The Lazy Team Aggressive Global Income Portfolio vs US Stocks Minimum Volatility Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
The Lazy Team Aggressive Global Income Portfolio
1.00$
Invested Capital
July 1995
13.02$
Final Capital
June 2025
8.93%
Yearly Return
14.48%
Std Deviation
-52.63%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
July 1995
6.19$
Final Capital
June 2025
6.26%
Yearly Return
14.48%
Std Deviation
-53.41%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1985
55.24$
Final Capital
June 2025
10.41%
Yearly Return
13.97%
Std Deviation
-52.63%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
18.17$
Final Capital
June 2025
7.42%
Yearly Return
13.97%
Std Deviation
-53.41%
Max Drawdown
63months
Recovery Period
US Stocks Minimum Volatility Portfolio
1.00$
Invested Capital
July 1995
16.15$
Final Capital
June 2025
9.72%
Yearly Return
13.73%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
July 1995
7.68$
Final Capital
June 2025
7.03%
Yearly Return
13.73%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
73.98$
Final Capital
June 2025
11.21%
Yearly Return
14.09%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1985
24.34$
Final Capital
June 2025
8.20%
Yearly Return
14.09%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period

As of June 2025, in the previous 30 Years, the The Lazy Team Aggressive Global Income Portfolio obtained a 8.93% compound annual return, with a 14.48% standard deviation. It suffered a maximum drawdown of -52.63% that required 42 months to be recovered.

As of June 2025, in the previous 30 Years, the US Stocks Minimum Volatility Portfolio obtained a 9.72% compound annual return, with a 13.73% standard deviation. It suffered a maximum drawdown of -43.27% that required 40 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
US Stocks Minimum Volatility Portfolio
Weight
(%)		 Ticker Name
100.00
USMV
iShares Edge MSCI Min Vol USA
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Portfolio Returns as of Jun 30, 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
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 13.02 $ 1 201.88% 8.93%
US Stocks Minimum Volatility
 1 $ 16.15 $ 1 515.38% 9.72%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 6.19 $ 518.74% 6.26%
US Stocks Minimum Volatility
 1 $ 7.68 $ 667.73% 7.03%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 55.24 $ 5 423.51% 10.41%
US Stocks Minimum Volatility
 1 $ 73.98 $ 7 298.23% 11.21%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Aggressive Global Income
The Lazy Team 		1 $ 18.17 $ 1 717.27% 7.42%
US Stocks Minimum Volatility
 1 $ 24.34 $ 2 334.06% 8.20%
Jan 1985 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Aggressive Global Income
The Lazy Team 		8.44 2.69 8.44 16.44 10.68 6.82 8.93 10.41
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Minimum Volatility
-- Market Benchmark 		6.46 0.74 6.46 13.61 10.96 10.87 9.72 11.21
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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Aggressive Global Income US Stocks Minimum Volatility
Author The Lazy Team
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 16.44 13.61
Infl. Adjusted (%) 13.67 10.91
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -5.66
Start to Recovery (months) 6 3
Longest Drawdown Depth (%) -4.45 -1.80
Start to Recovery (months) 6 4*
Longest Negative Period (months) 5 6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.31 10.34
Sharpe Ratio 1.27 0.87
Sortino Ratio 1.68 1.15
Ulcer Index 1.73 1.83
Ratio: Return / Standard Deviation 1.77 1.32
Ratio: Return / Deepest Drawdown 3.69 2.40
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Aggressive Global Income US Stocks Minimum Volatility
Author The Lazy Team
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.68 10.96
Infl. Adjusted (%) 5.89 6.16
DRAWDOWN
Deepest Drawdown Depth (%) -18.06 -17.35
Start to Recovery (months) 24 25
Longest Drawdown Depth (%) -18.06 -17.35
Start to Recovery (months) 24 25
Longest Negative Period (months) 31 27
RISK INDICATORS
Standard Deviation (%) 12.83 12.96
Sharpe Ratio 0.62 0.64
Sortino Ratio 0.87 0.87
Ulcer Index 4.70 5.64
Ratio: Return / Standard Deviation 0.83 0.85
Ratio: Return / Deepest Drawdown 0.59 0.63
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Aggressive Global Income US Stocks Minimum Volatility
Author The Lazy Team
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.82 10.87
Infl. Adjusted (%) 3.67 7.60
DRAWDOWN
Deepest Drawdown Depth (%) -23.84 -19.06
Start to Recovery (months) 14 10
Longest Drawdown Depth (%) -18.06 -17.35
Start to Recovery (months) 24 25
Longest Negative Period (months) 42 27
RISK INDICATORS
Standard Deviation (%) 12.86 12.38
Sharpe Ratio 0.39 0.73
Sortino Ratio 0.51 0.96
Ulcer Index 5.88 4.95
Ratio: Return / Standard Deviation 0.53 0.88
Ratio: Return / Deepest Drawdown 0.29 0.57
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Aggressive Global Income US Stocks Minimum Volatility
Author The Lazy Team
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.93 9.72
Infl. Adjusted (%) 6.26 7.03
DRAWDOWN
Deepest Drawdown Depth (%) -52.63 -43.27
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -27.39 -35.36
Start to Recovery (months) 46 59
Longest Negative Period (months) 110 131
RISK INDICATORS
Standard Deviation (%) 14.48 13.73
Sharpe Ratio 0.46 0.54
Sortino Ratio 0.62 0.72
Ulcer Index 10.90 10.61
Ratio: Return / Standard Deviation 0.62 0.71
Ratio: Return / Deepest Drawdown 0.17 0.22
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Aggressive Global Income US Stocks Minimum Volatility
Author The Lazy Team
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.41 11.21
Infl. Adjusted (%) 7.42 8.20
DRAWDOWN
Deepest Drawdown Depth (%) -52.63 -43.27
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -27.39 -35.36
Start to Recovery (months) 46 59
Longest Negative Period (months) 110 131
RISK INDICATORS
Standard Deviation (%) 13.97 14.09
Sharpe Ratio 0.52 0.57
Sortino Ratio 0.69 0.75
Ulcer Index 9.78 9.89
Ratio: Return / Standard Deviation 0.75 0.80
Ratio: Return / Deepest Drawdown 0.20 0.26
Metrics calculated over the period 1 January 1985 - 30 June 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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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Aggressive Global Income US Stocks Minimum Volatility
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.63 42 Nov 2007
Apr 2011
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-27.39 46 Mar 2000
Dec 2003
-23.84 14 Jan 2020
Feb 2021
-19.06 10 Feb 2020
Nov 2020
-18.06 24 Jan 2022
Dec 2023
-17.35 25 Jan 2022
Jan 2024
-17.13 17 May 2011
Sep 2012
-16.52 5 Jul 1998
Nov 1998
-15.46 14 May 1998
Jun 1999
-13.63 15 May 2015
Jul 2016
-11.70 8 May 2011
Dec 2011
-9.93 15 Feb 2018
Apr 2019
-9.14 6 Jul 1999
Dec 1999

