Frank Vasquez Golden Ratio Portfolio vs Ray Dalio All Weather Portfolio To EUR Portfolio Comparison

Simulation Settings
Period: August 1953 - June 2025 (~72 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
(1953/08 - 2025/06)
Inflation Adjusted:
Frank Vasquez Golden Ratio Portfolio
1.00$
Invested Capital
July 1995
12.99$
Final Capital
June 2025
8.92%
Yearly Return
9.41%
Std Deviation
-23.37%
Max Drawdown
31months
Recovery Period
1.00$
Invested Capital
July 1995
6.15$
Final Capital
June 2025
6.24%
Yearly Return
9.41%
Std Deviation
-27.40%
Max Drawdown
46months*
Recovery Period
* in progress
1.00$
Invested Capital
August 1953
860.57$
Final Capital
June 2025
9.85%
Yearly Return
9.17%
Std Deviation
-23.37%
Max Drawdown
31months
Recovery Period
1.00$
Invested Capital
August 1953
71.69$
Final Capital
June 2025
6.12%
Yearly Return
9.17%
Std Deviation
-27.40%
Max Drawdown
46months*
Recovery Period
* in progress
Ray Dalio All Weather Portfolio To EUR
1.00€
Invested Capital
July 1995
9.55€
Final Capital
June 2025
7.81%
Yearly Return
9.51%
Std Deviation
-18.09%
Max Drawdown
59months
Recovery Period
1.00€
Invested Capital
July 1995
5.22€
Final Capital
June 2025
5.66%
Yearly Return
9.51%
Std Deviation
-24.54%
Max Drawdown
42months*
Recovery Period
* in progress
1.00€
Invested Capital
August 1953
274.01€
Final Capital
June 2025
8.12%
Yearly Return
9.95%
Std Deviation
-23.42%
Max Drawdown
32months
Recovery Period
1.00€
Invested Capital
August 1953
41.30€
Final Capital
June 2025
5.31%
Yearly Return
9.95%
Std Deviation
-24.54%
Max Drawdown
42months*
Recovery Period
* in progress

As of June 2025, in the previous 30 Years, the Frank Vasquez Golden Ratio Portfolio obtained a 8.92% compound annual return, with a 9.41% standard deviation. It suffered a maximum drawdown of -23.37% that required 31 months to be recovered.

As of June 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio To EUR obtained a 7.81% compound annual return, with a 9.51% standard deviation. It suffered a maximum drawdown of -18.09% that required 59 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.

