Total Bond US Portfolio vs Total Bond Developed World ex-US Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 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 1985
9.37$
Final Capital
June 2025
5.68%
Yearly Return
4.54%
Std Deviation
-17.28%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
3.08$
Final Capital
June 2025
2.82%
Yearly Return
4.54%
Std Deviation
-30.41%
Max Drawdown
59months*
Recovery Period
* in progress
Total Bond Developed World ex-US Portfolio
1.00$
Invested Capital
July 1995
4.22$
Final Capital
June 2025
4.92%
Yearly Return
4.48%
Std Deviation
-14.88%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Invested Capital
July 1995
2.01$
Final Capital
June 2025
2.35%
Yearly Return
4.48%
Std Deviation
-26.14%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
12.96$
Final Capital
June 2025
6.53%
Yearly Return
5.05%
Std Deviation
-14.88%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
4.26$
Final Capital
June 2025
3.65%
Yearly Return
5.05%
Std Deviation
-26.14%
Max Drawdown
59months*
Recovery Period
* in progress

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 Total Bond Developed World ex-US Portfolio obtained a 4.92% compound annual return, with a 4.48% standard deviation. It suffered a maximum drawdown of -14.88% which has been ongoing for 54 months and is still in progress.

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
Total Bond Developed World ex-US Portfolio
Weight
(%)		 Ticker Name
100.00
BNDX
Vanguard Total International Bond
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 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%
Total Bond Developed World ex-US
 1 $ 4.22 $ 322.47% 4.92%
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%
Total Bond Developed World ex-US
 1 $ 2.01 $ 100.79% 2.35%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 9.37 $ 837.49% 5.68%
Total Bond Developed World ex-US
 1 $ 12.96 $ 1 195.97% 6.53%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
 1 $ 3.08 $ 208.44% 2.82%
Total Bond Developed World ex-US
 1 $ 4.26 $ 326.38% 3.65%
Jan 1985 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
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 5.68
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Total Bond Developed World ex-US
-- Market Benchmark 		2.00 0.34 2.00 6.17 0.01 2.20 4.92 6.53
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 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
Swipe left to see all data
Total Bond US Total Bond Developed World ex-US
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.10 6.17
Infl. Adjusted (%) 3.58 3.65
DRAWDOWN
Deepest Drawdown Depth (%) -3.07 -1.18
Start to Recovery (months) 7 2
Longest Drawdown Depth (%) -3.07 -0.77
Start to Recovery (months) 7 3
Longest Negative Period (months) 8 4
RISK INDICATORS
Standard Deviation (%) 4.92 3.53
Sharpe Ratio 0.30 0.43
Sortino Ratio 0.38 0.61
Ulcer Index 1.37 0.46
Ratio: Return / Standard Deviation 1.24 1.75
Ratio: Return / Deepest Drawdown 1.99 5.21
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Total Bond US Total Bond Developed World ex-US
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -0.82 0.01
Infl. Adjusted (%) -5.12 -4.32
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -14.88
Start to Recovery (months) 59* 54*
Longest Drawdown Depth (%) -17.28 -14.88
Start to Recovery (months) 59* 54*
Longest Negative Period (months) 60* 59
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.36 5.24
Sharpe Ratio -0.55 -0.51
Sortino Ratio -0.79 -0.73
Ulcer Index 9.47 7.83
Ratio: Return / Standard Deviation -0.13 0.00
Ratio: Return / Deepest Drawdown -0.05 0.00
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Total Bond US Total Bond Developed World ex-US
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.75 2.20
Infl. Adjusted (%) -1.25 -0.82
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -14.88
Start to Recovery (months) 59* 54*
Longest Drawdown Depth (%) -17.28 -14.88
Start to Recovery (months) 59* 54*
Longest Negative Period (months) 90 77
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.14 4.34
Sharpe Ratio -0.01 0.09
Sortino Ratio -0.02 0.12
Ulcer Index 6.78 5.60
Ratio: Return / Standard Deviation 0.34 0.51
Ratio: Return / Deepest Drawdown 0.10 0.15
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Total Bond US Total Bond Developed World ex-US
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.14 4.92
Infl. Adjusted (%) 1.59 2.35
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -14.88
Start to Recovery (months) 59* 54*
Longest Drawdown Depth (%) -17.28 -14.88
Start to Recovery (months) 59* 54*
Longest Negative Period (months) 90 77
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.24 4.48
Sharpe Ratio 0.44 0.59
Sortino Ratio 0.61 0.82
Ulcer Index 4.04 3.69
Ratio: Return / Standard Deviation 0.98 1.10
Ratio: Return / Deepest Drawdown 0.24 0.33
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Total Bond US Total Bond Developed World ex-US
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.68 6.53
Infl. Adjusted (%) 2.82 3.65
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -14.88
Start to Recovery (months) 59* 54*
Longest Drawdown Depth (%) -17.28 -14.88
Start to Recovery (months) 59* 54*
Longest Negative Period (months) 90 77
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.54 5.05
Sharpe Ratio 0.55 0.67
Sortino Ratio 0.78 0.95
Ulcer Index 3.58 3.44
Ratio: Return / Standard Deviation 1.25 1.29
Ratio: Return / Deepest Drawdown 0.33 0.44
Metrics calculated over the period 1 January 1985 - 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 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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Total Bond US Total Bond Developed World ex-US
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.28 59* Aug 2020
In progress
-14.88 54* Jan 2021
In progress
-10.03 17 Mar 2008
Jul 2009
-8.31 22 Dec 1996
Sep 1998
-4.24 13 May 2013
May 2014
-4.01 13 May 2013
May 2014
-3.88 9 Apr 2008
Dec 2008
-3.68 13 Aug 2016
Aug 2017
-3.47 8 Jun 2003
Jan 2004
-3.17 11 May 1999
Mar 2000
-3.16 9 Feb 1996
Oct 1996
-3.03 5 Apr 2004
Aug 2004
-3.03 14 Oct 2016
Nov 2017
-2.91 5 Mar 2020
Jul 2020
-2.88 10 Apr 2015
Jan 2016

