Total Bond Developed World ex-US Portfolio vs Stocks/Bonds 20/80 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
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 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
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 1985
15.74$
Final Capital
June 2025
7.04%
Yearly Return
5.23%
Std Deviation
-16.57%
Max Drawdown
33months
Recovery Period
1.00$
Invested Capital
January 1985
5.18$
Final Capital
June 2025
4.14%
Yearly Return
5.23%
Std Deviation
-24.58%
Max Drawdown
54months*
Recovery Period
* 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.

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.

Weight
(%)
Ticker Name
100.00
BNDX
Vanguard Total International Bond
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
(1985/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond Developed World ex-US
1 $ 4.22 $ 322.47% 4.92%
Stocks/Bonds 20/80
1 $ 5.21 $ 420.65% 5.65%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond Developed World ex-US
1 $ 2.01 $ 100.79% 2.35%
Stocks/Bonds 20/80
1 $ 2.47 $ 147.45% 3.07%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond Developed World ex-US
1 $ 12.96 $ 1 195.97% 6.53%
Stocks/Bonds 20/80
1 $ 15.74 $ 1 474.39% 7.04%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond Developed World ex-US
1 $ 4.26 $ 326.38% 3.65%
Stocks/Bonds 20/80
1 $ 5.18 $ 417.98% 4.14%

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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_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
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 7.04
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)
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Total Bond Developed World ex-US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.17 8.04
Infl. Adjusted (%) 3.65 5.48
DRAWDOWN
Deepest Drawdown Depth (%) -1.18 -2.07
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.77 -1.15
Start to Recovery (months) 3 4
Longest Negative Period (months) 4 7
RISK INDICATORS
Standard Deviation (%) 3.53 5.30
Sharpe Ratio 0.43 0.64
Sortino Ratio 0.61 0.80
Ulcer Index 0.46 0.94
Ratio: Return / Standard Deviation 1.75 1.52
Ratio: Return / Deepest Drawdown 5.21 3.88
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Total Bond Developed World ex-US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.01 2.56
Infl. Adjusted (%) -4.32 -1.88
DRAWDOWN
Deepest Drawdown Depth (%) -14.88 -16.57
Start to Recovery (months) 54* 33
Longest Drawdown Depth (%) -14.88 -16.57
Start to Recovery (months) 54* 33
Longest Negative Period (months) 59 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.24 7.60
Sharpe Ratio -0.51 -0.02
Sortino Ratio -0.73 -0.02
Ulcer Index 7.83 7.33
Ratio: Return / Standard Deviation 0.00 0.34
Ratio: Return / Deepest Drawdown 0.00 0.15
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Total Bond Developed World ex-US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.20 4.08
Infl. Adjusted (%) -0.82 1.01
DRAWDOWN
Deepest Drawdown Depth (%) -14.88 -16.57
Start to Recovery (months) 54* 33
Longest Drawdown Depth (%) -14.88 -16.57
Start to Recovery (months) 54* 33
Longest Negative Period (months) 77 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.34 6.12
Sharpe Ratio 0.09 0.37
Sortino Ratio 0.12 0.50
Ulcer Index 5.60 5.25
Ratio: Return / Standard Deviation 0.51 0.67
Ratio: Return / Deepest Drawdown 0.15 0.25
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Total Bond Developed World ex-US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.92 5.65
Infl. Adjusted (%) 2.35 3.07
DRAWDOWN
Deepest Drawdown Depth (%) -14.88 -16.57
Start to Recovery (months) 54* 33
Longest Drawdown Depth (%) -14.88 -16.57
Start to Recovery (months) 54* 33
Longest Negative Period (months) 77 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.48 4.93
Sharpe Ratio 0.59 0.69
Sortino Ratio 0.82 0.92
Ulcer Index 3.69 3.21
Ratio: Return / Standard Deviation 1.10 1.15
Ratio: Return / Deepest Drawdown 0.33 0.34
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Total Bond Developed World ex-US Stocks/Bonds 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.53 7.04
Infl. Adjusted (%) 3.65 4.14
DRAWDOWN
Deepest Drawdown Depth (%) -14.88 -16.57
Start to Recovery (months) 54* 33
Longest Drawdown Depth (%) -14.88 -16.57
Start to Recovery (months) 54* 33
Longest Negative Period (months) 77 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.05 5.23
Sharpe Ratio 0.67 0.74
Sortino Ratio 0.95 1.02
Ulcer Index 3.44 2.90
Ratio: Return / Standard Deviation 1.29 1.35
Ratio: Return / Deepest Drawdown 0.44 0.42
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 Developed World ex-US Stocks/Bonds 20/80
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-16.57 33 Jan 2022
Sep 2024
-14.88 54* Jan 2021
In progress
-10.03 17 Mar 2008
Jul 2009
-8.42 15 May 2008
Jul 2009
-8.31 22 Dec 1996
Sep 1998
-4.24 13 May 2013
May 2014
-3.92 3 Feb 2020
Apr 2020
-3.17 11 May 1999
Mar 2000
-3.03 14 Oct 2016
Nov 2017
-2.91 5 Mar 2020
Jul 2020
-2.88 10 Apr 2015
Jan 2016
-2.67 5 Sep 2018
Jan 2019
-2.58 6 Apr 2004
Sep 2004
-2.56 6 May 2013
Oct 2013
-2.40 9 Aug 2016
Apr 2017

