Developed World ex-US 60/40 Portfolio vs JL Collins Simple Path to Wealth 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:
Developed World ex-US 60/40 Portfolio
1.00$
Invested Capital
July 1995
5.54$
Final Capital
June 2025
5.87%
Yearly Return
10.19%
Std Deviation
-37.49%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
July 1995
2.63$
Final Capital
June 2025
3.28%
Yearly Return
10.19%
Std Deviation
-38.52%
Max Drawdown
66months
Recovery Period
1.00$
Invested Capital
January 1985
22.90$
Final Capital
June 2025
8.04%
Yearly Return
10.89%
Std Deviation
-37.49%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
7.53$
Final Capital
June 2025
5.11%
Yearly Return
10.89%
Std Deviation
-38.52%
Max Drawdown
66months
Recovery Period
JL Collins Simple Path to Wealth Portfolio
1.00$
Invested Capital
July 1995
13.78$
Final Capital
June 2025
9.14%
Yearly Return
11.85%
Std Deviation
-38.53%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
July 1995
6.55$
Final Capital
June 2025
6.47%
Yearly Return
11.85%
Std Deviation
-39.55%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
52.02$
Final Capital
June 2025
10.25%
Yearly Return
11.84%
Std Deviation
-38.53%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
17.12$
Final Capital
June 2025
7.26%
Yearly Return
11.84%
Std Deviation
-39.55%
Max Drawdown
42months
Recovery Period

As of June 2025, in the previous 30 Years, the Developed World ex-US 60/40 Portfolio obtained a 5.87% compound annual return, with a 10.19% standard deviation. It suffered a maximum drawdown of -37.49% that required 42 months to be recovered.

As of June 2025, in the previous 30 Years, the JL Collins Simple Path to Wealth Portfolio obtained a 9.14% compound annual return, with a 11.85% standard deviation. It suffered a maximum drawdown of -38.53% that required 38 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.

Developed World ex-US 60/40 Portfolio
Weight
(%)		 Ticker Name
60.00
VEA
Vanguard FTSE Developed Markets
40.00
BNDX
Vanguard Total International Bond
JL Collins Simple Path to Wealth Portfolio
Weight
(%)		 Ticker Name
75.00
VTI
Vanguard Total Stock Market
25.00
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 (%)
Developed World ex-US 60/40
 1 $ 5.54 $ 453.72% 5.87%
JL Collins Simple Path to Wealth
JL Collins 		1 $ 13.78 $ 1 278.32% 9.14%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 60/40
 1 $ 2.63 $ 163.17% 3.28%
JL Collins Simple Path to Wealth
JL Collins 		1 $ 6.55 $ 555.07% 6.47%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 60/40
 1 $ 22.90 $ 2 189.62% 8.04%
JL Collins Simple Path to Wealth
JL Collins 		1 $ 52.02 $ 5 102.24% 10.25%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 60/40
 1 $ 7.53 $ 653.30% 5.11%
JL Collins Simple Path to Wealth
JL Collins 		1 $ 17.12 $ 1 611.57% 7.26%
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_world.webp Developed World ex-US 60/40
-- Market Benchmark 		13.23 2.27 13.23 13.98 6.77 5.13 5.87 8.04
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_jl_collins.webp Simple Path to Wealth
JL Collins 		5.18 4.24 5.18 12.99 11.74 10.23 9.14 10.25
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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Developed World ex-US 60/40 Simple Path to Wealth
Author JL Collins
ASSET ALLOCATION
Stocks 60% 75%
Fixed Income 40% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.98 12.99
Infl. Adjusted (%) 11.27 10.31
DRAWDOWN
Deepest Drawdown Depth (%) -4.95 -6.01
Start to Recovery (months) 7 7
Longest Drawdown Depth (%) -4.95 -6.01
Start to Recovery (months) 7 7
Longest Negative Period (months) 6 8
RISK INDICATORS
Standard Deviation (%) 7.20 9.99
Sharpe Ratio 1.30 0.84
Sortino Ratio 1.56 1.13
Ulcer Index 1.97 2.51
Ratio: Return / Standard Deviation 1.94 1.30
Ratio: Return / Deepest Drawdown 2.82 2.16
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Developed World ex-US 60/40 Simple Path to Wealth
Author JL Collins
ASSET ALLOCATION
Stocks 60% 75%
Fixed Income 40% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.77 11.74
Infl. Adjusted (%) 2.15 6.90
DRAWDOWN
Deepest Drawdown Depth (%) -22.40 -22.24
Start to Recovery (months) 31 25
Longest Drawdown Depth (%) -22.40 -22.24
Start to Recovery (months) 31 25
Longest Negative Period (months) 35 31
RISK INDICATORS
Standard Deviation (%) 11.11 13.41
Sharpe Ratio 0.37 0.68
Sortino Ratio 0.52 0.91
Ulcer Index 7.53 8.03
Ratio: Return / Standard Deviation 0.61 0.88
Ratio: Return / Deepest Drawdown 0.30 0.53
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Developed World ex-US 60/40 Simple Path to Wealth
Author JL Collins
ASSET ALLOCATION
Stocks 60% 75%
Fixed Income 40% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.13 10.23
Infl. Adjusted (%) 2.03 6.97
DRAWDOWN
Deepest Drawdown Depth (%) -22.40 -22.24
Start to Recovery (months) 31 25
Longest Drawdown Depth (%) -22.40 -22.24
Start to Recovery (months) 31 25
Longest Negative Period (months) 60 31
RISK INDICATORS
Standard Deviation (%) 10.05 12.46
Sharpe Ratio 0.33 0.67
Sortino Ratio 0.44 0.89
Ulcer Index 6.17 6.22
Ratio: Return / Standard Deviation 0.51 0.82
Ratio: Return / Deepest Drawdown 0.23 0.46
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Developed World ex-US 60/40 Simple Path to Wealth
Author JL Collins
ASSET ALLOCATION
Stocks 60% 75%
Fixed Income 40% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.87 9.14
Infl. Adjusted (%) 3.28 6.47
DRAWDOWN
Deepest Drawdown Depth (%) -37.49 -38.53
Start to Recovery (months) 42 38
Longest Drawdown Depth (%) -22.54 -30.50
Start to Recovery (months) 45 52
Longest Negative Period (months) 62 122
RISK INDICATORS
Standard Deviation (%) 10.19 11.85
Sharpe Ratio 0.35 0.58
Sortino Ratio 0.47 0.76
Ulcer Index 8.51 9.48
Ratio: Return / Standard Deviation 0.58 0.77
Ratio: Return / Deepest Drawdown 0.16 0.24
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Developed World ex-US 60/40 Simple Path to Wealth
Author JL Collins
ASSET ALLOCATION
Stocks 60% 75%
Fixed Income 40% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.04 10.25
Infl. Adjusted (%) 5.11 7.26
DRAWDOWN
Deepest Drawdown Depth (%) -37.49 -38.53
Start to Recovery (months) 42 38
Longest Drawdown Depth (%) -22.54 -30.50
Start to Recovery (months) 45 52
Longest Negative Period (months) 62 122
RISK INDICATORS
Standard Deviation (%) 10.89 11.84
Sharpe Ratio 0.45 0.60
Sortino Ratio 0.62 0.78
Ulcer Index 7.72 8.59
Ratio: Return / Standard Deviation 0.74 0.87
Ratio: Return / Deepest Drawdown 0.21 0.27
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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Developed World ex-US 60/40 Simple Path to Wealth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.53 38 Nov 2007
Dec 2010
-37.49 42 Nov 2007
Apr 2011
-30.50 52 Sep 2000
Dec 2004
-22.54 45 Apr 2000
Dec 2003
-22.40 31 Sep 2021
Mar 2024
-22.24 25 Jan 2022
Jan 2024
-15.46 6 Feb 2020
Jul 2020
-14.56 11 Jan 2020
Nov 2020
-13.28 19 May 2011
Nov 2012
-13.02 5 Jul 1998
Nov 1998
-12.27 10 May 2011
Feb 2012
-10.58 7 Oct 2018
Apr 2019
-10.09 20 Feb 2018
Sep 2019
-9.44 22 May 2015
Feb 2017
-7.06 9 Jul 1997
Mar 1998

