Developed World ex-US 80/20 Portfolio vs US Stocks 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 80/20 Portfolio
1.00$
Invested Capital
July 1995
5.58$
Final Capital
June 2025
5.90%
Yearly Return
13.24%
Std Deviation
-47.74%
Max Drawdown
71months
Recovery Period
1.00$
Invested Capital
July 1995
2.65$
Final Capital
June 2025
3.31%
Yearly Return
13.24%
Std Deviation
-48.61%
Max Drawdown
80months
Recovery Period
1.00$
Invested Capital
January 1985
24.51$
Final Capital
June 2025
8.22%
Yearly Return
14.03%
Std Deviation
-47.74%
Max Drawdown
71months
Recovery Period
1.00$
Invested Capital
January 1985
8.06$
Final Capital
June 2025
5.29%
Yearly Return
14.03%
Std Deviation
-48.61%
Max Drawdown
80months
Recovery Period
US Stocks Portfolio
1.00$
Invested Capital
July 1995
19.25$
Final Capital
June 2025
10.36%
Yearly Return
15.66%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
July 1995
9.15$
Final Capital
June 2025
7.66%
Yearly Return
15.66%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1985
79.76$
Final Capital
June 2025
11.42%
Yearly Return
15.42%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
January 1985
26.24$
Final Capital
June 2025
8.40%
Yearly Return
15.42%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period

As of June 2025, in the previous 30 Years, the Developed World ex-US 80/20 Portfolio obtained a 5.90% compound annual return, with a 13.24% standard deviation. It suffered a maximum drawdown of -47.74% that required 71 months to be recovered.

As of June 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.36% compound annual return, with a 15.66% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 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 80/20 Portfolio
Weight
(%)		 Ticker Name
80.00
VEA
Vanguard FTSE Developed Markets
20.00
BNDX
Vanguard Total International Bond
US Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VTI
Vanguard Total Stock 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 80/20
 1 $ 5.58 $ 458.36% 5.90%
US Stocks
 1 $ 19.25 $ 1 824.60% 10.36%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 80/20
 1 $ 2.65 $ 165.37% 3.31%
US Stocks
 1 $ 9.15 $ 814.70% 7.66%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 80/20
 1 $ 24.51 $ 2 350.70% 8.22%
US Stocks
 1 $ 79.76 $ 7 875.70% 11.42%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 80/20
 1 $ 8.06 $ 706.30% 5.29%
US Stocks
 1 $ 26.24 $ 2 524.05% 8.40%
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 80/20
-- Market Benchmark 		16.98 2.84 16.98 16.46 9.06 6.00 5.90 8.22
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		5.56 5.16 5.56 15.08 15.87 12.90 10.36 11.42
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 80/20 US Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 16.46 15.08
Infl. Adjusted (%) 13.70 12.35
DRAWDOWN
Deepest Drawdown Depth (%) -6.55 -8.40
Start to Recovery (months) 7 7
Longest Drawdown Depth (%) -6.55 -8.40
Start to Recovery (months) 7 7
Longest Negative Period (months) 7 8
RISK INDICATORS
Standard Deviation (%) 8.82 12.72
Sharpe Ratio 1.34 0.82
Sortino Ratio 1.63 1.12
Ulcer Index 2.62 3.41
Ratio: Return / Standard Deviation 1.87 1.19
Ratio: Return / Deepest Drawdown 2.51 1.79
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Developed World ex-US 80/20 US Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.06 15.87
Infl. Adjusted (%) 4.34 10.86
DRAWDOWN
Deepest Drawdown Depth (%) -25.24 -24.81
Start to Recovery (months) 31 24
Longest Drawdown Depth (%) -25.24 -24.81
Start to Recovery (months) 31 24
Longest Negative Period (months) 35 30
RISK INDICATORS
Standard Deviation (%) 13.66 16.49
Sharpe Ratio 0.47 0.80
Sortino Ratio 0.66 1.08
Ulcer Index 7.96 8.64
Ratio: Return / Standard Deviation 0.66 0.96
Ratio: Return / Deepest Drawdown 0.36 0.64
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Developed World ex-US 80/20 US Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.00 12.90
Infl. Adjusted (%) 2.87 9.57
DRAWDOWN
Deepest Drawdown Depth (%) -25.24 -24.81
Start to Recovery (months) 31 24
Longest Drawdown Depth (%) -25.24 -24.81
Start to Recovery (months) 31 24
Longest Negative Period (months) 60 30
RISK INDICATORS
Standard Deviation (%) 12.70 15.89
Sharpe Ratio 0.33 0.70
Sortino Ratio 0.44 0.93
Ulcer Index 7.28 7.03
Ratio: Return / Standard Deviation 0.47 0.81
Ratio: Return / Deepest Drawdown 0.24 0.52
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Developed World ex-US 80/20 US Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.90 10.36
Infl. Adjusted (%) 3.31 7.66
DRAWDOWN
Deepest Drawdown Depth (%) -47.74 -50.84
Start to Recovery (months) 71 53
Longest Drawdown Depth (%) -47.74 -43.94
Start to Recovery (months) 71 67
Longest Negative Period (months) 113 139
RISK INDICATORS
Standard Deviation (%) 13.24 15.66
Sharpe Ratio 0.27 0.52
Sortino Ratio 0.37 0.68
Ulcer Index 13.09 14.32
Ratio: Return / Standard Deviation 0.45 0.66
Ratio: Return / Deepest Drawdown 0.12 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Developed World ex-US 80/20 US Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.22 11.42
Infl. Adjusted (%) 5.29 8.40
DRAWDOWN
Deepest Drawdown Depth (%) -47.74 -50.84
Start to Recovery (months) 71 53
Longest Drawdown Depth (%) -47.74 -43.94
Start to Recovery (months) 71 67
Longest Negative Period (months) 113 139
RISK INDICATORS
Standard Deviation (%) 14.03 15.42
Sharpe Ratio 0.36 0.54
Sortino Ratio 0.49 0.70
Ulcer Index 12.10 12.84
Ratio: Return / Standard Deviation 0.59 0.74
Ratio: Return / Deepest Drawdown 0.17 0.22
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 80/20 US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-47.74 71 Nov 2007
Sep 2013
-43.94 67 Sep 2000
Mar 2006
-36.04 56 Apr 2000
Nov 2004
-25.24 31 Sep 2021
Mar 2024
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-19.27 11 Jan 2020
Nov 2020
-17.57 5 Jul 1998
Nov 1998
-14.39 23 Feb 2018
Dec 2019
-14.20 7 Oct 2018
Apr 2019
-13.21 23 May 2015
Mar 2017
-10.17 6 Jun 1998
Nov 1998
-9.05 8 Aug 1997
Mar 1998
-8.84 12 Jun 2015
May 2016

