Total Bond US Portfolio: ETF allocation and returns

Simulation Settings
Period: January 1871 - June 2025 (~155 years)
Consolidated Returns as of 30 June 2025
Live Update available for July 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)
Live
(Jul 2025)
Inflation Adjusted:
Total Bond US Portfolio
1.00$
Invested Capital
July 1995
3.38$
Final Capital
June 2025
4.14%
Yearly Return
4.24%
Std Deviation
-17.28%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
July 1995
1.61$
Final Capital
June 2025
1.59%
Yearly Return
4.24%
Std Deviation
-30.41%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1871
886.14$
Final Capital
June 2025
4.49%
Yearly Return
4.36%
Std Deviation
-17.28%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1871
34.48$
Final Capital
June 2025
2.32%
Yearly Return
4.36%
Std Deviation
-48.08%
Max Drawdown
165months
Recovery Period
---
1 Day: ---
---
Month: ---

The Total Bond US Portfolio can be implemented with 1 ETF. This portfolio has a low risk, suggesting it experiences minor value changes. It is ideal for conservative investors who prioritize capital preservation and prefer stable, predictable returns.

The portfolio asset allocation is: 0% on the Stock Market, 100% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 100% allocation to bonds, leading to its classification as low risk.

As of June 2025, in the previous 30 Years, the Total Bond US Portfolio obtained a 4.14% compound annual return, with a 4.24% standard deviation. It suffered a maximum drawdown of -17.28% which has been ongoing for 59 months and is still in progress.

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 Allocation and ETFs

To effectively implement the asset allocation of the Total Bond US Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

0% Stocks
100% Fixed Income
0% Commodities

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Weight
(%)
ETF
Ticker
ETF
Currency
ETF Name Investment Themes (Orig.Currency)
100.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term (USD)

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

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Portfolio and ETF Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
TOTAL BOND US PORTFOLIO
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
1 $ 3.38 $ 237.95% 4.14%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
1 $ 1.61 $ 60.62% 1.59%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
1 $ 886.14 $ 88 513.81% 4.49%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
1 $ 34.48 $ 3 348.38% 2.32%

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Show Live Returns: July 2025
Chg (%) Return (%) Return (%) as of Jun 30, 2025
1 Day Time ET(*) --- YTD
(6M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~155Y)
Investment Return --- --- 4.05 1.52 4.05 6.10 -0.82 1.75 4.14 4.49
US Inflation Adjusted Return 3.08 1.52 3.08 3.58 -5.12 -1.25 1.59 2.32
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to May 2025. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.43% , 5Y: 4.53% , 10Y: 3.04% , 30Y: 2.51%

In 2024, the Total Bond US Portfolio granted a 3.67% dividend yield. If you are interested in getting periodic income, please refer to the Total Bond US Portfolio: Dividend Yield page.

Portfolio Metrics as of Jun 30, 2025

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
TOTAL BOND US PORTFOLIO
Advanced Metrics
1 January 1871 - 30 June 2025 (~155 years)
Swipe left to see all data
Metrics as of Jun 30, 2025
YTD
(6M)
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~155Y)
Investment Return (%)
4.05 1.52 1.23 4.05 6.10 2.52 -0.82 1.75 2.96 4.14 4.49
Growth of 1$ 1.04 1.02 1.01 1.04 1.06 1.08 0.96 1.19 1.79 3.38 886.14
Infl. Adjusted Return (%)
3.08 1.52 0.93 3.08 3.58 -0.29 -5.12 -1.25 0.39 1.59 2.32
US Inflation (%) 0.94 0.00 0.30 0.94 2.43 2.82 4.53 3.04 2.55 2.51 2.12
Pending updates, the monthly inflation of Jun 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -5.42 -3.07 -7.94 -17.28 -17.28 -17.28 -17.28 -17.28
Start to Recovery (# months)
59* 7 24 59* 59* 59* 59* 59*
Start (yyyy mm) 2024 10 2022 08 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 3 3 27 27 27 27 27
Bottom (yyyy mm) 2024 12 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 4 21 32 32 32 32 32
End (yyyy mm) 2025 04 2024 07 - - - - -
Longest Drawdown Depth (%)
same

same

same

same

same

same

same
Start to Recovery (# months)
Start (yyyy mm) 2024 10 2022 08 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 3 3 27 27 27 27 27
Bottom (yyyy mm) 2024 12 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 4 21 32 32 32 32 32
End (yyyy mm) 2025 04 2024 07 - - - - -
Longest negative period (# months)
8 23 60* 90 90 90 90
Start (yyyy mm) 2024 10 2022 08 2020 07 2016 05 2016 05 2016 05 2016 05
End (yyyy mm) 2025 05 2024 06 2025 06 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -0.98 -0.42 -0.82 -0.02 -0.02 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%) -23.79 -3.99 -11.60 -30.41 -30.41 -30.41 -30.41 -48.08
Start to Recovery (# months)
59* 9* 35* 59* 59* 59* 59* 165
Start (yyyy mm) 2024 10 2022 08 2020 08 2020 08 2020 08 2020 08 1916 03
Start to Bottom (# months) 3 15 39 39 39 39 52
Bottom (yyyy mm) 2024 12 2023 10 2023 10 2023 10 2023 10 2023 10 1920 06
Bottom to End (# months) 6 20 20 20 20 20 113
End (yyyy mm) - - - - - - 1929 11
Longest Drawdown Depth (%)
same

