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

Simulation Settings
Period: January 1985 - July 2025 (~41 years)
Consolidated Returns as of 31 July 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
(1995/08 - 2025/07)
All Data
(1985/01 - 2025/07)
Inflation Adjusted:
Canada Stocks Portfolio
1.00$
Invested Capital
August 1995
10.66$
Final Capital
July 2025
8.21%
Yearly Return
14.75%
Std Deviation
-45.40%
Max Drawdown
61months
Recovery Period
1.00$
Invested Capital
August 1995
5.70$
Final Capital
July 2025
5.97%
Yearly Return
14.75%
Std Deviation
-48.22%
Max Drawdown
65months
Recovery Period
1.00$
Invested Capital
January 1985
19.00$
Final Capital
July 2025
7.53%
Yearly Return
14.47%
Std Deviation
-45.40%
Max Drawdown
61months
Recovery Period
1.00$
Invested Capital
January 1985
7.10$
Final Capital
July 2025
4.95%
Yearly Return
14.47%
Std Deviation
-48.22%
Max Drawdown
65months
Recovery Period
US Stocks/Bonds 60/40 To CAD Hedged Portfolio
1.00$
Invested Capital
August 1995
9.18$
Final Capital
July 2025
7.67%
Yearly Return
9.72%
Std Deviation
-29.94%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
August 1995
4.91$
Final Capital
July 2025
5.45%
Yearly Return
9.72%
Std Deviation
-31.30%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
44.61$
Final Capital
July 2025
9.81%
Yearly Return
9.86%
Std Deviation
-29.94%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1985
16.66$
Final Capital
July 2025
7.18%
Yearly Return
9.86%
Std Deviation
-31.30%
Max Drawdown
38months
Recovery Period

As of July 2025, in the previous 30 Years, the Canada Stocks Portfolio obtained a 8.21% compound annual return, with a 14.75% standard deviation. It suffered a maximum drawdown of -45.40% that required 61 months to be recovered.

As of July 2025, in the previous 30 Years, the US Stocks/Bonds 60/40 To CAD Hedged Portfolio obtained a 7.67% compound annual return, with a 9.72% standard deviation. It suffered a maximum drawdown of -29.94% that required 36 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 Portfolio
Weight
(%)		 Ticker Name
100.00
VCN.TO
Vanguard FTSE Canada All Cap Index
US Stocks/Bonds 60/40 To CAD Hedged Portfolio
Weight
(%)		 Ticker Name
60.00
VUS.TO
Vanguard US Total Market Index CAD-hedged
40.00
VBU.NE
Vanguard US Aggregate Bond Index CAD-hedged
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Portfolio Returns as of Jul 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
Capital Growth
30 Years
(1995/08 - 2025/07)
All Data
(1985/01 - 2025/07)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Canada Stocks
 1 $ 10.66 $ 965.78% 8.21%
US Stocks/Bonds 60/40 To CAD Hedged
 1 $ 9.18 $ 817.82% 7.67%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Canada Stocks
 1 $ 5.70 $ 469.84% 5.97%
US Stocks/Bonds 60/40 To CAD Hedged
 1 $ 4.91 $ 390.73% 5.45%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Canada Stocks
 1 $ 19.00 $ 1 800.19% 7.53%
US Stocks/Bonds 60/40 To CAD Hedged
 1 $ 44.61 $ 4 361.16% 9.81%
Jan 1985 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Canada Stocks
 1 $ 7.10 $ 609.68% 4.95%
US Stocks/Bonds 60/40 To CAD Hedged
 1 $ 16.66 $ 1 566.15% 7.18%
Jan 1985 Jul 2025

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Return (%) as of Jul 31, 2025
YTD
(7M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_canada.webp Canada Stocks
-- Market Benchmark 		11.97 1.75 7.93 21.85 14.69 9.66 8.21 7.53
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks/Bonds 60/40 • Hedged
-- Market Benchmark 		5.17 1.24 3.26 8.75 7.46 7.23 7.67 9.81
Returns over 1 year are annualized.
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Portfolio Metrics as of Jul 31, 2025

