Stocks/Bonds 60/40 ESG Portfolio vs Stocks/Bonds 60/40 Portfolio Portfolio Comparison

Simulation Settings
Period: September 2005 - February 2026 (~21 years)
Consolidated Returns as of 28 February 2026
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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The minimum date range must be at least 12 months. 'Date To' cannot be beyond February 2026.
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Results
All Data
(2005/09 - 2026/02)
Inflation Adjusted:
Stocks/Bonds 60/40 ESG Portfolio
1.00$
Invested Capital
September 2005
4.70$
Final Capital
February 2026
7.84%
Yearly Return
10.64%
Std Deviation
-32.78%
Max Drawdown
29months
Recovery Period
1.00$
Invested Capital
September 2005
2.81$
Final Capital
February 2026
5.17%
Yearly Return
10.64%
Std Deviation
-34.14%
Max Drawdown
40months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Invested Capital
September 2005
4.91$
Final Capital
February 2026
8.07%
Yearly Return
9.71%
Std Deviation
-30.55%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
September 2005
2.94$
Final Capital
February 2026
5.40%
Yearly Return
9.71%
Std Deviation
-31.69%
Max Drawdown
38months
Recovery Period

As of February 2026, over the analyzed timeframe, the Stocks/Bonds 60/40 ESG Portfolio obtained a 7.84% compound annual return, with a 10.64% standard deviation. It suffered a maximum drawdown of -32.78% that required 29 months to be recovered.

As of February 2026, over the analyzed timeframe, the Stocks/Bonds 60/40 Portfolio obtained a 8.07% compound annual return, with a 9.71% standard deviation. It suffered a maximum drawdown of -30.55% that required 36 months to be recovered.

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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.

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Stocks/Bonds 60/40 ESG Portfolio
Weight
(%)		 Ticker Name
60.00
ESGV
Vanguard ESG U.S. Stock ETF
40.00
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
Stocks/Bonds 60/40 Portfolio
Weight
(%)		 Ticker Name
60.00
VTI
Vanguard Total Stock Market
40.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Feb 28, 2026

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
All Data
(2005/09 - 2026/02)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Stocks/Bonds 60/40 ESG
 1 $ 4.70 $ 369.81% 7.84%
Stocks/Bonds 60/40
 1 $ 4.91 $ 391.01% 8.07%
Sep 2005 Feb 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Stocks/Bonds 60/40 ESG
 1 $ 2.81 $ 181.28% 5.17%
Stocks/Bonds 60/40
 1 $ 2.94 $ 193.97% 5.40%
Sep 2005 Feb 2026

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Return (%) as of Feb 28, 2026
YTD
(2M) 		1M 6M 1Y 5Y 10Y 20Y MAX
(~21Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40 ESG
-- Market Benchmark 		-0.21 -0.64 4.07 11.02 7.58 8.75 7.83 7.84
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40
-- Market Benchmark 		1.35 0.32 5.84 12.64 7.95 9.90 8.08 8.07
Returns over 1 year are annualized.
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Portfolio Metrics as of Feb 28, 2026

