Developed World ex-US Stocks vs High Yield Bonds Income Portfolio Comparison

Last Update: 31 March 2024

The Developed World ex-US Stocks Portfolio obtained a 5.15% compound annual return, with a 16.50% standard deviation, in the last 30 Years.

The High Yield Bonds Income Portfolio obtained a 6.69% compound annual return, with a 8.78% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio High Yield Bonds Income Portfolio
Portfolio Risk Very High Low
Asset Allocation Stocks 100% 0%
Fixed Income 0% 100%
Commodities 0% 0%
30 Years Stats Return +5.15% +6.69%
Std Dev 16.50% 8.78%
Max Drawdown -57.00% -23.97%
All time Stats
(Since Jan 1985)		 Return +8.04% +7.75%
Std Dev 17.53% 8.20%
Max Drawdown -57.00% -23.97%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +3.66 +16.93 +15.02 +7.39 +5.05 +5.15 +8.04
High Yield Bonds Income Portfolio +1.55 +10.28 +7.79 +1.83 +3.01 +6.69 +7.75
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since April 1994, now would be worth 4.52$, with a total return of 351.61% (5.15% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since April 1994, now would be worth 6.98$, with a total return of 598.10% (6.69% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 20.79$, with a total return of 1979.01% (8.04% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.75$, with a total return of 1774.57% (7.75% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Developed World ex-US Stocks Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (31) 12.91
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74
-4.40% Aug 2011 Sep 2011 (2) Oct 2011 (3) 2.28
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47

Drawdown comparison chart since January 1985.

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Developed World ex-US Stocks Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (31) 12.91
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81
-8.70% Sep 1986 Oct 1986 (2) Dec 1986 (4) 4.29
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.94% Mar 1989 Jun 1989 (4) Jul 1989 (5) 4.12
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16

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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Year Return Drawdown Return Drawdown
2024
+5.35%
 -1.09%
+0.79%
 -0.74%
2023
+17.94%
 -10.71%
+11.21%
 -5.58%
2022
-15.36%
 -27.52%
-16.88%
 -21.38%
2021
+11.67%
 -4.89%
+0.88%
 -3.16%
2020
+9.74%
 -23.99%
+7.08%
 -11.99%
2019
+22.62%
 -5.21%
+16.98%
 -0.39%
2018
-14.75%
 -18.62%
-4.53%
 -4.53%
2017
+26.42%
 0.00%
+8.78%
 -0.17%
2016
+2.67%
 -8.44%
+12.01%
 -3.93%
2015
-0.38%
 -12.39%
-3.94%
 -6.90%
2014
-5.98%
 -10.04%
+6.28%
 -2.37%
2013
+21.83%
 -5.66%
-0.40%
 -6.71%
2012
+18.56%
 -13.28%
+12.61%
 -1.87%
2011
-12.30%
 -23.95%
+9.07%
 -4.40%
2010
+8.35%
 -15.54%
+11.52%
 -3.24%
2009
+27.49%
 -22.68%
+23.52%
 -10.62%
2008
-40.65%
 -45.54%
-10.54%
 -23.59%
2007
+11.15%
 -6.29%
+3.36%
 -3.84%
2006
+26.27%
 -3.73%
+7.28%
 -2.69%
2005
+13.60%
 -4.72%
+5.61%
 -2.30%
2004
+20.25%
 -3.59%
+9.55%
 -4.56%
2003
+38.67%
 -8.24%
+18.30%
 -3.91%
2002
-15.62%
 -23.19%
+7.38%
 -6.70%
2001
-21.94%
 -26.63%
+10.89%
 -3.49%
2000
-14.29%
 -17.14%
+6.15%
 -3.14%
1999
+37.96%
 -4.28%
+6.34%
 -3.60%
1998
+16.51%
 -14.47%
+2.17%
 -8.48%
1997
-1.39%
 -11.23%
+13.61%
 -2.54%
1996
+4.68%
 -4.13%
+14.28%
 -2.87%
1995
+3.98%
 -8.89%
+22.64%
 -0.20%
1994
+9.76%
 -5.55%
-4.27%
 -7.41%
1993
+29.92%
 -10.94%
+18.58%
 -0.44%
1992
-14.79%
 -15.85%
+12.00%
 -2.11%
1991
+9.48%
 -9.97%
+25.88%
 0.00%
1990
-24.79%
 -31.21%
-0.59%
 -7.89%
1989
+12.85%
 -7.94%
+8.29%
 -0.68%
1988
+25.66%
 -9.43%
+11.12%
 -1.52%
1987
+30.48%
 -13.46%
+0.07%
 -7.63%
1986
+63.38%
 -8.70%
+15.01%
 -0.64%
1985
+56.04%
 -1.19%
+21.64%
 -1.39%