The Lazy Team Aggressive Global Income Portfolio vs David Swensen Yale Endowment 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:
The Lazy Team Aggressive Global Income Portfolio
1.00$
Invested Capital
June 1995
12.84$
Final Capital
May 2025
8.88%
Yearly Return
14.47%
Std Deviation
-52.63%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
June 1995
6.09$
Final Capital
May 2025
6.21%
Yearly Return
14.47%
Std Deviation
-53.41%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1985
53.74$
Final Capital
May 2025
10.36%
Yearly Return
13.98%
Std Deviation
-52.63%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
17.68$
Final Capital
May 2025
7.37%
Yearly Return
13.98%
Std Deviation
-53.41%
Max Drawdown
63months
Recovery Period
David Swensen Yale Endowment Portfolio
1.00$
Invested Capital
June 1995
10.31$
Final Capital
May 2025
8.09%
Yearly Return
10.86%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
June 1995
4.89$
Final Capital
May 2025
5.43%
Yearly Return
10.86%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
38.72$
Final Capital
May 2025
9.47%
Yearly Return
10.70%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
12.74$
Final Capital
May 2025
6.50%
Yearly Return
10.70%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period

As of May 2025, in the previous 30 Years, the The Lazy Team Aggressive Global Income Portfolio obtained a 8.88% compound annual return, with a 14.47% standard deviation. It suffered a maximum drawdown of -52.63% that required 42 months to be recovered.

As of May 2025, in the previous 30 Years, the David Swensen Yale Endowment Portfolio obtained a 8.09% compound annual return, with a 10.86% standard deviation. It suffered a maximum drawdown of -40.68% that required 38 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.

The Lazy Team Aggressive Global Income Portfolio
Weight
(%)		 Ticker Name
30.00
DWX
SPDR S&P International Dividend ETF
30.00
VYM
Vanguard High Dividend Yield
20.00
DES
WisdomTree US SmallCap Dividend ETF
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
David Swensen Yale Endowment Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
20.00
VNQ
Vanguard Real Estate
15.00
VEA
Vanguard FTSE Developed Markets
5.00
EEM
iShares MSCI Emerging Markets
15.00
IEI
iShares 3-7 Year Treasury Bond
15.00
TIP
iShares TIPS 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 (%)
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 12.84 $ 1 184.25% 8.88%
David Swensen Yale Endowment
David Swensen 		1 $ 10.31 $ 931.30% 8.09%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 6.09 $ 509.16% 6.21%
David Swensen Yale Endowment
David Swensen 		1 $ 4.89 $ 389.18% 5.43%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 53.74 $ 5 273.71% 10.36%
David Swensen Yale Endowment
David Swensen 		1 $ 38.72 $ 3 771.92% 9.47%
Jan 1985 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 17.68 $ 1 667.98% 7.37%
David Swensen Yale Endowment
David Swensen 		1 $ 12.74 $ 1 173.89% 6.50%
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_lzp.webp Aggressive Global Income
The Lazy Team 		5.60 2.76 0.90 12.51 10.31 6.28 8.88 10.36
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_david_swensen.webp Yale Endowment
David Swensen 		4.40 2.81 0.61 10.85 8.25 6.60 8.09 9.47
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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Aggressive Global Income Yale Endowment
Author The Lazy Team David Swensen
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.51 10.85
Infl. Adjusted (%) 9.90 8.28
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -3.63
Start to Recovery (months) 6 6
Longest Drawdown Depth (%) -4.45 -3.63
Start to Recovery (months) 6 6
Longest Negative Period (months) 5 7
RISK INDICATORS
Standard Deviation (%) 9.37 7.75
Sharpe Ratio 0.83 0.79
Sortino Ratio 1.16 0.97
Ulcer Index 1.74 1.54
Ratio: Return / Standard Deviation 1.34 1.40
Ratio: Return / Deepest Drawdown 2.81 2.99
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Aggressive Global Income Yale Endowment
Author The Lazy Team David Swensen
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.31 8.25
Infl. Adjusted (%) 5.44 3.47
DRAWDOWN
Deepest Drawdown Depth (%) -18.06 -22.63
Start to Recovery (months) 24 31
Longest Drawdown Depth (%) -18.06 -22.63
Start to Recovery (months) 24 31
Longest Negative Period (months) 31 34
RISK INDICATORS
Standard Deviation (%) 12.80 12.28
Sharpe Ratio 0.60 0.46
Sortino Ratio 0.84 0.62
Ulcer Index 4.70 8.66
Ratio: Return / Standard Deviation 0.81 0.67
Ratio: Return / Deepest Drawdown 0.57 0.36
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Aggressive Global Income Yale Endowment
Author The Lazy Team David Swensen
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.28 6.60
Infl. Adjusted (%) 3.12 3.42
DRAWDOWN
Deepest Drawdown Depth (%) -23.84 -22.63
Start to Recovery (months) 14 31
Longest Drawdown Depth (%) -18.06 -22.63
Start to Recovery (months) 24 31
Longest Negative Period (months) 42 34
RISK INDICATORS
Standard Deviation (%) 12.87 11.16
Sharpe Ratio 0.35 0.43
Sortino Ratio 0.46 0.57
Ulcer Index 6.09 6.62
Ratio: Return / Standard Deviation 0.49 0.59
Ratio: Return / Deepest Drawdown 0.26 0.29
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Aggressive Global Income Yale Endowment
Author The Lazy Team David Swensen
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.88 8.09
Infl. Adjusted (%) 6.21 5.43
DRAWDOWN
Deepest Drawdown Depth (%) -52.63 -40.68
Start to Recovery (months) 42 38
Longest Drawdown Depth (%) -27.39 -40.68
Start to Recovery (months) 46 38
Longest Negative Period (months) 110 62
RISK INDICATORS
Standard Deviation (%) 14.47 10.86
Sharpe Ratio 0.46 0.54
Sortino Ratio 0.62 0.69
Ulcer Index 10.90 7.44
Ratio: Return / Standard Deviation 0.61 0.74
Ratio: Return / Deepest Drawdown 0.17 0.20
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Aggressive Global Income Yale Endowment
Author The Lazy Team David Swensen
ASSET ALLOCATION
Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.36 9.47
Infl. Adjusted (%) 7.37 6.50
DRAWDOWN
Deepest Drawdown Depth (%) -52.63 -40.68
Start to Recovery (months) 42 38
Longest Drawdown Depth (%) -27.39 -40.68
Start to Recovery (months) 46 38
Longest Negative Period (months) 110 62
RISK INDICATORS
Standard Deviation (%) 13.98 10.70
Sharpe Ratio 0.51 0.59
Sortino Ratio 0.69 0.76
Ulcer Index 9.79 6.73
Ratio: Return / Standard Deviation 0.74 0.89
Ratio: Return / Deepest Drawdown 0.20 0.23
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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Aggressive Global Income Yale Endowment
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.63 42 Nov 2007
Apr 2011
-40.68 38 Nov 2007
Dec 2010
-27.39 46 Mar 2000
Dec 2003
-23.84 14 Jan 2020
Feb 2021
-22.63 31 Jan 2022
Jul 2024
-18.06 24 Jan 2022
Dec 2023
-17.13 17 May 2011
Sep 2012
-15.46 14 May 1998
Jun 1999
-14.79 7 Feb 2020
Aug 2020
-13.63 15 May 2015
Jul 2016
-12.17 10 May 2011
Feb 2012
-10.97 9 Apr 1998
Dec 1998
-10.82 33 Sep 2000
May 2003
-9.93 15 Feb 2018
Apr 2019
-8.41 7 Sep 2018
Mar 2019

