Frank Vasquez Golden Ratio Portfolio vs Stocks/Bonds 80/20 To EUR Bond Hedged Portfolio Portfolio Comparison

Simulation Settings
Period: August 1953 - May 2025 (~72 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since August 1953)
Inflation Adjusted:
Frank Vasquez Golden Ratio Portfolio
1.00$
Initial Capital
June 1995
12.90$
Final Capital
May 2025
8.90%
Yearly Return
9.41%
Std Deviation
-23.37%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
June 1995
6.12$
Final Capital
May 2025
6.22%
Yearly Return
9.41%
Std Deviation
-27.40%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Initial Capital
August 1953
836.02$
Final Capital
May 2025
9.82%
Yearly Return
9.17%
Std Deviation
-23.37%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
August 1953
69.85$
Final Capital
May 2025
6.09%
Yearly Return
9.17%
Std Deviation
-27.40%
Max Drawdown
45months*
Recovery Period
* in progress
Stocks/Bonds 80/20 To EUR Bond Hedged Portfolio
1.00€
Initial Capital
June 1995
16.24€
Final Capital
May 2025
9.74%
Yearly Return
12.82%
Std Deviation
-42.48%
Max Drawdown
137months
Recovery Period
1.00€
Initial Capital
June 1995
8.85€
Final Capital
May 2025
7.54%
Yearly Return
12.82%
Std Deviation
-51.88%
Max Drawdown
159months
Recovery Period
1.00€
Initial Capital
August 1953
1.2K€
Final Capital
May 2025
10.31%
Yearly Return
13.21%
Std Deviation
-42.48%
Max Drawdown
137months
Recovery Period
1.00€
Initial Capital
August 1953
173.50€
Final Capital
May 2025
7.44%
Yearly Return
13.21%
Std Deviation
-51.88%
Max Drawdown
159months
Recovery Period

As of May 2025, in the previous 30 Years, the Frank Vasquez Golden Ratio Portfolio obtained a 8.90% 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 May 2025, in the previous 30 Years, the Stocks/Bonds 80/20 To EUR Bond Hedged Portfolio obtained a 9.74% compound annual return, with a 12.82% standard deviation. It suffered a maximum drawdown of -42.48% that required 137 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
Stocks/Bonds 80/20 To EUR Bond Hedged Portfolio
Weight
(%)		 Ticker Name
80.00
XD9U.DE
Xtrackers MSCI USA
20.00
CEBW.DE
iShares US Aggregate Bond EUR Hedged
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Portfolio Returns as of May 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 August 1953 - 31 May 2025 (~72 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		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 		2.09 1.80 -1.78 11.45 6.94 7.24 8.90 9.82
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 80/20 • Bond Hedged
-- Market Benchmark 		-5.96 5.25 -7.03 8.99 11.83 9.74 9.74 10.31
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Frank Vasquez Golden Ratio Portfolio: an investment of 1$, since June 1995, now would be worth 12.90$, with a total return of 1189.80% (8.90% annualized).

Stocks/Bonds 80/20 To EUR Bond Hedged Portfolio: an investment of 1€, since June 1995, now would be worth 16.24€, with a total return of 1523.86% (9.74% annualized).


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Frank Vasquez Golden Ratio Portfolio: an investment of 1$, since August 1953, now would be worth 836.02$, with a total return of 83501.68% (9.82% annualized).

Stocks/Bonds 80/20 To EUR Bond Hedged Portfolio: an investment of 1€, since August 1953, now would be worth 1151.75€, with a total return of 115075.33% (10.31% annualized).


