Canada Stocks/Bonds 80/20 Portfolio vs US Stocks/Bonds 40/60 To CAD Bond Hedged Portfolio Portfolio Comparison

Simulation Settings
Period: January 1988 - May 2025 (~37 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1988/01 - 2025/05)
Inflation Adjusted:
Canada Stocks/Bonds 80/20 Portfolio
1.00$
Invested Capital
June 1995
9.10$
Final Capital
May 2025
7.64%
Yearly Return
11.99%
Std Deviation
-36.14%
Max Drawdown
58months
Recovery Period
1.00$
Invested Capital
June 1995
4.88$
Final Capital
May 2025
5.43%
Yearly Return
11.99%
Std Deviation
-39.43%
Max Drawdown
64months
Recovery Period
1.00$
Invested Capital
January 1988
13.57$
Final Capital
May 2025
7.22%
Yearly Return
11.64%
Std Deviation
-36.14%
Max Drawdown
58months
Recovery Period
1.00$
Invested Capital
January 1988
5.78$
Final Capital
May 2025
4.80%
Yearly Return
11.64%
Std Deviation
-39.43%
Max Drawdown
64months
Recovery Period
US Stocks/Bonds 40/60 To CAD Bond Hedged Portfolio
1.00$
Invested Capital
June 1995
6.85$
Final Capital
May 2025
6.62%
Yearly Return
5.99%
Std Deviation
-16.22%
Max Drawdown
27months
Recovery Period
1.00$
Invested Capital
June 1995
3.68$
Final Capital
May 2025
4.44%
Yearly Return
5.99%
Std Deviation
-20.99%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1988
17.39$
Final Capital
May 2025
7.93%
Yearly Return
6.12%
Std Deviation
-16.22%
Max Drawdown
27months
Recovery Period
1.00$
Invested Capital
January 1988
7.41$
Final Capital
May 2025
5.50%
Yearly Return
6.12%
Std Deviation
-20.99%
Max Drawdown
41months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Canada Stocks/Bonds 80/20 Portfolio obtained a 7.64% compound annual return, with a 11.99% standard deviation. It suffered a maximum drawdown of -36.14% that required 58 months to be recovered.

As of May 2025, in the previous 30 Years, the US Stocks/Bonds 40/60 To CAD Bond Hedged Portfolio obtained a 6.62% compound annual return, with a 5.99% standard deviation. It suffered a maximum drawdown of -16.22% that required 27 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.

Canada Stocks/Bonds 80/20 Portfolio
Weight
(%)		 Ticker Name
80.00
VCN.TO
Vanguard FTSE Canada All Cap Index
20.00
ZAG.TO
BMO Aggregate Bond Index
US Stocks/Bonds 40/60 To CAD Bond Hedged Portfolio
Weight
(%)		 Ticker Name
40.00
VUN.TO
Vanguard US Total Market Index
60.00
VBU.NE
Vanguard US Aggregate Bond Index CAD-hedged
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Portfolio Returns as of May 31, 2025

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1988 - 31 May 2025 (~37 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~37Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_canada.webp Canada Stocks/Bonds 80/20
-- Market Benchmark 		5.92 4.39 2.96 18.88 12.09 7.48 7.64 7.22
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks/Bonds 40/60 • Bond Hedged
-- Market Benchmark 		-0.72 1.59 -2.38 8.33 4.99 5.61 6.62 7.93
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Canada Stocks/Bonds 80/20 Portfolio: an investment of 1$, since June 1995, now would be worth 9.10$, with a total return of 810.00% (7.64% annualized).

US Stocks/Bonds 40/60 To CAD Bond Hedged Portfolio: an investment of 1$, since June 1995, now would be worth 6.85$, with a total return of 585.00% (6.62% annualized).


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Canada Stocks/Bonds 80/20 Portfolio: an investment of 1$, since January 1988, now would be worth 13.57$, with a total return of 1257.45% (7.22% annualized).

