All Country World 60/40 vs Vanguard LifeStrategy Moderate Growth Portfolio Comparison

Last Update: 29 February 2024

The All Country World 60/40 Portfolio obtained a 6.36% compound annual return, with a 10.07% standard deviation, in the last 30 Years.

The Vanguard LifeStrategy Moderate Growth Portfolio obtained a 7.06% compound annual return, with a 9.53% standard deviation, in the last 30 Years.

Summary

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All Country World 60/40 Portfolio Vanguard LifeStrategy Moderate Growth Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +6.36% +7.06%
Std Dev 10.07% 9.53%
Max Drawdown -36.70% -33.52%
All time Stats
(Since Jan 1985)
Return +8.15% +8.80%
Std Dev 10.40% 9.65%
Max Drawdown -36.70% -33.52%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 60/40 Portfolio +2.40 +8.14 +15.51 +6.57 +5.92 +6.36 +8.15
Vanguard LifeStrategy Moderate Growth Portfolio +2.23 +7.92 +15.10 +6.72 +6.13 +7.06 +8.80
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 6.36$, with a total return of 536.24% (6.36% annualized).

Vanguard LifeStrategy Moderate Growth Portfolio: an investment of 1$, since March 1994, now would be worth 7.75$, with a total return of 674.67% (7.06% annualized).

All Country World 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 21.49$, with a total return of 2049.08% (8.15% annualized).

Vanguard LifeStrategy Moderate Growth Portfolio: an investment of 1$, since January 1985, now would be worth 27.24$, with a total return of 2624.40% (8.80% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World 60/40 Portfolio
Vanguard LifeStrategy Moderate Growth Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 16.68
-33.52% Nov 2007 Feb 2009 (16) Oct 2010 (36) 14.98
-23.34% Apr 2000 Sep 2002 (30) Jan 2004 (46) 12.33
-21.52% Jan 2022 Sep 2022 (9) In progress (26) 11.46
-20.87% Apr 2000 Sep 2002 (30) Dec 2003 (45) 11.14
-20.84% Jan 2022 Sep 2022 (9) In progress (26) 11.13
-13.80% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.11
-12.56% Jan 2020 Mar 2020 (3) Jul 2020 (7) 5.39
-12.04% May 2011 Sep 2011 (5) Mar 2012 (11) 5.34
-11.06% May 2011 Sep 2011 (5) Feb 2012 (10) 4.97
-9.85% May 1998 Aug 1998 (4) Nov 1998 (7) 4.41
-8.89% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.40
-8.49% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.64
-7.73% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.20
-7.60% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.22
-7.06% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.78
-5.70% Apr 2012 May 2012 (2) Aug 2012 (5) 2.61
-5.08% Apr 2012 May 2012 (2) Aug 2012 (5) 2.32
-4.76% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.03
-3.76% Aug 1997 Aug 1997 (1) Sep 1997 (2) 2.17

Drawdown comparison chart since January 1985.

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All Country World 60/40 Portfolio
Vanguard LifeStrategy Moderate Growth Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 16.68
-33.52% Nov 2007 Feb 2009 (16) Oct 2010 (36) 14.98
-23.34% Apr 2000 Sep 2002 (30) Jan 2004 (46) 12.33
-21.52% Jan 2022 Sep 2022 (9) In progress (26) 11.46
-20.87% Apr 2000 Sep 2002 (30) Dec 2003 (45) 11.14
-20.84% Jan 2022 Sep 2022 (9) In progress (26) 11.13
-17.68% Sep 1987 Nov 1987 (3) Dec 1988 (16) 8.37
-14.70% Jan 1990 Sep 1990 (9) May 1991 (17) 7.12
-14.69% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.88
-13.80% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.11
-12.56% Jan 2020 Mar 2020 (3) Jul 2020 (7) 5.39
-12.04% May 2011 Sep 2011 (5) Mar 2012 (11) 5.34
-11.27% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.63
-11.06% May 2011 Sep 2011 (5) Feb 2012 (10) 4.97
-9.85% May 1998 Aug 1998 (4) Nov 1998 (7) 4.41
-8.89% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.40
-8.49% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.64
-7.73% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.20
-7.60% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.22
-7.06% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.78

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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Year Return Drawdown Return Drawdown
2024
+2.21%
-0.19%
+2.12%
-0.11%
2023
+16.14%
-7.53%
+15.75%
-7.48%
2022
-16.34%
-21.52%
-15.97%
-20.84%
2021
+10.14%
-3.08%
+10.43%
-2.95%
2020
+12.48%
-13.80%
+12.96%
-12.56%
2019
+19.89%
-3.21%
+19.70%
-3.22%
2018
-5.81%
-8.49%
-4.98%
-7.60%
2017
+16.36%
0.00%
+15.50%
0.00%
2016
+6.82%
-3.26%
+7.06%
-3.07%
2015
-0.78%
-7.28%
-0.72%
-6.65%
2014
+4.95%
-2.27%
+6.10%
-2.10%
2013
+12.77%
-3.73%
+14.76%
-2.66%
2012
+13.25%
-5.70%
+12.49%
-5.08%
2011
-1.26%
-12.04%
+0.23%
-11.06%
2010
+10.93%
-6.54%
+11.87%
-6.75%
2009
+23.38%
-12.81%
+22.28%
-12.11%
2008
-25.21%
-28.83%
-22.10%
-25.50%
2007
+8.21%
-2.94%
+8.20%
-2.89%
2006
+13.12%
-2.85%
+13.59%
-2.35%
2005
+7.18%
-2.50%
+7.28%
-2.18%
2004
+10.41%
-2.77%
+11.52%
-2.39%
2003
+22.27%
-2.14%
+22.34%
-2.55%
2002
-8.59%
-14.20%
-7.56%
-12.50%
2001
-5.46%
-12.83%
-5.13%
-12.36%
2000
-4.61%
-7.73%
-3.26%
-7.36%
1999
+16.48%
-3.00%
+15.58%
-2.55%
1998
+15.37%
-9.85%
+16.58%
-8.89%
1997
+9.98%
-4.76%
+13.04%
-3.76%
1996
+10.14%
-1.85%
+10.23%
-2.46%
1995
+18.30%
-0.82%
+21.48%
-0.41%
1994
-0.34%
-5.55%
+0.66%
-4.62%
1993
+18.90%
-3.47%
+15.69%
-3.38%
1992
-0.34%
-5.40%
+3.16%
-4.08%
1991
+17.68%
-4.03%
+20.78%
-3.35%
1990
-8.25%
-14.70%
-4.85%
-11.27%
1989
+14.23%
-2.13%
+18.36%
-1.05%
1988
+15.88%
-3.42%
+15.51%
-2.43%
1987
+10.47%
-17.68%
+9.10%
-14.69%
1986
+31.62%
-4.45%
+26.65%
-3.93%
1985
+34.19%
-1.07%
+32.63%
-1.51%