Developed World ex-US Stocks Portfolio vs Stocks/Bonds 80/20 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - June 2025 (~56 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
(1970/01 - 2025/06)
Inflation Adjusted:
Developed World ex-US Stocks Portfolio
1.00$
Invested Capital
July 1995
5.38$
Final Capital
June 2025
5.77%
Yearly Return
16.49%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Invested Capital
July 1995
2.56$
Final Capital
June 2025
3.18%
Yearly Return
16.49%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
1.00$
Invested Capital
January 1970
88.17$
Final Capital
June 2025
8.41%
Yearly Return
17.01%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Invested Capital
January 1970
10.37$
Final Capital
June 2025
4.30%
Yearly Return
17.01%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
Stocks/Bonds 80/20 Portfolio
1.00$
Invested Capital
July 1995
14.82$
Final Capital
June 2025
9.40%
Yearly Return
12.59%
Std Deviation
-41.09%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
July 1995
7.04$
Final Capital
June 2025
6.72%
Yearly Return
12.59%
Std Deviation
-42.07%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
January 1970
218.00$
Final Capital
June 2025
10.19%
Yearly Return
12.82%
Std Deviation
-41.09%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
January 1970
25.63$
Final Capital
June 2025
6.02%
Yearly Return
12.82%
Std Deviation
-46.99%
Max Drawdown
123months
Recovery Period

As of June 2025, in the previous 30 Years, the Developed World ex-US Stocks Portfolio obtained a 5.77% compound annual return, with a 16.49% standard deviation. It suffered a maximum drawdown of -57.00% that required 79 months to be recovered.

As of June 2025, in the previous 30 Years, the Stocks/Bonds 80/20 Portfolio obtained a 9.40% compound annual return, with a 12.59% standard deviation. It suffered a maximum drawdown of -41.09% that required 39 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 Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VEA
Vanguard FTSE Developed Markets
Stocks/Bonds 80/20 Portfolio
Weight
(%)		 Ticker Name
80.00
VTI
Vanguard Total Stock Market
20.00
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
(1970/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 5.38 $ 438.21% 5.77%
Stocks/Bonds 80/20
 1 $ 14.82 $ 1 381.94% 9.40%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 2.56 $ 155.79% 3.18%
Stocks/Bonds 80/20
 1 $ 7.04 $ 604.31% 6.72%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 88.17 $ 8 717.19% 8.41%
Stocks/Bonds 80/20
 1 $ 218.00 $ 21 699.86% 10.19%
Jan 1970 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 10.37 $ 936.63% 4.30%
Stocks/Bonds 80/20
 1 $ 25.63 $ 2 462.99% 6.02%
Jan 1970 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~56Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US Stocks
-- Market Benchmark 		20.72 3.39 20.72 18.89 11.38 6.82 5.77 8.41
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 80/20
-- Market Benchmark 		5.26 4.42 5.26 13.42 12.57 10.77 9.40 10.19
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 1970 - 30 June 2025 (~56 years)
1 Year
5 Years
10 Years
30 Years
All (1970/01 - 2025/06)
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Developed World ex-US Stocks Stocks/Bonds 80/20
Author
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 18.89 13.42
Infl. Adjusted (%) 16.07 10.73
DRAWDOWN
Deepest Drawdown Depth (%) -8.09 -6.49
Start to Recovery (months) 7 7
Longest Drawdown Depth (%) -8.09 -6.49
Start to Recovery (months) 7 7
Longest Negative Period (months) 7 8
RISK INDICATORS
Standard Deviation (%) 10.45 10.52
Sharpe Ratio 1.36 0.83
Sortino Ratio 1.67 1.13
Ulcer Index 3.25 2.69
Ratio: Return / Standard Deviation 1.81 1.28
Ratio: Return / Deepest Drawdown 2.33 2.07
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Developed World ex-US Stocks Stocks/Bonds 80/20
Author
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.38 12.57
Infl. Adjusted (%) 6.56 7.70
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -22.75
Start to Recovery (months) 30 25
Longest Drawdown Depth (%) -28.08 -22.75
Start to Recovery (months) 30 25
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 16.34 14.01
Sharpe Ratio 0.53 0.71
Sortino Ratio 0.75 0.95
Ulcer Index 8.45 8.14
Ratio: Return / Standard Deviation 0.70 0.90
Ratio: Return / Deepest Drawdown 0.41 0.55
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Developed World ex-US Stocks Stocks/Bonds 80/20
Author
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.82 10.77
Infl. Adjusted (%) 3.67 7.50
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -22.75
Start to Recovery (months) 30 25
Longest Drawdown Depth (%) -24.14 -22.75
Start to Recovery (months) 34 25
Longest Negative Period (months) 62 30
RISK INDICATORS
Standard Deviation (%) 15.49 13.13
Sharpe Ratio 0.32 0.68
Sortino Ratio 0.44 0.90
Ulcer Index 8.65 6.37
Ratio: Return / Standard Deviation 0.44 0.82
Ratio: Return / Deepest Drawdown 0.24 0.47
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Developed World ex-US Stocks Stocks/Bonds 80/20
Author
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.77 9.40
Infl. Adjusted (%) 3.18 6.72
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -41.09
Start to Recovery (months) 79 39
Longest Drawdown Depth (%) -57.00 -33.33
Start to Recovery (months) 79 59
Longest Negative Period (months) 150 122
RISK INDICATORS
Standard Deviation (%) 16.49 12.59
Sharpe Ratio 0.21 0.57
Sortino Ratio 0.28 0.74
Ulcer Index 18.39 10.40
Ratio: Return / Standard Deviation 0.35 0.75
Ratio: Return / Deepest Drawdown 0.10 0.23
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Developed World ex-US Stocks Stocks/Bonds 80/20
Author
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.41 10.19
Infl. Adjusted (%) 4.30 6.02
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -41.09
Start to Recovery (months) 79 39
Longest Drawdown Depth (%) -57.00 -33.33
Start to Recovery (months) 79 59
Longest Negative Period (months) 170 122
RISK INDICATORS
Standard Deviation (%) 17.01 12.82
Sharpe Ratio 0.23 0.45
Sortino Ratio 0.32 0.60
Ulcer Index 15.87 9.26
Ratio: Return / Standard Deviation 0.49 0.79
Ratio: Return / Deepest Drawdown 0.15 0.25
Metrics calculated over the period 1 January 1970 - 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 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)

