00
2016	6.50	-6.42	8.00	-2.25
2015	-3.23	-6.66	-1.55	-6.85
2014	12.89	-2.52	5.47	-2.43
2013	1.71	-5.29	10.19	-3.88
2012	7.02	-1.33	13.19	-4.36
2011	15.64	-2.00	1.17	-9.49
2010	12.88	-0.69	11.61	-5.51
2009	2.71	-11.57	23.06	-11.58
2008	2.38	-11.38	-19.44	-24.47
2007	11.88	-1.20	8.19	-2.74
2006	6.93	-1.71	13.22	-2.76
2005	8.55	-2.99	9.54	-2.36
2004	9.41	-4.76	12.75	-3.66
2003	13.96	-4.74	24.96	-1.03
2002	7.77	-1.56	-2.56	-10.86
2001	-2.77	-4.61	1.49	-8.54
2000	10.15	-2.26	1.53	-4.79
1999	6.28	-3.79	17.87	-2.47
1998	11.05	-4.83	8.83	-12.79
1997	13.54	-2.89	10.06	-3.98
1996	8.27	-2.11	13.19	-1.81
1995	27.44	0.00	20.93	-0.56
1994	-3.28	-6.83	-3.66	-7.31
1993	12.02	-1.98	24.85	-2.42
1992	6.76	-2.23	5.53	-2.73
1991	17.98	-1.86	30.42	-3.25
1990	3.85	-5.51	-2.59	-11.61
1989	20.45	-1.14	24.37	-1.05
1988	10.59	-1.93	16.22	-2.20
1987	3.47	-8.78	0.64	-14.26
1986	20.56	-3.75	21.70	-4.04
1985	28.68	-2.13	30.70	-1.22

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jun 30, 2025

Portfolio Metrics as of Jun 30, 2025

Drawdowns

Rolling Returns

Yearly Returns