All Country World Bonds vs Vanguard LifeStrategy Income Fund Portfolio Comparison

Last Update: 31 March 2024

The All Country World Bonds Portfolio obtained a 5.30% compound annual return, with a 4.59% standard deviation, in the last 30 Years.

The Vanguard LifeStrategy Income Fund Portfolio obtained a 5.53% compound annual return, with a 4.76% standard deviation, in the last 30 Years.

Summary

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All Country World Bonds Portfolio Vanguard LifeStrategy Income Fund Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +5.30% +5.53%
Std Dev 4.59% 4.76%
Max Drawdown -17.60% -16.61%
All time Stats
(Since Jan 1985)		 Return +6.66% +7.05%
Std Dev 4.90% 5.13%
Max Drawdown -17.60% -16.61%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Bonds Portfolio +1.12 +6.95 +4.00 +0.33 +1.89 +5.30 +6.66
Vanguard LifeStrategy Income Fund Portfolio +1.38 +8.85 +6.61 +2.54 +3.29 +5.53 +7.05
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

All Country World Bonds Portfolio: an investment of 1$, since April 1994, now would be worth 4.71$, with a total return of 370.62% (5.30% annualized).

Vanguard LifeStrategy Income Fund Portfolio: an investment of 1$, since April 1994, now would be worth 5.03$, with a total return of 403.18% (5.53% annualized).

All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.55$, with a total return of 1155.18% (6.66% annualized).

Vanguard LifeStrategy Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 14.49$, with a total return of 1349.05% (7.05% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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All Country World Bonds Portfolio
Vanguard LifeStrategy Income Fund Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (39) 10.55
-16.61% Sep 2021 Sep 2022 (13) In progress (31) 9.86
-10.54% May 2008 Oct 2008 (6) Jul 2009 (15) 5.76
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-4.47% Feb 2020 Mar 2020 (2) May 2020 (4) 2.04
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.36% May 2013 Jun 2013 (2) Oct 2013 (6) 2.02
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.00% Jan 2009 Feb 2009 (2) Apr 2009 (4) 1.69
-2.69% May 1999 Aug 1999 (4) Nov 1999 (7) 1.71
-2.63% Dec 1996 Mar 1997 (4) May 1997 (6) 1.43
-2.58% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.33
-2.43% May 2015 Sep 2015 (5) Mar 2016 (11) 1.45
-2.42% Apr 1994 Jun 1994 (3) Feb 1995 (11) 1.42
-2.40% Dec 1996 Mar 1997 (4) May 1997 (6) 1.28
-2.37% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.36
-2.23% Feb 2015 Jun 2015 (5) Feb 2016 (13) 1.09

Drawdown comparison chart since January 1985.

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All Country World Bonds Portfolio
Vanguard LifeStrategy Income Fund Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (39) 10.55
-16.61% Sep 2021 Sep 2022 (13) In progress (31) 9.86
-10.54% May 2008 Oct 2008 (6) Jul 2009 (15) 5.76
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-6.85% Feb 1994 Jun 1994 (5) May 1995 (16) 4.92
-5.71% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.06
-5.45% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.70
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-4.47% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.81
-4.47% Feb 2020 Mar 2020 (2) May 2020 (4) 2.04
-4.35% Jan 1990 Apr 1990 (4) Jun 1990 (6) 2.45
-4.18% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.32
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.36% May 2013 Jun 2013 (2) Oct 2013 (6) 2.02
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.00% Jan 2009 Feb 2009 (2) Apr 2009 (4) 1.69
-2.97% Jan 1990 Apr 1990 (4) May 1990 (5) 1.80
-2.83% Feb 1985 Feb 1985 (1) Apr 1985 (3) 1.42

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
-0.12%
 -1.22%
+1.15%
 -0.23%
2023
+7.31%
 -4.10%
+9.53%
 -5.04%
2022
-13.82%
 -15.86%
-14.00%
 -16.30%
2021
-2.06%
 -3.44%
+2.15%
 -1.71%
2020
+6.30%
 -3.92%
+8.85%
 -4.47%
2019
+9.49%
 -0.86%
+12.26%
 -0.05%
2018
+0.10%
 -1.92%
-1.15%
 -2.37%
2017
+4.16%
 -0.40%
+7.31%
 0.00%
2016
+4.27%
 -3.54%
+4.45%
 -2.58%
2015
+0.85%
 -2.23%
+0.26%
 -2.43%
2014
+6.88%
 -0.66%
+6.50%
 -0.99%
2013
-2.50%
 -5.16%
+3.78%
 -3.36%
2012
+7.45%
 -0.22%
+7.54%
 -1.14%
2011
+8.12%
 -0.42%
+5.49%
 -1.55%
2010
+7.71%
 -2.17%
+8.55%
 -1.00%
2009
+9.48%
 -3.00%
+12.18%
 -5.19%
2008
+2.29%
 -8.82%
-4.64%
 -10.54%
2007
+6.05%
 -1.42%
+6.96%
 -0.49%
2006
+4.63%
 -1.46%
+7.11%
 -0.79%
2005
+4.71%
 -1.32%
+4.54%
 -1.40%
2004
+6.09%
 -3.02%
+7.04%
 -2.22%
2003
+8.25%
 -3.22%
+10.09%
 -1.74%
2002
+9.30%
 -1.07%
+3.19%
 -1.88%
2001
+12.23%
 -0.35%
+4.39%
 -1.61%
2000
+11.10%
 -0.72%
+6.07%
 -1.88%
1999
+3.71%
 -2.69%
+4.89%
 -1.98%
1998
+8.51%
 -2.13%
+12.95%
 -1.57%
1997
+5.56%
 -2.07%
+7.78%
 -1.74%
1996
+8.94%
 -2.00%
+6.01%
 -0.91%
1995
+20.40%
 -0.22%
+19.89%
 0.00%
1994
-5.13%
 -6.85%
-2.48%
 -5.45%
1993
+14.09%
 -0.38%
+13.03%
 -1.55%
1992
+9.20%
 -1.73%
+6.76%
 -2.36%
1991
+18.81%
 -0.40%
+18.32%
 -1.28%
1990
+7.31%
 -2.97%
+3.86%
 -4.35%
1989
+12.84%
 -1.53%
+14.71%
 -1.34%
1988
+7.90%
 -2.11%
+10.36%
 -1.32%
1987
+1.20%
 -5.71%
+4.45%
 -4.47%
1986
+15.08%
 -2.62%
+19.21%
 -2.56%
1985
+22.99%
 -2.83%
+26.25%
 -1.52%