Stocks/Bonds 80/20 Portfolio vs The Lazy Team Aggressive Global Income Portfolio Portfolio Comparison

Simulation Settings

Period: January 1976 - May 2026 (~50 years)
Consolidated Returns as of 31 May 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

Inflation Adj:

As of May 2026, in the previous 30 Years, the Stocks/Bonds 80/20 Portfolio obtained a 9.33% compound annual return, with a 12.69% standard deviation. It suffered a maximum drawdown of -41.09% that required 39 months to be recovered.

As of May 2026, in the previous 30 Years, the The Lazy Team Aggressive Global Income Portfolio obtained a 8.82% compound annual return, with a 14.52% standard deviation. It suffered a maximum drawdown of -52.63% that required 42 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.

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Stocks/Bonds 80/20 Portfolio

Weight (%)	Ticker	Name
80.00	VTI	Vanguard Total Stock Market
20.00	BND	Vanguard Total Bond Market

The Lazy Team Aggressive Global Income Portfolio

Weight (%)	Ticker	Name
30.00	DWX	SPDR S&P International Dividend ETF
30.00	VYM	Vanguard High Dividend Yield
20.00	DES	WisdomTree US SmallCap Dividend ETF
20.00	HYG	iShares iBoxx $ High Yield Corporate Bond

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Portfolio Returns as of May 31, 2026

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

Inflation Adj:

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		Return (%) as of May 31, 2026
		YTD (5M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~50Y)
	Stocks/Bonds 80/20 -- Market Benchmark	9.27	4.25	9.18	24.76	10.44	12.50	9.33	11.12
	Aggressive Global Income The Lazy Team	9.09	0.49	9.71	19.72	7.93	8.59	8.82	11.50
Returns over 1 year are annualized.

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Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

10Y

30Y

MAX

Period: ()

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	Stocks/Bonds 80/20	Aggressive Global Income
Author		The Lazy Team
ASSET ALLOCATION
Stocks	80%	80%
Fixed Income	20%	20%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	24.76	19.72
Infl. Adjusted (%)	19.76	14.92
DRAWDOWN
Deepest Drawdown Depth (%)	-4.45	-3.73
Start to Recovery (months)	3	2
Longest Drawdown Depth (%)	-4.45	-0.48
Start to Recovery (months)	3	2
Longest Negative Period (months)	6	2
RISK INDICATORS
Standard Deviation (%)	10.18	8.28
Sharpe Ratio	2.05	1.91
Sortino Ratio	2.96	2.51
Ulcer Index	1.23	1.06
Ratio: Return / Standard Deviation	2.43	2.38
Ratio: Return / Deepest Drawdown	5.57	5.29
Metrics calculated over the period 1 June 2025 - 31 May 2026

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	Stocks/Bonds 80/20	Aggressive Global Income
Author		The Lazy Team
ASSET ALLOCATION
Stocks	80%	80%
Fixed Income	20%	20%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	10.44	7.93
Infl. Adjusted (%)	5.72	3.31
DRAWDOWN
Deepest Drawdown Depth (%)	-22.75	-18.06
Start to Recovery (months)	25	24
Longest Drawdown Depth (%)	-22.75	-18.06
Start to Recovery (months)	25	24
Longest Negative Period (months)	29	30
RISK INDICATORS
Standard Deviation (%)	13.62	12.21
Sharpe Ratio	0.52	0.37
Sortino Ratio	0.69	0.51
Ulcer Index	8.13	4.69
Ratio: Return / Standard Deviation	0.77	0.65
Ratio: Return / Deepest Drawdown	0.46	0.44
Metrics calculated over the period 1 June 2021 - 31 May 2026

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	Stocks/Bonds 80/20	Aggressive Global Income
Author		The Lazy Team
ASSET ALLOCATION
Stocks	80%	80%
Fixed Income	20%	20%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	12.50	8.59
Infl. Adjusted (%)	8.82	5.04
DRAWDOWN
Deepest Drawdown Depth (%)	-22.75	-23.84
Start to Recovery (months)	25	14
Longest Drawdown Depth (%)	-22.75	-18.06
Start to Recovery (months)	25	24
Longest Negative Period (months)	30	42
RISK INDICATORS
Standard Deviation (%)	13.01	12.49
Sharpe Ratio	0.79	0.51
Sortino Ratio	1.05	0.67
Ulcer Index	6.27	5.54
Ratio: Return / Standard Deviation	0.96	0.69
Ratio: Return / Deepest Drawdown	0.55	0.36
Metrics calculated over the period 1 June 2016 - 31 May 2026

