Stocks/Bonds 20/80 vs Developed World ex-US 20/80 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 Developed World ex-US 20/80 Portfolio obtained a 5.20% compound annual return, with a 5.23% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 20/80 Portfolio Developed World ex-US 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
30 Years Stats Return +5.80% +5.20%
Std Dev 4.88% 5.23%
Max Drawdown -16.57% -16.80%
All time Stats
(Since Jan 1985)		 Return +7.04% +7.21%
Std Dev 5.21% 5.84%
Max Drawdown -16.57% -16.80%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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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
Developed World ex-US 20/80 Portfolio +1.64 +8.65 +7.15 +1.77 +2.87 +5.20 +7.21
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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.58$, with a total return of 358.20% (5.20% 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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.36$, with a total return of 1435.98% (7.21% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 20/80 Portfolio
Developed World ex-US 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (32) 9.42
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.65% Apr 1994 Feb 1995 (11) Apr 1995 (13) 1.70
-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
-2.23% Apr 2000 May 2000 (2) Jun 2000 (3) 1.33
-2.17% Feb 1999 Feb 1999 (1) Apr 1999 (3) 1.18
-2.16% Sep 1994 Nov 1994 (3) Jan 1995 (5) 1.31
-2.15% Jul 1998 Aug 1998 (2) Sep 1998 (3) 1.09

Drawdown comparison chart since January 1985.

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Stocks/Bonds 20/80 Portfolio
Developed World ex-US 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (32) 9.42
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.32% May 1986 May 1986 (1) Jun 1986 (2) 1.92
-3.14% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.66
-3.09% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.07
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-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.
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Year Return Drawdown Return Drawdown
2024
+1.36%
 -0.02%
+1.06%
 -0.69%
2023
+9.54%
 -5.62%
+10.62%
 -3.65%
2022
-14.39%
 -16.57%
-13.28%
 -15.82%
2021
+3.64%
 -1.82%
+0.51%
 -1.64%
2020
+10.38%
 -3.92%
+5.67%
 -5.99%
2019
+13.20%
 -0.07%
+10.82%
 -0.13%
2018
-1.13%
 -2.67%
-0.71%
 -1.97%
2017
+7.10%
 -0.02%
+7.20%
 -0.28%
2016
+4.58%
 -2.40%
+4.23%
 -2.76%
2015
+0.52%
 -1.90%
+0.88%
 -3.06%
2014
+7.16%
 -0.89%
+5.80%
 -0.91%
2013
+5.01%
 -2.56%
+3.72%
 -4.48%
2012
+5.82%
 -0.62%
+11.34%
 -1.93%
2011
+6.53%
 -0.88%
+4.42%
 -2.68%
2010
+8.44%
 -0.76%
+8.49%
 -1.80%
2009
+8.69%
 -5.67%
+17.74%
 -4.20%
2008
-1.91%
 -8.42%
-10.01%
 -15.55%
2007
+6.61%
 -0.76%
+6.22%
 -0.75%
2006
+6.55%
 -1.09%
+7.61%
 -0.62%
2005
+3.18%
 -1.84%
+6.71%
 -1.16%
2004
+5.95%
 -2.58%
+8.93%
 -1.18%
2003
+9.33%
 -2.13%
+10.88%
 -0.98%
2002
+2.51%
 -2.13%
+4.31%
 -1.24%
2001
+4.55%
 -1.99%
+4.28%
 -1.41%
2000
+7.00%
 -2.23%
+4.50%
 -1.64%
1999
+4.16%
 -2.17%
+7.82%
 -2.07%
1998
+11.52%
 -2.15%
+16.99%
 -0.92%
1997
+13.75%
 -1.70%
-4.15%
 -6.74%
1996
+7.06%
 -1.44%
+4.66%
 -1.36%
1995
+21.70%
 0.00%
+17.78%
 -0.82%
1994
-2.16%
 -5.50%
-3.88%
 -6.31%
1993
+9.87%
 -1.10%
+19.11%
 -1.94%
1992
+7.53%
 -1.25%
+6.56%
 -4.18%
1991
+18.68%
 -1.05%
+19.03%
 -1.69%
1990
+5.70%
 -3.09%
+0.80%
 -7.02%
1989
+16.54%
 -0.87%
+11.45%
 -2.33%
1988
+9.35%
 -2.17%
+12.16%
 -0.98%
1987
+1.75%
 -6.14%
+8.87%
 -2.58%
1986
+15.00%
 -3.14%
+25.77%
 -3.32%
1985
+24.05%
 -1.20%
+31.17%
 -2.24%