10-year Treasury Portfolio vs US Inflation Protection Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
10-year Treasury Portfolio
1.00$
Initial Capital
February 1995
4.18$
Final Capital
January 2025
4.89%
Yearly Return
6.84%
Std Deviation
-23.19%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Initial Capital
February 1995
1.97$
Final Capital
January 2025
2.29%
Yearly Return
6.84%
Std Deviation
-35.52%
Max Drawdown
56months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
11.91$
Final Capital
January 2025
6.38%
Yearly Return
7.23%
Std Deviation
-23.19%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
3.94$
Final Capital
January 2025
3.48%
Yearly Return
7.23%
Std Deviation
-35.52%
Max Drawdown
56months*
Recovery Period
* in progress
US Inflation Protection Portfolio
1.00$
Initial Capital
February 1995
4.59$
Final Capital
January 2025
5.21%
Yearly Return
5.92%
Std Deviation
-14.76%
Max Drawdown
37months*
Recovery Period
* in progress
1.00$
Initial Capital
February 1995
2.17$
Final Capital
January 2025
2.61%
Yearly Return
5.92%
Std Deviation
-23.54%
Max Drawdown
42months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
13.10$
Final Capital
January 2025
6.63%
Yearly Return
6.59%
Std Deviation
-14.76%
Max Drawdown
37months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
4.33$
Final Capital
January 2025
3.72%
Yearly Return
6.59%
Std Deviation
-23.54%
Max Drawdown
42months*
Recovery Period
* in progress

As of January 2025, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.89% compound annual return, with a 6.84% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 54 months and is still in progress.

As of January 2025, in the previous 30 Years, the US Inflation Protection Portfolio obtained a 5.21% compound annual return, with a 5.92% standard deviation. It suffered a maximum drawdown of -14.76% which has been ongoing for 37 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 Allocations and ETFs

The compared portfolios have the following asset allocations.

10-year Treasury Portfolio
Weight
(%)
ETF
Ticker
Name
100.00
IEF
iShares 7-10 Year Treasury Bond
US Inflation Protection Portfolio
Weight
(%)
ETF
Ticker
Name
100.00
TIP
iShares TIPS Bond
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Portfolio Returns as of Jan 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 January 2025 (~40 years)
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Return (%) as of Jan 31, 2025
YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark
0.62 0.62 -1.38 -0.09 -2.01 0.28 4.89 6.38
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Inflation Protection
-- Market Benchmark
1.37 1.37 0.55 2.70 1.18 1.72 5.21 6.63
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

10-year Treasury Portfolio: an investment of 1$, since February 1995, now would be worth 4.18$, with a total return of 318.31% (4.89% annualized).

US Inflation Protection Portfolio: an investment of 1$, since February 1995, now would be worth 4.59$, with a total return of 359.30% (5.21% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.91$, with a total return of 1090.88% (6.38% annualized).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 13.10$, with a total return of 1209.83% (6.63% annualized).


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Portfolio Metrics as of Jan 31, 2025

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

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)
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10-year Treasury US Inflation Protection
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -0.09 2.70
Infl. Adjusted Return (%) -3.06 -0.35
DRAWDOWN
Deepest Drawdown Depth (%) -4.61 -3.05
Start to Recovery (months) 4* 4*
Longest Drawdown Depth (%) -4.45 -2.09
Start to Recovery (months) 6 5
Longest Negative Period (months) 12* 5
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.04 4.67
Sharpe Ratio -0.74 -0.52
Sortino Ratio -0.94 -0.66
Ulcer Index 2.64 1.34
Ratio: Return / Standard Deviation -0.01 0.58
Ratio: Return / Deepest Drawdown -0.02 0.89
Metrics calculated over the period 1 February 2024 - 31 January 2025
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10-year Treasury US Inflation Protection
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -2.01 1.18
Infl. Adjusted Return (%) -6.03 -2.97
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.76
Start to Recovery (months) 54* 37*
Longest Drawdown Depth (%) -23.19 -14.76
Start to Recovery (months) 54* 37*
Longest Negative Period (months) 60* 54*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.65 6.42
Sharpe Ratio -0.58 -0.19
Sortino Ratio -0.82 -0.25
Ulcer Index 13.50 7.86
Ratio: Return / Standard Deviation -0.26 0.18
Ratio: Return / Deepest Drawdown -0.09 0.08
Metrics calculated over the period 1 February 2020 - 31 January 2025
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10-year Treasury US Inflation Protection
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.28 1.72
Infl. Adjusted Return (%) -2.76 -1.36
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.76
Start to Recovery (months) 54* 37*
Longest Drawdown Depth (%) -23.19 -14.76
Start to Recovery (months) 54* 37*
Longest Negative Period (months) 111 54*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.57 5.13
Sharpe Ratio -0.21 0.01
Sortino Ratio -0.30 0.02
Ulcer Index 9.96 5.71
Ratio: Return / Standard Deviation 0.04 0.34
Ratio: Return / Deepest Drawdown 0.01 0.12
Metrics calculated over the period 1 February 2015 - 31 January 2025
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10-year Treasury US Inflation Protection
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.89 5.21
Infl. Adjusted Return (%) 2.29 2.61
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.76
Start to Recovery (months) 54* 37*
Longest Drawdown Depth (%) -23.19 -9.24
Start to Recovery (months) 54* 76
Longest Negative Period (months) 126 77
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.84 5.92
Sharpe Ratio 0.38 0.49
Sortino Ratio 0.54 0.67
Ulcer Index 6.28 4.18
Ratio: Return / Standard Deviation 0.71 0.88
Ratio: Return / Deepest Drawdown 0.21 0.35
Metrics calculated over the period 1 February 1995 - 31 January 2025
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10-year Treasury US Inflation Protection
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.38 6.63
Infl. Adjusted Return (%) 3.48 3.72
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.76
Start to Recovery (months) 54* 37*
Longest Drawdown Depth (%) -23.19 -9.24
Start to Recovery (months) 54* 76
Longest Negative Period (months) 126 77
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 6.59
Sharpe Ratio 0.45 0.53
Sortino Ratio 0.64 0.74
Ulcer Index 5.72 4.01
Ratio: Return / Standard Deviation 0.88 1.01
Ratio: Return / Deepest Drawdown 0.27 0.45
Metrics calculated over the period 1 January 1985 - 31 January 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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)

