Vanguard LifeStrategy Conservative Growth Portfolio vs Ray Dalio All Weather 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:
Vanguard LifeStrategy Conservative Growth Portfolio
1.00$
Invested Capital
July 1995
6.57$
Final Capital
June 2025
6.48%
Yearly Return
6.93%
Std Deviation
-21.90%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
July 1995
3.12$
Final Capital
June 2025
3.87%
Yearly Return
6.93%
Std Deviation
-24.82%
Max Drawdown
46months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
22.89$
Final Capital
June 2025
8.04%
Yearly Return
7.10%
Std Deviation
-21.90%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
January 1985
7.53$
Final Capital
June 2025
5.11%
Yearly Return
7.10%
Std Deviation
-24.82%
Max Drawdown
46months*
Recovery Period
* in progress
Ray Dalio All Weather Portfolio
1.00$
Invested Capital
July 1995
8.45$
Final Capital
June 2025
7.37%
Yearly Return
7.45%
Std Deviation
-20.58%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
July 1995
4.01$
Final Capital
June 2025
4.74%
Yearly Return
7.45%
Std Deviation
-27.85%
Max Drawdown
46months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
29.36$
Final Capital
June 2025
8.70%
Yearly Return
7.51%
Std Deviation
-20.58%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
9.66$
Final Capital
June 2025
5.76%
Yearly Return
7.51%
Std Deviation
-27.85%
Max Drawdown
46months*
Recovery Period
* in progress

As of June 2025, in the previous 30 Years, the Vanguard LifeStrategy Conservative Growth Portfolio obtained a 6.48% compound annual return, with a 6.93% standard deviation. It suffered a maximum drawdown of -21.90% that required 26 months to be recovered.

As of June 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.37% compound annual return, with a 7.45% standard deviation. It suffered a maximum drawdown of -20.58% that required 42 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.

Vanguard LifeStrategy Conservative Growth Portfolio
Weight
(%)		 Ticker Name
24.00
VTI
Vanguard Total Stock Market
16.00
VEU
Vanguard FTSE All-World ex-US
42.00
BND
Vanguard Total Bond Market
18.00
BNDX
Vanguard Total International Bond
Ray Dalio All Weather Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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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:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Vanguard LifeStrategy Conservative Growth
Vanguard 		1 $ 6.57 $ 557.38% 6.48%
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 8.45 $ 744.53% 7.37%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Vanguard LifeStrategy Conservative Growth
Vanguard 		1 $ 3.12 $ 212.43% 3.87%
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 4.01 $ 301.37% 4.74%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Vanguard LifeStrategy Conservative Growth
Vanguard 		1 $ 22.89 $ 2 189.28% 8.04%
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 29.36 $ 2 835.89% 8.70%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Vanguard LifeStrategy Conservative Growth
Vanguard 		1 $ 7.53 $ 653.19% 5.11%
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 9.66 $ 865.93% 5.76%
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_vanguard.webp LifeStrategy Conservative Growth
Vanguard 		6.32 2.56 6.32 10.42 5.17 5.41 6.48 8.04
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		5.58 3.08 5.58 8.88 3.14 5.41 7.37 8.70
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 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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LifeStrategy Conservative Growth All Weather Portfolio
Author Vanguard Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 10.42 8.88
Infl. Adjusted (%) 7.80 6.30
DRAWDOWN
Deepest Drawdown Depth (%) -2.06 -3.45
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -2.05 -1.94
Start to Recovery (months) 3 4
Longest Negative Period (months) 7 8
RISK INDICATORS
Standard Deviation (%) 5.73 7.03
Sharpe Ratio 1.01 0.60
Sortino Ratio 1.22 0.76
Ulcer Index 0.94 1.43
Ratio: Return / Standard Deviation 1.82 1.26
Ratio: Return / Deepest Drawdown 5.06 2.57
Metrics calculated over the period 1 July 2024 - 30 June 2025
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LifeStrategy Conservative Growth All Weather Portfolio
Author Vanguard Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 5.17 3.14
Infl. Adjusted (%) 0.61 -1.33
DRAWDOWN
Deepest Drawdown Depth (%) -18.57 -20.58
Start to Recovery (months) 31 42
Longest Drawdown Depth (%) -18.57 -20.58
Start to Recovery (months) 31 42
Longest Negative Period (months) 39 45
RISK INDICATORS
Standard Deviation (%) 8.89 10.40
Sharpe Ratio 0.28 0.04
Sortino Ratio 0.38 0.06
Ulcer Index 7.16 9.55
Ratio: Return / Standard Deviation 0.58 0.30
Ratio: Return / Deepest Drawdown 0.28 0.15
Metrics calculated over the period 1 July 2020 - 30 June 2025
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LifeStrategy Conservative Growth All Weather Portfolio
Author Vanguard Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 5.41 5.41
Infl. Adjusted (%) 2.30 2.30
DRAWDOWN
Deepest Drawdown Depth (%) -18.57 -20.58
Start to Recovery (months) 31 42
Longest Drawdown Depth (%) -18.57 -20.58
Start to Recovery (months) 31 42
Longest Negative Period (months) 39 46
RISK INDICATORS
Standard Deviation (%) 7.67 8.45
Sharpe Ratio 0.47 0.42
Sortino Ratio 0.62 0.58
Ulcer Index 5.26 6.92
Ratio: Return / Standard Deviation 0.71 0.64
Ratio: Return / Deepest Drawdown 0.29 0.26
Metrics calculated over the period 1 July 2015 - 30 June 2025
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LifeStrategy Conservative Growth All Weather Portfolio
Author Vanguard Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.48 7.37
Infl. Adjusted (%) 3.87 4.74
DRAWDOWN
Deepest Drawdown Depth (%) -21.90 -20.58
Start to Recovery (months) 26 42
Longest Drawdown Depth (%) -18.57 -20.58
Start to Recovery (months) 31 42
Longest Negative Period (months) 50 46
RISK INDICATORS
Standard Deviation (%) 6.93 7.45
Sharpe Ratio 0.61 0.68
Sortino Ratio 0.80 0.92
Ulcer Index 4.40 4.46
Ratio: Return / Standard Deviation 0.93 0.99
Ratio: Return / Deepest Drawdown 0.30 0.36
Metrics calculated over the period 1 July 1995 - 30 June 2025
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LifeStrategy Conservative Growth All Weather Portfolio
Author Vanguard Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.04 8.70
Infl. Adjusted (%) 5.11 5.76
DRAWDOWN
Deepest Drawdown Depth (%) -21.90 -20.58
Start to Recovery (months) 26 42
Longest Drawdown Depth (%) -18.57 -20.58
Start to Recovery (months) 31 42
Longest Negative Period (months) 50 46
RISK INDICATORS
Standard Deviation (%) 7.10 7.51
Sharpe Ratio 0.69 0.74
Sortino Ratio 0.92 1.01
Ulcer Index 3.97 4.02
Ratio: Return / Standard Deviation 1.13 1.16
Ratio: Return / Deepest Drawdown 0.37 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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LifeStrategy Conservative Growth All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-21.90 26 Nov 2007
Dec 2009
-20.58 42 Jan 2022
Jun 2025
-18.57 31 Jan 2022
Jul 2024
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-8.46 6 Feb 2020
Jul 2020
-8.06 28 Feb 2001
May 2003
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-6.00 9 May 2011
Jan 2012
-5.30 4 Jul 1998
Oct 1998
-5.29 9 May 2013
Jan 2014
-4.83 4 Jul 1998
Oct 1998
-4.76 6 Apr 2004
Sep 2004
-4.74 4 Jun 2003
Sep 2003

