10-year Treasury vs Vanguard LifeStrategy Income Fund Portfolio Comparison

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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10-year Treasury Portfolio
1.00$
Initial Capital
September 1994
4.31$
Final Capital
August 2024
4.99%
Yearly Return
6.81
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
Vanguard LifeStrategy Income Fund Portfolio
1.00$
Initial Capital
September 1994
5.20$
Final Capital
August 2024
5.65%
Yearly Return
4.80
Std Deviation
-16.61%
Max Drawdown
36 months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
January 1985
12.24$
Final Capital
August 2024
6.52%
Yearly Return
7.23
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
Vanguard LifeStrategy Income Fund Portfolio
1.00$
Initial Capital
January 1985
15.10$
Final Capital
August 2024
7.08%
Yearly Return
5.14
Std Deviation
-16.61%
Max Drawdown
36 months
Recovery Period

The 10-year Treasury Portfolio obtained a 4.99% compound annual return, with a 6.81% standard deviation, in the last 30 Years.

The Vanguard LifeStrategy Income Fund Portfolio obtained a 5.65% compound annual return, with a 4.80% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
10-year Treasury 2.74 1.35 4.85 5.89 -1.32 1.16 4.99 6.52
LifeStrategy Income Fund
Vanguard 		5.39 1.41 5.64 10.37 2.35 3.33 5.65 7.08
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

10-year Treasury Portfolio: an investment of 1$, since September 1994, now would be worth 4.31$, with a total return of 331.24% (4.99% annualized).

Vanguard LifeStrategy Income Fund Portfolio: an investment of 1$, since September 1994, now would be worth 5.20$, with a total return of 419.55% (5.65% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 12.24$, with a total return of 1123.80% (6.52% annualized).

Vanguard LifeStrategy Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 15.10$, with a total return of 1409.89% (7.08% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)
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10-year Treasury LifeStrategy Income Fund
Author Vanguard
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.89 10.37
Infl. Adjusted Return (%) 3.41 7.78
DRAWDOWN
Deepest Drawdown Depth (%) -5.01 -4.13
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -4.45 -4.13
Start to Recovery (months) 6 3
Longest Negative Period (months) 8 4
RISK INDICATORS
Standard Deviation (%) 8.66 7.89
Sharpe Ratio 0.06 0.64
Sortino Ratio 0.09 0.91
Ulcer Index 2.34 1.54
Ratio: Return / Standard Deviation 0.68 1.31
Ratio: Return / Deepest Drawdown 1.18 2.51
Metrics calculated over the period 1 September 2023 - 31 August 2024
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10-year Treasury LifeStrategy Income Fund
Author Vanguard
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -1.32 2.35
Infl. Adjusted Return (%) -5.24 -1.72
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -16.61
Start to Recovery (months) 49* 36*
Longest Drawdown Depth (%) -23.19 -16.61
Start to Recovery (months) 49* 36*
Longest Negative Period (months) 60* 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.60 7.37
Sharpe Ratio -0.45 0.03
Sortino Ratio -0.66 0.04
Ulcer Index 12.73 7.30
Ratio: Return / Standard Deviation -0.17 0.32
Ratio: Return / Deepest Drawdown -0.06 0.14
Metrics calculated over the period 1 September 2019 - 31 August 2024
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10-year Treasury LifeStrategy Income Fund
Author Vanguard
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.16 3.33
Infl. Adjusted Return (%) -1.61 0.50
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -16.61
Start to Recovery (months) 49* 36*
Longest Drawdown Depth (%) -23.19 -16.61
Start to Recovery (months) 49* 36*
Longest Negative Period (months) 111 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 5.70
Sharpe Ratio -0.04 0.33
Sortino Ratio -0.06 0.45
Ulcer Index 9.43 5.23
Ratio: Return / Standard Deviation 0.18 0.59
Ratio: Return / Deepest Drawdown 0.05 0.20
Metrics calculated over the period 1 September 2014 - 31 August 2024
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10-year Treasury LifeStrategy Income Fund
Author Vanguard
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.99 5.65
Infl. Adjusted Return (%) 2.42 3.06
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -16.61
Start to Recovery (months) 49* 36*
Longest Drawdown Depth (%) -23.19 -16.61
Start to Recovery (months) 49* 36*
Longest Negative Period (months) 126 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.81 4.80
Sharpe Ratio 0.40 0.70
Sortino Ratio 0.57 0.94
Ulcer Index 6.01 3.31
Ratio: Return / Standard Deviation 0.73 1.18
Ratio: Return / Deepest Drawdown 0.22 0.34
Metrics calculated over the period 1 September 1994 - 31 August 2024
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10-year Treasury LifeStrategy Income Fund
Author Vanguard
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.52 7.08
Infl. Adjusted Return (%) 3.63 4.18
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -16.61
Start to Recovery (months) 49* 36*
Longest Drawdown Depth (%) -23.19 -16.61
Start to Recovery (months) 49* 36*
Longest Negative Period (months) 126 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 5.14
Sharpe Ratio 0.47 0.77
Sortino Ratio 0.68 1.06
Ulcer Index 5.52 3.01
Ratio: Return / Standard Deviation 0.90 1.38
Ratio: Return / Deepest Drawdown 0.28 0.43
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

