All Country World Stocks Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - March 2025 (~55 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1970)
Inflation Adjusted:
All Country World Stocks Portfolio
1.00$
Initial Capital
April 1995
9.64$
Final Capital
March 2025
7.84%
Yearly Return
15.72%
Std Deviation
-55.18%
Max Drawdown
69months
Recovery Period
1.00$
Initial Capital
April 1995
4.56$
Final Capital
March 2025
5.19%
Yearly Return
15.72%
Std Deviation
-55.93%
Max Drawdown
79months
Recovery Period
1.00$
Initial Capital
January 1970
152.75$
Final Capital
March 2025
9.53%
Yearly Return
15.65%
Std Deviation
-55.18%
Max Drawdown
69months
Recovery Period
1.00$
Initial Capital
January 1970
18.01$
Final Capital
March 2025
5.37%
Yearly Return
15.65%
Std Deviation
-55.93%
Max Drawdown
79months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
April 1995
8.88$
Final Capital
March 2025
7.55%
Yearly Return
7.47%
Std Deviation
-20.58%
Max Drawdown
39months*
Recovery Period
* in progress
1.00$
Initial Capital
April 1995
4.20$
Final Capital
March 2025
4.90%
Yearly Return
7.47%
Std Deviation
-27.85%
Max Drawdown
43months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1970
124.52$
Final Capital
March 2025
9.12%
Yearly Return
7.97%
Std Deviation
-20.58%
Max Drawdown
39months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1970
14.68$
Final Capital
March 2025
4.98%
Yearly Return
7.97%
Std Deviation
-27.85%
Max Drawdown
43months*
Recovery Period
* in progress

As of March 2025, in the previous 30 Years, the All Country World Stocks Portfolio obtained a 7.84% compound annual return, with a 15.72% standard deviation. It suffered a maximum drawdown of -55.18% that required 69 months to be recovered.

As of March 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.55% compound annual return, with a 7.47% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 39 months and is still in progress.

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.

All Country World Stocks Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
VT
Vanguard Total World Stock
Ray Dalio All Weather Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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Portfolio Returns as of Mar 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
Period: 1 January 1970 - 31 March 2025 (~55 years)
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Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World Stocks
-- Market Benchmark 		-0.98 -3.52 -2.09 6.98 15.37 8.90 7.84 9.53
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.76 -1.21 -0.34 6.84 3.90 4.73 7.55 9.12
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

All Country World Stocks Portfolio: an investment of 1$, since April 1995, now would be worth 9.64$, with a total return of 863.82% (7.84% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since April 1995, now would be worth 8.88$, with a total return of 788.32% (7.55% annualized).


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All Country World Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 152.75$, with a total return of 15175.21% (9.53% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1970, now would be worth 124.52$, with a total return of 12351.75% (9.12% annualized).


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Portfolio Metrics as of Mar 31, 2025

The following metrics, updated as of 31 March 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1970 - 31 March 2025 (~55 years)
Swipe left to see all data
All Country World Stocks All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.98 6.84
Infl. Adjusted Return (%) 4.48 4.35
DRAWDOWN
Deepest Drawdown Depth (%) -3.92 -3.73
Start to Recovery (months) 2* 3
Longest Drawdown Depth (%) -3.92 -3.73
Start to Recovery (months) 2* 3
Longest Negative Period (months) 6* 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.94 8.19
Sharpe Ratio 0.21 0.24
Sortino Ratio 0.28 0.29
Ulcer Index 1.79 1.65
Ratio: Return / Standard Deviation 0.70 0.84
Ratio: Return / Deepest Drawdown 1.78 1.84
Metrics calculated over the period 1 April 2024 - 31 March 2025
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All Country World Stocks All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 15.37 3.90
Infl. Adjusted Return (%) 10.54 -0.45
DRAWDOWN
Deepest Drawdown Depth (%) -25.52 -20.58
Start to Recovery (months) 24 39*
Longest Drawdown Depth (%) -25.52 -20.58
Start to Recovery (months) 24 39*
Longest Negative Period (months) 31 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.85 10.47
Sharpe Ratio 0.82 0.14
Sortino Ratio 1.13 0.19
Ulcer Index 8.29 9.54
Ratio: Return / Standard Deviation 0.97 0.37
Ratio: Return / Deepest Drawdown 0.60 0.19
Metrics calculated over the period 1 April 2020 - 31 March 2025
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All Country World Stocks All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.90 4.73
Infl. Adjusted Return (%) 5.64 1.60
DRAWDOWN
Deepest Drawdown Depth (%) -25.52 -20.58
Start to Recovery (months) 24 39*
Longest Drawdown Depth (%) -25.52 -20.58
Start to Recovery (months) 24 39*
Longest Negative Period (months) 34 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 14.93 8.46
Sharpe Ratio 0.48 0.36
Sortino Ratio 0.64 0.49
Ulcer Index 7.37 6.99
Ratio: Return / Standard Deviation 0.60 0.56
Ratio: Return / Deepest Drawdown 0.35 0.23
Metrics calculated over the period 1 April 2015 - 31 March 2025
Swipe left to see all data
All Country World Stocks All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.84 7.55
Infl. Adjusted Return (%) 5.19 4.90
DRAWDOWN
Deepest Drawdown Depth (%) -55.18 -20.58
Start to Recovery (months) 69 39*
Longest Drawdown Depth (%) -55.18 -20.58
Start to Recovery (months) 69 39*
Longest Negative Period (months) 132 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.72 7.47
Sharpe Ratio 0.35 0.70
Sortino Ratio 0.47 0.95
Ulcer Index 15.84 4.45
Ratio: Return / Standard Deviation 0.50 1.01
Ratio: Return / Deepest Drawdown 0.14 0.37
Metrics calculated over the period 1 April 1995 - 31 March 2025
Swipe left to see all data
All Country World Stocks All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.53 9.12
Infl. Adjusted Return (%) 5.37 4.98
DRAWDOWN
Deepest Drawdown Depth (%) -55.18 -20.58
Start to Recovery (months) 69 39*
Longest Drawdown Depth (%) -55.18 -20.58
Start to Recovery (months) 69 39*
Longest Negative Period (months) 132 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.65 7.97
Sharpe Ratio 0.33 0.59
Sortino Ratio 0.44 0.83
Ulcer Index 13.31 3.80
Ratio: Return / Standard Deviation 0.61 1.14
Ratio: Return / Deepest Drawdown 0.17 0.44
Metrics calculated over the period 1 January 1970 - 31 March 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 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1970 - 31 March 2025 (~55 years)