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Total Bond Developed World ex-US Stocks/Bonds 20/80
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-16.57 33 Jan 2022
Sep 2024
-14.88 54* Jan 2021
In progress
-10.03 17 Mar 2008
Jul 2009
-8.68 18 Feb 1994
Jul 1995
-8.42 15 May 2008
Jul 2009
-8.31 22 Dec 1996
Sep 1998
-6.14 6 Sep 1987
Feb 1988
-5.50 13 Feb 1994
Feb 1995
-4.82 9 Apr 1987
Dec 1987
-4.24 13 May 2013
May 2014
-3.92 3 Feb 2020
Apr 2020
-3.70 3 Feb 1985
Apr 1985
-3.57 7 Dec 1989
Jun 1990
-3.35 3 May 1986
Jul 1986
-3.17 11 May 1999
Mar 2000

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 Developed World ex-US Stocks/Bonds 20/80
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
2.00 -1.18 4.35 -1.15
2024
3.56 -1.42 5.87 -2.83
2023
8.78 -1.89 9.53 -5.62
2022
-12.76 -12.90 -14.39 -16.57
2021
-2.28 -2.58 3.64 -1.82
2020
4.65 -2.91 10.38 -3.92
2019
7.87 -1.68 13.20 -0.07
2018
2.81 -0.57 -1.13 -2.67
2017
2.40 -0.98 7.10 -0.02
2016
4.61 -2.49 4.58 -2.40
2015
1.19 -2.88 0.52 -1.90
2014
8.74 -0.13 7.16 -0.89
2013
-0.81 -4.24 5.01 -2.56
2012
9.54 0.00 5.82 -0.62
2011
8.60 -0.56 6.53 -0.88
2010
8.53 -1.97 8.44 -0.76
2009
15.30 -0.78 8.69 -5.67
2008
-2.35 -10.03 -1.91 -8.42
2007
4.99 -1.62 6.61 -0.76
2006
2.94 -0.81 6.55 -1.09
2005
4.98 -1.02 3.18 -1.84
2004
6.11 -0.89 5.95 -2.58
2003
3.93 -2.34 9.33 -2.13
2002
9.29 -1.02 2.51 -2.13
2001
10.83 -1.10 4.55 -1.99
2000
9.20 -0.42 7.00 -2.23
1999
0.29 -3.17 4.16 -2.17
1998
17.11 -2.26 11.52 -2.15
1997
-4.84 -7.85 13.75 -1.70
1996
4.66 -1.82 7.06 -1.44
1995
21.23 -0.60 21.70 0.00
1994
-7.29 -8.68 -2.16 -5.50
1993
16.41 0.00 9.87 -1.10
1992
11.90 -2.20 7.53 -1.25
1991
21.42 -0.43 18.68 -1.05
1990
7.20 -3.40 5.70 -3.09
1989
11.10 -2.18 16.54 -0.87
1988
8.79 -1.14 9.35 -2.17
1987
3.47 -4.82 1.75 -6.14
1986
16.37 -3.35 15.00 -3.14
1985
24.95 -3.70 24.05 -1.20
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