Total Bond US vs Stocks/Bonds 20/80 Portfolio Comparison

Last Update: 31 March 2024

The Total Bond US Portfolio obtained a 4.30% compound annual return, with a 4.21% standard deviation, in the last 30 Years.

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

Summary

Swipe left to see all data
Total Bond US Portfolio Stocks/Bonds 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +4.30% +5.80%
Std Dev 4.21% 4.88%
Max Drawdown -17.28% -16.57%
All time Stats
(Since Jan 1871)		 Return +4.49% +5.68%
Std Dev 4.36% 5.11%
Max Drawdown -17.28% -18.94%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1871

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Total Bond US Portfolio +0.85 +5.87 +1.62 +0.32 +1.49 +4.30 +4.49
Stocks/Bonds 20/80 Portfolio +1.28 +9.30 +6.92 +3.19 +3.72 +5.80 +5.68
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Total Bond US Portfolio: an investment of 1$, since April 1994, now would be worth 3.54$, with a total return of 253.70% (4.30% annualized).

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 US Portfolio: an investment of 1$, since January 1871, now would be worth 834.28$, with a total return of 83327.56% (4.49% annualized).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1871, now would be worth 4780.63$, with a total return of 477962.69% (5.68% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Total Bond US Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.16% Feb 1996 May 1996 (4) Oct 1996 (9) 1.96
-3.03% Apr 2004 May 2004 (2) Aug 2004 (5) 2.03
-2.67% Feb 2015 Jun 2015 (5) Feb 2016 (13) 1.47
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.65% Jan 2009 Feb 2009 (2) Jun 2009 (6) 1.48
-2.64% Feb 1999 Aug 1999 (7) Mar 2000 (14) 1.55
-2.63% Sep 2017 Oct 2018 (14) Jan 2019 (17) 1.55
-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

Drawdown comparison chart since January 1871.

Swipe left to see all data
Total Bond US Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-18.94% Jun 1930 May 1932 (24) May 1933 (36) 9.19
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-10.70% Jul 1979 Feb 1980 (8) Apr 1980 (10) 4.87
-10.14% Mar 1937 Mar 1938 (13) Oct 1938 (20) 4.99
-9.55% Jul 1895 Aug 1896 (14) Jan 1897 (19) 4.93
-8.66% May 1958 Sep 1959 (17) Jul 1960 (27) 5.50
-8.66% Jul 1980 Aug 1981 (14) Nov 1981 (17) 6.19
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-8.40% Jul 1895 Aug 1896 (14) Jan 1897 (19) 5.09
-8.25% Sep 1968 May 1970 (21) Nov 1970 (27) 4.01
-7.96% Nov 1973 Aug 1974 (10) Jan 1975 (15) 4.18
-7.91% Apr 1971 Jul 1971 (4) Oct 1971 (7) 4.65
-7.75% Oct 1979 Mar 1980 (6) Apr 1980 (7) 4.21
-7.49% Jul 1873 Nov 1873 (5) Feb 1874 (8) 3.85
-6.88% Aug 1968 Sep 1969 (14) Feb 1970 (19) 3.67
-6.85% Apr 1971 Jul 1971 (4) Dec 1971 (9) 3.30
-6.76% Sep 1931 Jan 1932 (5) Jun 1932 (10) 3.29
-6.24% Apr 1940 May 1940 (2) Oct 1940 (7) 2.87
-6.16% Nov 1919 May 1920 (7) Sep 1921 (23) 3.27