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10-year Treasury LifeStrategy Income Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-16.61 36* Sep 2021
In progress
-10.54 15 May 2008
Jul 2009
-9.34 23 Oct 1998
Aug 2000
-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
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.67 11 Sep 2010
Jul 2011
-4.47 4 Feb 2020
May 2020
-4.25 12 Feb 2015
Jan 2016
-4.15 8 Apr 2008
Nov 2008

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10-year Treasury LifeStrategy Income Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-16.61 36* Sep 2021
In progress
-10.87 11 Mar 1987
Jan 1988
-10.54 15 May 2008
Jul 2009
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-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
-5.68 7 Jun 2003
Dec 2003
-5.45 15 Feb 1994
Apr 1995
-4.85 7 Apr 2004
Oct 2004
-4.67 11 Sep 2010
Jul 2011

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 August 2024 (~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 Income Fund
Year Return Drawdown Return Drawdown
2024
 2.74% -4.45% 5.39% -2.43%
2023
 3.65% -8.82% 9.53% -5.05%
2022
 -15.19% -16.91% -14.00% -16.30%
2021
 -3.33% -5.73% 2.15% -1.71%
2020
 10.01% -2.02% 8.85% -4.47%
2019
 8.03% -2.59% 12.26% -0.05%
2018
 0.99% -3.19% -1.15% -2.37%
2017
 2.55% -1.90% 7.31% 0.00%
2016
 1.00% -6.50% 4.45% -2.58%
2015
 1.51% -4.25% 0.26% -2.43%
2014
 9.07% -1.05% 6.50% -0.99%
2013
 -6.09% -7.60% 3.78% -3.36%
2012
 3.66% -2.67% 7.54% -1.14%
2011
 15.64% -1.29% 5.49% -1.55%
2010
 9.37% -4.30% 8.55% -1.00%
2009
 -6.59% -6.65% 12.18% -5.19%
2008
 17.91% -4.15% -4.64% -10.54%
2007
 10.37% -1.85% 6.96% -0.49%
2006
 2.52% -2.87% 7.11% -0.79%
2005
 2.64% -3.19% 4.54% -1.40%
2004
 4.12% -4.85% 7.04% -2.22%
2003
 5.29% -5.68% 10.09% -1.74%
2002
 15.45% -4.13% 3.19% -1.88%
2001
 5.40% -5.21% 4.39% -1.61%
2000
 17.28% -1.12% 6.07% -1.88%
1999
 -7.83% -8.11% 4.89% -1.98%
1998
 14.64% -1.61% 12.95% -1.57%
1997
 11.97% -2.02% 7.78% -1.74%
1996
 0.00% -6.90% 6.01% -0.91%
1995
 25.55% -1.23% 19.89% 0.00%
1994
 -7.19% -9.56% -2.48% -5.45%
1993
 12.97% -2.55% 13.03% -1.55%
1992
 7.23% -4.02% 6.76% -2.36%
1991
 18.91% -0.54% 18.32% -1.28%
1990
 7.70% -4.48% 3.86% -4.35%
1989
 17.84% -2.30% 14.71% -1.34%
1988
 6.90% -4.60% 10.36% -1.32%
1987
 -2.64% -10.87% 4.45% -4.47%
1986
 21.35% -3.93% 19.21% -2.56%
1985
 29.85% -3.33% 26.25% -1.52%