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

METRIC COMPARISON
Period: 1 August 2024 - 31 July 2025 (1 year)
Period: 1 August 2020 - 31 July 2025 (5 years)
Period: 1 August 2015 - 31 July 2025 (10 years)
Period: 1 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1985 - 31 July 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/07)
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Canada Stocks US Stocks/Bonds 60/40 To CAD Hedged
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 21.85 8.75
Infl. Adjusted (%) 20.14 7.23
DRAWDOWN
Deepest Drawdown Depth (%) -3.29 -5.59
Start to Recovery (months) 2 7
Longest Drawdown Depth (%) -2.12 -5.59
Start to Recovery (months) 4 7
Longest Negative Period (months) 5 8
RISK INDICATORS
Standard Deviation (%) 9.50 8.43
Sharpe Ratio 1.82 0.50
Sortino Ratio 2.60 0.68
Ulcer Index 1.22 2.51
Ratio: Return / Standard Deviation 2.30 1.04
Ratio: Return / Deepest Drawdown 6.65 1.57
Metrics calculated over the period 1 August 2024 - 31 July 2025
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Canada Stocks US Stocks/Bonds 60/40 To CAD Hedged
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.69 7.46
Infl. Adjusted (%) 10.62 3.65
DRAWDOWN
Deepest Drawdown Depth (%) -14.55 -21.52
Start to Recovery (months) 21 27
Longest Drawdown Depth (%) -14.55 -21.52
Start to Recovery (months) 21 27
Longest Negative Period (months) 26 35
RISK INDICATORS
Standard Deviation (%) 13.09 11.65
Sharpe Ratio 0.91 0.40
Sortino Ratio 1.27 0.54
Ulcer Index 4.16 8.26
Ratio: Return / Standard Deviation 1.12 0.64
Ratio: Return / Deepest Drawdown 1.01 0.35
Metrics calculated over the period 1 August 2020 - 31 July 2025
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Canada Stocks US Stocks/Bonds 60/40 To CAD Hedged
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.66 7.23
Infl. Adjusted (%) 6.89 4.52
DRAWDOWN
Deepest Drawdown Depth (%) -23.04 -21.52
Start to Recovery (months) 10 27
Longest Drawdown Depth (%) -14.55 -21.52
Start to Recovery (months) 21 27
Longest Negative Period (months) 43 35
RISK INDICATORS
Standard Deviation (%) 13.63 10.61
Sharpe Ratio 0.57 0.51
Sortino Ratio 0.76 0.67
Ulcer Index 5.07 6.25
Ratio: Return / Standard Deviation 0.71 0.68
Ratio: Return / Deepest Drawdown 0.42 0.34
Metrics calculated over the period 1 August 2015 - 31 July 2025
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Canada Stocks US Stocks/Bonds 60/40 To CAD Hedged
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.21 7.67
Infl. Adjusted (%) 5.97 5.45
DRAWDOWN
Deepest Drawdown Depth (%) -45.40 -29.94
Start to Recovery (months) 61 36
Longest Drawdown Depth (%) -45.40 -21.56
Start to Recovery (months) 61 40
Longest Negative Period (months) 107 110
RISK INDICATORS
Standard Deviation (%) 14.75 9.72
Sharpe Ratio 0.40 0.56
Sortino Ratio 0.52 0.73
Ulcer Index 14.91 6.94
Ratio: Return / Standard Deviation 0.56 0.79
Ratio: Return / Deepest Drawdown 0.18 0.26
Metrics calculated over the period 1 August 1995 - 31 July 2025
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Canada Stocks US Stocks/Bonds 60/40 To CAD Hedged
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.53 9.81
Infl. Adjusted (%) 4.95 7.18
DRAWDOWN
Deepest Drawdown Depth (%) -45.40 -29.94
Start to Recovery (months) 61 36
Longest Drawdown Depth (%) -26.10 -21.56
Start to Recovery (months) 73 40
Longest Negative Period (months) 107 110
RISK INDICATORS
Standard Deviation (%) 14.47 9.86
Sharpe Ratio 0.30 0.67
Sortino Ratio 0.39 0.88
Ulcer Index 14.07 6.25
Ratio: Return / Standard Deviation 0.52 1.00
Ratio: Return / Deepest Drawdown 0.17 0.33
Metrics calculated over the period 1 January 1985 - 31 July 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 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1985 - 31 July 2025 (~41 years)
30 Years
(1995/08 - 2025/07)