US Stocks/Bonds 40/60 To CAD Bond Hedged Portfolio: an investment of 1$, since January 1988, now would be worth 17.39$, with a total return of 1638.63% (7.93% 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 1988 - 31 May 2025 (~37 years)
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Canada Stocks/Bonds 80/20 US Stocks/Bonds 40/60 To CAD Bond Hedged
Author
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 18.88 8.33
Infl. Adjusted Return (%) 17.49 7.07
DRAWDOWN
Deepest Drawdown Depth (%) -2.80 -4.37
Start to Recovery (months) 2 3*
Longest Drawdown Depth (%) -1.66 -4.37
Start to Recovery (months) 4 3*
Longest Negative Period (months) 5 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.06 6.71
Sharpe Ratio 1.56 0.54
Sortino Ratio 2.30 0.74
Ulcer Index 1.01 1.70
Ratio: Return / Standard Deviation 2.08 1.24
Ratio: Return / Deepest Drawdown 6.75 1.90
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Canada Stocks/Bonds 80/20 US Stocks/Bonds 40/60 To CAD Bond Hedged
Author
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.09 4.99
Infl. Adjusted Return (%) 8.06 1.23
DRAWDOWN
Deepest Drawdown Depth (%) -12.85 -16.22
Start to Recovery (months) 21 27
Longest Drawdown Depth (%) -12.85 -16.22
Start to Recovery (months) 21 27
Longest Negative Period (months) 28 38
RISK INDICATORS
Standard Deviation (%) 11.30 8.13
Sharpe Ratio 0.84 0.29
Sortino Ratio 1.16 0.40
Ulcer Index 3.78 6.54
Ratio: Return / Standard Deviation 1.07 0.61
Ratio: Return / Deepest Drawdown 0.94 0.31
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Canada Stocks/Bonds 80/20 US Stocks/Bonds 40/60 To CAD Bond Hedged
Author
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.48 5.61
Infl. Adjusted Return (%) 4.80 2.97
DRAWDOWN
Deepest Drawdown Depth (%) -18.90 -16.22
Start to Recovery (months) 10 27
Longest Drawdown Depth (%) -12.85 -16.22
Start to Recovery (months) 21 27
Longest Negative Period (months) 40 38
RISK INDICATORS
Standard Deviation (%) 11.40 7.05
Sharpe Ratio 0.50 0.54
Sortino Ratio 0.67 0.74
Ulcer Index 4.53 4.75
Ratio: Return / Standard Deviation 0.66 0.80
Ratio: Return / Deepest Drawdown 0.40 0.35
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Canada Stocks/Bonds 80/20 US Stocks/Bonds 40/60 To CAD Bond Hedged
Author
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.64 6.62
Infl. Adjusted Return (%) 5.43 4.44
DRAWDOWN
Deepest Drawdown Depth (%) -36.14 -16.22
Start to Recovery (months) 58 27
Longest Drawdown Depth (%) -36.14 -12.60
Start to Recovery (months) 58 31
Longest Negative Period (months) 102 61
RISK INDICATORS
Standard Deviation (%) 11.99 5.99
Sharpe Ratio 0.45 0.73
Sortino Ratio 0.58 0.98
Ulcer Index 11.28 3.42
Ratio: Return / Standard Deviation 0.64 1.11
Ratio: Return / Deepest Drawdown 0.21 0.41
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Canada Stocks/Bonds 80/20 US Stocks/Bonds 40/60 To CAD Bond Hedged
Author
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.22 7.93
Infl. Adjusted Return (%) 4.80 5.50
DRAWDOWN
Deepest Drawdown Depth (%) -36.14 -16.22
Start to Recovery (months) 58 27
Longest Drawdown Depth (%) -36.14 -12.60
Start to Recovery (months) 58 31
Longest Negative Period (months) 102 61
RISK INDICATORS
Standard Deviation (%) 11.64 6.12
Sharpe Ratio 0.37 0.82
Sortino Ratio 0.49 1.13
Ulcer Index 10.58 3.12
Ratio: Return / Standard Deviation 0.62 1.29
Ratio: Return / Deepest Drawdown 0.20 0.49
Metrics calculated over the period 1 January 1988 - 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 1988 - 31 May 2025 (~37 years)

