Last Update: 28 February 2023
The Vanguard LifeStrategy Moderate Growth Portfolio obtained a 7.07% compound annual return, with a 9.44% standard deviation, in the last 30 Years.
The Ray Dalio All Weather Portfolio obtained a 7.19% compound annual return, with a 7.18% standard deviation, in the last 30 Years.
Summary
| Vanguard LifeStrategy Moderate Growth Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Risk | High | Medium | |
| Asset Allocation | Stocks | 60% | 30% |
| Fixed Income | 40% | 55% | |
| Commodities | 0% | 15% | |
| 30 Years Stats | Return | +7.07% | +7.19% |
| Std Dev | 9.44% | 7.18% | |
| Max Drawdown | -33.52% | -20.19% | |
Last Update: 28 February 2023
Historical Returns as of Feb 28, 2023
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Vanguard LifeStrategy Moderate Growth Portfolio | -2.92 | +1.34 | -8.66 | +4.17 | +5.95 | +7.07 | +8.64 |
| Ray Dalio All Weather Portfolio | -3.85 | -2.92 | -13.93 | +3.90 | +4.37 | +7.19 | +8.60 |
Capital Growth as of Feb 28, 2023
Vanguard LifeStrategy Moderate Growth Portfolio: an investment of 1000$, since March 1993, now would be worth 7752.38$, with a total return of 675.24% (7.07% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since March 1993, now would be worth 8027.57$, with a total return of 702.76% (7.19% annualized).
Vanguard LifeStrategy Moderate Growth Portfolio: an investment of 1000$, since January 1985, now would be worth 23670.28$, with a total return of 2267.03% (8.64% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1985, now would be worth 23298.31$, with a total return of 2229.83% (8.60% annualized).
Drawdowns
Drawdown comparison chart since February 1993.
Vanguard LifeStrategy Moderate Growth Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -33.52% | Nov 2007 | Feb 2009 | |||
| -20.87% | Apr 2000 | Sep 2002 | |||
| -20.84% | Jan 2022 | Sep 2022 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -12.56% | Jan 2020 | Mar 2020 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.06% | May 2011 | Sep 2011 | |||
| -8.89% | Jul 1998 | Aug 1998 | |||
| -7.60% | Feb 2018 | Dec 2018 | |||
| -7.06% | Jun 2015 | Feb 2016 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -5.08% | Apr 2012 | May 2012 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -4.74% | Jun 2003 | Jul 2003 | |||
| -4.62% | Feb 1994 | Mar 1994 | |||
Drawdown comparison chart since January 1985.
Vanguard LifeStrategy Moderate Growth Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -33.52% | Nov 2007 | Feb 2009 | |||
| -20.87% | Apr 2000 | Sep 2002 | |||
| -20.84% | Jan 2022 | Sep 2022 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -14.69% | Sep 1987 | Nov 1987 | |||
| -12.56% | Jan 2020 | Mar 2020 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.27% | Jan 1990 | Sep 1990 | |||
| -11.06% | May 2011 | Sep 2011 | |||
| -8.89% | Jul 1998 | Aug 1998 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
| -7.60% | Feb 2018 | Dec 2018 | |||
| -7.06% | Jun 2015 | Feb 2016 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.51% | Jan 1990 | Apr 1990 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -5.08% | Apr 2012 | May 2012 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Vanguard LifeStrategy Moderate Growth Portfolio | Ray Dalio All Weather Portfolio |
|---|---|---|
| 2023 |
+2.70% | +1.80% |
| 2022 |
-15.97% | -18.03% |
| 2021 |
+10.43% | +8.08% |
| 2020 |
+12.96% | +14.68% |
| 2019 |
+19.70% | +18.22% |
| 2018 |
-4.98% | -3.19% |
| 2017 |
+15.50% | +11.47% |
| 2016 |
+7.06% | +5.86% |
| 2015 |
-0.72% | -3.72% |
| 2014 |
+6.10% | +12.52% |
| 2013 |
+14.76% | +2.15% |
| 2012 |
+12.49% | +6.72% |
| 2011 |
+0.23% | +15.59% |
| 2010 |
+11.87% | +12.53% |
| 2009 |
+22.28% | +2.34% |
| 2008 |
-22.10% | +1.34% |
| 2007 |
+8.20% | +11.88% |
| 2006 |
+13.59% | +6.93% |
| 2005 |
+7.28% | +8.55% |
| 2004 |
+11.52% | +9.41% |
| 2003 |
+22.34% | +13.96% |
| 2002 |
-7.56% | +7.77% |
| 2001 |
-5.13% | -2.77% |
| 2000 |
-3.26% | +10.15% |
| 1999 |
+15.58% | +6.28% |
| 1998 |
+16.58% | +11.05% |
| 1997 |
+13.04% | +13.54% |
| 1996 |
+10.23% | +8.27% |
| 1995 |
+21.48% | +27.44% |
| 1994 |
+0.66% | -3.28% |
| 1993 |
+15.69% | +12.02% |
| 1992 |
+3.16% | +6.76% |
| 1991 |
+20.78% | +17.98% |
| 1990 |
-4.85% | +3.85% |
| 1989 |
+18.36% | +20.45% |
| 1988 |
+15.51% | +10.59% |
| 1987 |
+9.10% | +3.47% |
| 1986 |
+26.65% | +20.56% |
| 1985 |
+32.63% | +28.68% |