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Developed World ex-US 80/20 US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-47.74 71 Nov 2007
Sep 2013
-43.94 67 Sep 2000
Mar 2006
-36.04 56 Apr 2000
Nov 2004
-29.34 21 Sep 1987
May 1989
-25.24 31 Sep 2021
Mar 2024
-24.86 40 Jan 1990
Apr 1993
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-19.27 11 Jan 2020
Nov 2020
-17.57 5 Jul 1998
Nov 1998
-16.20 9 Jun 1990
Feb 1991
-14.39 23 Feb 2018
Dec 2019
-14.20 7 Oct 2018
Apr 2019
-13.21 23 May 2015
Mar 2017

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 80/20 US Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 16.98 -0.23 5.56 -8.31
2024
 3.23 -6.55 23.81 -4.34
2023
 16.11 -9.05 26.05 -9.11
2022
 -14.84 -24.60 -19.51 -24.81
2021
 8.88 -4.09 25.67 -4.46
2020
 8.72 -19.27 21.03 -20.84
2019
 19.67 -4.01 30.67 -6.45
2018
 -11.24 -14.39 -5.21 -14.20
2017
 21.61 0.00 21.21 0.00
2016
 3.06 -6.24 12.83 -5.73
2015
 -0.06 -10.16 0.36 -8.84
2014
 -3.03 -7.17 12.54 -3.17
2013
 17.30 -5.38 33.45 -3.03
2012
 16.75 -10.50 16.45 -6.82
2011
 -8.12 -18.69 0.97 -17.58
2010
 8.38 -11.60 17.42 -13.26
2009
 25.05 -18.06 28.89 -17.72
2008
 -32.99 -37.70 -36.98 -38.08
2007
 9.92 -4.83 5.37 -5.23
2006
 21.60 -3.01 15.69 -3.22
2005
 11.88 -3.26 6.31 -4.48
2004
 17.42 -2.80 12.79 -3.56
2003
 31.72 -6.16 30.75 -4.27
2002
 -10.63 -17.69 -20.47 -27.18
2001
 -15.38 -19.79 -10.97 -23.65
2000
 -9.59 -12.40 -10.57 -15.87
1999
 30.43 -3.75 23.81 -6.42
1998
 16.63 -10.17 23.26 -17.57
1997
 -2.08 -9.05 30.99 -4.56
1996
 4.67 -2.78 20.96 -6.17
1995
 7.43 -6.85 35.79 -1.17
1994
 6.35 -4.29 -0.17 -7.43
1993
 27.22 -8.74 10.62 -2.77
1992
 -9.45 -11.62 9.11 -2.40
1991
 11.87 -7.63 32.39 -4.47
1990
 -18.39 -24.86 -6.08 -16.20
1989
 12.50 -5.01 28.12 -3.05
1988
 22.29 -7.44 17.32 -3.42
1987
 25.08 -11.30 2.61 -29.34
1986
 53.97 -7.39 14.57 -7.92
1985
 49.82 -0.79 31.27 -4.77
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