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10-year Treasury US Inflation Protection
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-23.19 54* Aug 2020
In progress
-14.76 37* Jan 2022
In progress
-11.79 13 Sep 2008
Sep 2009
-9.34 23 Oct 1998
Aug 2000
-9.24 76 Dec 2012
Mar 2019
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-6.47 9 Feb 1996
Oct 1996
-5.68 7 Jun 2003
Dec 2003
-5.32 14 Feb 1999
Mar 2000
-5.32 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004

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10-year Treasury US Inflation Protection
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-23.19 54* Aug 2020
In progress
-14.76 37* Jan 2022
In progress
-11.79 13 Sep 2008
Sep 2009
-10.87 11 Mar 1987
Jan 1988
-10.68 16 Feb 1994
May 1995
-10.14 19 Nov 1993
May 1995
-9.45 11 Mar 1987
Jan 1988
-9.34 23 Oct 1998
Aug 2000
-9.24 76 Dec 2012
Mar 2019
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-6.47 9 Feb 1996
Oct 1996

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 1985 - 31 January 2025 (~40 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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10-year Treasury US Inflation Protection
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
0.62 0.00 1.37 0.00
2024
-0.63 -4.61 1.65 -3.05
2023
3.65 -8.82 3.27 -5.35
2022
-15.19 -16.91 -13.10 -14.74
2021
-3.33 -5.73 5.67 -1.95
2020
10.01 -2.02 10.84 -1.76
2019
8.03 -2.59 8.35 -1.14
2018
0.99 -3.19 -1.42 -2.47
2017
2.55 -1.90 2.92 -0.91
2016
1.00 -6.50 4.68 -2.64
2015
1.51 -4.25 -1.75 -4.83
2014
9.07 -1.05 3.59 -2.59
2013
-6.09 -7.60 -8.49 -9.10
2012
3.66 -2.67 6.39 -1.43
2011
15.64 -1.29 13.28 -0.01
2010
9.37 -4.30 6.14 -3.05
2009
-6.59 -6.65 8.94 -2.24
2008
17.91 -4.15 0.04 -11.79
2007
10.37 -1.85 11.92 -1.52
2006
2.52 -2.87 0.28 -2.37
2005
2.64 -3.19 2.49 -2.47
2004
4.12 -4.85 8.28 -4.82
2003
5.29 -5.68 8.00 -5.32
2002
15.45 -4.13 16.61 -2.75
2001
5.40 -5.21 7.61 -3.37
2000
17.28 -1.12 17.65 -0.84
1999
-7.83 -8.11 -4.47 -5.32
1998
14.64 -1.61 9.27 -0.76
1997
11.97 -2.02 12.71 -2.48
1996
0.00 -6.90 1.33 -6.47
1995
25.55 -1.23 23.02 -0.42
1994
-7.19 -9.56 -6.25 -10.68
1993
12.97 -2.55 15.75 -1.45
1992
7.23 -4.02 8.74 -3.82
1991
18.91 -0.54 18.60 -0.30
1990
7.70 -4.48 8.20 -4.32
1989
17.84 -2.30 15.77 -2.48
1988
6.90 -4.60 6.51 -4.70
1987
-2.64 -10.87 -0.24 -9.45
1986
21.35 -3.93 18.39 -4.18
1985
29.85 -3.33 26.04 -3.65
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