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Aggressive Global Income US Stocks Minimum Volatility
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.63 42 Nov 2007
Apr 2011
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-30.08 21 Sep 1987
May 1989
-27.39 46 Mar 2000
Dec 2003
-23.84 14 Jan 2020
Feb 2021
-21.38 17 Sep 1987
Jan 1989
-19.23 17 Jan 1990
May 1991
-19.06 10 Feb 2020
Nov 2020
-18.06 24 Jan 2022
Dec 2023
-17.35 25 Jan 2022
Jan 2024
-17.13 17 May 2011
Sep 2012
-16.52 5 Jul 1998
Nov 1998
-15.46 14 May 1998
Jun 1999
-14.10 9 Jun 1990
Feb 1991

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 - 30 June 2025 (~41 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 US Stocks Minimum Volatility
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 8.44 -0.60 6.46 -1.80
2024
 9.62 -4.45 15.74 -5.66
2023
 11.91 -7.58 10.33 -4.29
2022
 -8.43 -18.06 -9.42 -17.35
2021
 17.07 -3.13 20.84 -4.99
2020
 -1.13 -23.84 5.64 -19.06
2019
 19.97 -4.74 27.69 -1.61
2018
 -8.07 -9.93 1.36 -7.56
2017
 13.53 -0.18 18.91 -0.35
2016
 18.29 -3.34 10.57 -5.27
2015
 -6.99 -13.07 5.45 -5.12
2014
 3.96 -4.21 16.33 -3.04
2013
 19.30 -3.15 25.09 -3.26
2012
 12.95 -7.73 10.82 -2.17
2011
 0.62 -17.13 12.70 -11.70
2010
 14.37 -10.71 14.52 -12.81
2009
 33.97 -22.88 18.18 -19.43
2008
 -34.21 -38.73 -25.77 -28.06
2007
 3.78 -6.63 4.15 -5.15
2006
 21.69 -3.86 14.77 -3.11
2005
 12.70 -5.15 6.45 -3.39
2004
 16.76 -2.82 14.34 -2.88
2003
 32.98 -2.92 19.79 -5.68
2002
 -7.54 -18.13 -15.44 -24.56
2001
 -4.83 -16.72 -7.96 -20.58
2000
 -0.62 -14.41 2.67 -9.24
1999
 48.88 -3.02 7.63 -9.14
1998
 8.84 -15.46 22.82 -16.52
1997
 18.82 -3.75 30.20 -5.47
1996
 13.71 -4.27 14.96 -5.24
1995
 24.10 -1.27 36.61 -0.39
1994
 2.10 -5.06 0.13 -7.03
1993
 19.15 -4.01 11.82 -2.26
1992
 3.24 -3.34 6.42 -2.83
1991
 24.91 -4.27 28.86 -4.68
1990
 -13.87 -19.23 -2.01 -14.10
1989
 17.94 -3.26 35.71 -2.13
1988
 21.28 -3.17 15.74 -3.84
1987
 8.36 -21.38 3.77 -30.08
1986
 32.40 -3.91 17.36 -8.39
1985
 37.47 -2.20 32.55 -3.71
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