The following metrics, updated as of 28 February 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 March 2025 - 28 February 2026 (1 year)
Period: 1 March 2021 - 28 February 2026 (5 years)
Period: 1 March 2016 - 28 February 2026 (10 years)
Period: 1 March 2006 - 28 February 2026 (20 years)
Period: 1 September 2005 - 28 February 2026 (~21 years)
1 Year
5 Years
10 Years
20 Years
All (2005/09 - 2026/02)
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Stocks/Bonds 60/40 ESG Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.02 12.64
Infl. Adjusted (%) 8.42 10.00
DRAWDOWN
Deepest Drawdown Depth (%) -4.09 -3.74
Start to Recovery (months) 4 4
Longest Drawdown Depth (%) -4.09 -3.74
Start to Recovery (months) 4 4
Longest Negative Period (months) 4* 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.11 6.33
Sharpe Ratio 0.98 1.36
Sortino Ratio 1.30 1.76
Ulcer Index 1.60 1.43
Ratio: Return / Standard Deviation 1.55 2.00
Ratio: Return / Deepest Drawdown 2.69 3.38
Metrics calculated over the period 1 March 2025 - 28 February 2026
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Stocks/Bonds 60/40 ESG Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.58 7.95
Infl. Adjusted (%) 3.01 3.36
DRAWDOWN
Deepest Drawdown Depth (%) -22.44 -20.69
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -22.44 -20.69
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 32
RISK INDICATORS
Standard Deviation (%) 11.44 10.96
Sharpe Ratio 0.38 0.43
Sortino Ratio 0.51 0.57
Ulcer Index 8.73 7.69
Ratio: Return / Standard Deviation 0.66 0.73
Ratio: Return / Deepest Drawdown 0.34 0.38
Metrics calculated over the period 1 March 2021 - 28 February 2026
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Stocks/Bonds 60/40 ESG Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.75 9.90
Infl. Adjusted (%) 5.30 6.41
DRAWDOWN
Deepest Drawdown Depth (%) -22.44 -20.69
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -22.44 -20.69
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 10.39 10.25
Sharpe Ratio 0.64 0.76
Sortino Ratio 0.86 1.00
Ulcer Index 6.52 5.75
Ratio: Return / Standard Deviation 0.84 0.97
Ratio: Return / Deepest Drawdown 0.39 0.48
Metrics calculated over the period 1 March 2016 - 28 February 2026
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Stocks/Bonds 60/40 ESG Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.83 8.08
Infl. Adjusted (%) 5.19 5.43
DRAWDOWN
Deepest Drawdown Depth (%) -32.78 -30.55
Start to Recovery (months) 29 36
Longest Drawdown Depth (%) -32.78 -30.55
Start to Recovery (months) 29 36
Longest Negative Period (months) 40 42
RISK INDICATORS
Standard Deviation (%) 10.73 9.80
Sharpe Ratio 0.59 0.67
Sortino Ratio 0.78 0.87
Ulcer Index 7.38 6.73
Ratio: Return / Standard Deviation 0.73 0.82
Ratio: Return / Deepest Drawdown 0.24 0.26
Metrics calculated over the period 1 March 2006 - 28 February 2026
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Stocks/Bonds 60/40 ESG Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.84 8.07
Infl. Adjusted (%) 5.17 5.40
DRAWDOWN
Deepest Drawdown Depth (%) -32.78 -30.55
Start to Recovery (months) 29 36
Longest Drawdown Depth (%) -32.78 -30.55
Start to Recovery (months) 29 36
Longest Negative Period (months) 45 46
RISK INDICATORS
Standard Deviation (%) 10.64 9.71
Sharpe Ratio 0.59 0.67
Sortino Ratio 0.78 0.87
Ulcer Index 7.29 6.65
Ratio: Return / Standard Deviation 0.74 0.83
Ratio: Return / Deepest Drawdown 0.24 0.26
Metrics calculated over the period 1 September 2005 - 28 February 2026
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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 March 2006 - 28 February 2026 (20 years)
Period: 1 September 2005 - 28 February 2026 (~21 years)

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Stocks/Bonds 60/40 ESG Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.78 29 Nov 2007
Mar 2010
-30.55 36 Nov 2007
Oct 2010
-22.44 26 Jan 2022
Feb 2024
-20.69 26 Jan 2022
Feb 2024
-14.77 17 May 2011
Sep 2012
-12.29 6 Feb 2020
Jul 2020
-10.57 5 Feb 2020
Jun 2020
-10.20 15 Feb 2018
Apr 2019
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019
-8.11 14 Jun 2015
Jul 2016
-7.23 5 May 2010
Sep 2010
-5.24 11 Jun 2015
Apr 2016
-4.83 7 Dec 2024
Jun 2025
-4.56 7 Dec 2024
Jun 2025

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 September 2005 - 28 February 2026 (~21 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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Stocks/Bonds 60/40 ESG Stocks/Bonds 60/40
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 -0.21 -0.64 1.35 0.00
2025
 12.59 -4.74 13.09 -4.02
2024
 15.34 -4.05 14.84 -3.62
2023
 20.65 -7.66 17.79 -7.48
2022
 -19.58 -22.44 -16.95 -20.69
2021
 14.84 -3.74 14.66 -3.24
2020
 18.27 -10.57 15.70 -12.29
2019
 23.31 -3.32 21.94 -3.41
2018
 -9.29 -10.20 -3.17 -8.38
2017
 9.32 -0.42 14.15 0.00
2016
 8.09 -3.49 8.71 -2.95
2015
 1.04 -6.91 0.44 -5.24
2014
 7.55 -3.12 9.85 -1.50
2013
 22.59 -2.36 19.23 -2.27
2012
 13.87 -5.06 11.13 -3.54
2011
 -1.55 -14.77 3.75 -9.00
2010
 15.13 -7.23 12.93 -7.13
2009
 30.34 -9.85 18.79 -11.70
2008
 -23.95 -28.06 -19.44 -22.19
2007
 7.02 -2.09 5.99 -3.07
2006
 12.43 -1.73 11.12 -2.03
Mastering ETF Investing
Mastering ETF Investing
A practical guide to build wealth with Lazy Portfolios and passive investing
Set your goal Evaluate with top metrics
Buy now 🇺🇸 English book
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