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

Simulation Settings
Period: January 1871 - June 2025 (~155 years)
Consolidated Returns as of 30 June 2025
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 June 2025.
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)
Inflation Adjusted:
Total Bond US Portfolio
1.00$
Invested Capital
July 1995
3.38$
Final Capital
June 2025
4.14%
Yearly Return
4.24%
Std Deviation
-17.28%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
July 1995
1.61$
Final Capital
June 2025
1.59%
Yearly Return
4.24%
Std Deviation
-30.41%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1871
886.14$
Final Capital
June 2025
4.49%
Yearly Return
4.36%
Std Deviation
-17.28%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1871
34.48$
Final Capital
June 2025
2.32%
Yearly Return
4.36%
Std Deviation
-48.08%
Max Drawdown
165months
Recovery Period
Stocks/Bonds 20/80 Portfolio
1.00$
Invested Capital
July 1995
5.21$
Final Capital
June 2025
5.65%
Yearly Return
4.93%
Std Deviation
-16.57%
Max Drawdown
33months
Recovery Period
1.00$
Invested Capital
July 1995
2.47$
Final Capital
June 2025
3.07%
Yearly Return
4.93%
Std Deviation
-24.58%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1871
5.21 K$
Final Capital
June 2025
5.70%
Yearly Return
5.12%
Std Deviation
-18.94%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1871
202.76$
Final Capital
June 2025
3.50%
Yearly Return
5.12%
Std Deviation
-46.65%
Max Drawdown
126months
Recovery Period

As of June 2025, in the previous 30 Years, the Total Bond US Portfolio obtained a 4.14% compound annual return, with a 4.24% standard deviation. It suffered a maximum drawdown of -17.28% which has been ongoing for 59 months and is still in progress.

As of June 2025, in the previous 30 Years, the Stocks/Bonds 20/80 Portfolio obtained a 5.65% compound annual return, with a 4.93% standard deviation. It suffered a maximum drawdown of -16.57% that required 33 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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Total Bond US Portfolio
Weight
(%)		 Ticker Name
100.00
BND
Vanguard Total Bond Market
Stocks/Bonds 20/80 Portfolio
Weight
(%)		 Ticker Name
20.00
VTI
Vanguard Total Stock Market
80.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Jun 30, 2025

