10-year Treasury Portfolio vs Vanguard LifeStrategy Conservative Growth Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
10-year Treasury Portfolio
1.00$
Invested Capital
June 1995
3.84$
Final Capital
May 2025
4.58%
Yearly Return
6.75%
Std Deviation
-23.19%
Max Drawdown
58months*
Recovery Period
* in progress
1.00$
Invested Capital
June 1995
1.82$
Final Capital
May 2025
2.02%
Yearly Return
6.75%
Std Deviation
-35.52%
Max Drawdown
60months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
12.26$
Final Capital
May 2025
6.40%
Yearly Return
7.22%
Std Deviation
-23.19%
Max Drawdown
58months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
4.03$
Final Capital
May 2025
3.51%
Yearly Return
7.22%
Std Deviation
-35.52%
Max Drawdown
60months*
Recovery Period
* in progress
Vanguard LifeStrategy Conservative Growth Portfolio
1.00$
Invested Capital
June 1995
6.45$
Final Capital
May 2025
6.41%
Yearly Return
6.92%
Std Deviation
-21.90%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
June 1995
3.06$
Final Capital
May 2025
3.80%
Yearly Return
6.92%
Std Deviation
-24.82%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
22.32$
Final Capital
May 2025
7.99%
Yearly Return
7.10%
Std Deviation
-21.90%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
January 1985
7.34$
Final Capital
May 2025
5.06%
Yearly Return
7.10%
Std Deviation
-24.82%
Max Drawdown
45months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.58% compound annual return, with a 6.75% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 58 months and is still in progress.

As of May 2025, in the previous 30 Years, the Vanguard LifeStrategy Conservative Growth Portfolio obtained a 6.41% compound annual return, with a 6.92% standard deviation. It suffered a maximum drawdown of -21.90% that required 26 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.

10-year Treasury Portfolio
Weight
(%)		 Ticker Name
100.00
IEF
iShares 7-10 Year Treasury Bond
Vanguard LifeStrategy Conservative Growth Portfolio
Weight
(%)		 Ticker Name
24.00
VTI
Vanguard Total Stock Market
16.00
VEU
Vanguard FTSE All-World ex-US
42.00
BND
Vanguard Total Bond Market
18.00
BNDX
Vanguard Total International Bond
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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
Capital Growth
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 3.84 $ 283.66% 4.58%
Vanguard LifeStrategy Conservative Growth
Vanguard 		1 $ 6.45 $ 545.28% 6.41%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 1.82 $ 81.98% 2.02%
Vanguard LifeStrategy Conservative Growth
Vanguard 		1 $ 3.06 $ 206.08% 3.80%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 12.26 $ 1 125.99% 6.40%
Vanguard LifeStrategy Conservative Growth
Vanguard 		1 $ 22.32 $ 2 132.23% 7.99%
Jan 1985 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 4.03 $ 303.36% 3.51%
Vanguard LifeStrategy Conservative Growth
Vanguard 		1 $ 7.34 $ 634.42% 5.06%
Jan 1985 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		3.58 -1.24 1.24 5.74 -2.85 0.84 4.58 6.40
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_vanguard.webp LifeStrategy Conservative Growth
Vanguard 		3.67 1.90 1.55 8.92 4.95 4.98 6.41 7.99
Returns over 1 year are 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 January 1985 - 31 May 2025 (~40 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/05)
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10-year Treasury LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.74 8.92
Infl. Adjusted (%) 3.29 6.39
DRAWDOWN
Deepest Drawdown Depth (%) -4.61 -2.06
Start to Recovery (months) 7 2
Longest Drawdown Depth (%) -4.61 -2.05
Start to Recovery (months) 7 3
Longest Negative Period (months) 8* 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.28 5.46
Sharpe Ratio 0.16 0.77
Sortino Ratio 0.21 0.93
Ulcer Index 2.13 0.94
Ratio: Return / Standard Deviation 0.91 1.63
Ratio: Return / Deepest Drawdown 1.25 4.33
Metrics calculated over the period 1 June 2024 - 31 May 2025
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10-year Treasury LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -2.85 4.95
Infl. Adjusted (%) -7.14 0.32
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.57
Start to Recovery (months) 58* 31
Longest Drawdown Depth (%) -23.19 -18.57
Start to Recovery (months) 58* 31
Longest Negative Period (months) 60* 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.47 8.86
Sharpe Ratio -0.73 0.26
Sortino Ratio -1.04 0.36
Ulcer Index 13.96 7.16
Ratio: Return / Standard Deviation -0.38 0.56
Ratio: Return / Deepest Drawdown -0.12 0.27
Metrics calculated over the period 1 June 2020 - 31 May 2025
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10-year Treasury LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.84 4.98
Infl. Adjusted (%) -2.16 1.85
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.57
Start to Recovery (months) 58* 31
Longest Drawdown Depth (%) -23.19 -18.57
Start to Recovery (months) 58* 31
Longest Negative Period (months) 103 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 7.67
Sharpe Ratio -0.14 0.42
Sortino Ratio -0.21 0.56
Ulcer Index 10.25 5.29
Ratio: Return / Standard Deviation 0.13 0.65
Ratio: Return / Deepest Drawdown 0.04 0.27
Metrics calculated over the period 1 June 2015 - 31 May 2025
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10-year Treasury LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.58 6.41
Infl. Adjusted (%) 2.02 3.80
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.90
Start to Recovery (months) 58* 26
Longest Drawdown Depth (%) -23.19 -18.57
Start to Recovery (months) 58* 31
Longest Negative Period (months) 126 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.75 6.92
Sharpe Ratio 0.34 0.60
Sortino Ratio 0.49 0.79
Ulcer Index 6.45 4.40
Ratio: Return / Standard Deviation 0.68 0.93
Ratio: Return / Deepest Drawdown 0.20 0.29
Metrics calculated over the period 1 June 1995 - 31 May 2025
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10-year Treasury LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.40 7.99
Infl. Adjusted (%) 3.51 5.06
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.90
Start to Recovery (months) 58* 26
Longest Drawdown Depth (%) -23.19 -18.57
Start to Recovery (months) 58* 31
Longest Negative Period (months) 126 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.22 7.10
Sharpe Ratio 0.45 0.68
Sortino Ratio 0.65 0.91
Ulcer Index 5.84 3.97
Ratio: Return / Standard Deviation 0.89 1.12
Ratio: Return / Deepest Drawdown 0.28 0.36
Metrics calculated over the period 1 January 1985 - 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 January 1985 - 31 May 2025 (~40 years)
30 Years
(1995/06 - 2025/05)