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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 August 1953 - 31 May 2025 (~72 years)
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Golden Ratio Portfolio Stocks/Bonds 80/20 To EUR Bond Hedged
Author Frank Vasquez
ASSET ALLOCATION
Stocks 52% 80%
Fixed Income 32% 20%
Commodities 16% 0%
PERFORMANCES
Annualized Return (%) 11.45 8.99
Infl. Adjusted Return (%) 8.86 6.91
DRAWDOWN
Deepest Drawdown Depth (%) -3.79 -13.60
Start to Recovery (months) 6* 4*
Longest Drawdown Depth (%) -3.79 -13.60
Start to Recovery (months) 6* 4*
Longest Negative Period (months) 7 10
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.00 14.39
Sharpe Ratio 0.84 0.30
Sortino Ratio 1.11 0.41
Ulcer Index 1.89 5.38
Ratio: Return / Standard Deviation 1.43 0.63
Ratio: Return / Deepest Drawdown 3.02 0.66
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Golden Ratio Portfolio Stocks/Bonds 80/20 To EUR Bond Hedged
Author Frank Vasquez
ASSET ALLOCATION
Stocks 52% 80%
Fixed Income 32% 20%
Commodities 16% 0%
PERFORMANCES
Annualized Return (%) 6.94 11.83
Infl. Adjusted Return (%) 2.22 7.42
DRAWDOWN
Deepest Drawdown Depth (%) -23.37 -14.68
Start to Recovery (months) 31 24
Longest Drawdown Depth (%) -23.37 -14.68
Start to Recovery (months) 31 24
Longest Negative Period (months) 39 26
RISK INDICATORS
Standard Deviation (%) 12.52 12.25
Sharpe Ratio 0.35 0.75
Sortino Ratio 0.48 1.04
Ulcer Index 9.47 5.99
Ratio: Return / Standard Deviation 0.55 0.97
Ratio: Return / Deepest Drawdown 0.30 0.81
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Golden Ratio Portfolio Stocks/Bonds 80/20 To EUR Bond Hedged
Author Frank Vasquez
ASSET ALLOCATION
Stocks 52% 80%
Fixed Income 32% 20%
Commodities 16% 0%
PERFORMANCES
Annualized Return (%) 7.24 9.74
Infl. Adjusted Return (%) 4.04 7.06
DRAWDOWN
Deepest Drawdown Depth (%) -23.37 -14.68
Start to Recovery (months) 31 24
Longest Drawdown Depth (%) -23.37 -14.68
Start to Recovery (months) 31 24
Longest Negative Period (months) 39 26
RISK INDICATORS
Standard Deviation (%) 10.68 12.25
Sharpe Ratio 0.51 0.65
Sortino Ratio 0.70 0.89
Ulcer Index 6.98 5.09
Ratio: Return / Standard Deviation 0.68 0.79
Ratio: Return / Deepest Drawdown 0.31 0.66
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Golden Ratio Portfolio Stocks/Bonds 80/20 To EUR Bond Hedged
Author Frank Vasquez
ASSET ALLOCATION
Stocks 52% 80%
Fixed Income 32% 20%
Commodities 16% 0%
PERFORMANCES
Annualized Return (%) 8.90 9.74
Infl. Adjusted Return (%) 6.22 7.54
DRAWDOWN
Deepest Drawdown Depth (%) -23.37 -42.48
Start to Recovery (months) 31 137
Longest Drawdown Depth (%) -23.37 -42.48
Start to Recovery (months) 31 137
Longest Negative Period (months) 43 141
RISK INDICATORS
Standard Deviation (%) 9.41 12.82
Sharpe Ratio 0.70 0.58
Sortino Ratio 0.93 0.78
Ulcer Index 5.11 15.13
Ratio: Return / Standard Deviation 0.95 0.76
Ratio: Return / Deepest Drawdown 0.38 0.23
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Golden Ratio Portfolio Stocks/Bonds 80/20 To EUR Bond Hedged
Author Frank Vasquez
ASSET ALLOCATION
Stocks 52% 80%
Fixed Income 32% 20%
Commodities 16% 0%
PERFORMANCES
Annualized Return (%) 9.82 10.31
Infl. Adjusted Return (%) 6.09 7.44
DRAWDOWN
Deepest Drawdown Depth (%) -23.37 -42.48
Start to Recovery (months) 31 137
Longest Drawdown Depth (%) -23.37 -42.48
Start to Recovery (months) 31 137
Longest Negative Period (months) 43 141
RISK INDICATORS
Standard Deviation (%) 9.17 13.21
Sharpe Ratio 0.62 0.47
Sortino Ratio 0.84 0.64
Ulcer Index 4.40 12.01
Ratio: Return / Standard Deviation 1.07 0.78
Ratio: Return / Deepest Drawdown 0.42 0.24
Metrics calculated over the period 1 August 1953 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 August 1953 - 31 May 2025 (~72 years)

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Golden Ratio Portfolio Stocks/Bonds 80/20 To EUR Bond Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-42.48 137 Sep 2000
Jan 2012
-23.37 31 Jan 2022
Jul 2024
-22.00 25 Nov 2007
Nov 2009
-16.10 6 Jul 1998
Dec 1998
-14.68 24 Jan 2022
Dec 2023
-14.32 7 Feb 2020
Aug 2020
-13.60 4* Feb 2025
In progress
-10.32 6 Oct 2018
Mar 2019
-9.45 6 Jul 1998
Dec 1998
-9.11 8 Apr 2015
Nov 2015
-8.81 5 Feb 2020
Jun 2020
-8.43 8 Sep 2018
Apr 2019
-8.31 8 Dec 2015
Jul 2016
-7.78 5 Jul 1999
Nov 1999
-7.18 14 Feb 2015
Mar 2016