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Total Bond US Total Bond Developed World ex-US
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.28 59* Aug 2020
In progress
-14.88 54* Jan 2021
In progress
-10.03 17 Mar 2008
Jul 2009
-8.68 18 Feb 1994
Jul 1995
-8.31 22 Dec 1996
Sep 1998
-5.86 11 Mar 1987
Jan 1988
-5.01 14 Feb 1994
Mar 1995
-4.82 9 Apr 1987
Dec 1987
-4.24 13 May 2013
May 2014
-4.01 13 May 2013
May 2014
-3.88 9 Apr 2008
Dec 2008
-3.70 3 Feb 1985
Apr 1985
-3.68 13 Aug 2016
Aug 2017
-3.57 7 Dec 1989
Jun 1990
-3.47 8 Jun 2003
Jan 2004

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 1985 - 30 June 2025 (~41 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 Total Bond Developed World ex-US
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.05 -0.67 2.00 -1.18
2024
 1.38 -3.08 3.56 -1.42
2023
 5.41 -6.03 8.78 -1.89
2022
 -13.11 -15.50 -12.76 -12.90
2021
 -1.86 -3.64 -2.28 -2.58
2020
 7.71 -1.59 4.65 -2.91
2019
 8.83 -0.57 7.87 -1.68
2018
 -0.12 -2.57 2.81 -0.57
2017
 3.57 -0.60 2.40 -0.98
2016
 2.52 -3.68 4.61 -2.49
2015
 0.56 -2.67 1.19 -2.88
2014
 5.82 -0.57 8.74 -0.13
2013
 -2.10 -4.01 -0.81 -4.24
2012
 3.16 -0.88 9.54 0.00
2011
 7.92 -0.38 8.60 -0.56
2010
 6.20 -1.70 8.53 -1.97
2009
 3.64 -2.65 15.30 -0.78
2008
 6.86 -3.88 -2.35 -10.03
2007
 6.92 -1.16 4.99 -1.62
2006
 4.27 -1.30 2.94 -0.81
2005
 2.40 -1.90 4.98 -1.02
2004
 4.24 -3.03 6.11 -0.89
2003
 3.97 -3.47 3.93 -2.34
2002
 8.26 -1.46 9.29 -1.02
2001
 8.43 -1.91 10.83 -1.10
2000
 11.39 -0.65 9.20 -0.42
1999
 -0.76 -2.64 0.29 -3.17
1998
 8.58 -0.55 17.11 -2.26
1997
 9.44 -0.97 -4.84 -7.85
1996
 3.58 -3.16 4.66 -1.82
1995
 18.18 -0.25 21.23 -0.60
1994
 -2.66 -5.01 -7.29 -8.68
1993
 9.68 -0.97 16.41 0.00
1992
 7.14 -1.39 11.90 -2.20
1991
 15.25 -0.06 21.42 -0.43
1990
 8.65 -1.97 7.20 -3.40
1989
 13.64 -1.60 11.10 -2.18
1988
 7.35 -2.64 8.79 -1.14
1987
 1.54 -5.86 3.47 -4.82
1986
 15.10 -2.05 16.37 -3.35
1985
 22.24 -2.00 24.95 -3.70
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