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10-year Treasury LifeStrategy Conservative Growth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 58* Aug 2020
In progress
-21.90 26 Nov 2007
Dec 2009
-18.57 31 Jan 2022
Jul 2024
-9.34 23 Oct 1998
Aug 2000
-8.46 6 Feb 2020
Jul 2020
-8.06 28 Feb 2001
May 2003
-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
-6.00 9 May 2011
Jan 2012
-5.68 7 Jun 2003
Dec 2003
-5.30 4 Jul 1998
Oct 1998
-4.85 7 Apr 2004
Oct 2004

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10-year Treasury LifeStrategy Conservative Growth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 58* Aug 2020
In progress
-21.90 26 Nov 2007
Dec 2009
-18.57 31 Jan 2022
Jul 2024
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.95 10 Sep 1987
Jun 1988
-9.34 23 Oct 1998
Aug 2000
-8.46 6 Feb 2020
Jul 2020
-8.06 28 Feb 2001
May 2003
-7.60 19 May 2013
Nov 2014
-7.29 6 Aug 1990
Jan 1991
-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

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 May 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 LifeStrategy Conservative Growth
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.58 -1.24 3.67 -1.52
2024
 -0.63 -4.61 7.83 -2.75
2023
 3.65 -8.82 12.64 -6.30
2022
 -15.19 -16.91 -14.98 -18.57
2021
 -3.33 -5.73 6.29 -2.35
2020
 10.01 -2.02 10.90 -8.46
2019
 8.03 -2.59 15.98 -1.67
2018
 0.99 -3.19 -3.06 -4.63
2017
 2.55 -1.90 11.40 0.00
2016
 1.00 -6.50 5.76 -1.97
2015
 1.51 -4.25 -0.23 -4.56
2014
 9.07 -1.05 6.30 -1.55
2013
 -6.09 -7.60 9.27 -3.00
2012
 3.66 -2.67 10.01 -3.02
2011
 15.64 -1.29 2.86 -6.00
2010
 9.37 -4.30 10.21 -3.68
2009
 -6.59 -6.65 17.23 -8.65
2008
 17.91 -4.15 -13.37 -17.25
2007
 10.37 -1.85 7.58 -1.31
2006
 2.52 -2.87 10.35 -1.58
2005
 2.64 -3.19 5.91 -1.60
2004
 4.12 -4.85 9.28 -2.28
2003
 5.29 -5.68 16.21 -1.18
2002
 15.45 -4.13 -2.19 -6.39
2001
 5.40 -5.21 -0.37 -6.05
2000
 17.28 -1.12 1.40 -3.80
1999
 -7.83 -8.11 10.23 -2.26
1998
 14.64 -1.61 14.76 -5.30
1997
 11.97 -2.02 10.41 -2.78
1996
 0.00 -6.90 8.12 -1.36
1995
 25.55 -1.23 20.68 0.00
1994
 -7.19 -9.56 -0.91 -4.90
1993
 12.97 -2.55 14.36 -2.48
1992
 7.23 -4.02 4.96 -3.22
1991
 18.91 -0.54 19.55 -2.33
1990
 7.70 -4.48 -0.50 -7.29
1989
 17.84 -2.30 16.53 -1.00
1988
 6.90 -4.60 12.93 -1.67
1987
 -2.64 -10.87 6.77 -9.95
1986
 21.35 -3.93 22.93 -3.26
1985
 29.85 -3.33 29.44 -0.72
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