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
-0.69%
 -1.53%
+1.36%
 -0.02%
2023
+5.41%
 -6.02%
+9.54%
 -5.62%
2022
-13.11%
 -15.50%
-14.39%
 -16.57%
2021
-1.86%
 -3.64%
+3.64%
 -1.82%
2020
+7.71%
 -1.59%
+10.38%
 -3.92%
2019
+8.83%
 -0.57%
+13.20%
 -0.07%
2018
-0.12%
 -2.57%
-1.13%
 -2.67%
2017
+3.57%
 -0.60%
+7.10%
 -0.02%
2016
+2.52%
 -3.68%
+4.58%
 -2.40%
2015
+0.56%
 -2.67%
+0.52%
 -1.90%
2014
+5.82%
 -0.57%
+7.16%
 -0.89%
2013
-2.10%
 -4.01%
+5.01%
 -2.56%
2012
+3.16%
 -0.88%
+5.82%
 -0.62%
2011
+7.92%
 -0.38%
+6.53%
 -0.88%
2010
+6.20%
 -1.70%
+8.44%
 -0.76%
2009
+3.64%
 -2.65%
+8.69%
 -5.67%
2008
+6.86%
 -3.88%
-1.91%
 -8.42%
2007
+6.92%
 -1.16%
+6.61%
 -0.76%
2006
+4.27%
 -1.30%
+6.55%
 -1.09%
2005
+2.40%
 -1.90%
+3.18%
 -1.84%
2004
+4.24%
 -3.03%
+5.95%
 -2.58%
2003
+3.97%
 -3.47%
+9.33%
 -2.13%
2002
+8.26%
 -1.46%
+2.51%
 -2.13%
2001
+8.43%
 -1.91%
+4.55%
 -1.99%
2000
+11.39%
 -0.65%
+7.00%
 -2.23%
1999
-0.76%
 -2.64%
+4.16%
 -2.17%
1998
+8.58%
 -0.55%
+11.52%
 -2.15%
1997
+9.44%
 -0.97%
+13.75%
 -1.70%
1996
+3.58%
 -3.16%
+7.06%
 -1.44%
1995
+18.18%
 -0.25%
+21.70%
 0.00%
1994
-2.66%
 -5.01%
-2.16%
 -5.50%
1993
+9.68%
 -0.97%
+9.87%
 -1.10%
1992
+7.14%
 -1.39%
+7.53%
 -1.25%
1991
+15.25%
 -0.06%
+18.68%
 -1.05%
1990
+8.65%
 -1.97%
+5.70%
 -3.09%
1989
+13.64%
 -1.60%
+16.54%
 -0.87%
1988
+7.35%
 -2.64%
+9.35%
 -2.17%
1987
+1.54%
 -5.86%
+1.75%
 -6.14%
1986
+15.10%
 -2.05%
+15.00%
 -3.14%
1985
+22.24%
 -2.00%
+24.05%
 -1.20%
1984
+15.01%
 -4.66%
+12.45%
 -5.25%
1983
+5.22%
 -3.80%
+8.71%
 -2.55%
1982
+31.13%
 -1.93%
+29.01%
 -2.01%
1981
+9.41%
 -3.80%
+6.70%
 -4.80%
1980
+2.88%
 -9.24%
+8.94%
 -7.35%
1979
+5.35%
 -6.28%
+9.13%
 -6.01%
1978
+1.15%
 -1.89%
+2.61%
 -3.91%
1977
+1.04%
 -2.47%
+0.16%
 -3.03%
1976
+13.75%
 -1.18%
+16.30%
 -1.12%
1975
+7.36%
 -2.79%
+13.45%
 -3.39%
1974
+5.70%
 -3.75%
-1.00%
 -7.35%
1973
+4.47%
 -3.37%
-0.06%
 -4.25%
1972
+2.72%
 -1.31%
+5.70%
 -0.85%
1971
+9.50%
 -7.91%
+11.12%
 -6.85%
1970
+17.24%
 -5.95%
+14.75%
 -7.32%
1969
-2.12%
 -5.02%
-3.75%
 -6.02%
1968
+2.90%
 -4.78%
+5.00%
 -3.25%
1967
-0.53%
 -4.27%
+5.05%
 -2.41%
1966
+4.97%
 -3.15%
+2.23%
 -5.06%
1965
+0.72%
 -1.64%
+3.42%
 -0.76%
1964
+3.89%
 -0.04%
+6.40%
 -0.13%
1963
+1.64%
 -0.38%
+5.54%
 -0.77%
1962
+5.71%
 -0.50%
+2.64%
 -4.17%
1961
+1.32%
 -1.90%
+6.45%
 -1.47%
1960
+13.04%
 -0.30%
+10.61%
 -1.16%
1959
-1.70%
 -3.66%
+1.20%
 -2.43%
1958
-2.81%
 -6.22%
+6.71%
 -1.94%
1957
+8.57%
 -2.26%
+4.87%
 -2.64%
1956
-1.55%
 -2.73%
+0.46%
 -2.85%
1955
-0.77%
 -1.93%
+4.53%
 -0.46%
1954
+2.83%
 -0.97%
+12.38%
 -1.01%
1953
+3.64%
 -2.98%
+3.04%
 -3.52%
1952
+2.25%
 -1.66%
+4.52%
 -1.67%
1951
+0.05%
 -2.58%
+4.19%
 -2.28%
1950
-0.12%
 -0.72%
+5.97%
 -1.39%
1949
+4.38%
 -0.16%
+7.50%
 -0.52%
1948