Frank Vasquez Golden Ratio Portfolio
Weight
(%)		 Ticker Name
21.00
IJS
iShares S&P Small-Cap 600 Value
21.00
VUG
Vanguard Growth
10.00
VNQ
Vanguard Real Estate
26.00
TLT
iShares 20+ Year Treasury Bond
6.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
16.00
GLD
SPDR Gold Trust
Ray Dalio All Weather Portfolio To EUR
Weight
(%)		 Ticker Name
30.00
XD9U.DE
Xtrackers MSCI USA
40.00
IS04.DE
iShares USD Treasury Bond 20+yr
15.00
SXRL.DE
iShares USD Treasury Bond 3-7yr
7.50
PHAU
WisdomTree Physical Gold
7.50
UIQK.DE
UBS CMCI Composite SF
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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
(1953/08 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Frank Vasquez Golden Ratio Portfolio
Frank Vasquez 		1 $ 12.99 $ 1 198.59% 8.92%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 $ 9.55 $ 854.52% 7.81%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Frank Vasquez Golden Ratio Portfolio
Frank Vasquez 		1 $ 6.15 $ 515.41% 6.24%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 $ 5.22 $ 421.76% 5.66%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Frank Vasquez Golden Ratio Portfolio
Frank Vasquez 		1 $ 860.57 $ 85 957.40% 9.85%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 $ 274.01 $ 27 300.69% 8.12%
Aug 1953 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Frank Vasquez Golden Ratio Portfolio
Frank Vasquez 		1 $ 71.69 $ 7 069.15% 6.12%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 $ 41.30 $ 4 029.68% 5.31%
Aug 1953 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~72Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_frank_vasquez.webp Golden Ratio Portfolio
Frank Vasquez 		5.09 2.94 5.09 12.88 7.05 7.77 8.92 9.85
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		-4.61 -0.24 -4.61 0.23 2.50 5.05 7.81 8.12
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 August 1953 - 30 June 2025 (~72 years)
1 Year
5 Years
10 Years
30 Years
All (1953/08 - 2025/06)
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Golden Ratio Portfolio All Weather Portfolio To EUR
Author Frank Vasquez Ray Dalio
ASSET ALLOCATION
Stocks 52% 30%
Fixed Income 32% 55%
Commodities 16% 15%
PERFORMANCES
Annualized Return (%) 12.88 0.23
Infl. Adjusted (%) 9.88 -1.43
DRAWDOWN
Deepest Drawdown Depth (%) -3.79 -7.91
Start to Recovery (months) 7 4*
Longest Drawdown Depth (%) -3.79 -7.91
Start to Recovery (months) 7 4*
Longest Negative Period (months) 7 11*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.21 8.49
Sharpe Ratio 1.00 -0.52
Sortino Ratio 1.31 -0.71
Ulcer Index 1.89 3.95
Ratio: Return / Standard Deviation 1.57 0.03
Ratio: Return / Deepest Drawdown 3.40 0.03
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Golden Ratio Portfolio All Weather Portfolio To EUR
Author Frank Vasquez Ray Dalio
ASSET ALLOCATION
Stocks 52% 30%
Fixed Income 32% 55%
Commodities 16% 15%
PERFORMANCES
Annualized Return (%) 7.05 2.50
Infl. Adjusted (%) 2.36 -1.46
DRAWDOWN
Deepest Drawdown Depth (%) -23.37 -14.85
Start to Recovery (months) 31 33
Longest Drawdown Depth (%) -23.37 -14.85
Start to Recovery (months) 31 33
Longest Negative Period (months) 39 43*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.54 8.16
Sharpe Ratio 0.35 -0.02
Sortino Ratio 0.48 -0.03
Ulcer Index 9.47 6.57
Ratio: Return / Standard Deviation 0.56 0.31
Ratio: Return / Deepest Drawdown 0.30 0.17
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Golden Ratio Portfolio All Weather Portfolio To EUR
Author Frank Vasquez Ray Dalio
ASSET ALLOCATION
Stocks 52% 30%
Fixed Income 32% 55%
Commodities 16% 15%
PERFORMANCES
Annualized Return (%) 7.77 5.05
Infl. Adjusted (%) 4.56 2.49
DRAWDOWN
Deepest Drawdown Depth (%) -23.37 -14.85
Start to Recovery (months) 31 33
Longest Drawdown Depth (%) -23.37 -14.85
Start to Recovery (months) 31 33
Longest Negative Period (months) 39 43*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.67 7.56
Sharpe Ratio 0.56 0.43
Sortino Ratio 0.76 0.63
Ulcer Index 6.96 5.00
Ratio: Return / Standard Deviation 0.73 0.67
Ratio: Return / Deepest Drawdown 0.33 0.34
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Golden Ratio Portfolio All Weather Portfolio To EUR
Author Frank Vasquez Ray Dalio
ASSET ALLOCATION
Stocks 52% 30%
Fixed Income 32% 55%
Commodities 16% 15%
PERFORMANCES
Annualized Return (%) 8.92 7.81
Infl. Adjusted (%) 6.24 5.66
DRAWDOWN
Deepest Drawdown Depth (%) -23.37 -18.09
Start to Recovery (months) 31 59
Longest Drawdown Depth (%) -23.37 -18.09
Start to Recovery (months) 31 59
Longest Negative Period (months) 43 95
RISK INDICATORS
Standard Deviation (%) 9.41 9.51
Sharpe Ratio 0.71 0.58
Sortino Ratio 0.93 0.87
Ulcer Index 5.11 6.25
Ratio: Return / Standard Deviation 0.95 0.82
Ratio: Return / Deepest Drawdown 0.38 0.43
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Golden Ratio Portfolio All Weather Portfolio To EUR
Author Frank Vasquez Ray Dalio
ASSET ALLOCATION
Stocks 52% 30%
Fixed Income 32% 55%
Commodities 16% 15%
PERFORMANCES
Annualized Return (%) 9.85 8.12
Infl. Adjusted (%) 6.12 5.31
DRAWDOWN
Deepest Drawdown Depth (%) -23.37 -23.42
Start to Recovery (months) 31 32
Longest Drawdown Depth (%) -23.37 -18.09
Start to Recovery (months) 31 59
Longest Negative Period (months) 43 95
RISK INDICATORS
Standard Deviation (%) 9.17 9.95
Sharpe Ratio 0.62 0.40
Sortino Ratio 0.84 0.59
Ulcer Index 4.40 5.84
Ratio: Return / Standard Deviation 1.07 0.82
Ratio: Return / Deepest Drawdown 0.42 0.35
Metrics calculated over the period 1 August 1953 - 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 August 1953 - 30 June 2025 (~72 years)
30 Years
(1995/07 - 2025/06)

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Golden Ratio Portfolio All Weather Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.37 31 Jan 2022
Jul 2024
-22.00 25 Nov 2007
Nov 2009
-18.09 59 Nov 2000
Sep 2005
-14.85 33 Jan 2022
Sep 2024
-9.54 33 Mar 2006
Nov 2008
-9.45 6 Jul 1998
Dec 1998
-9.23 24 Aug 2012
Jul 2014
-8.81 5 Feb 2020
Jun 2020
-8.50 14 Dec 2008
Jan 2010
-8.43 8 Sep 2018
Apr 2019
-8.09 15 Apr 2015
Jun 2016
-7.91 4* Mar 2025
In progress
-7.77 7 Jul 1998
Jan 1999
-7.30 13 Sep 2010
Sep 2011
-7.18 14 Feb 2015
Mar 2016