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Golden Ratio Portfolio Stocks/Bonds 80/20 To EUR Bond Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-42.48 137 Sep 2000
Jan 2012
-41.03 39 Jan 1973
Mar 1976
-30.08 19 Sep 1987
Mar 1989
-26.35 20 Sep 1989
Apr 1991
-24.58 28 Dec 1968
Mar 1971
-23.37 31 Jan 2022
Jul 2024
-22.00 25 Nov 2007
Nov 2009
-18.29 12 Mar 1974
Feb 1975
-17.83 22 May 1969
Feb 1971
-17.53 16 Jan 1962
Apr 1963
-16.10 6 Jul 1998
Dec 1998
-15.33 27 Jan 1977
Mar 1979
-14.68 24 Jan 2022
Dec 2023
-14.32 7 Feb 2020
Aug 2020
-14.24 17 Sep 1987
Jan 1989

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 - 31 May 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 Stocks/Bonds 80/20 To EUR Bond Hedged
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.09 -2.22 -5.96 -13.60
2024
 11.37 -4.10 25.80 -2.34
2023
 17.08 -10.36 18.54 -5.06
2022
 -20.13 -23.37 -14.68 -14.68
2021
 14.34 -3.32 30.07 -2.03
2020
 17.24 -8.81 8.93 -14.32
2019
 22.38 -1.76 28.99 -3.83
2018
 -4.62 -8.43 -1.50 -10.32
2017
 13.17 -0.33 5.85 -4.52
2016
 10.34 -5.36 11.94 -5.27
2015
 -2.70 -7.18 9.86 -9.11
2014
 14.23 -3.74 24.44 -0.74
2013
 7.30 -4.75 22.07 -2.17
2012
 10.90 -2.33 12.11 -2.11
2011
 11.26 -2.79 5.23 -8.46
2010
 18.67 -3.89 21.88 -5.02
2009
 13.48 -13.85 21.56 -7.91
2008
 -8.15 -17.41 -25.65 -25.65
2007
 7.64 -3.47 -2.64 -8.07
2006
 13.61 -2.41 3.40 -6.26
2005
 8.77 -1.99 17.55 -2.09
2004
 12.41 -5.63 4.69 -3.12
2003
 21.02 -2.05 8.24 -5.51
2002
 0.98 -6.92 -24.10 -27.27
2001
 2.44 -6.32 -2.92 -17.76
2000
 7.18 -5.00 -1.76 -15.02
1999
 4.50 -3.81 34.61 -7.78
1998
 10.22 -9.45 13.95 -16.10
1997
 17.46 -2.58 41.18 -6.21
1996
 12.12 -2.18 19.16 -7.12
1995
 23.89 -0.24 27.87 -1.48
1994
 -2.19 -5.72 -7.77 -11.95
1993
 14.09 -1.81 18.71 -3.61
1992
 9.99 -1.97 19.48 -9.59
1991
 25.46 -2.15 32.05 -7.20
1990
 -3.74 -10.26 -12.80 -19.86
1989
 17.15 -0.96 23.11 -8.68
1988
 10.53 -1.79 25.74 -6.31
1987
 3.74 -14.24 -12.87 -30.08
1986
 19.84 -3.19 -1.25 -12.30
1985
 27.84 -2.14 7.80 -11.84
1984
 5.33 -5.35 16.49 -9.36
1983
 13.15 -3.15 36.65 -2.35
1982
 29.44 -5.54 32.29 -2.23
1981
 -1.57 -9.97 11.91 -11.57
1980
 17.13 -13.94 37.46 -6.40
1979
 35.51 -7.47 18.24 -7.44
1978
 12.52 -7.58 -1.73 -10.35
1977
 8.03 -1.42 -8.06 -8.81
1976
 23.56 -2.31 25.80 -1.81
1975
 18.95 -9.90 42.85 -10.18
1974
 -1.42 -18.29 -26.01 -30.48
1973
 0.85 -7.16 -17.89 -21.77
1972
 17.31 -1.01 12.89 -1.89
1971
 14.89 -3.39 9.88 -7.74
1970
 5.65 -10.33 7.04 -14.74
1969
 -7.17 -8.94 -8.37 -9.31
1968
 12.07 -1.83 11.51 -3.72
1967
 16.42 -2.37 22.63 -3.90
1966
 -2.30 -7.70 -5.74 -12.19
1965
 10.74 -1.94 11.73 -3.59
1964
 9.93 -0.67 13.99 -1.05
1963
 10.07 -1.63 17.30 -2.26
1962
 -3.72 -11.29 -6.30 -17.53
1961
 11.03 -1.98 20.78 -2.30
1960
 3.49 -2.99 3.66 -5.41
1959
 6.17 -3.34 9.88 -4.61
1958
 20.79 -0.85 40.63 -1.06
1957
 -2.16 -6.46 -1.80 -6.62
1956
 1.30 -5.13 6.76 -6.12
1955
 10.08 -2.22 21.68 -2.28
1954
 24.62 -2.08 40.95 -2.88
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