same

same

same

same

same
-46.74
Start to Recovery (# months)
538
Start (yyyy mm) 2024 10 2022 08 2020 08 2020 08 2020 08 2020 08 1941 05
Start to Bottom (# months) 3 15 39 39 39 39 485
Bottom (yyyy mm) 2024 12 2023 10 2023 10 2023 10 2023 10 2023 10 1981 09
Bottom to End (# months) 6 20 20 20 20 20 53
End (yyyy mm) - - - - - - 1986 02
Longest negative period (# months)
10 36* 60* 120* 220 245 622
Start (yyyy mm) 2024 08 2022 07 2020 07 2015 07 2005 07 2003 06 1932 08
End (yyyy mm) 2025 05 2025 06 2025 06 2025 06 2023 10 2023 10 1984 05
Annualized Return (%) -0.19 -0.29 -5.12 -1.25 -0.07 -0.02 0.00
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 4.92 7.17 6.36 5.14 4.48 4.24 4.36
Sharpe Ratio 0.30 -0.28 -0.55 -0.01 0.32 0.44 0.11
Sortino Ratio 0.38 -0.39 -0.79 -0.02 0.44 0.61 0.17
Ulcer Index 1.37 3.34 9.47 6.78 4.88 4.04 2.42
Ratio: Return / Standard Deviation 1.24 0.35 -0.13 0.34 0.66 0.98 1.03
Ratio: Return / Deepest Drawdown 1.99 0.32 -0.05 0.10 0.17 0.24 0.26
Positive Months (%)
75.00 52.77 48.33 54.16 60.00 63.88 68.28
Positive Months 9 19 29 65 144 230 1266
Negative Months 3 17 31 55 96 130 588
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.75 4.93 6.56 13.97
Worst 10 Years Return (%) - Annualized 0.65 0.65 0.65
Best 10 Years Return (%) - Annualized -1.25 3.12 4.03 9.65
Worst 10 Years Return (%) - Annualized -1.93 -1.93 -4.36
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Jun 2025 - Over the previous 30Y
Best Rolling Return (%) - Annualized 14.29 10.16 8.18 6.56 5.45 4.14
Worst Rolling Return (%) - Annualized -15.59 -5.59 -0.99 0.65 2.67
Positive Periods (%) 82.8 89.8 94.3 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 13.67 7.76 5.60 4.03 3.23 1.59
Worst Rolling Return (%) - Annualized -21.67 -10.70 -5.36 -1.93 0.09
Positive Periods (%) 69.3 79.6 86.0 83.4 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
1.67 2.45 2.85 2.72 9.03 0.25 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 2.17 3.32 4.09 8.85 11.55 2.16 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
2.50 3.89 4.89 13.11 13.19 3.56 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 3.03 4.81 6.19 15.07 15.43 4.45 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 88.06 27.42 16.29 9.48 5.74 5.04
Perpetual Withdrawal Rate (%) --- --- --- --- 0.11 1.90
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1871 - Jun 2025)
Best Rolling Return (%) - Annualized 34.57 19.06 20.18 13.97 10.77 8.93
Worst Rolling Return (%) - Annualized -15.59 -5.59 -0.99 0.65 1.73 2.18
Positive Periods (%) 86.3 97.5 98.9 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 30.24 17.38 16.54 9.65 7.77 5.89
Worst Rolling Return (%) - Annualized -21.67 -13.89 -12.11 -4.36 -2.05 -1.14
Positive Periods (%) 64.1 72.6 72.5 73.6 80.6 85.4
95% VaR - Value at Risk (%) - Cumulative
1.70 2.47 2.83 1.72 0.00 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 2.22 3.37 4.11 4.18 2.53 0.00 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
2.56 3.95 4.93 5.92 8.15 0.16 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 3.10 4.90 6.27 9.50 11.25 1.83 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 88.06 26.15 14.07 7.49 3.66 2.46
Perpetual Withdrawal Rate (%) --- --- --- --- --- ---
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Talking about withdrawal rates, how would you manage your early retirement with the Total Bond US Portfolio? Read more here

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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.

TOTAL BOND US PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1871 - 30 June 2025 (~155 years)
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
Total Bond US Portfolio: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

TOTAL BOND US PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1871 - 30 June 2025 (~155 years)
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Total Bond US Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1871 to June 2025.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Total Bond US Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

TOTAL BOND US PORTFOLIO
Monthly Returns Distribution
1 July 1995 - 30 June 2025 (30 Years)
1 January 1871 - 30 June 2025 (~155 years)
230 Positive Months (64%) - 130 Negative Months (36%)
1266 Positive Months (68%) - 588 Negative Months (32%)
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)

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Methodology

Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • Vanguard Total Bond Market (BND), up to December 2007

Portfolio efficiency

Compare Total Bond US Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

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