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Golden Ratio Portfolio All Weather Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.42 32 Jun 1986
Jan 1989
-23.37 31 Jan 2022
Jul 2024
-22.00 25 Nov 2007
Nov 2009
-20.14 20 Sep 1989
Apr 1991
-18.29 12 Mar 1974
Feb 1975
-18.09 59 Nov 2000
Sep 2005
-17.83 22 May 1969
Feb 1971
-16.57 22 Feb 1994
Nov 1995
-14.85 33 Jan 2022
Sep 2024
-14.35 17 Feb 1974
Jun 1975
-14.24 17 Sep 1987
Jan 1989
-13.94 5 Feb 1980
Jun 1980
-12.97 12 Jan 1973
Dec 1973
-12.60 25 Dec 1968
Dec 1970
-11.33 17 Dec 1961
Apr 1963

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 August 1953 - 30 June 2025 (~72 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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Golden Ratio Portfolio All Weather Portfolio To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.09 -2.22 -4.61 -7.91
2024
 11.37 -4.10 12.31 -2.32
2023
 17.08 -10.36 7.25 -5.45
2022
 -20.13 -23.37 -14.06 -14.06
2021
 14.34 -3.32 16.23 -2.18
2020
 17.24 -8.81 6.82 -2.30
2019
 22.38 -1.76 21.06 -1.55
2018
 -4.62 -8.43 0.53 -4.01
2017
 13.17 -0.33 -0.07 -6.12
2016
 10.34 -5.36 8.08 -2.04
2015
 -2.70 -7.18 6.64 -8.09
2014
 14.23 -3.74 27.36 0.00
2013
 7.30 -4.75 -2.32 -7.08
2012
 10.90 -2.33 4.87 -6.96
2011
 11.26 -2.79 19.59 -4.90
2010
 18.67 -3.89 20.81 -7.08
2009
 13.48 -13.85 0.36 -7.51
2008
 -8.15 -17.41 6.75 -6.37
2007
 7.64 -3.47 1.21 -2.36
2006
 13.61 -2.41 -4.06 -8.39
2005
 8.77 -1.99 24.27 -2.09
2004
 12.41 -5.63 1.58 -5.37
2003
 21.02 -2.05 -4.94 -6.03
2002
 0.98 -6.92 -8.57 -12.50
2001
 2.44 -6.32 2.85 -8.57
2000
 7.18 -5.00 17.75 -8.37
1999
 4.50 -3.81 23.67 -4.40
1998
 10.22 -9.45 4.11 -7.77
1997
 17.46 -2.58 29.52 -5.02
1996
 12.12 -2.18 10.34 -5.37
1995
 23.89 -0.24 22.37 -3.05
1994
 -2.19 -5.72 -12.26 -16.57
1993
 14.09 -1.81 21.25 -3.56
1992
 9.99 -1.97 18.48 -9.85
1991
 25.46 -2.15 20.64 -6.12
1990
 -3.74 -10.26 -9.46 -13.83
1989
 17.15 -0.96 18.59 -7.32
1988
 10.53 -1.79 23.59 -6.24
1987
 3.74 -14.24 -15.30 -20.23
1986
 19.84 -3.19 -0.02 -9.58
1985
 27.84 -2.14 2.83 -10.14
1984
 5.33 -5.35 24.92 -9.13
1983
 13.15 -3.15 26.97 -2.02
1982
 29.44 -5.54 46.21 -0.90
1981
 -1.57 -9.97 14.87 -7.87
1980
 17.13 -13.94 21.99 -5.27
1979
 35.51 -7.47 17.96 -6.16
1978
 12.52 -7.58 -2.44 -9.12
1977
 8.03 -1.42 -4.83 -5.47
1976
 23.56 -2.31 18.13 -2.57
1975
 18.95 -9.90 24.42 -5.34
1974
 -1.42 -18.29 -6.20 -14.35
1973
 0.85 -7.16 0.00 -12.97
1972
 17.31 -1.01 12.41 -1.04
1971
 14.89 -3.39 6.77 -5.03
1970
 5.65 -10.33 9.98 -8.10
1969
 -7.17 -8.94 -6.10 -7.67
1968
 12.07 -1.83 6.42 -2.36
1967
 16.42 -2.37 5.85 -2.60
1966
 -2.30 -7.70 0.01 -6.13
1965
 10.74 -1.94 4.26 -1.03
1964
 9.93 -0.67 7.39 -0.31
1963
 10.07 -1.63 6.67 -1.04
1962
 -3.72 -11.29 0.39 -6.18
1961
 11.03 -1.98 6.06 -1.51
1960
 3.49 -2.99 8.45 -1.46
1959
 6.17 -3.34 1.79 -2.76
1958
 20.79 -0.85 14.48 -1.12
1957
 -2.16 -6.46 7.23 -2.18
1956
 1.30 -5.13 0.14 -3.61
1955
 10.08 -2.22 7.33 -0.56
1954
 24.62 -2.08 17.40 -1.49
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