+2.60%
 -0.75%
+2.55%
 -2.14%
1947
-0.45%
 -2.67%
+0.41%
 -2.01%
1946
+0.72%
 -1.65%
-0.68%
 -5.01%
1945
+5.13%
 -1.00%
+11.74%
 -0.47%
1944
+2.27%
 0.00%
+6.06%
 -0.20%
1943
+2.47%
 -0.05%
+7.56%
 -1.84%
1942
+1.30%
 -0.49%
+4.38%
 -2.52%
1941
+2.24%
 -1.81%
-0.23%
 -3.96%
1940
+4.30%
 -2.10%
+2.01%
 -6.24%
1939
+3.10%
 -4.92%
+2.95%
 -2.25%
1938
+4.38%
 -0.49%
+9.18%
 -5.26%
1937
+1.88%
 -2.31%
-5.47%
 -7.37%
1936
+4.52%
 -0.11%
+10.35%
 -1.34%
1935
+3.91%
 -1.14%
+12.39%
 -0.51%
1934
+7.29%
 -2.01%
+6.29%
 -2.22%
1933
+2.99%
 -1.79%
+13.83%
 -4.78%
1932
+12.27%
 -2.08%
+8.09%
 -5.48%
1931
-2.07%
 -4.78%
-10.48%
 -13.55%
1930
+7.75%
 -0.13%
+0.53%
 -4.69%
1929
+4.25%
 -1.56%
+1.14%
 -5.50%
1928
-0.93%
 -2.02%
+6.99%
 -1.64%
1927
+5.30%
 -0.10%
+10.90%
 -0.83%
1926
+4.71%
 0.00%
+6.06%
 -1.10%
1925
+3.17%
 -0.35%
+7.69%
 -1.29%
1924
+7.88%
 -0.13%
+11.71%
 -0.11%
1923
+3.71%
 -0.08%
+4.04%
 -1.81%
1922
+5.52%
 -0.75%
+10.22%
 -1.08%
1921
+13.13%
 0.00%
+12.53%
 -1.28%
1920
+0.21%
 -3.65%
-2.63%
 -4.36%
1919
+2.22%
 -0.74%
+5.70%
 -1.88%
1918
+4.60%
 -1.27%
+7.31%
 -0.63%
1917
-1.69%
 -3.86%
-5.08%
 -5.08%
1916
+3.65%
 -0.88%
+4.53%
 -0.64%
1915
+6.25%
 -0.73%
+11.23%
 -0.64%
1914
+6.48%
 -0.09%
+4.10%
 -2.03%
1913
+3.87%
 -2.10%
+2.14%
 -1.72%
1912
+1.57%
 -0.39%
+2.68%
 -0.77%
1911
+4.10%
 -0.98%
+3.97%
 -1.88%
1910
+4.18%
 -0.25%
+2.66%
 -0.84%
1909
+1.45%
 -1.44%
+4.37%
 -0.57%
1908
+11.41%
 -0.17%
+17.01%
 -0.21%
1907
-0.31%
 -4.13%
-5.10%
 -5.87%
1906
+0.73%
 -1.43%
+0.70%
 -2.35%
1905
+0.66%
 -2.86%
+4.77%
 -1.63%
1904
+5.83%
 -0.24%
+11.09%
 -0.64%
1903
+2.16%
 -1.20%
-1.70%
 -4.31%
1902
+0.98%
 -4.62%
+2.43%
 -3.06%
1901
+1.83%
 -1.18%
+5.34%
 -2.36%
1900
+3.87%
 -1.78%
+7.24%
 -1.40%
1899
-0.40%
 -2.91%
+0.41%
 -2.47%
1898
+4.67%
 -5.80%
+9.58%
 -5.44%
1897
+5.85%
 -1.15%
+8.74%
 -0.88%
1896
+4.07%
 -3.68%
+3.90%
 -5.00%
1895
+0.04%
 -6.46%
+1.03%
 -5.16%
1894
+6.09%
 -0.76%
+5.59%
 -0.91%
1893
+4.74%
 -2.03%
+0.02%
 -6.08%
1892
+2.12%
 -1.18%
+2.91%
 -0.95%
1891
+5.41%
 -3.16%
+8.10%
 -2.84%
1890
+1.24%
 -2.39%
-0.25%
 -3.07%
1889
+2.49%
 -0.71%
+3.40%
 -0.84%
1888
+5.49%
 -1.09%
+5.05%
 -1.53%
1887
+1.47%
 -2.25%
+1.03%
 -2.94%
1886
+0.76%
 -1.61%
+2.99%
 -1.38%
1885
+5.34%
 -0.60%
+10.27%
 -0.77%
1884
+3.94%
 -2.60%
+0.67%
 -4.87%
1883
+4.31%
 -0.89%
+2.34%
 -1.36%
1882
+3.10%
 -1.35%
+3.20%
 -1.50%
1881
+3.49%
 -2.35%
+2.83%
 -3.42%
1880
+5.28%
 -2.00%
+9.52%
 -1.43%
1879
+2.94%
 -1.57%
+12.21%
 -0.58%
1878
+6.47%
 -0.62%
+8.43%
 -0.12%
1877
+3.66%
 -1.67%
+2.70%
 -2.64%
1876
+7.19%
 -2.17%
+2.91%
 -3.66%
1875
+6.49%
 -3.41%
+6.26%
 -2.56%
1874
+13.72%
 -2.38%
+11.91%
 -1.89%
1873
+4.25%
 -5.87%
+2.89%
 -7.49%
1872
+1.82%
 -3.44%
+3.68%
 -3.22%
1871
+2.78%
 -1.85%
+5.34%
 -1.82%