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All Country World Stocks All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.18 69 Nov 2007
Jul 2013
-46.45 61 Sep 2000
Sep 2005
-25.52 24 Jan 2022
Dec 2023
-22.15 8 Jan 2020
Aug 2020
-20.58 39* Jan 2022
In progress
-16.58 5 Jul 1998
Nov 1998
-14.45 21 Feb 2018
Oct 2019
-13.76 19 Jun 2015
Dec 2016
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-7.16 7 Aug 1997
Feb 1998
-6.70 3 Jan 2000
Mar 2000
-6.66 17 Feb 2015
Jun 2016
-6.47 4 Feb 1997
May 1997
-6.42 13 Aug 2016
Aug 2017

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All Country World Stocks All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.18 69 Nov 2007
Jul 2013
-46.45 61 Sep 2000
Sep 2005
-42.30 60 Jan 1973
Dec 1977
-26.12 17 Sep 1987
Jan 1989
-25.52 24 Jan 2022
Dec 2023
-24.26 43 Sep 1989
Mar 1993
-22.50 13 Jan 1970
Jan 1971
-22.15 8 Jan 2020
Aug 2020
-21.07 24 Dec 1980
Nov 1982
-20.58 39* Jan 2022
In progress
-16.58 5 Jul 1998
Nov 1998
-14.45 21 Feb 2018
Oct 2019
-13.76 19 Jun 2015
Dec 2016
-12.31 21 Dec 1980
Aug 1982
-11.57 9 Jan 2009
Sep 2009

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 1970 - 31 March 2025 (~55 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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All Country World Stocks All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -0.98 -3.92 2.76 -1.21
2024
 16.49 -3.58 6.36 -3.73
2023
 22.03 -9.69 9.95 -9.25
2022
 -18.01 -25.52 -18.39 -20.58
2021
 18.27 -4.10 8.27 -3.74
2020
 16.61 -22.15 15.88 -3.68
2019
 26.82 -5.97 17.93 -0.83
2018
 -9.76 -14.45 -3.02 -4.71
2017
 24.49 0.00 11.55 -0.49
2016
 8.51 -6.91 6.50 -6.42
2015
 -1.86 -11.65 -3.23 -6.66
2014
 3.67 -4.44 12.89 -2.52
2013
 22.95 -3.20 1.71 -5.29
2012
 17.12 -10.01 7.02 -1.33
2011
 -7.50 -21.87 15.64 -2.00
2010
 13.08 -12.80 12.88 -0.69
2009
 32.65 -19.35 2.71 -11.57
2008
 -42.31 -42.46 2.38 -11.38
2007
 12.23 -3.69 11.88 -1.20
2006
 22.32 -2.45 6.93 -1.71
2005
 11.83 -2.46 8.55 -2.99
2004
 16.95 -2.64 9.41 -4.76
2003
 36.08 -2.46 13.96 -4.74
2002
 -18.93 -26.51 7.77 -1.56
2001
 -16.14 -25.94 -2.77 -4.61
2000
 -11.41 -14.09 10.15 -2.26
1999
 26.30 -4.32 6.28 -3.79
1998
 22.57 -16.58 11.05 -4.83
1997
 15.14 -7.16 13.54 -2.89
1996
 13.05 -5.44 8.27 -2.11
1995
 19.28 -1.67 27.44 0.00
1994
 5.70 -6.11 -3.28 -6.83
1993
 24.75 -1.19 12.02 -1.98
1992
 -4.32 -7.14 6.76 -2.23
1991
 19.77 -6.88 17.98 -1.86
1990
 -16.58 -22.62 3.85 -5.51
1989
 17.52 -4.87 20.45 -1.14
1988
 23.86 -2.72 10.59 -1.93
1987
 16.65 -26.12 3.47 -8.78
1986
 42.65 -5.84 20.56 -3.75
1985
 41.65 -2.26 28.68 -2.13
1984
 5.68 -7.06 8.03 -6.61
1983
 23.14 -3.10 7.06 -3.16
1982
 11.14 -15.33 31.65 -3.13
1981
 -3.39 -11.40 -3.74 -11.76
1980
 27.59 -10.22 10.35 -10.89
1979
 12.57 -7.36 19.26 -6.57
1978
 18.11 -7.38 7.24 -3.43
1977
 1.91 -5.11 2.14 -2.83
1976
 14.60 -3.44 15.78 -1.12
1975
 34.35 -12.40 12.93 -5.16
1974
 -24.56 -32.45 1.78 -11.04
1973
 -14.59 -15.92 6.67 -2.66
1972
 23.43 -1.54 14.50 0.00
1971
 19.46 -6.12 14.60 -3.81
1970
 -2.07 -22.50 10.73 -7.59
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