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Developed World ex-US 60/40 Simple Path to Wealth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.53 38 Nov 2007
Dec 2010
-37.49 42 Nov 2007
Apr 2011
-30.50 52 Sep 2000
Dec 2004
-23.27 20 Sep 1987
Apr 1989
-22.54 45 Apr 2000
Dec 2003
-22.40 31 Sep 2021
Mar 2024
-22.24 25 Jan 2022
Jan 2024
-18.51 24 Jan 1990
Dec 1991
-15.46 6 Feb 2020
Jul 2020
-14.56 11 Jan 2020
Nov 2020
-13.28 19 May 2011
Nov 2012
-13.02 5 Jul 1998
Nov 1998
-12.27 10 May 2011
Feb 2012
-11.23 9 Jun 1990
Feb 1991
-10.58 7 Oct 2018
Apr 2019

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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Developed World ex-US 60/40 Simple Path to Wealth
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 13.23 -0.46 5.18 -5.64
2024
 3.31 -4.95 18.20 -3.90
2023
 14.28 -7.32 20.89 -8.12
2022
 -14.32 -21.67 -17.91 -22.24
2021
 6.09 -3.26 18.79 -3.72
2020
 7.71 -14.56 17.70 -15.46
2019
 16.72 -2.77 25.21 -4.59
2018
 -7.73 -10.09 -3.94 -10.58
2017
 16.81 0.00 16.80 0.00
2016
 3.45 -4.03 10.25 -3.99
2015
 0.25 -7.87 0.41 -6.60
2014
 -0.09 -4.31 10.86 -1.99
2013
 12.77 -5.09 24.56 -2.57
2012
 14.95 -7.61 13.13 -4.80
2011
 -3.94 -13.28 2.71 -12.27
2010
 8.42 -7.69 14.62 -9.46
2009
 22.61 -13.44 22.58 -13.96
2008
 -25.33 -29.87 -26.02 -28.15
2007
 8.69 -3.28 5.76 -3.89
2006
 16.94 -2.26 12.84 -2.48
2005
 10.15 -2.01 5.33 -3.14
2004
 14.59 -2.01 10.65 -2.89
2003
 24.77 -4.07 24.06 -2.85
2002
 -5.65 -12.16 -13.29 -18.79
2001
 -8.83 -13.08 -6.12 -16.19
2000
 -4.89 -7.85 -5.08 -11.10
1999
 22.89 -3.20 17.67 -4.79
1998
 16.75 -6.93 19.59 -13.02
1997
 -2.77 -7.06 25.61 -3.67
1996
 4.67 -1.39 16.62 -4.42
1995
 10.88 -4.80 31.38 -0.57
1994
 2.94 -3.27 -0.79 -6.83
1993
 24.52 -6.35 10.39 -1.89
1992
 -4.11 -8.78 8.62 -1.93
1991
 14.26 -5.21 28.11 -3.49
1990
 -11.99 -18.51 -2.40 -11.23
1989
 12.15 -3.14 24.50 -1.72
1988
 18.91 -5.35 14.83 -2.69
1987
 19.68 -8.82 2.34 -23.27
1986
 44.57 -5.90 14.71 -6.46
1985
 43.60 -0.36 29.02 -3.12
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