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Aggressive Global Income Yale Endowment
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.63 42 Nov 2007
Apr 2011
-40.68 38 Nov 2007
Dec 2010
-27.39 46 Mar 2000
Dec 2003
-23.84 14 Jan 2020
Feb 2021
-22.63 31 Jan 2022
Jul 2024
-21.38 17 Sep 1987
Jan 1989
-19.23 17 Jan 1990
May 1991
-18.06 24 Jan 2022
Dec 2023
-17.13 17 May 2011
Sep 2012
-16.20 16 Sep 1987
Dec 1988
-15.46 14 May 1998
Jun 1999
-14.79 7 Feb 2020
Aug 2020
-13.63 15 May 2015
Jul 2016
-12.63 14 Jan 1990
Feb 1991
-12.17 10 May 2011
Feb 2012

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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Aggressive Global Income Yale Endowment
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.60 -0.60 4.40 -2.00
2024
 9.52 -4.45 9.42 -3.92
2023
 11.91 -7.58 14.45 -8.62
2022
 -8.43 -18.06 -17.82 -22.63
2021
 17.07 -3.13 17.84 -3.58
2020
 -1.13 -23.84 10.35 -14.79
2019
 19.97 -4.74 21.39 -2.68
2018
 -8.07 -9.93 -5.76 -8.41
2017
 13.53 -0.18 13.79 0.00
2016
 18.29 -3.34 7.40 -3.21
2015
 -6.99 -13.07 -0.29 -6.50
2014
 3.96 -4.21 9.76 -3.40
2013
 19.30 -3.15 12.04 -4.27
2012
 12.95 -7.73 13.44 -4.70
2011
 0.62 -17.13 2.46 -12.17
2010
 14.37 -10.71 14.85 -7.93
2009
 33.97 -22.88 23.34 -16.98
2008
 -34.21 -38.73 -25.11 -30.37
2007
 3.78 -6.63 4.93 -4.58
2006
 21.69 -3.86 17.78 -2.66
2005
 12.70 -5.15 8.67 -2.69
2004
 16.76 -2.82 16.01 -5.84
2003
 32.98 -2.92 26.59 -1.98
2002
 -7.54 -18.13 -3.49 -9.34
2001
 -4.83 -16.72 -1.98 -9.29
2000
 -0.62 -14.41 3.33 -5.76
1999
 48.88 -3.02 13.91 -2.69
1998
 8.84 -15.46 8.26 -10.97
1997
 18.82 -3.75 15.25 -3.44
1996
 13.71 -4.27 15.04 -2.41
1995
 24.10 -1.27 20.31 -1.03
1994
 2.10 -5.06 -2.86 -8.21
1993
 19.15 -4.01 20.71 -3.68
1992
 3.24 -3.34 5.36 -3.21
1991
 24.91 -4.27 29.05 -3.46
1990
 -13.87 -19.23 -6.06 -12.63
1989
 17.94 -3.26 21.59 -1.39
1988
 21.28 -3.17 15.34 -2.25
1987
 8.36 -21.38 2.49 -16.20
1986
 32.40 -3.91 23.31 -3.94
1985
 37.47 -2.20 30.22 -1.80
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