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Canada Stocks US Stocks/Bonds 60/40 To CAD Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.40 61 Sep 2000
Sep 2005
-43.58 33 Jun 2008
Feb 2011
-29.94 36 Nov 2007
Oct 2010
-27.84 20 May 1998
Dec 1999
-23.04 10 Feb 2020
Nov 2020
-21.56 40 Sep 2000
Dec 2003
-21.52 27 Jan 2022
Mar 2024
-17.62 32 Mar 2011
Oct 2013
-15.71 27 Sep 2014
Nov 2016
-14.55 21 Apr 2022
Dec 2023
-12.96 6 Feb 2020
Jul 2020
-12.62 9 Aug 2018
Apr 2019
-10.25 5 Jul 1998
Nov 1998
-9.50 8 Sep 2018
Apr 2019
-9.07 7 Nov 2007
May 2008

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Canada Stocks US Stocks/Bonds 60/40 To CAD Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.40 61 Sep 2000
Sep 2005
-43.58 33 Jun 2008
Feb 2011
-29.94 36 Nov 2007
Oct 2010
-27.84 20 May 1998
Dec 1999
-26.10 73 Aug 1987
Aug 1993
-23.04 10 Feb 2020
Nov 2020
-21.56 40 Sep 2000
Dec 2003
-21.52 27 Jan 2022
Mar 2024
-18.70 17 Sep 1987
Jan 1989
-17.62 32 Mar 2011
Oct 2013
-15.71 27 Sep 2014
Nov 2016
-14.55 21 Apr 2022
Dec 2023
-12.96 6 Feb 2020
Jul 2020
-12.62 9 Aug 2018
Apr 2019
-11.80 18 Feb 1994
Jul 1995

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 - 31 July 2025 (~41 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 US Stocks/Bonds 60/40 To CAD Hedged
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 11.97 -2.12 5.17 -4.40
2024
 22.16 -3.29 13.32 -3.82
2023
 13.16 -7.37 16.75 -7.55
2022
 -5.96 -14.55 -18.03 -21.52
2021
 25.78 -2.86 14.10 -3.37
2020
 4.88 -23.04 13.13 -12.96
2019
 22.09 -3.34 20.54 -3.58
2018
 -9.19 -12.62 -4.92 -9.50
2017
 8.41 -3.01 13.61 -0.17
2016
 20.63 -1.11 7.58 -2.88
2015
 -9.03 -15.26 -0.22 -5.56
2014
 9.83 -6.40 10.24 -1.62
2013
 12.09 -5.13 20.45 -2.50
2012
 7.04 -8.57 10.43 -3.76
2011
 -8.79 -17.62 4.26 -8.81
2010
 17.52 -7.08 13.05 -7.15
2009
 35.38 -7.77 18.67 -11.62
2008
 -33.71 -38.83 -18.79 -21.63
2007
 9.54 -5.96 5.10 -3.24
2006
 16.87 -4.73 9.83 -2.11
2005
 26.33 -4.99 3.89 -2.44
2004
 13.00 -6.98 10.01 -2.54
2003
 25.06 -3.49 21.89 -1.79
2002
 -13.44 -22.44 -8.50 -13.51
2001
 -13.31 -25.56 -3.14 -11.62
2000
 6.18 -21.59 -2.73 -8.49
1999
 29.72 -6.20 13.29 -3.97
1998
 -3.19 -27.84 16.73 -10.25
1997
 13.03 -7.49 19.54 -3.53
1996
 25.75 -6.05 12.70 -3.46
1995
 11.86 -4.65 29.76 -0.19
1994
 -2.49 -11.63 -0.69 -6.13
1993
 28.98 -3.55 11.61 -1.31
1992
 -4.61 -8.71 12.11 -1.36
1991
 8.12 -4.24 30.49 -2.58
1990
 -17.96 -22.38 5.08 -7.53
1989
 17.10 -2.28 26.48 -1.19
1988
 7.28 -4.59 16.36 -1.85
1987
 3.06 -26.10 4.69 -18.70
1986
 5.71 -5.98 18.72 -5.32
1985
 11.77 -6.66 30.37 -2.01
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