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Canada Stocks/Bonds 80/20 US Stocks/Bonds 40/60 To CAD Bond Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-36.14 58 Sep 2000
Jun 2005
-35.32 30 Jun 2008
Nov 2010
-22.90 20 May 1998
Dec 1999
-18.90 10 Feb 2020
Nov 2020
-16.22 27 Jan 2022
Mar 2024
-12.90 32 Mar 2011
Oct 2013
-12.85 21 Apr 2022
Dec 2023
-12.60 31 May 2007
Nov 2009
-12.39 17 May 2015
Sep 2016
-9.86 9 Aug 2018
Apr 2019
-7.00 7 Nov 2007
May 2008
-6.98 19 Apr 2002
Oct 2003
-6.18 4 Feb 2020
May 2020
-5.88 5 Oct 1997
Feb 1998
-5.25 8 Sep 2014
Apr 2015

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Canada Stocks/Bonds 80/20 US Stocks/Bonds 40/60 To CAD Bond Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-36.14 58 Sep 2000
Jun 2005
-35.32 30 Jun 2008
Nov 2010
-22.90 20 May 1998
Dec 1999
-18.90 10 Feb 2020
Nov 2020
-18.14 44 Sep 1989
Apr 1993
-16.22 27 Jan 2022
Mar 2024
-12.90 32 Mar 2011
Oct 2013
-12.85 21 Apr 2022
Dec 2023
-12.60 31 May 2007
Nov 2009
-12.39 17 May 2015
Sep 2016
-11.86 22 Feb 1994
Nov 1995
-9.86 9 Aug 2018
Apr 2019
-7.00 7 Nov 2007
May 2008
-6.98 19 Apr 2002
Oct 2003
-6.18 4 Feb 2020
May 2020

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 1988 - 31 May 2025 (~37 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada 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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Canada Stocks/Bonds 80/20 US Stocks/Bonds 40/60 To CAD Bond Hedged
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.92 -1.66 -0.72 -4.37
2024
 18.62 -2.80 13.57 -2.76
2023
 11.74 -6.54 12.27 -4.42
2022
 -7.10 -12.85 -13.92 -16.22
2021
 20.10 -2.61 8.58 -2.43
2020
 5.52 -18.90 11.00 -6.18
2019
 19.04 -2.44 14.01 -1.54
2018
 -7.13 -9.86 0.18 -4.35
2017
 7.22 -2.45 7.33 -2.02
2016
 16.88 -0.83 4.43 -1.48
2015
 -6.58 -12.39 7.39 -3.28
2014
 9.62 -5.25 13.37 -0.13
2013
 9.31 -4.55 16.23 -0.92
2012
 6.26 -6.65 7.54 -0.27
2011
 -5.00 -12.90 6.36 -1.82
2010
 15.02 -5.32 8.30 -2.22
2009
 29.61 -6.28 6.69 -7.11
2008
 -26.15 -30.98 -4.59 -8.18
2007
 8.05 -4.70 -0.34 -2.73
2006
 14.11 -3.91 8.23 -3.56
2005
 22.19 -4.25 2.03 -2.93
2004
 11.53 -5.82 4.75 -2.09
2003
 21.20 -2.91 6.48 -3.01
2002
 -9.25 -16.80 -3.28 -6.98
2001
 -9.31 -19.71 2.93 -3.91
2000
 6.76 -17.67 3.27 -3.28
1999
 23.34 -5.36 5.97 -2.62
1998
 -1.03 -22.90 17.57 -4.43
1997
 12.08 -5.88 18.78 -2.08
1996
 22.69 -4.59 10.05 -1.85
1995
 12.80 -3.77 24.33 0.00
1994
 -3.86 -11.86 1.04 -4.25
1993
 27.37 -2.96 12.63 -0.72
1992
 -2.19 -5.90 14.55 -0.87
1991
 9.54 -2.60 24.64 -1.89
1990
 -13.40 -17.57 6.24 -4.94
1989
 15.44 -2.07 20.33 -0.58
1988
 7.22 -4.09 9.19 -2.32
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