Stocks/Bonds 20/80 vs Total Bond Developed World ex-US Portfolio Comparison

Last Update: 31 March 2024

The Stocks/Bonds 20/80 Portfolio obtained a 5.80% compound annual return, with a 4.88% standard deviation, in the last 30 Years.

The Total Bond Developed World ex-US Portfolio obtained a 4.86% compound annual return, with a 4.55% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Stocks/Bonds 20/80 Portfolio Total Bond Developed World ex-US Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 0%
Fixed Income 80% 100%
Commodities 0% 0%
30 Years Stats Return +5.80% +4.86%
Std Dev 4.88% 4.55%
Max Drawdown -16.57% -14.88%
All time Stats
(Since Jan 1985)		 Return +7.04% +6.60%
Std Dev 5.21% 5.09%
Max Drawdown -16.57% -14.88%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Portfolio +1.28 +9.30 +6.92 +3.19 +3.72 +5.80 +7.04
Total Bond Developed World ex-US Portfolio +1.12 +6.59 +5.19 +0.33 +2.18 +4.86 +6.60
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.43$, with a total return of 442.69% (5.80% annualized).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since April 1994, now would be worth 4.15$, with a total return of 315.40% (4.86% annualized).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 14.45$, with a total return of 1344.55% (7.04% annualized).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since January 1985, now would be worth 12.27$, with a total return of 1126.68% (6.60% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Stocks/Bonds 20/80 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
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-14.88% Jan 2021 Sep 2022 (21) In progress (39) 9.16
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-4.53% Apr 1994 Aug 1994 (5) Apr 1995 (13) 2.97
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.17% May 1999 Aug 1999 (4) Mar 2000 (11) 2.19
-3.03% Oct 2016 Jan 2017 (4) Nov 2017 (14) 1.63
-2.91% Mar 2020 Mar 2020 (1) Jul 2020 (5) 1.29
-2.88% Apr 2015 Jun 2015 (3) Jan 2016 (10) 1.48
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.58% Apr 2004 May 2004 (2) Sep 2004 (6) 1.65
-2.56% May 2013 Jun 2013 (2) Oct 2013 (6) 1.44
-2.40% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.09
-2.34% Jun 2003 Aug 2003 (3) Jan 2004 (8) 1.35
-2.26% Nov 1998 Nov 1998 (1) Dec 1998 (2) 1.30
-2.23% Apr 2000 May 2000 (2) Jun 2000 (3) 1.33
-2.17% Feb 1999 Feb 1999 (1) Apr 1999 (3) 1.18

Drawdown comparison chart since January 1985.

Swipe left to see all data
Stocks/Bonds 20/80 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
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-14.88% Jan 2021 Sep 2022 (21) In progress (39) 9.16
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.68% Feb 1994 Aug 1994 (7) Jul 1995 (18) 5.98
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71
-4.82% Apr 1987 Sep 1987 (6) Dec 1987 (9) 2.61
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.70% Feb 1985 Feb 1985 (1) Apr 1985 (3) 1.85
-3.57% Dec 1989 Apr 1990 (5) Jun 1990 (7) 1.85
-3.35% May 1986 May 1986 (1) Jul 1986 (3) 1.72
-3.17% May 1999 Aug 1999 (4) Mar 2000 (11) 2.19
-3.14% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.66
-3.09% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.07
-3.03% Oct 2016 Jan 2017 (4) Nov 2017 (14) 1.63
-2.99% Apr 1987 May 1987 (2) Jul 1987 (4) 1.88
-2.91% Jan 1990 Jan 1990 (1) May 1990 (5) 1.94

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+1.36%
 -0.02%
-0.02%
 -1.12%
2023
+9.54%
 -5.62%
+8.79%
 -1.89%
2022
-14.39%
 -16.57%
-12.76%
 -12.90%
2021
+3.64%
 -1.82%
-2.28%
 -2.58%
2020
+10.38%
 -3.92%
+4.65%
 -2.91%
2019
+13.20%
 -0.07%
+7.87%
 -1.68%
2018
-1.13%
 -2.67%
+2.81%
 -0.57%
2017
+7.10%
 -0.02%
+2.40%
 -0.98%
2016
+4.58%
 -2.40%
+4.61%
 -2.49%
2015
+0.52%
 -1.90%
+1.19%
 -2.88%
2014
+7.16%
 -0.89%
+8.74%
 -0.13%
2013
+5.01%
 -2.56%
-0.81%
 -4.24%
2012
+5.82%
 -0.62%
+9.54%
 0.00%
2011
+6.53%
 -0.88%
+8.60%
 -0.56%
2010
+8.44%
 -0.76%
+8.53%
 -1.97%
2009
+8.69%
 -5.67%
+15.30%
 -0.78%
2008
-1.91%
 -8.42%
-2.35%
 -10.03%
2007
+6.61%
 -0.76%
+4.99%
 -1.62%
2006
+6.55%
 -1.09%
+2.94%
 -0.81%
2005
+3.18%
 -1.84%
+4.98%
 -1.02%
2004
+5.95%
 -2.58%
+6.11%
 -0.89%
2003
+9.33%
 -2.13%
+3.93%
 -2.34%
2002
+2.51%
 -2.13%
+9.29%
 -1.02%
2001
+4.55%
 -1.99%
+10.83%
 -1.10%
2000
+7.00%
 -2.23%
+9.20%
 -0.42%
1999
+4.16%
 -2.17%
+0.29%
 -3.17%
1998
+11.52%
 -2.15%
+17.11%
 -2.26%
1997
+13.75%
 -1.70%
-4.84%
 -7.85%
1996
+7.06%
 -1.44%
+4.66%
 -1.82%
1995
+21.70%
 0.00%
+21.23%
 -0.60%
1994
-2.16%
 -5.50%
-7.29%
 -8.68%
1993
+9.87%
 -1.10%
+16.41%
 0.00%
1992
+7.53%
 -1.25%
+11.90%
 -2.20%
1991
+18.68%
 -1.05%
+21.42%
 -0.43%
1990
+5.70%
 -3.09%
+7.20%
 -3.40%
1989
+16.54%
 -0.87%
+11.10%
 -2.18%
1988
+9.35%
 -2.17%
+8.79%
 -1.14%
1987
+1.75%
 -6.14%
+3.47%
 -4.82%
1986
+15.00%
 -3.14%
+16.37%
 -3.35%
1985
+24.05%
 -1.20%
+24.95%
 -3.70%