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Developed World ex-US Stocks Stocks/Bonds 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-41.09 39 Nov 2007
Jan 2011
-33.33 59 Sep 2000
Jul 2005
-28.08 30 Sep 2021
Feb 2024
-24.14 34 Feb 2018
Nov 2020
-22.75 25 Jan 2022
Jan 2024
-17.94 34 Jul 2014
Apr 2017
-16.53 6 Feb 2020
Jul 2020
-14.47 7 Jun 1998
Dec 1998
-13.95 5 Jul 1998
Nov 1998
-13.35 10 May 2011
Feb 2012
-11.32 7 Oct 2018
Apr 2019
-11.23 8 Aug 1997
Mar 1998
-8.09 7 Oct 2024
Apr 2025

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Developed World ex-US Stocks Stocks/Bonds 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-41.73 57 Jan 1973
Sep 1977
-41.09 39 Nov 2007
Jan 2011
-36.88 39 Jan 1973
Mar 1976
-33.33 59 Sep 2000
Jul 2005
-31.21 49 Jan 1990
Jan 1994
-28.08 30 Sep 2021
Feb 2024
-27.77 28 Dec 1980
Mar 1983
-27.31 15 Jan 1970
Mar 1971
-24.55 20 Sep 1987
Apr 1989
-24.14 34 Feb 2018
Nov 2020
-22.75 25 Jan 2022
Jan 2024
-17.94 34 Jul 2014
Apr 2017
-16.53 6 Feb 2020
Jul 2020

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 1970 - 30 June 2025 (~56 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 Stocks Stocks/Bonds 80/20
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 20.72 -0.01 5.26 -6.18
2024
 3.15 -8.09 19.32 -3.99
2023
 17.94 -10.71 21.92 -8.32
2022
 -15.36 -27.52 -18.23 -22.75
2021
 11.67 -4.89 20.16 -3.88
2020
 9.74 -23.99 18.36 -16.53
2019
 22.62 -5.21 26.30 -4.97
2018
 -14.75 -18.62 -4.19 -11.32
2017
 26.42 0.00 17.68 0.00
2016
 2.67 -8.44 10.77 -4.34
2015
 -0.38 -12.39 0.40 -7.05
2014
 -5.98 -10.04 11.20 -2.23
2013
 21.83 -5.66 26.34 -2.66
2012
 18.56 -13.28 13.79 -5.21
2011
 -12.30 -23.95 2.36 -13.35
2010
 8.35 -15.54 15.18 -10.23
2009
 27.49 -22.68 23.84 -14.71
2008
 -40.65 -45.54 -28.21 -30.13
2007
 11.15 -6.29 5.68 -4.17
2006
 26.27 -3.73 13.41 -2.63
2005
 13.60 -4.72 5.53 -3.41
2004
 20.25 -3.59 11.08 -2.95
2003
 38.67 -8.24 25.40 -3.13
2002
 -15.62 -23.19 -14.73 -20.47
2001
 -21.94 -26.63 -7.09 -17.69
2000
 -14.29 -17.14 -6.18 -12.05
1999
 37.96 -4.28 18.90 -5.12
1998
 16.51 -14.47 20.33 -13.95
1997
 -1.39 -11.23 26.68 -3.85
1996
 4.68 -4.13 17.49 -4.78
1995
 3.98 -8.89 32.26 -0.70
1994
 9.76 -5.55 -0.67 -6.95
1993
 29.92 -10.94 10.44 -2.06
1992
 -14.79 -15.85 8.71 -2.02
1991
 9.48 -9.97 28.96 -3.69
1990
 -24.79 -31.21 -3.13 -12.23
1989
 12.85 -7.94 25.22 -2.00
1988
 25.66 -9.43 15.32 -2.84
1987
 30.48 -13.46 2.40 -24.55
1986
 63.38 -8.70 14.68 -6.76
1985
 56.04 -1.19 29.47 -3.45
1984
 7.32 -6.40 4.75 -7.80
1983
 23.61 -3.06 19.17 -3.09
1982
 -1.94 -22.97 22.62 -7.08
1981
 -2.36 -10.87 -1.44 -10.81
1980
 22.48 -11.03 27.10 -10.71
1979
 4.69 -8.91 20.47 -6.94
1978
 32.52 -5.86 6.99 -9.83
1977
 17.99 -2.80 -2.48 -6.59
1976
 2.46 -11.28 23.93 -1.62
1975
 35.29 -12.20 31.73 -10.05
1974
 -23.23 -31.46 -21.11 -27.27
1973
 -14.99 -16.30 -13.65 -14.55
1972
 36.24 -0.55 14.64 -1.96
1971
 29.49 -3.82 16.00 -6.14
1970
 -11.71 -27.31 7.28 -14.57
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