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

Last Update: 29 February 2024

The Total Bond Developed World ex-US Portfolio obtained a 4.76% compound annual return, with a 4.56% standard deviation, in the last 30 Years.

The Developed World ex-US 20/80 Portfolio obtained a 5.08% compound annual return, with a 5.25% standard deviation, in the last 30 Years.

Summary

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Total Bond Developed World ex-US Portfolio Developed World ex-US 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +4.76% +5.08%
Std Dev 4.56% 5.25%
Max Drawdown -14.88% -16.80%
All time Stats
(Since Jan 1985)
Return +6.58% +7.18%
Std Dev 5.09% 5.84%
Max Drawdown -14.88% -16.80%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Total Bond Developed World ex-US Portfolio -0.54 +3.57 +6.68 +0.45 +2.10 +4.76 +6.58
Developed World ex-US 20/80 Portfolio +0.11 +4.57 +8.13 +1.74 +2.72 +5.08 +7.18
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Total Bond Developed World ex-US Portfolio: an investment of 1$, since March 1994, now would be worth 4.04$, with a total return of 303.65% (4.76% annualized).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.42$, with a total return of 341.69% (5.08% annualized).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since January 1985, now would be worth 12.13$, with a total return of 1113.10% (6.58% annualized).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.11$, with a total return of 1411.21% (7.18% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Total Bond Developed World ex-US Portfolio
Developed World ex-US 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-6.19% Mar 1994 Aug 1994 (6) May 1995 (15) 4.21
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.61% Mar 1994 Feb 1995 (12) May 1995 (15) 3.30
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.17% May 1999 Aug 1999 (4) Mar 2000 (11) 2.19
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-3.03% Oct 2016 Jan 2017 (4) Nov 2017 (14) 1.63
-2.91% Mar 2020 Mar 2020 (1) Jul 2020 (5) 1.29
-2.88% Apr 2015 Jun 2015 (3) Jan 2016 (10) 1.48
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39
-2.34% Jun 2003 Aug 2003 (3) Jan 2004 (8) 1.35
-2.26% Nov 1998 Nov 1998 (1) Dec 1998 (2) 1.30

Drawdown comparison chart since January 1985.

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Total Bond Developed World ex-US Portfolio
Developed World ex-US 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.68% Feb 1994 Aug 1994 (7) Jul 1995 (18) 5.98
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.82% Apr 1987 Sep 1987 (6) Dec 1987 (9) 2.61
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-3.70% Feb 1985 Feb 1985 (1) Apr 1985 (3) 1.85
-3.57% Dec 1989 Apr 1990 (5) Jun 1990 (7) 1.85
-3.35% May 1986 May 1986 (1) Jul 1986 (3) 1.72
-3.32% May 1986 May 1986 (1) Jun 1986 (2) 1.92
-3.17% May 1999 Aug 1999 (4) Mar 2000 (11) 2.19

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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Year Return Drawdown Return Drawdown
2024
-1.12%
-1.12%
-0.57%
-0.69%
2023
+8.79%
-1.89%
+10.62%
-3.65%
2022
-12.76%
-12.90%
-13.28%
-15.82%
2021
-2.28%
-2.58%
+0.51%
-1.64%
2020
+4.65%
-2.91%
+5.67%
-5.99%
2019
+7.87%
-1.68%
+10.82%
-0.13%
2018
+2.81%
-0.57%
-0.71%
-1.97%
2017
+2.40%
-0.98%
+7.20%
-0.28%
2016
+4.61%
-2.49%
+4.23%
-2.76%
2015
+1.19%
-2.88%
+0.88%
-3.06%
2014
+8.74%
-0.13%
+5.80%
-0.91%
2013
-0.81%
-4.24%
+3.72%
-4.48%
2012
+9.54%
0.00%
+11.34%
-1.93%
2011
+8.60%
-0.56%
+4.42%
-2.68%
2010
+8.53%
-1.97%
+8.49%
-1.80%
2009
+15.30%
-0.78%
+17.74%
-4.20%
2008
-2.35%
-10.03%
-10.01%
-15.55%
2007
+4.99%
-1.62%
+6.22%
-0.75%
2006
+2.94%
-0.81%
+7.61%
-0.62%
2005
+4.98%
-1.02%
+6.71%
-1.16%
2004
+6.11%
-0.89%
+8.93%
-1.18%
2003
+3.93%
-2.34%
+10.88%
-0.98%
2002
+9.29%
-1.02%
+4.31%
-1.24%
2001
+10.83%
-1.10%
+4.28%
-1.41%
2000
+9.20%
-0.42%
+4.50%
-1.64%
1999
+0.29%
-3.17%
+7.82%
-2.07%
1998
+17.11%
-2.26%
+16.99%
-0.92%
1997
-4.84%
-7.85%
-4.15%
-6.74%
1996
+4.66%
-1.82%
+4.66%
-1.36%
1995
+21.23%
-0.60%
+17.78%
-0.82%
1994
-7.29%
-8.68%
-3.88%
-6.31%
1993
+16.41%
0.00%
+19.11%
-1.94%
1992
+11.90%
-2.20%
+6.56%
-4.18%
1991
+21.42%
-0.43%
+19.03%
-1.69%
1990
+7.20%
-3.40%
+0.80%
-7.02%
1989
+11.10%
-2.18%
+11.45%
-2.33%
1988
+8.79%
-1.14%
+12.16%
-0.98%
1987
+3.47%
-4.82%
+8.87%
-2.58%
1986
+16.37%
-3.35%
+25.77%
-3.32%
1985
+24.95%
-3.70%
+31.17%
-2.24%