Last Update: 31 October 2022
The Vanguard LifeStrategy Conservative Growth Portfolio obtained a 6.39% compound annual return, with a 6.64% standard deviation, in the last 30 Years.
The Ray Dalio All Weather Portfolio obtained a 7.29% compound annual return, with a 7.01% standard deviation, in the last 30 Years.
Summary
| Vanguard LifeStrategy Conservative Growth Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 30% |
| Fixed Income | 60% | 55% | |
| Commodities | 0% | 15% | |
| 30 Years Stats | Return | +6.39% | +7.29% |
| Std Dev | 6.64% | 7.01% | |
| Max Drawdown | -21.90% | -20.19% | |
Last Update: 31 October 2022
Historical Returns as of Oct 31, 2022
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Vanguard LifeStrategy Conservative Growth Portfolio | +1.88 | -7.11 | -16.61 | +2.28 | +4.31 | +6.39 | +7.83 |
| Ray Dalio All Weather Portfolio | +0.66 | -11.00 | -19.05 | +3.23 | +4.07 | +7.29 | +8.57 |
Capital Growth as of Oct 31, 2022
Vanguard LifeStrategy Conservative Growth Portfolio: an investment of 1000$, since November 1992, now would be worth 6410.84$, with a total return of 541.08% (6.39% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since November 1992, now would be worth 8264.95$, with a total return of 726.49% (7.29% annualized).
Vanguard LifeStrategy Conservative Growth Portfolio: an investment of 1000$, since January 1985, now would be worth 17300.04$, with a total return of 1630.00% (7.83% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1985, now would be worth 22430.54$, with a total return of 2143.05% (8.57% annualized).
Drawdowns
Drawdown comparison chart since October 1992.
Vanguard LifeStrategy Conservative Growth Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.90% | Nov 2007 | Feb 2009 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -18.57% | Jan 2022 | Sep 2022 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -8.46% | Feb 2020 | Mar 2020 | |||
| -8.06% | Feb 2001 | Sep 2002 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -6.00% | May 2011 | Sep 2011 | |||
| -5.30% | Jul 1998 | Aug 1998 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.90% | Feb 1994 | Jun 1994 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -4.74% | Jun 2003 | Jul 2003 | |||
| -4.63% | Sep 2018 | Dec 2018 | |||
| -4.61% | Feb 2001 | Mar 2001 | |||
| -4.56% | May 2015 | Sep 2015 | |||
Drawdown comparison chart since January 1985.
Vanguard LifeStrategy Conservative Growth Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.90% | Nov 2007 | Feb 2009 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -18.57% | Jan 2022 | Sep 2022 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -9.95% | Sep 1987 | Nov 1987 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
| -8.46% | Feb 2020 | Mar 2020 | |||
| -8.06% | Feb 2001 | Sep 2002 | |||
| -7.29% | Aug 1990 | Sep 1990 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -6.31% | Jan 1990 | Apr 1990 | |||
| -6.00% | May 2011 | Sep 2011 | |||
| -5.51% | Jan 1990 | Apr 1990 | |||
| -5.30% | Jul 1998 | Aug 1998 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.90% | Feb 1994 | Jun 1994 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Vanguard LifeStrategy Conservative Growth Portfolio | Ray Dalio All Weather Portfolio |
|---|---|---|
| 2022 |
-17.04% | -19.66% |
| 2021 |
+6.29% | +8.08% |
| 2020 |
+10.90% | +14.68% |
| 2019 |
+15.98% | +18.22% |
| 2018 |
-3.06% | -3.19% |
| 2017 |
+11.40% | +11.47% |
| 2016 |
+5.76% | +5.86% |
| 2015 |
-0.23% | -3.72% |
| 2014 |
+6.30% | +12.52% |
| 2013 |
+9.27% | +2.15% |
| 2012 |
+10.01% | +6.72% |
| 2011 |
+2.86% | +15.59% |
| 2010 |
+10.21% | +12.53% |
| 2009 |
+17.23% | +2.34% |
| 2008 |
-13.37% | +1.34% |
| 2007 |
+7.58% | +11.88% |
| 2006 |
+10.35% | +6.93% |
| 2005 |
+5.91% | +8.55% |
| 2004 |
+9.28% | +9.41% |
| 2003 |
+16.21% | +13.96% |
| 2002 |
-2.19% | +7.77% |
| 2001 |
-0.37% | -2.77% |
| 2000 |
+1.40% | +10.15% |
| 1999 |
+10.23% | +6.28% |
| 1998 |
+14.76% | +11.05% |
| 1997 |
+10.41% | +13.54% |
| 1996 |
+8.12% | +8.27% |
| 1995 |
+20.68% | +27.44% |
| 1994 |
-0.91% | -3.28% |
| 1993 |
+14.36% | +12.02% |
| 1992 |
+4.96% | +6.76% |
| 1991 |
+19.55% | +17.98% |
| 1990 |
-0.50% | +3.85% |
| 1989 |
+16.53% | +20.45% |
| 1988 |
+12.93% | +10.59% |
| 1987 |
+6.77% | +3.47% |
| 1986 |
+22.93% | +20.56% |
| 1985 |
+29.44% | +28.68% |