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	Stocks/Bonds 80/20	Aggressive Global Income
Author		The Lazy Team
ASSET ALLOCATION
Stocks	80%	80%
Fixed Income	20%	20%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	9.33	8.82
Infl. Adjusted (%)	6.60	6.11
DRAWDOWN
Deepest Drawdown Depth (%)	-41.09	-52.63
Start to Recovery (months)	39	42
Longest Drawdown Depth (%)	-33.33	-27.39
Start to Recovery (months)	59	46
Longest Negative Period (months)	122	110
RISK INDICATORS
Standard Deviation (%)	12.69	14.52
Sharpe Ratio	0.56	0.45
Sortino Ratio	0.74	0.62
Ulcer Index	10.40	10.90
Ratio: Return / Standard Deviation	0.74	0.61
Ratio: Return / Deepest Drawdown	0.23	0.17
Metrics calculated over the period 1 June 1996 - 31 May 2026

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	Stocks/Bonds 80/20	Aggressive Global Income
Author		The Lazy Team
ASSET ALLOCATION
Stocks	80%	80%
Fixed Income	20%	20%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	11.12	11.50
Infl. Adjusted (%)	7.24	7.60
DRAWDOWN
Deepest Drawdown Depth (%)	-41.09	-52.63
Start to Recovery (months)	39	42
Longest Drawdown Depth (%)	-33.33	-27.39
Start to Recovery (months)	59	46
Longest Negative Period (months)	122	110
RISK INDICATORS
Standard Deviation (%)	12.57	13.68
Sharpe Ratio	0.55	0.53
Sortino Ratio	0.73	0.72
Ulcer Index	8.61	8.88
Ratio: Return / Standard Deviation	0.88	0.84
Ratio: Return / Deepest Drawdown	0.27	0.22
Metrics calculated over the period 1 January 1976 - 31 May 2026

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

Inflation Adj:

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

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

Time to Target Comparison

Time to reach your Target Capital

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

	Stocks/Bonds 80/20		Aggressive Global Income
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	9.27	-4.45	9.09	-3.73
2025	15.10	-6.18	15.88	-0.67
2024	19.32	-3.99	9.62	-4.45
2023	21.92	-8.32	11.91	-7.58
2022	-18.23	-22.75	-8.43	-18.06
2021	20.16	-3.88	17.07	-3.13
2020	18.36	-16.53	-1.13	-23.84
2019	26.30	-4.97	19.97	-4.74
2018	-4.19	-11.32	-8.07	-9.93
2017	17.68	0.00	13.53	-0.18
2016	10.77	-4.34	18.29	-3.34
2015	0.40	-7.05	-6.99	-13.07
2014	11.20	-2.23	3.96	-4.21
2013	26.34	-2.66	19.30	-3.15
2012	13.79	-5.21	12.95	-7.73
2011	2.36	-13.35	0.62	-17.13
2010	15.18	-10.23	14.37	-10.71
2009	23.84	-14.71	33.97	-22.88
2008	-28.21	-30.13	-34.21	-38.73
2007	5.68	-4.17	3.78	-6.63
2006	13.41	-2.63	21.69	-3.86
2005	5.53	-3.41	12.70	-5.15
2004	11.08	-2.95	16.76	-2.82
2003	25.40	-3.13	32.98	-2.92
2002	-14.73	-20.47	-7.54	-18.13
2001	-7.09	-17.69	-4.83	-16.72
2000	-6.18	-12.05	-0.62	-14.41
1999	18.90	-5.12	48.88	-3.02
1998	20.33	-13.95	8.84	-15.46
1997	26.68	-3.85	18.82	-3.75
1996	17.49	-4.78	13.71	-4.27
1995	32.26	-0.70	24.10	-1.27
1994	-0.67	-6.95	2.10	-5.06
1993	10.44	-2.06	19.15	-4.01
1992	8.71	-2.02	3.24	-3.34
1991	28.96	-3.69	24.91	-4.27
1990	-3.13	-12.23	-13.87	-19.23
1989	25.22	-2.00	17.94	-3.26
1988	15.32	-2.84	21.28	-3.17
1987	2.40	-24.55	8.36	-21.38
1986	14.68	-6.76	32.40	-3.91
1985	29.47	-3.45	37.47	-2.20
1984	4.75	-7.80	6.06	-6.93
1983	19.17	-3.09	24.33	-2.44
1982	22.62	-7.08	20.53	-7.77
1981	-1.44	-10.81	4.76	-9.45
1980	27.10	-10.71	21.29	-11.49
1979	20.47	-6.94	17.54	-7.85
1978	6.99	-9.83	14.65	-8.85
1977	-2.48	-6.59	10.80	-1.85
1976	23.93	-1.62	24.53	-1.62

Table of contents

Asset Allocations and ETFs

Portfolio Returns as of May 31, 2026

Portfolio Metrics as of May 31, 2026

Drawdowns

Rolling Returns

Time to Target

Yearly Returns