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
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 3.38 $ 237.95% 4.14%
Stocks/Bonds 20/80
 1 $ 5.21 $ 420.65% 5.65%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 1.61 $ 60.62% 1.59%
Stocks/Bonds 20/80
 1 $ 2.47 $ 147.45% 3.07%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 886.14 $ 88 513.81% 4.49%
Stocks/Bonds 20/80
 1 $ 5 210.32 $ 520 932.11% 5.70%
Jan 1871 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 34.48 $ 3 348.38% 2.32%
Stocks/Bonds 20/80
 1 $ 202.76 $ 20 175.83% 3.50%
Jan 1871 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~155Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Total Bond US
-- Market Benchmark 		4.05 1.52 4.05 6.10 -0.82 1.75 4.14 4.49
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 20/80
-- Market Benchmark 		4.35 2.23 4.35 8.04 2.56 4.08 5.65 5.70
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1871 - 30 June 2025 (~155 years)
1 Year
5 Years
10 Years
30 Years
All (1871/01 - 2025/06)
Swipe left to see all data
Total Bond US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.10 8.04
Infl. Adjusted (%) 3.58 5.48
DRAWDOWN
Deepest Drawdown Depth (%) -3.07 -2.07
Start to Recovery (months) 7 2
Longest Drawdown Depth (%) -3.07 -1.15
Start to Recovery (months) 7 4
Longest Negative Period (months) 8 7
RISK INDICATORS
Standard Deviation (%) 4.92 5.30
Sharpe Ratio 0.30 0.64
Sortino Ratio 0.38 0.80
Ulcer Index 1.37 0.94
Ratio: Return / Standard Deviation 1.24 1.52
Ratio: Return / Deepest Drawdown 1.99 3.88
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Total Bond US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -0.82 2.56
Infl. Adjusted (%) -5.12 -1.88
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -16.57
Start to Recovery (months) 59* 33
Longest Drawdown Depth (%) -17.28 -16.57
Start to Recovery (months) 59* 33
Longest Negative Period (months) 60* 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.36 7.60
Sharpe Ratio -0.55 -0.02
Sortino Ratio -0.79 -0.02
Ulcer Index 9.47 7.33
Ratio: Return / Standard Deviation -0.13 0.34
Ratio: Return / Deepest Drawdown -0.05 0.15
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Total Bond US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.75 4.08
Infl. Adjusted (%) -1.25 1.01
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -16.57
Start to Recovery (months) 59* 33
Longest Drawdown Depth (%) -17.28 -16.57
Start to Recovery (months) 59* 33
Longest Negative Period (months) 90 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.14 6.12
Sharpe Ratio -0.01 0.37
Sortino Ratio -0.02 0.50
Ulcer Index 6.78 5.25
Ratio: Return / Standard Deviation 0.34 0.67
Ratio: Return / Deepest Drawdown 0.10 0.25
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Total Bond US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.14 5.65
Infl. Adjusted (%) 1.59 3.07
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -16.57
Start to Recovery (months) 59* 33
Longest Drawdown Depth (%) -17.28 -16.57
Start to Recovery (months) 59* 33
Longest Negative Period (months) 90 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.24 4.93
Sharpe Ratio 0.44 0.69
Sortino Ratio 0.61 0.92
Ulcer Index 4.04 3.21
Ratio: Return / Standard Deviation 0.98 1.15
Ratio: Return / Deepest Drawdown 0.24 0.34
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Total Bond US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.49 5.70
Infl. Adjusted (%) 2.32 3.50
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -18.94
Start to Recovery (months) 59* 36
Longest Drawdown Depth (%) -17.28 -18.94
Start to Recovery (months) 59* 36
Longest Negative Period (months) 90 61
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.36 5.12
Sharpe Ratio 0.11 0.33
Sortino Ratio 0.17 0.47
Ulcer Index 2.42 2.55
Ratio: Return / Standard Deviation 1.03 1.11
Ratio: Return / Deepest Drawdown 0.26 0.30
Metrics calculated over the period 1 January 1871 - 30 June 2025
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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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1871 - 30 June 2025 (~155 years)
30 Years
(1995/07 - 2025/06)

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Total Bond US Stocks/Bonds 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.28 59* Aug 2020
In progress
-16.57 33 Jan 2022
Sep 2024
-8.42 15 May 2008
Jul 2009
-4.01 13 May 2013
May 2014
-3.92 3 Feb 2020
Apr 2020
-3.88 9 Apr 2008
Dec 2008
-3.68 13 Aug 2016
Aug 2017
-3.47 8 Jun 2003
Jan 2004
-3.16 9 Feb 1996
Oct 1996
-3.03 5 Apr 2004
Aug 2004
-2.67 13 Feb 2015
Feb 2016
-2.67 5 Sep 2018
Jan 2019
-2.65 6 Jan 2009
Jun 2009
-2.64 14 Feb 1999
Mar 2000
-2.63 17 Sep 2017
Jan 2019

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Total Bond US Stocks/Bonds 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-18.94 36 Jun 1930
May 1933
-17.28 59* Aug 2020
In progress
-16.57 33 Jan 2022
Sep 2024
-10.70 10 Jul 1979
Apr 1980
-10.14 20 Mar 1937
Oct 1938
-9.55 19 Jul 1895
Jan 1897
-8.66 27 May 1958
Jul 1960
-8.66 17 Jul 1980
Nov 1981
-8.42 15 May 2008
Jul 2009
-8.40 19 Jul 1895
Jan 1897
-8.25 27 Sep 1968
Nov 1970
-7.96 15 Nov 1973
Jan 1975
-7.91 7 Apr 1971
Oct 1971
-7.75 7 Oct 1979
Apr 1980
-7.49 8 Jul 1873
Feb 1874

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 January 1871 - 30 June 2025 (~155 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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Total Bond US Stocks/Bonds 20/80
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.05 -0.67 4.35 -1.15
2024
 1.38 -3.08 5.87 -2.83
2023
 5.41 -6.03 9.53 -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
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