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LifeStrategy Conservative Growth All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-21.90 26 Nov 2007
Dec 2009
-20.58 42 Jan 2022
Jun 2025
-18.57 31 Jan 2022
Jul 2024
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.95 10 Sep 1987
Jun 1988
-8.78 13 Sep 1987
Sep 1988
-8.46 6 Feb 2020
Jul 2020
-8.06 28 Feb 2001
May 2003
-7.29 6 Aug 1990
Jan 1991
-6.83 14 Feb 1994
Mar 1995
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-6.31 7 Jan 1990
Jul 1990
-6.00 9 May 2011
Jan 2012

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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LifeStrategy Conservative Growth All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 6.32 -1.52 5.58 -1.94
2024
 7.83 -2.75 6.36 -3.73
2023
 12.64 -6.30 9.95 -9.25
2022
 -14.98 -18.57 -18.39 -20.58
2021
 6.29 -2.35 8.27 -3.74
2020
 10.90 -8.46 15.88 -3.68
2019
 15.98 -1.67 17.93 -0.83
2018
 -3.06 -4.63 -3.02 -4.71
2017
 11.40 0.00 11.55 -0.49
2016
 5.76 -1.97 6.50 -6.42
2015
 -0.23 -4.56 -3.23 -6.66
2014
 6.30 -1.55 12.89 -2.52
2013
 9.27 -3.00 1.71 -5.29
2012
 10.01 -3.02 7.02 -1.33
2011
 2.86 -6.00 15.64 -2.00
2010
 10.21 -3.68 12.88 -0.69
2009
 17.23 -8.65 2.71 -11.57
2008
 -13.37 -17.25 2.38 -11.38
2007
 7.58 -1.31 11.88 -1.20
2006
 10.35 -1.58 6.93 -1.71
2005
 5.91 -1.60 8.55 -2.99
2004
 9.28 -2.28 9.41 -4.76
2003
 16.21 -1.18 13.96 -4.74
2002
 -2.19 -6.39 7.77 -1.56
2001
 -0.37 -6.05 -2.77 -4.61
2000
 1.40 -3.80 10.15 -2.26
1999
 10.23 -2.26 6.28 -3.79
1998
 14.76 -5.30 11.05 -4.83
1997
 10.41 -2.78 13.54 -2.89
1996
 8.12 -1.36 8.27 -2.11
1995
 20.68 0.00 27.44 0.00
1994
 -0.91 -4.90 -3.28 -6.83
1993
 14.36 -2.48 12.02 -1.98
1992
 4.96 -3.22 6.76 -2.23
1991
 19.55 -2.33 17.98 -1.86
1990
 -0.50 -7.29 3.85 -5.51
1989
 16.53 -1.00 20.45 -1.14
1988
 12.93 -1.67 10.59 -1.93
1987
 6.77 -9.95 3.47 -8.78
1986
 22.93 -3.26 20.56 -3.75
1985
 29.44 -0.72 28.68 -2.13
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